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Luigi said:
In the meantime, a workaround you can use is to clone the term
structure yourself. If you have a PiecewiseYieldCurve or
PiecewiseFlatForward instance (depending on how you store them, you
might have to downcast a YieldTermStructure) you can do it as follows:
...
Chuck says:
Thank you Luigi for your cloning explanation. We want a curve clone that is disconnected from changing quotes. I will try your algorithm. I had not previously read the discountcurve.hpp file. It looks quite useful.
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