supply dates as references for A_365_CA yearFraction computation

lballabio · Nov 10, 2023 · 85fcf79 · 85fcf79
1 parent 478ddcc
commit 85fcf79
Showing 1 changed file with 2 additions and 1 deletion.
diff --git a/ql/termstructures/yield/ratehelpers.cpp b/ql/termstructures/yield/ratehelpers.cpp
@@ -70,7 +70,8 @@ namespace QuantLib {
         }
 
         Time DetermineYearFraction(const FuturesRateHelperDates& dates, const DayCounter& dayCounter) {
-            return dayCounter.yearFraction(dates.earliestDate_, dates.maturityDate_);
+            return dayCounter.yearFraction(dates.earliestDate_, dates.maturityDate_,
+                                           dates.earliestDate_, dates.maturityDate_);
         }
 
         FuturesRateHelperDates InitializeDates(const Date& iborStartDate,