Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:[17105] trunk/QuantLib/ql/cashflows

[Luigi B. <lui...@gm...>]

On Wed, 2010-02-17 at 16:11 +0100, Ferdinando Ametrano wrote:
> On Wed, Feb 17, 2010 at 10:21 AM, Luigi Ballabio
> <lui...@gm...> wrote:
> > On Tue, 2010-02-16 at 19:09 +0000, na...@us... wrote:
> >> added more Coupon inspectors
> >
> > We're duplicating code all over the place---they're all basically the
> > same loop.  Why don't you write a nextCoupon() method instead and call
> > whatever method you want on the result?
> 
> you're right and this is true for both nextCashFlow and nextCoupon,
> their "previous" variants, and their CashFlows and Bond flavors
> 
> Anyway if bond_ is a shared_ptr<Bond> you would then have to write
> 
> (*BondFunctions::nextCashFlow(*bond_))->date();
> 
> instead of
> 
> bond_->nextCashFlowDate();

Worse---You'd have to check for a null iterator first.  Ok, I can see
it's good to have the whole bunch of functions for convenience.  Plus
there's the aggregation thing.  It might still be worth to write the
common loop in a nextCoupon() method (private, if need be) so that at
least the functions returning a date can call it and remove a good part
of the duplication.  For the aggregation, I don't know.  I had though of
returning a range (begin,end) of the cashflows on the same date, but it
wouldn't work if there was a non-coupon cashflow between two coupons.
Maybe a composite, as you say.

Well, I'll let you know if I get any ideas...

Luigi


-- 

A programming language is low-level when its programs require attention 
to the irrelevant. 
-- Alan Perlis