Re: Registration puzzle in OISRateHelper

Posted by Luigi Ballabio on Sep 15, 2015; 8:24am
URL: http://quantlib.414.s1.nabble.com/Registration-puzzle-in-OISRateHelper-tp16874p16907.html

Hello,

    I think it won't get notifications because we're setting observer=false in OISRateHelper::setTermStructure.  (Which means that what we do in SwapRateHelper might be redundant. Hmm...)

Luigi

On Thu, Sep 3, 2015 at 5:04 PM Krystul, J (Jaroslav) <[hidden email]> wrote:

Hi All,

 

I am wondering if we are missing the following line in OISRateHelper: 

clonedOvernightIndex->unregisterWith(termStructureHandle_);

 

before we use this index to make underlying OIS swap. See for example how it is done in SwapRateHelper.

It seems we will get notifications from termStructureHandle_ during the bootstrapping? Or am I missing something?

 

Thanks,

 

JK

 

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