Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/reference-of-boost-shared-ptr-instead-of-Handle-tp7623p7646.html
On Fri, 2009-09-18 at 13:38 +1000, Yan Kuang wrote:
> EuriborSwap is already a 'Factory', it create a 'SwapIndex' according
> to tenor.
> The tenor decide which one of two 'IborIndex' (and the associated
> forward curves) to use.
Oh, I see. You're talking about the QuantLibAddin class. I thought we
were still talking about QuantLib proper.
Ok, that is a factory indeed. And of course it could have any data
members it needs to instantiate the swap indexes.
> If you just want to create a SwapIndex with one Euribor and assocated
> forecast curve, why don't
> you just use constructor of SwapIndex. So I am questioning why you
> need the following two constructor?
>
> EuriborSwap(const Period& tenor,
> const Handle<YieldTermStructure>& fdw =
> Handle<YieldTermStructure>(),
> const Handle<YieldTermStructure>& discount =
> Handle<YieldTermStructure>());
(Note: I'm talking about the core library here, since we might want to
modify some code there as well. The addin could choose a different
design. In the core library, the above should be a constructor for,
e.g., EurLiborSwapIsdaFixA.)
By having such constructors, you don't have to look up and insert the
correct market conventions (calendars, business-day conventions, day
counters etc.)
It's true that you might delegate this entirely to a factory. But when
you just need one index, it's simpler to build it directly (I see
EurLiborSwapIsdaFixA as subtypes, not as factories) than to build a
factory and ask it for the index. So all in all, I'd keep the subclasses
and add the factories.
Probably after 1.0, though.
Luigi
--
Within C++, there is a much smaller and cleaner language struggling to
get out.
-- Bjarne Stroustrup
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