Yes, this would work.
Luigi
ok thanks. Couldn't we do it just like that:
Extend the already existing constructor (taking a vector of dates, a
calendar and bdc) such that it accepts the other stuff (termination
date convention, generation rule, tenor, end of month flag, a vector
of booleans indicating regular periods, I guess that's it). Everything
except the first vector of dates should be wrapped in boost::optional
and defaulted to null.
The inspector fullInterface() returns true if either the rule based
constructor is used or the other one and _all_ meta information is not
null.
The single inspectors for the meta data return the meta data piece
that is required, if not null, and throws otherwise (i.e. it does not
check for the full interface given, only for the requested piece of
information to be available).
As far as I can see that would be a pragmatic solution giving full
flexibility, wouldn't it ?
Peter
On 25 April 2015 at 00:38, Francois Botha <[hidden email]> wrote:
> I remember I had a similar problem:
> http://quantlib.10058.n7.nabble.com/End-of-month-bond-coupons-for-leap-years-td15311.html
>
> It's been on my todo list to see if I can create a constructor for the
> Schedule to accept an array of dates.
>
> Francois Botha
>
> On 24 April 2015 at 20:31, Peter Caspers <[hidden email]> wrote:
>>
>> 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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