You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
I need to create a daycount to specify fixed datetime intervals.
For example, a spot rate is valid between 2 dates.
So it depends on a calendar, but daycount doesn't refer to a calendar.
What to do?
Suggestion:
as.daycount('fixed/2015-06-12:2015-07-12')
and use spotrate's calendar.
The problem is how to compute timefactor and dib that usually returns the number after /.
One possible solution is: dib and timefactor methods have an optional argument for calendar.
and daycount could inform it has a datetime interval with a method has_daterange, that method would be used in dib, timefactor simply passes through.
So, every time a curve use timefactor it should pass a calendar.
The text was updated successfully, but these errors were encountered:
I need to create a daycount to specify fixed datetime intervals.
For example, a spot rate is valid between 2 dates.
So it depends on a calendar, but daycount doesn't refer to a calendar.
What to do?
Suggestion:
and use spotrate's calendar.
The problem is how to compute
timefactor
anddib
that usually returns the number after/
.One possible solution is:
dib
andtimefactor
methods have an optional argument for calendar.and daycount could inform it has a datetime interval with a method
has_daterange
, that method would be used indib
,timefactor
simply passes through.So, every time a curve use
timefactor
it should pass a calendar.The text was updated successfully, but these errors were encountered: