http://quantlib.414.s1.nabble.com/schedule-full-interface-tp16512p16529.html
no idea, sorry. Don't we have examples of boost::optional<T>
> Peter,
>
> Do you have any idea how we would expose the new constructor to the
> QuantLibXL interface? I guess something has to be coded to convert the Excel
> parameters to boost::options<T> parameters. I doubt that the conversion will
> be done automatically. Maybe Eric can help here.
>
> thanks
>
> Francois Botha
>
> On 25 April 2015 at 18:45, Peter Caspers <
[hidden email]> wrote:
>>
>> 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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