term structures

Posted by Ferdinando M. Ametrano-2 on Jun 19, 2002; 4:41am
URL: http://quantlib.414.s1.nabble.com/term-structures-tp10113.html

Hi all

1) I would like to remove the currency_ data member and the currency()
method from the term structure interface. This is mainly because it is not
really used in QuantLib, except forcing the user to provide a currency to
the constructor.
In my opinion the term structure currency definition is another issue we
should revise if/when we have a currency framework.
Anyone against this change?

2) I would provide a default 'Time minTime()' implementation in the base class:
     inline Time TermStructure::minTime() const {
             // minDate() could return todaysDate() instead of
             // the usual settlementDate(), so that the minTime
             // could be negative
             return dayCounter().yearFraction(settlementDate(), minDate());
     }
and I would revise any instance of 'QL_REQUIRE(t>=0.0' in term of
'QL_REQUIRE(t>=minTime()'
Is it OK?

ciao -- Nando