Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/reference-of-boost-shared-ptr-instead-of-Handle-tp7623p7636.html
On Fri, 2009-09-11 at 14:28 +1000, Yan Kuang wrote:
> As I pointed in the last email, Aussie market has similar situation
> (under 3 year swaps are different from 4 years and plus). But that has
> been handle in the swap index.
>
> [...]
>
> There are may be a clever way of doing this, e.g., passing in a
> generic swap index.
> The generic swap index should be able to tell you the market
> conventions for each tenor.
We need some kind of factory. We could use a factory class, but it's
probably overkill. We could just add a factory method to SwapRate that
returns a correctly-instantiated rate of the same family but with the
given tenor. Yan, do you want to give it a try?
Luigi
--
There is no likelihood man can ever tap the power of the atom.
-- Robert Millikan, Nobel Prize in Physics, 1923
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