Timeline for Help plz - Quantlib daycount ql.ActualActual() error
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 30, 2022 at 21:03 | comment | added | Jessica | spotDates in my case is a a vector at monthly interval from 9/30/2022 and goes out to 100Y. The yearFraction check looks fine up until year 2077. From that point onward every January accrues 2 months worth and February accrues zero. Interesting.. | |
| Nov 30, 2022 at 18:16 | comment | added | Jessica | Thank you this is very helpful! | |
| Nov 29, 2022 at 11:15 | history | answered | Luigi Ballabio | CC BY-SA 4.0 |