Re: Wrapping QuantLib::VanillaSwap class

Posted by Luigi Ballabio on Mar 31, 2017; 8:50am
URL: http://quantlib.414.s1.nabble.com/Wrapping-QuantLib-VanillaSwap-class-tp18163p18164.html

That would be

    qlSwap = boost::shared_ptr<VanillaSwap>(new VanillaSwap(swapType, nominal, ... floatingLegDayCounter));

Luigi

On Fri, Mar 31, 2017 at 10:41 AM Raj Subramani <[hidden email]> wrote:

I have to maintain dimensions such as tradeid, counterpartyname and various
other parameters. I have therefore created a class called
PlainVanillaSpotSwap with the header file - as follows:

PlainVanillaSpotSwap.h
class PlainVanillaSpotSwap
{
private:
std::string _tradeid;
...
...
public:
...
boost::shared_ptr<VanillaSwap> qlSwap;
}

My problem is I do not know how to lazy instantiate this shared pointer
called qlSwap.

At the moment inside the constructor for PlainVanillaSpotSwap - I am doing

boost::shared_ptr<VanillaSwap> _qlSwap(new VanillaSwap(swapType, nominal,
... floatingLegDayCounter));

Obviously - _qlSwap is a local VanillaSwap object created inside the
constructor and then I set
qlSwap = _qlSwap;

I would like to avoid this and initialize qlSwap in the constructor itself.

Its been a while since I coded in C++ so please be gentle!



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