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From: Simon I. <Sim...@st...> - 2008-04-17 07:57:28
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Hi guys,
Why have all curves recently been derived from boost::noncopyable?
I've been copying yieldcurves (in external code) - and it has been
working perfectly if you implement a copy constructor for the
PiecewiseYieldcurve class that initializes the bootstrapper for the
current curve (in the code I submitted - shown below). Surely this makes
more sense than completely disabling copying?
//copy constructor
PiecewiseYieldCurve(const this_curve& o)
: base_curve(o), instruments_(o.instruments_),
turnOfYearEffect_(o.turnOfYearEffect_),
accuracy_(o.accuracy_),
latestReference_(o.latestReference_), turnOfYear_(o.turnOfYear_),
bootstrap_(o.bootstrap_) {
setTurnOfYear();
registerWith(turnOfYearEffect_);
bootstrap_.setup(this);
}
Simon Ibbotson
Quantitative Analytics
Capital Markets
Straumur
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