Re: Portfolios

classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|

Re: Portfolios

CRAIGHS
If I want to set up a portfolio of assets using Quantlib is it just as easy
as using a container class like <vector>?



Reply | Threaded
Open this post in threaded view
|

Re: Re: Portfolios

Luigi Ballabio-4
At 10:32 AM 1/23/02 -0500, [hidden email] wrote:
>If I want to set up a portfolio of assets using Quantlib is it just as easy
>as using a container class like <vector>?

Hi,
         since QuantLib doesn't provide a Portfolio abstraction yet, to
create one you can just put together assets in any way you like---store
them in a containers like std::vector or std::map, allocate a bunch of
variables, write a class for this purpose, you name it.

The real question is: what do you want to do with the portfolio?
It is depending on the answer to this question that you should choose a way
to build it. And yes, you can ask :)

Bye for now,
                 Luigi