Hi folks,
The constructor for the FixedRateBondHelper class that takes
a bond as a parameter doesn’t instantiate member variable ::bond_ before
use.
Either the input bond should be used (if it is assumed that
the bond will not be used elsewhere) or a copy of the bond should be created
for specific use with the yieldtermstructure.
Currently, neither solution is perfect:
a) If a copy of
the bond is created, then for a derived class (from FixedRateBond) to work, we’d
also require a FixedRateBond::clone() method.
b) If we use
the input bond, there’s no guarantee that the bond is not used elsewhere
with a different yieldcurve which would lead to uncertain results.
Regards,
Simon
Quantitative Analytics
Capital Markets
Straumur
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