Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-svn-SF-net-SVN-quantlib-16114-trunk-QuantLib-tp12686.html
Hi all,
about yesterday's flurry of commits:
> Revision: 16114
>
> Log Message:
> -----------
> improved z-spread calculation and removed redundant dirty-price based interface
Sure it was redundant, but:
1) it's convenient;
2) it's inexpensive to maintain;
3) as it's defined as a set of free-standing functions, we're not adding
excess baggage to a class interface.
In short, I'd restore the dirty-price functions since I don't see any
disadvantage in them.
> Revision: 16116
>
> Log Message:
> -----------
> moved yield calculation in its own file (as for the z-spread
> calculation)
> Revision: 16120
>
> Log Message:
> -----------
> removed redundant Bond methods
Previously, I had kept the yield calculations in Bond because I felt
that they were used as much as, say, theoretical-price calculations, so
they deserved to be methods in Bond. On the other hand, I see that it's
convenient to have the calculations in a separate file. How about we
make a compromise and keep the methods in Bond forwarding to the
external functions?
Luigi
--
Everything can be filed under "miscellaneous".
-- unknown
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