yield term structure again

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yield term structure again

Ferdinando M. Ametrano-2
Hi all

as you might have noticed I'm working on term structures.
A few questions:

1) Enrico, have you figured out if the currency() method is really relevant
for RiskMap's code? I would really like to remove it.
2) I would also like to remove todaysDate(), todaysDate_, and minTime(),
assuming that the minimum time is always t=0.0 at the settlementDate, where
I have discount = 1.0
Anyone against this change?
3) I fixed 2 bugs in DiscountCurve, but I still have problems with
calculations between settlementDate and the first knot date, probably due
to some problem in LogLinearInterpolation. Have someone ever used this
classes? Do they work for you?
4) I would also like to move daycounter to the last position in the
constructors' parameters list, so to allow for a default value (act/365, or
act/act ISDA)
Anyone against this change?

ciao -- Nando



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Re: yield term structure again

enrico.sirola
>>>>> "nando" == Ferdinando Ametrano <[hidden email]> writes:

    nando> Hi all as you might have noticed I'm working on term
    nando> structures.  A few questions:

    nando> 1) Enrico, have you figured out if the currency() method is
    nando> really relevant for RiskMap's code? I would really like to
    nando> remove it.  2) I would also like to remove todaysDate(),

hi, we just checked for the currency() method, and it seems ok to
remove it.
Bye,
enrico

--
Enrico Sirola <[hidden email]>
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Key fingerprint = B446 7332 ED55 BC68 5FE8  DE0F 98DF EC86 377F E07F



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Re: yield term structure again

Ferdinando M. Ametrano-2
At 11:34 AM 6/24/2002 +0200, [hidden email] wrote:
>hi, we just checked for the currency() method, and it seems ok to
>remove it.
thank you

ciao -- Nando