Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:[16477] trunk/QuantLib

[Piter D. <pit...@pi...>]

Luigi/Nando/Eric,

>> Author:   nando
>> Date:     2009-09-16 14:14:43 +0000 (Wed, 16 Sep 2009)
>> 
>> Log Message:
>> -----------
>> switched from vector<InterestRate> to vector<shared_prt<InterestRate> >
> 
> Good grief. Why?

I believe Nando made this change because QuantLibAddin auto-generated code
expects vector<shared_prt<InterestRate> > instead of vector<InterestRate>.
It was used to implement FixedRateLeg2 function.

Based on latest trunk code, I implemented the FixedRateBond2 function for
QuantLibXL that is able to handle a vector of InterestRate objects and
included also a spreadsheet that matches the QuantLib testsuite (seems to
be a good idea having the same test in both tools).

You can see in the patch that I kept the vector<InterestRate> once it made
mode sense for me making the conversion inside QuantLibAddin. The idea
behind it is making the QuantLib code more stable (change fewer times) than
QuantLibXL (pretty like a third party library).

I hope you find the patch and spreadsheet useful.

Regards,


-------------------------

Piter Dias
pit...@pi...