Re: [QuantLib-svn] SF.net SVN: quantlib:[13271]trunk/QuantLib/ql/instruments

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Re: [QuantLib-svn] SF.net SVN: quantlib:[13271]trunk/QuantLib/ql/instruments

Bianchetti Marco-2
> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: 02 November 2007 16:39
> To: Bianchetti Marco
> Cc: [hidden email]
> Subject: Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN:
> quantlib:[13271]trunk/QuantLib/ql/instruments
>
>
>
> On Wed, 2007-10-31 at 18:12 +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
- 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.
Other inflation instruments of common use could be
Inflationbond
Inflationassetswap
Inflationzcoption
Inflationyyoption
...

Ciao
M.

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Re: [QuantLib-svn] SF.net SVN: quantlib:[13271]trunk/QuantLib/ql/instruments

Luigi Ballabio

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


--

Every solution breeds new problems.
-- unknown



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