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RE: Hardcoded values in SwaptionHelper.cpp

Posted by Daniele De Francesco-2 on Jan 08, 2004; 8:28am
URL: http://quantlib.414.s1.nabble.com/Hardcoded-values-in-SwaptionHelper-cpp-tp2766p2767.html

:-) I knew it.....

I am very cautious about changing code that I haven't written because I'm
afraid I might overlook some other important features implemented by
whomever wrote before me.

BUT... We are working on a swaption helper for us and once we are happy with
it I'll try to incorporate it as an alternate constructor.
After all I see that it's building the SimpleSwap using the deprecated
constructor, so we might as well write a new SwaptionHelper constructor,
submit it to you guys and then you can decide if it's worthy of inclusion.
:-)

Cheers,
        Daniele


-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Thursday, January 08, 2004 3:37 AM
To: Daniele De Francesco
Cc: '[hidden email]'
Subject: Re: [Quantlib-users] Hardcoded values in SwaptionHelper.cpp



Hi,

On 2004.01.07 19:55, Daniele De Francesco wrote:
> I've been trying to use the SwaptionHelper class, but in the body of
> the constructor it builds a few SimpleSwaps with a lot of hardcoded
> values. I have checked the CVS repository to find out if there are
> newer versions of the file, but it seems we are still at 1.11
> Is anybody else working on a revised version? Or is it just one of
> those known issues in search of a volunteer? ;-)

The latter :-)
Do you qualify as a volunteer?

Later,
        Luigi