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Re: term structures

Posted by enrico.sirola on Jun 19, 2002; 9:28am
URL: http://quantlib.414.s1.nabble.com/term-structures-tp10113p10114.html

>>>>> "nando" == Ferdinando Ametrano <[hidden email]> writes:

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

hi nando,
I think there could be application code using the currency() method
(maybe here in RiskMap we use it, I can't remember), so  maybe we
could:
 * overload the constructor, providing a "currencyless" constructor
   and throw an exception from the currency() method iff currency_ ==
   INVALID_CURRENCY (we could add an INVALID_CURRENCY item to the
   Currency enum, in case it doesn't break other stuff)
 * provide a default currency value (I would'n like it btw).
what do you think?
ciao,
enrico

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Enrico Sirola <[hidden email]>
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