Re: IboxIndex in SwapRateHelper

On Tue, 2009-06-30 at 22:19 +0200, Mattia Maetini wrote:
> I can't understand what is the parameter IborIndex in the
> SwapRateHelper; i have search it in the example of swapevaluation.cpp
> but I can't understand what it means.

It's an instance of the floating index to use. For 6-months Euribor, it
would be an instance of the Euribor class. I'm not familiar with C#, but
from the examples, I guess it would be something like

IborIndex euribor6m = new Euribor(6, TimeUnit.Months);


Luigi


--

I've finally learned what `upward compatible' means. It means we
get to keep all our old mistakes.
-- Dennie van Tassel



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