Registration puzzle in OISRateHelper

[Krystul, J (Jaroslav)]

Hi All,

 

I am wondering if we are missing the following line in OISRateHelper: 

clonedOvernightIndex->unregisterWith(termStructureHandle_);

 

before we use this index to make underlying OIS swap. See for example how it is done in SwapRateHelper.

It seems we will get notifications from termStructureHandle_ during the bootstrapping? Or am I missing something?

 

Thanks,

 

JK

 

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[Luigi Ballabio]

Hello,

    I think it won't get notifications because we're setting observer=false in OISRateHelper::setTermStructure.  (Which means that what we do in SwapRateHelper might be redundant. Hmm...)

Luigi

On Thu, Sep 3, 2015 at 5:04 PM Krystul, J (Jaroslav) <[hidden email]> wrote:

Hi All,

 

I am wondering if we are missing the following line in OISRateHelper: 

clonedOvernightIndex->unregisterWith(termStructureHandle_);

 

before we use this index to make underlying OIS swap. See for example how it is done in SwapRateHelper.

It seems we will get notifications from termStructureHandle_ during the bootstrapping? Or am I missing something?

 

Thanks,

 

JK

 

The information contained in this e-mail is confidential and may be privileged. It may be read, copied and used only by the intended recipient.
If you have received it in error, please contact the sender immediately by return e-mail; please delete in this case the e-mail and do not disclose its contents to any person.
We don't accept liability for any errors, omissions, delays of receipt or viruses in the contents of this message which arise as a result of e-mail transmission.

APG Asset Management N.V. is registered with the trade register in The Netherlands no. 58476369.

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