Hello,
> In termstructures.xml , for qlInterpolatedYieldCurve, the InterpolatorID is
> defined as a string and there is a complicated parsing algorithm to convert
> that to an enum.
That is a special case where enumerations in the addin are converted
into templates in C++.
> But according to
>
http://quantlib.org/quantlibaddin/extend_enum_tutorial.html the parameters
> can be declared as enums directly in the XML.
That would be the usual way to do it.
> How should I proceed?
I guess it depends on your requirements. I would start by attempting
the approach explained in the documentation, if that doesn't do what
you want then you might need to customize it.
Kind Regards,
Eric
===================================================
Eric Ehlers
nazcatech sprl | Brussels |
http://www.nazcatech.be* Distributed computing for pricing analytics
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