On Fri, 2007-11-02 at 16:57 +0100, Bianchetti Marco wrote:
> > > Why not under a dedicated folder /instruments/inflation/ ?
> >
> > I'm not particularly fond of deep folder structures.
>
> I agree in general, but this time:
> - we already have termstructures\inflation
But that is more clean-cut. I don't foresee cases in which it's not
clear in which subfolder to put a given term structure.
> - we have non very clean-cut names for inflation instruments ("zciis"
> and "yyiis" are familiar only to Brigo&Mercurio's book readers...)
> Alternatively we could rename the instruments files as inflationzcswap
> and inflationyyswap.
Good point. I'll do that.
Luigi
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