[Quantlib-dev] bondhelpers.cpp bug

[Simon I. <Sim...@st...>]

Hi folks,

 

The constructor for the FixedRateBondHelper class that takes a bond as a
parameter doesn't instantiate member variable ::bond_ before use.

Either the input bond should be used (if it is assumed that the bond
will not be used elsewhere) or a copy of the bond should be created for
specific use with the yieldtermstructure.

Currently, neither solution is perfect:

a)       If a copy of the bond is created, then for a derived class
(from FixedRateBond) to work, we'd also require a FixedRateBond::clone()
method.

b)       If we use the input bond, there's no guarantee that the bond is
not used elsewhere with a different yieldcurve which would lead to
uncertain results.

 

Regards,

 

Simon

 

 

Simon Ibbotson

Quantitative Analytics

Capital Markets

Straumur