Serialization of Termstructure

[Irakli.Machabeli]

I'm looking for a way to serialize bootstrapped curve.
Quick search pointed to a year old topic from Eric saying that there is
some plan to use Value Object approach.
Any success with this?

Irakli


_______________________________________________

This e-mail may contain information that is confidential, privileged or otherwise protected from disclosure. If you are not an intended recipient of this e-mail, do not duplicate or redistribute it by any means. Please delete it and any attachments and notify the sender that you have received it in error. Unless specifically indicated, this e-mail is not an offer to buy or sell or a solicitation to buy or sell any securities, investment products or other financial product or service, an official confirmation of any transaction, or an official statement of Barclays. Any views or opinions presented are solely those of the author and do not necessarily represent those of Barclays. This e-mail is subject to terms available at the following link: www.barcap.com/emaildisclaimer. By messaging with Barclays you consent to the foregoing.  Barclays Capital is the investment banking division of Barclays Bank PLC, a company registered in England (number 1026167) with its registered office at 1 Churchill Place, London, E14 5HP.  This email may relate to or be sent from other members of the Barclays Group.
_______________________________________________

-------------------------------------------------------------------------
This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
Build the coolest Linux based applications with Moblin SDK & win great prizes
Grand prize is a trip for two to an Open Source event anywhere in the world
http://moblin-contest.org/redirect.php?banner_id=100&url=/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Eric Ehlers-2]

Hi Irakli,

> I'm looking for a way to serialize bootstrapped curve.
> Quick search pointed to a year old topic from Eric saying that there is
> some plan to use Value Object approach.
> Any success with this?

Yes, this feature was implemented in 0.9.6.  Stateful serialization is
accomplished through the use of Processor classes, which restore the state
of an object after deserialization based on information stored in the
value object.

In the case of a yield curve, the Processor classes are used to ensure
that the state of the RateHelper objects is retained.  It would still be
necessary to bootstrap the curve after deserialization.

Regards,
Eric

-------------------------
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
Distributed computing for pricing analytics - Use Microsoft Excel as a
client to the Grid


-------------------------------------------------------------------------
This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
Build the coolest Linux based applications with Moblin SDK & win great prizes
Grand prize is a trip for two to an Open Source event anywhere in the world
http://moblin-contest.org/redirect.php?banner_id=100&url=/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users