Posted by
Li, Peter on
URL: http://quantlib.414.s1.nabble.com/Does-PiecewiseYieldCurve-derive-from-YieldTermStructure-tp5413p5414.html
Hi, willshaw:
template <class Traits, class Interpolator>
class PiecewiseYieldCurve
: public Traits::template curve<Interpolator>::type,
public LazyObject
curve<Interpolator>::type must inherit from YieldTermStructure
See Examples\Swapswapvaluation.cpp to learn how PiecewiseYieldCurve is
constructed.
Good Luck.
------------------------------------
Peter Li
------------------------------------
Peter
-----Original Message-----
From:
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[mailto:
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willshaw
Sent: Monday, January 14, 2008 8:42 AM
To:
[hidden email]
Subject: [Quantlib-users] Does PiecewiseYieldCurve derive
fromYieldTermStructure
Maybe it's a silly question.
I see the declaration of PiecewiseYieldCurve. It inherits from
LazyObject.
But in example, it looks like PiecewiseYieldCurve inherits from
YieldTermStructure and it can use member functions of
YieldTermStructure.
But I only see class PiecewiseYieldCurve: public LazyObject. I'm really
confused. Please help me.
Thank you.
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