Re: [QuantLib-svn] SF.net SVN: quantlib:[16477] trunk/QuantLib

[Luigi Ballabio]

On Wed, 2009-09-16 at 14:14 +0000, [hidden email] wrote:
> Revision: 16477
>           http://quantlib.svn.sourceforge.net/quantlib/?rev=16477&view=rev
> Author:   nando
> Date:     2009-09-16 14:14:43 +0000 (Wed, 16 Sep 2009)
>
> Log Message:
> -----------
> switched from vector<InterestRate> to vector<shared_prt<InterestRate> >

Good grief. Why?

Luigi


--

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programs which cannot so expand are replaced by ones which can.



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[Piter Dias-4]

Luigi/Nando/Eric,

>> Author:   nando
>> Date:     2009-09-16 14:14:43 +0000 (Wed, 16 Sep 2009)
>>
>> Log Message:
>> -----------
>> switched from vector<InterestRate> to vector<shared_prt<InterestRate> >
>
> Good grief. Why?

I believe Nando made this change because QuantLibAddin auto-generated code
expects vector<shared_prt<InterestRate> > instead of vector<InterestRate>.
It was used to implement FixedRateLeg2 function.

Based on latest trunk code, I implemented the FixedRateBond2 function for
QuantLibXL that is able to handle a vector of InterestRate objects and
included also a spreadsheet that matches the QuantLib testsuite (seems to
be a good idea having the same test in both tools).

You can see in the patch that I kept the vector<InterestRate> once it made
mode sense for me making the conversion inside QuantLibAddin. The idea
behind it is making the QuantLib code more stable (change fewer times) than
QuantLibXL (pretty like a third party library).

I hope you find the patch and spreadsheet useful.

Regards,


-------------------------

Piter Dias
[hidden email]
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[Ferdinando Ametrano-4]

On Wed, Sep 16, 2009 at 4:21 PM, Luigi Ballabio
<[hidden email]> wrote:
>> switched from vector<InterestRate> to vector<shared_prt<InterestRate> >
>
> Good grief. Why?

I was plannig to restore vector<InterestRate> along with
vector<shared_prt<InterestRate> >, but I've seen you already reverted
my changes.
Any objection if I add back vector<shared_prt<InterestRate> > ?

ciao -- Nando

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[Luigi Ballabio]

On Fri, 2009-09-18 at 11:46 +0200, Ferdinando Ametrano wrote:

> On Wed, Sep 16, 2009 at 4:21 PM, Luigi Ballabio
> <[hidden email]> wrote:
> >> switched from vector<InterestRate> to vector<shared_prt<InterestRate> >
> >
> > Good grief. Why?
>
> I was plannig to restore vector<InterestRate> along with
> vector<shared_prt<InterestRate> >, but I've seen you already reverted
> my changes.
> Any objection if I add back vector<shared_prt<InterestRate> > ?

Yes, InterestRate is not polymorphic. It would make as little sense as
vector<shared_ptr<Date> >. I'd rather fix QuantLibAddin so that the
generated code expects the correct type (or, as Piter did, modify the
qla-object constructor so that it performs the conversion.)

Luigi


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