I will try to send a PR which does that. Francois, you'd be happy with
that kind of solution, too ?
Peter
On 25 April 2015 at 09:02, Luigi Ballabio <[hidden email]> wrote:
> Yes, this would work.
>
> Luigi
>
> On Apr 25, 2015 8:52 AM, "Peter Caspers" <[hidden email]> wrote:
>>
>> 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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