Posted by
Luigi Ballabio on
Jan 29, 2014; 2:55pm
URL: http://quantlib.414.s1.nabble.com/PiecewiseYieldCurve-question-tp14918p14919.html
Hello,
template arguments have to be specified at compile time, so I'm
afraid there's no way except a big
if (traits == "Discount" && interpolation == "Linear")
return make_shared<PiecewiseYieldCurve<Discount,Linear> >(...);
else if (traits == "Discount" && interpolation == "LogLinear")
return make_shared<PiecewiseYieldCurve<Discount,LogLinear> >(...);
To minimize inconvenience, I'd put the above inside a function so that
I'd only write it once. Then in client code I'd just write
shared_ptr<YieldTermStructure> curve = make_piecewise(traits,
interpolation, helpers, ...);
Luigi
On Wed, Jan 29, 2014 at 2:49 PM, jlee <
[hidden email]> wrote:
> Hi all,
> Pretty new to QuantLib and have been playing with the Example sources. I
> have a question regarding the PiecewiseYieldCurve object. If I want to make
> the first two parameters (traitid and interpolatorid) an input variable how
> can I do this? Specifically, I'm looking at the swapvaluation.cpp example
> where it is using "Discount" and "LogLinear". I want to make it a user input
> so the interpolation method can be changed. Sorry it's probably more of a
> C++ question as I'm a bit weak on templates.
>
> Thank you,
> Jon
>
>
>
> --
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