Re: shortSwapIndexBase in SwaptionVolCube2 (AUD as example)

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/reference-of-boost-shared-ptr-instead-of-Handle-tp7623p7640.html

On Tue, 2009-09-15 at 09:23 +1000, Yan Kuang wrote:
> On the way home yesterday, I realissedCreatemethod has to be virtual.

Yes, I was about to point that out :)

> I have attached three files this time us gbpliborswap as example. If
> this works, it will be better than the facotry pattern I think.

Ok. I added copying the yield term structure from the original index to
the new one (it turns out we need that too) and implemented it in the
remaining indexes. I just committed the changes to the repository.

Thanks,
        Luigi


--

Hofstadter's Law:
It always takes longer than you expect, even when you take
Hofstadter's Law into account.



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