Passing around vectors of shared_ptrs to RateHelpers
Posted by kw1958 on
URL: http://quantlib.414.s1.nabble.com/Passing-around-vectors-of-shared-ptrs-to-RateHelpers-tp4237.html
Folks,
We have developed some classes that essentially parallel the RateHelpers hierarchy. They all derive from OurRateHelper which is essentially defined like this:
class OurRateHelper : public QuantLib::RateHelper {
// Constructor definitions here�
inline void setRateShift(Real s) {rateShift_ = s;}
inline Real getRateShift() const {return rateShift_;}
protected:
Real rateShift_;
}