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From: Francois B. <ig...@gm...> - 2015-09-11 08:51:22
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Hi all, In preparation for some future development (including the long-awaited fix for the inflation reference period that Peter and I discussed a while back), I want to first add some tests to the inflationcpibond.cpp file. My new tests will be based on South African CPI bonds and I thought it would be good to move the CommonVars constructor to a static method for returning the current UK-related data and then later do a similar static method for South African related data. Please have a look at this commit: https://github.com/igitur/quantlib/commit/6dc07bcb465f632017ea037b243c691eef42fbcc What I did there was just the first part of my goal. I moved the CommonVars struct constructor to a static method UKVars that returns the UK-data. This compiles, but for some reason the test fails. It looks like the link between the zero inflation index and PiecewiseZeroInflationCurve is broken. I can't figure out how to get the tests to work again. I suspect this is more of a C++ query than a QuantLib query, but I'd appreciate your help. thanks Francois Botha |