Re: CallableFixedRateBond dependencies

Posted by smazzucca on
URL: http://quantlib.414.s1.nabble.com/CallableFixedRateBond-dependencies-tp14813p14821.html

OK, I made some serious progress converting the TreeCallableFixedRateBondEngine!

The one difference with TreeSwaptionEngine is the 3rd constructor: the one that takes const Handle<ShortRateModel>& as the first parameter. And that is the constructor I was planning to use in order to pass a ShortRateModelHandle.

So, my question is:
1) Should I find a way to add that 3rd constructor similar to TreeSwaptionEngine ? (Although it's not in QL, so not sure if possible)
2) Or should I leave the interface as is and find a way to pass a ShortRateModel instead of ShortRateModelHandle (In this case I don't know how to build the ShortRateModel as the constructor takes no params).

Thanks!
S