On Wed, 2010-06-30 at 15:15 +0000,
[hidden email] wrote:
> Revision: 17320
>
http://quantlib.svn.sourceforge.net/quantlib/?rev=17320&view=rev> Author: nando
> Date: 2010-06-30 15:15:30 +0000 (Wed, 30 Jun 2010)
>
> Log Message:
> -----------
> generalized to BondHelpers instead of FixedRateBondHelpers
>
> Modified Paths:
> --------------
> trunk/QuantLib/ql/termstructures/yield/fittedbonddiscountcurve.cpp
> trunk/QuantLib/ql/termstructures/yield/fittedbonddiscountcurve.hpp
>
> Modified: trunk/QuantLib/ql/termstructures/yield/fittedbonddiscountcurve.cpp
> ===================================================================
> --- trunk/QuantLib/ql/termstructures/yield/fittedbonddiscountcurve.cpp 2010-06-30 15:06:15 UTC (rev 17319)
> +++ trunk/QuantLib/ql/termstructures/yield/fittedbonddiscountcurve.cpp 2010-06-30 15:15:30 UTC (rev 17320)
> @@ -48,7 +48,7 @@
> FittedBondDiscountCurve::FittedBondDiscountCurve (
> Natural settlementDays,
> const Calendar& calendar,
> - const vector<shared_ptr<FixedRateBondHelper> >& instruments,
> + const vector<shared_ptr<BondHelper> >& bondHelpers,
> const DayCounter& dayCounter,
> const FittingMethod& fittingMethod,
> Real accuracy,
I don't think the change is backward compatible, as a vector of Derived
is not convertible to a vector of Base---did you try compiling the
relevant example? I guess you'll need to overload the constructor...
Luigi
--
Any software problem can be solved by adding another layer of
indirection.
-- David J. Wheeler
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