DerivedQuote design

Posted by DU VIGNAUD DE VILLEFORT FRANCOIS GASAPRD PHI on
URL: http://quantlib.414.s1.nabble.com/DerivedQuote-design-tp9750.html

Hi all,

 

A quick question about the DerivedQuote class design: The operation performed by this class is a template parameter yet the actual operation is actually known only at run time. What about using a more informative template so that the operation can be known at compilation time and inlined ? (we would loose the possibility to change the operation at run time but who cares ?).

To be as explicit as possible, the DerivedQuote value method would be written like this:

 

    template <class UnaryFunction>

    inline Real DerivedQuote<UnaryFunction>::value() const {

        QL_ENSURE(isValid(), "invalid DerivedQuote");

        return UnaryFunction::eval(element_->value());

    }

 

François

 

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