Re: Non copyable curves.

Posted by Simon Ibbotson - Straumur on
URL: http://quantlib.414.s1.nabble.com/Non-copyable-curves-tp12013p12014.html

Good idea. I'll do that instead.



-----Original Message-----
From: Luigi Ballabio
To: Simon Ibbotson - Straumur
CC: [hidden email]
Sent: Fri Jun 06 14:54:30 2008
Subject: RE: [Quantlib-dev] Non copyable curves.


On Fri, 2008-05-30 at 14:41 +0000, Simon Ibbotson - Straumur wrote:
> I did think of that, but the new functionality I submitted
> (LocalBootstrap) relies on other information than just the data vectors
> (information created during the curve-stripping process).
> I'll continue testing this - unless you've got a particular preference
> for factory classes over polymorphic cloning?

Nothing major, but the issue I have is that cloning would duplicate the
code in factory classes, and would have to be added to all
interpolations in order to cope with a single particular case (local
bootstrap and convex-monotone.) I'd rather try and adapt the single
case---for instance, could a call to ConvexMonotone::localInterpolate()
store in the interpolator the additional passed information so that it
could be retrieved after copying?

Luigi


--

Age is an issue of mind over matter. If you don't mind, it doesn't
matter.
-- Mark Twain

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