extending instrument question
Posted by
japari on
Feb 22, 2012; 8:51am
URL: http://quantlib.414.s1.nabble.com/extending-instrument-question-tp204.html
The library is pricing oriented, ok; but say I want to use Instruments for other things like mitigation, c.v.a, etc... So I need to ask an instrument for something else. I have tried some solutions which are not very neat, decorating them, abusing the PricingEngine concepts for other things than pricing, etc... Also wondered if all instruments were visitable would it allow one to do this?
Is anyone else in this situation? and whats the correct way to do it?
Thanks
Pepe
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