Remove day counter argument from spreaded curves #2365
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eltoder
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Spreaded curves always use the same day counter as the original curve. It's not possible to support a different day counter without some API changes on the base YieldTermStructure. Currently these classes simply ignore the passed day counter. Deprecate the current constructors and add new ones that do not take a day counter.
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Spreaded curves always use the same day counter as the original curve. It's not possible to support a different day counter without some API changes on the base YieldTermStructure. Currently these classes simply ignore the passed day counter. Deprecate the current constructors and add new ones that do not take a day counter.