Re: TermStructures (Oleg Burundukov)
Posted by
Chris Kenyon-2 on
URL: http://quantlib.414.s1.nabble.com/Re-TermStructures-Oleg-Burundukov-tp11775.html
Hi Oleg, & list,
both of the first two layers are really interfaces:
- the first says what you get
- the second (interpolated) says that if you already know the answer here is what you get, as you say a data representation.
- the third layer says how to build something on the second
I.e. the third layer is a specific way to construct an interpolated whatever. I would argue (am arguing ;-)) against combining levels two and three because combining them would force the second layer (interpolated) to be made in a certain way from a certain set of input data. As a design point I think that it's better to leave the construction of the data separate from the data itself.
Best regards,
Chris
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