Re: Copy issues

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Copy-issues-tp16026p16057.html

Hello Stefano,

    you're correct on both counts.  The copy constructor of PiecewiseYieldCurve will just perform a shallow copy. If you want to perform comparisons, you're better off building two identical curves.  And if you copy a RateHelper, you're just copying the Handle, so the copy will still point to the same discounting curve. That's part of the point of using the Handle: if the curve changes, all the helpers can see the change. 

Luigi

 

On Thu, Nov 13, 2014 at 12:10 PM, Stefano Portolan <[hidden email]> wrote:

Hello to everybody,

I would like to throw kind of a general question.

I am bootstrapping my discounting and forwarding curves in order to price
something (let's say a swaps as in QuantLib example). If I have instanciated
a PiecewiseYieldCurve class and have it stored either as a pointer
(boost::shared_ptr<QuantLib::YieldTermStructure> ( new
QuantLib::PiecewiseYieldCurve<QuantLib::Discount,QuantLib::Cubic>( etc... ))
or as the class itself, can I safely copy it in the case I want to change a
pillar and compare the old with the new result?

I guess that if I use the operator= or the copy constructor I should perform
a shallow copy only.
Am I wrong?

Does anyone has ever though of how to perform a complete deep copy of it?

More troublesome.
If I bootstrap within a multi-curve framework I can give the RateHelper the
discounting curve as an input parameter of its constructor. Ok, but this is
a Handle, which means that if I copy the RateHelper I am copy the Handle and
not the resource the Handle is pointing to. Right?

Thanks in advance for sharing your knowledge.
Best.
Stefano



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