Hi all,
In our implementation market data and evaluation date changes are propagated through the same channel (observers update methods).
As we are properly trying to handle properly the evaluation date changes this coupling is becoming more and more an hindrance (eg: the Capstripper can no longer notifying lazily its observers). What about having dedicated channels ? Though I’m sure that some of us have already thought about this solution but what about using boost signal library to implement the notification chain ? Any thoughts ?
François
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