http://quantlib.414.s1.nabble.com/Extending-short-rate-models-for-credit-inflation-tp13367p13368.html
Arguably ugly but could it help defaulting to the type used now: TSCM<TS_T=YTS> and the typedefs? it saves the existing code..... except for the T_ syntax to add, maybe thats what you meant.
> Hi,
>
>
>
> I’m looking at extending the definitions in the short-rate models for
> credit (or inflation) purposes.
>
> Problems arise with the TermStructureConsistentModel,
> TermStructureFittingParameters etc.
>
> There are two possible approaches:
>
>
>
> 1) Specialise using templates for the short-rate models.
>
> 2) Specialise by adding to the TermStructure class.
>
>
>
> The first method requires rewriting of many classes within a template
> structure – and specialising some of the class functions to return the
> survival probability instead of the discount factor. The second
> requires adding a function named oneFactorPrimitive() (or similar) to
> TermStructure which specialises using the standard C++ inheritance.
>
>
>
> I’m leaning towards the second method as it is much simpler.
>
>
>
> Any advice?
>
>
>
> Simon
>
>
>
>
>
>
>
> This communication and any attachments contains information which is
> confidential and may be subject to legal privilege. It is for intended
> recipients only. If you are not the intended recipient you must not
> copy, distribute, publish, rely on or otherwise use it without our
> consent. Some of our communications may contain confidential
> information which it could be a criminal offence for you to disclose
> or use without authority. If you have received this email in error
> please notify
[hidden email] immediately and delete the email
> from your computer.
>
> The FSA reserves the right to monitor all email communications for
> compliance with legal, regulatory and professional standards.
>
> This email is not intended to nor should it be taken to create any
> legal relations or contractual relationships. This email has
> originated from
>
> The Financial Services Authority (FSA)
> 25 The North Colonnade,
> Canary Wharf,
> London
> E14 5HS
> United Kingdom
>
> Registered as a Limited Company in England and Wales No.1920623.
> Registered Office as above
>
> Switchboard: 020 7066 1000
> Web Site:
http://www.fsa.gov.uk> *****************************************************************
>
> ------------------------------------------------------------------------------
> Nokia and AT&T present the 2010 Calling All Innovators-North America
> contest
> Create new apps & games for the Nokia N8 for consumers in U.S. and
> Canada
> $10 million total in prizes - $4M cash, 500 devices, nearly $6M in
> marketing
> Develop with Nokia Qt SDK, Web Runtime, or Java and Publish to Ovi
> Store
>
http://p.sf.net/sfu/nokia-dev2dev> _______________________________________________
> QuantLib-dev mailing list
>
[hidden email]
>
https://lists.sourceforge.net/lists/listinfo/quantlib-devCreate new apps & games for the Nokia N8 for consumers in U.S. and Canada