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From: Luigi B. <lui...@gm...> - 2009-04-08 08:50:33
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Hi all, about yesterday's flurry of commits: > Revision: 16114 > > Log Message: > ----------- > improved z-spread calculation and removed redundant dirty-price based interface Sure it was redundant, but: 1) it's convenient; 2) it's inexpensive to maintain; 3) as it's defined as a set of free-standing functions, we're not adding excess baggage to a class interface. In short, I'd restore the dirty-price functions since I don't see any disadvantage in them. > Revision: 16116 > > Log Message: > ----------- > moved yield calculation in its own file (as for the z-spread > calculation) > Revision: 16120 > > Log Message: > ----------- > removed redundant Bond methods Previously, I had kept the yield calculations in Bond because I felt that they were used as much as, say, theoretical-price calculations, so they deserved to be methods in Bond. On the other hand, I see that it's convenient to have the calculations in a separate file. How about we make a compromise and keep the methods in Bond forwarding to the external functions? Luigi -- Everything can be filed under "miscellaneous". -- unknown |