that makes sense. This also makes setSeasonality methods safer because if you are using Quotes it is a signal that you may be changing all sorts of other things. OK lets go that way because:
1) helps avoids unexpected side effects (i.e. given the QuantLib setup you know that if you change a quote, or if you have to make new ones, then you are doing something drastic);
2) permits sensitivity analysis (which is also what get/set are about).
1) Instead of vector<Real> we use a vector<Handle<Quote> > for seasonality factors.
----- Original Message ----
From: Ferdinando Ametrano <
[hidden email]>
To: Chris Kenyon <
[hidden email]>
Cc:
[hidden email];
[hidden email];
[hidden email]Sent: Thursday, May 1, 2008 6:19:32 PM
Subject: Re: [Quantlib-dev] seasonality for inflation term structures
Hi Chris
On Thu, May 1, 2008 at 10:01 AM, Chris Kenyon <
[hidden email]> wrote:
> I don't favor using Quotes for seasonality data since seasonality
> should not be changing on short timescales (there are no market
> quotes - this is exactly why this feature was invented).
> Comments anyone?
I understand your reasons but I am in favor of Quotes, especially
since they would be the main hook for sensitivity analysis, i.e. in
order to calculate sensitivity with finite differences you just tweak
the Quote value, recalculate the NPV of your portfolio, then restore
the original value.
The observability combined with the lazyness ensure optimal
performances and general easiness for this approach, which is probably
one of best features of the QuantLib design.
ciao --
Nando