From: jlee <jon...@gm...> - 2014-01-29 13:49:57
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Hi all, Pretty new to QuantLib and have been playing with the Example sources. I have a question regarding the PiecewiseYieldCurve object. If I want to make the first two parameters (traitid and interpolatorid) an input variable how can I do this? Specifically, I'm looking at the swapvaluation.cpp example where it is using "Discount" and "LogLinear". I want to make it a user input so the interpolation method can be changed. Sorry it's probably more of a C++ question as I'm a bit weak on templates. Thank you, Jon -- View this message in context: http://quantlib.10058.n7.nabble.com/PiecewiseYieldCurve-question-tp14917.html Sent from the quantlib-dev mailing list archive at Nabble.com. |