|
It occurs to me that it wouldn't be too difficult to change Array and
Sampled Curve to templates that can handle anything. The reason for
doing that is that youcould change have two-d arrays being implemented
as an array of arrays and have all of the math work out right.
In the case of SampledCurve, the idea would be
typedef IndexedRelation<Real, Real> SampledCurve;
Once you do that you can create a surface
IndexedRelation<Real, IndexedRelation<Real, Real> > or better yet
IndexedRelation<Date, IndexedRelation<Real, Real> >
or a dividend payment schedule
IndexedRelation<Date, DividendPayment>
IndexedRelation<Date, CallabilitySchedule>
Now the cool thing will be if you can interface IndexRelations with stat
package like R and start plotting them.
Thoughts?
|