Re: [Quantlib-dev] PiecewiseYieldCurve question

[jlee <jon...@gm...>]

Thanks for the quick reply. Let me give this a way and see. Thanks for your
help!


On 29 January 2014 15:57, Luigi Ballabio [via QuantLib] <
ml-...@n7...> wrote:

> Hello,
>     template arguments have to be specified at compile time, so I'm
> afraid there's no way except a big
>
>     if (traits == "Discount" && interpolation == "Linear")
>         return make_shared<PiecewiseYieldCurve<Discount,Linear> >(...);
>     else if (traits == "Discount" && interpolation == "LogLinear")
>         return make_shared<PiecewiseYieldCurve<Discount,LogLinear> >(...);
>
> To minimize inconvenience, I'd put the above inside a function so that
> I'd only write it once. Then in client code I'd just write
>
>     shared_ptr<YieldTermStructure> curve = make_piecewise(traits,
> interpolation, helpers, ...);
>
> Luigi
>
>
> On Wed, Jan 29, 2014 at 2:49 PM, jlee <[hidden email]<http://user/SendEmail.jtp?type=node&node=14919&i=0>>
> wrote:
>
> > 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
> >
> >
> >
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> >
> >
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