Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/CallableFixedRateBond-dependencies-tp14813p14822.html
I'd go for 2). Where the engine expect a ShortRateModel, you can pass
an instance of any of its derived classes (such as HullWhite, for
instance).
Luigi
On Tue, Jan 7, 2014 at 6:25 PM, smazzucca <
[hidden email]> wrote:
> 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
>
>
>
>
> --
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>
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