Change on the interface of TimeGrid
Posted by Marco Marchioro-2 on
URL: http://quantlib.414.s1.nabble.com/Adding-double-barriers-to-cvs-tp2230p2232.html
Dear QuantLib user,
I noticed that there is a constructor of TimeGrid that takes as input a
std::list<Time>.
If nobody has strong objections I would use a std::deque<Time> instead.
Also, I would enforce a sort and unique on the inputs so that is not necessary
to do that from the outside.
Furthermore, I would throw an exception if any of the given time is negative.
Who is against these changes?
Marco Marchioro.