[Quantlib-dev] Curve interpolation

[Simon I. <s.i...@gm...>]

Hi guys,

I'm a little confused about the QuantLib curve classes ForwardCurve,
DiscountCurve and ZeroCurve.

In the three class definitions we have the member variable

mutable Interpolation interpolation_;

but  in constructing a curve (using the PiecewiseYieldCurve) we use a
factory class function (interpolator_.interpolate) to allocate an
Interpolation object to the interpolation_ member variable. However, often
the object allocated is an object of a derived class e.g. CubicSpline.

Now, I know pointers and references can be polymorphic. But in this case a
derived class is being allocated to a base class instance...

I know most information required for interpolation is contained within the
Interpolation::impl_ object but I'm wondering whether:

a) my C++ knowledge is lacking and the base class instance (e.g.
ForwardCurve::interpolation_) can be polymorphic somehow. Or...

b) why a pointer to the derived Interpolation object isn't returned by the
factory class (e.g. Cubic::interpolate) - to obviate the need for a
polymorphic Interpolation::impl_ member variable?

Thanks in advance for enlightening me.

Simon