Re: Does PiecewiseYieldCurve derive fromYieldTermStructure

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Does-PiecewiseYieldCurve-derive-from-YieldTermStructure-tp5413p5415.html

On Mon, 2008-01-14 at 16:02 -0500, Li, Peter wrote:
> Hi, willshaw:
>
> template <class Traits, class Interpolator>
>     class PiecewiseYieldCurve
>         : public Traits::template curve<Interpolator>::type,
>           public LazyObject
>
> curve<Interpolator>::type must inherit from YieldTermStructure

Peter's right. Depending on the traits used (see bootstraptraits.hpp)
Traits::curve<Interpolator>::Type can be InterpolatedDiscountCurve,
InterpolatedForwardCurve, or InterpolatedZeroCurve. All of them inherit
from YieldTermStructure.

Luigi


--

Discontent is the first necessity of progress.
-- Thomas A. Edison



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