RE: A few questions about PiecewiseFlatForward

Posted by Ravani, Michele on Sep 27, 2002; 2:45am
URL: http://quantlib.414.s1.nabble.com/A-few-questions-about-PiecewiseFlatForward-tp2215p2217.html

Ciao

> >* Wouldn't it be slightly more efficient to check the condition 'same
> >maturity date' in the RateHelperSorter?
>
> Maybe. Which actually means "I don't know." We would save a
> loop, but we
[snip]
> optimizations
> that I usually perform only after seeing the output of a profiler...

I agree, it was more an academic and kind of aesthetic :o) question

> >* The class takes a reference to a vector of RateHelper handles
> >owned by another part of the program.
[snip]
> Yes. The constructor takes a const ref to the vector and
> _copies_ it. If
> one adds/removes/replaces an element in the original vector,
> this won't
> affect the term structure.

Yes, I completely missed the fact that the member variable instruments_ is an actual copy.
This also means that the TermStructure is constant in terms of composition after being created.
I've come across a few times the need to keep it flexible from this point of view, but it should be rather easy to implement if necessary.

Ciao

"MMS <csfb.com>" made the following
 annotations on 09/27/02 10:35:52
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