Bonds

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Bonds

simone pilozzi
Hi all,
I am working on a pricer for a set of bonds with different features.
I would like to start with a shared_ptr to the generic class bond, 
then specify the type (floaters, fixed, callable ...whatever) once it is known.

Ideally the code should look like this

shared_ptr<Bond> GenericBond( new bond(..constructor for bond))

if( strcmp(bondtype.c_cstr(),"FRN")==0)
    {
          GenericBond "is now"  shared_ptr<floatingratebond>


  }

Is that possible?
Thanks in advance




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Re: Bonds

Luigi Ballabio
On Wed, 2010-09-29 at 09:34 +0200, simone pilozzi wrote:

> I am working on a pricer for a set of bonds with different features.
> I would like to start with a shared_ptr to the generic class bond,
> then specify the type (floaters, fixed, callable ...whatever) once it
> is known.
> Ideally the code should look like this
>
> shared_ptr<Bond> GenericBond( new bond(..constructor for bond))
>
> if( strcmp(bondtype.c_cstr(),"FRN")==0) {
>     GenericBond "is now"  shared_ptr<floatingratebond>
> }
>
> Is that possible?

Not exactly as above, but you can just leave the pointer empty at the
beginning and instantiate the correct class later:

shared_ptr<Bond> GenericBond;
if( strcmp(bondtype.c_cstr(),"FRN")==0) {
    GenericBond.reset(new FloatingRateBond(...));
}

Luigi



--

Weiler's Law:
Nothing is impossible for the man who doesn't have to
do it himself.



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