[ quantlib-Feature Requests-804600 ] Getting maturity date for a swap

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Feature Requests item #804600, was opened at 2003-09-11 19:49
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
>Status: Closed
Priority: 5
Submitted By: navin mehta (navin_mehta)
Assigned to: Luigi Ballabio (lballabio)
Summary: Getting maturity date for a swap

Initial Comment:
There is not an easy way to get the start date of a
swap,given a swap object.

It will be highly appreciated if you can please provide a
public method for the same in the Swap/Simpleswap
object.

Thanks!

BTW, I use a temporary workaround macro for this:
#define SWAPSTARTDATE(swap) ((const
CashFlows::Coupon*)&(*(swap->fixedLeg())[0]))-
>accrualStartDate()

where swap is a Swap object.


Other method as suggested by Luigi:
--------------------------------

#include <ql/Instruments/swap.hpp>
#include <ql/CashFlows/coupon.hpp>

namespace QuantLib {

     namespace Instruments {

         /* This class below inherits from Swap in order to
gain access
            to its protected members.
            Don't try this kind of hacks at home.

            Oh, and did I mention this isn't tested?
         */
         class SwapInspector : public Swap {
           private:
             // we don't really want to instantiate this
             SwapInspector()
             : Swap(std::vector<Handle<CashFlow> >(),
                    std::vector<Handle<CashFlow> >(),
                    RelinkableHandle<TermStructure>()) {}
           public:
             // return the start date of the first coupon
             static Date startDate(const Swap& swap) {
                 // get the first cash flow
                 Handle<CashFlow> firstCF =
swap.firstLeg_.front();
                 try {
                     // is this a coupon?
                     Handle<CashFlows::Coupon> coupon =
firstCF;
                     // ok, return its start date
                     return coupon.accrualStartDate();
                 } catch (Error&) {
                     // it was not a coupon. We'll doctor the
                     // error message to make it more
readable.
                     throw Error("The swap coupons did not
provide "
                                 "enough information");
                 }
             }
             // return the end date of the last coupon
             static Date endDate(const Swap& swap) {
                 Handle<CashFlow> lastCF =
swap.firstLeg_.back();
                 try {
                     Handle<CashFlows::Coupon> coupon =
lastCF;
                     return coupon.accrualEndDate();
                 } catch (Error&) {
                     throw Error("The swap coupons did not
provide "
                                 "enough information");
                 }
             }
         };

     }

}





Given a swap object, how can I get the start date and
length

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

>Comment By: Luigi Ballabio (lballabio)
Date: 2003-10-13 18:23

Message:
Logged In: YES
user_id=75450

Hi,
    Swap::startDate() and Swap::maturity() are now
implemented in CVS and will be available in next release.


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

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