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Hi Andre
in the last days I've refactored and cleaned up the YieldTermStructure
interface, using the new InterestRate class. I haven't finished yet but the
current code can be checked out from the CVS trunk.
Now I have problems figuring out what CompoundForward and ExtendedDiscount
classes are exactly meant for. My guess is the new YieldTermStructure
interface probably makes them obsolete, as interest rate conventions
(daycount, compounding, etc) are dealt with in the base class.
What is probably left are their constructors which I would support if you
could describe/document them.
As soon as this issue is solved we would start the 0.3.8 release process.
thank you
ciao -- Nando
PS Luigi: this issue and the flat curve daycount issue, of course
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