Bojan Nikolic: Using and Understanding the QuantLib Addin

[website home] | [BN Algorithms]

Evaluation DateΒΆ

QuantLib has a concept of Evaluation Date, i.e., the date which should be considered now when making various computations. This date is used internally by valuation functions whenever an implicit now time is required. There are however also numerous functions which do not depend on the implicit now, either because they intrinsically do not require this concept or because explicit parameters (such as today or settlement days) specify the time which should be used for now.

By default, Evaluation Date is assumed to be today, but it can be changed using the qlSettingsSetEvaluationDate function and the current evaluation date can be retrieved using qlSettingsEvaluationDate function.