Posted by
Peter Caspers-4 on
URL: http://quantlib.414.s1.nabble.com/schedule-full-interface-tp16512.html
Hello,
I need to set up a swap with a nearly regular schedule. The only
exception is the first date which is on a holiday. The clean way to
generate this would be (?)
- generate a preliminary schedule using the schedule's class date
generation machinery
- extract the dates, overwrite the first one with the correct value
and then set up the final schedule based on this date vector
However when feeding the second schedule into a VanillaSwap
instrument, it complains that the schedule need to support the full
interface, as far as I can see to extract the calendar and businessday
convention which are used to get payment dates from the schedule
dates.
What can I do now ? As a workaround I just added a method
std::vector<Date>& datesModifyable() { return dates_; }
to the schedule class which allows to modify the generated dates, but
retaining the full interface. But this is not meant like this, is it ?
Can we somehow make the schedule class more flexible without breaking
something ?
Thanks
Peter
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