yearFraction =

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

yearFraction =

quantlib-users-admin






> Hello, group
>
> Could someone explain why t=
he member function yearFraction(d1, d2)  in
> DayCounter crash the prog=
ram when d1 and d2 are very close (for instance,
> 2 days difference in=
 my program)?
>
> Thanks very much.
>
>
> Guowen