Does PiecewiseYieldCurve derive from YieldTermStructure

[willshaw]

Maybe it's a silly question.

I see the declaration of PiecewiseYieldCurve. It inherits from LazyObject. But in example, it looks like PiecewiseYieldCurve inherits from YieldTermStructure and it can use member functions of YieldTermStructure.

But I only see class PiecewiseYieldCurve: public LazyObject. I'm really confused. Please help me.
Thank you.

[Li, Peter]

Hi, willshaw:

template <class Traits, class Interpolator>
    class PiecewiseYieldCurve
        : public Traits::template curve<Interpolator>::type,
          public LazyObject

curve<Interpolator>::type must inherit from YieldTermStructure

See Examples\Swapswapvaluation.cpp to learn how PiecewiseYieldCurve is
constructed.

Good Luck.
------------------------------------
Peter Li

------------------------------------
Peter
 

-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of
willshaw
Sent: Monday, January 14, 2008 8:42 AM
To: [hidden email]
Subject: [Quantlib-users] Does PiecewiseYieldCurve derive
fromYieldTermStructure


Maybe it's a silly question.

I see the declaration of PiecewiseYieldCurve. It inherits from
LazyObject.
But in example, it looks like PiecewiseYieldCurve inherits from
YieldTermStructure and it can use member functions of
YieldTermStructure.

But I only see class PiecewiseYieldCurve: public LazyObject. I'm really
confused. Please help me.
Thank you.
--
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[Luigi Ballabio]

On Mon, 2008-01-14 at 16:02 -0500, Li, Peter wrote:
> Hi, willshaw:
>
> template <class Traits, class Interpolator>
>     class PiecewiseYieldCurve
>         : public Traits::template curve<Interpolator>::type,
>           public LazyObject
>
> curve<Interpolator>::type must inherit from YieldTermStructure

Peter's right. Depending on the traits used (see bootstraptraits.hpp)
Traits::curve<Interpolator>::Type can be InterpolatedDiscountCurve,
InterpolatedForwardCurve, or InterpolatedZeroCurve. All of them inherit
from YieldTermStructure.

Luigi


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-- Thomas A. Edison



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[willshaw]

I see. Thank you. guys.