[Quantlib-dev] Some thoughts.

[a a. <a_a...@ya...>]

Hi , 
   
  I tried to add to 8.0 the CAD vanilla swaps for the curve building and i came across with some design issues, mainlly because i don't want to change existing modules of the library.  However, i want to reuse most of the core code.
   
  It turn out that i have no option but i need to either change existing modules or replicate existing code to new modules.
   
  In my mind someone who wants to extend a library shouldn't have to change existing files, but the library needs to provide the appropriate hooks (i.e. interfaces, template classes/functions  and so on).  At the same time, as we all know, that takes time and effort, and in the main time the DIY solution fits most clients :).
   
  Here are some sugestions for the future:
   
  1. Create a template class VanillaSwapG ( G for generic), the coupontype should be the template parameters and they should be propagated down to the construction of the floating leg.
   
  2. A typedef will define the existing VanillaSwap class.
   
  3. Those template arguments should be propagated upwards to MakeVanillaSwap and SwapRateHelper.
   
  4. Finally, i need to be able to hook my own code into the 
  SwapRateHelper::initializeDates  as i need to set the custom floating leg tenor, which is different from the index tenor.  Then again that extra information needs to come from somewhere, but then i need to have my new SwapRateHelper class, but i don't want to copy existing code.
   
  Any thoughts? 
  Who decides what changes go into repository?
  I really like the library, but i need to be able to enhance it, so it does what i want to do and at the same time i don't want to redo the changes everytime a new release comes up.
   
  Regards
  Tasos
   
   
   

       
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