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From: Luigi B. <lui...@gm...> - 2008-05-16 15:49:14
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On Mon, 2008-03-31 at 10:40 +0000, Simon Ibbotson wrote: > The constructor for the FixedRateBondHelper class that takes a bond as > a parameter doesn’t instantiate member variable ::bond_ before use. True--I've fixed that. Thanks for the report. > 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. True, but as you wrote it's tricky to make it safe. For the time being, I've added a warning to the documentation pointing out the problem. Luigi -- When all else fails, pour a pint of Guinness in the gas tank, advance the spark 20 degrees, cry "God Save the Queen!", and pull the starter knob. -- MG "Series MGA" Workshop Manual |