Discuss valuationDate versus evaluationDate

[sweemer]

Continuation of https://github.com/lballabio/QuantLib/pull/1566#issuecomment-1632109256

Questions:

1. What if the constructor of Instrument registered with the evaluation date, no matter what?
2. If so, should Instrument::valuationDate always be in sync with Settings::evaluationDate?
3. Or perhaps this member can be deprecated and kept in Instrument::results only?
4. Is Instrument::valuationDate a misnomer; and if so, what should be done about it?

[pcaspers]

Related Question: If a YieldTermStructure is set up with a fixed reference date (assume this is equal to the rate curve's settlement date as well) which differs from Settings::evaluationDate and we have an instrument plus an associated pricing engine that only depends on that rate curve:

• is it legal to consider the rate curve's reference date as the valuation date w.r.t. which we calculate the NPV or do we expect the NPV to be calculated always in line with the evaluation date from the settings?
• in the former case, is the expectation that we check term structure reference dates to be in line with the evaluation date in the settings and throw an error if they differ?

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This issue was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.

[github-actions[bot]]

This issue was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.

[github-actions[bot]]

This issue was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.

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This issue was automatically closed because it has been stalled for two weeks with no further activity.