Re: PiecewiseYieldCurve question

Posted by jlee on Jan 29, 2014; 4:42pm
URL: http://quantlib.414.s1.nabble.com/PiecewiseYieldCurve-question-tp14918p14922.html

Thanks for the quick reply. Let me give this a way and see. Thanks for your help!

On 29 January 2014 15:57, Luigi Ballabio [via QuantLib] <[hidden email]> wrote:

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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