Is there a particular reason why the Tenor class does not allow 0 day period?
I have use cases where I have instruments expiring on valuation day at a specific time and I would like to price on the same day before their expiration time.
The Tenor class is meant to represent the length of the actual trade on the book, from original trade date to completion. We’ve always worked on the basis that is at least 1 day. As such, it shouldn’t be a Tenor that you need when pricing on the expiration date (the trade lasts longer than a few hours).