Re: [Quantlib-dev] Why doesn't there exist a QuantLib Leg Hierachy?

[Sebastian P. <Seb...@gm...>]

Hi Jan,

you are right that deriving from a STL container may be a bad idea. This
problem can be circumvented by redefining the Leg (Class) via composition. 

What I'm trying to do is (somehow) making a snapshot of a QuantLib
environment, e.g. a swap, including legs, pricing engines, market data
objects,... . This snapshot should contain enough information to reopen it
in an Excel session. In the current QL Leg design the leg type informations
are lost after passing (casting) it into a swap instrument. 
For example if you want to "export" a simple QL swap including an iborLeg
and a FixedRateLeg into Excel a nice result would be a call to three QLXL
functions (either just in single cells or including some fancy parameter
boxes): qlswap, qlIborLeg, qlFixedRateLeg. But because the swap has lost the
information of the underlying leg types this is difficult to achieve. 

I imagine that leg type information could also be helpful in other
algorithmic tasks.    

Regards,
Sebastian
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