Posted by
Ferdinando Ametrano-4 on
Jun 29, 2009; 10:36am
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-svn-SF-net-SVN-quantlib-16183-trunk-QuantLib-tp12853p12854.html
Hi Chris
following up to my previous email (quoted below) where I suggested you
don't need Polynomial2DInterpolation I've just committed this change
in Rev16320. Please review it.
btw Since your Rev16183 commit the testsuite has linking warnings that
should be fixed:
c:\projects\trunk\quantlib\ql\experimental\inflation\interpolatedyoyoptionletstripper.hpp(108)
: warning C4244: 'argument' : conversion from 'QuantLib::Rate' to
'QuantLib::Size', possible loss of data
c:\projects\trunk\quantlib\ql\experimental\inflation\interpolatedyoyoptionletstripper.hpp(106)
: while compiling class template member function
'QuantLib::InterpolatedYoYOptionletStripper<Interpolator1D>::ObjectiveFunction::ObjectiveFunction(QuantLib::YoYInflationCapFloor::Type,QuantLib::Real,QuantLib::Rate,QuantLib::Period
&,QuantLib::Natural,boost::shared_ptr<T>,const
boost::shared_ptr<QuantLib::YoYCapFloorTermPriceSurface> &,const
boost::shared_ptr<QuantLib::YoYInflationCapFloorEngine>
&,QuantLib::Real)'
with
[
Interpolator1D=QuantLib::Linear,
T=QuantLib::YoYInflationIndex
]
c:\projects\trunk\quantlib\ql\experimental\inflation\interpolatedyoyoptionletstripper.hpp(213)
: see reference to class template instantiation
'QuantLib::InterpolatedYoYOptionletStripper<Interpolator1D>::ObjectiveFunction'
being compiled
with
[
Interpolator1D=QuantLib::Linear
]
c:\projects\trunk\quantlib\ql\experimental\inflation\interpolatedyoyoptionletstripper.hpp(167)
: while compiling class template member function 'void
QuantLib::InterpolatedYoYOptionletStripper<Interpolator1D>::initialize(const
boost::shared_ptr<T> &,const
boost::shared_ptr<QuantLib::YoYInflationCapFloorEngine> &,const
QuantLib::Real) const'
with
[
Interpolator1D=QuantLib::Linear,
T=QuantLib::YoYCapFloorTermPriceSurface
]
c:\projects\trunk\quantlib\test-suite\inflationvol.cpp(245) :
see reference to class template instantiation
'QuantLib::InterpolatedYoYOptionletStripper<Interpolator1D>' being
compiled
with
[
Interpolator1D=QuantLib::Linear
]
c:\projects\trunk\quantlib\ql\experimental\inflation\interpolatedyoyoptionletstripper.hpp(117)
: warning C4244: 'argument' : conversion from 'QuantLib::Rate' to
'QuantLib::Size', possible loss of data
c:\projects\trunk\quantlib\ql\experimental\inflation\interpolatedyoyoptionletstripper.hpp(123)
: warning C4244: 'argument' : conversion from 'QuantLib::Time' to
'QuantLib::Integer', possible loss of data
c:\projects\trunk\quantlib\ql\experimental\inflation\interpolatedyoyoptionletstripper.hpp(131)
: warning C4244: 'initializing' : conversion from 'double' to
'QuantLib::Size', possible loss of data
ciao -- Nando
On Mon, Apr 20, 2009 at 3:26 PM, Ferdinando Ametrano<
[hidden email]> wrote:
> Hi Chris
>
> On Sun, Apr 19, 2009 at 5:19 PM, <
[hidden email]> wrote:
>> Revision: 16183
>>
http://quantlib.svn.sourceforge.net/quantlib/?rev=16183&view=rev>> Author: chris_kenyon
>> Date: 2009-04-19 15:19:25 +0000 (Sun, 19 Apr 2009)
>> [...]
>> Added Paths:
>> -----------
>> trunk/QuantLib/ql/experimental/inflation/polynomial2D.hpp
>> trunk/QuantLib/ql/experimental/inflation/polynomial2Dspline.hpp
>
> unless I've missed something you don't need Polynomial2DInterpolation
> as you can obtain quadratic interpolation using the class
> CubicInterpolation with DerivativeApprox::Parabolic.
>
> Then it might be too exoteric, but it would benice to generalize
> Interpolation2D to accept a policy (x_first or y_first) and (possibly)
> different factories for the x and y axis, so that your new
> Polynomial2DSpline (and the old BicubicSpline, BilinearInterpolation
> too) would just become typedefs
>
> ciao -- Nando
>
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