[Quantlib-dev] Arbitrary Solvers?

[Daniel H. <d.h...@tm...>]

Hello All,

Would it be possible to genericize CashFlows::yield (and by extension BondFunctions::yield) to take an arbitrary solver, instead of the default NewtonSafe solver?

Using a template parameter with a default value would have been backwards compatible but alas, using default template values is not possible pre-C++11 and QuantLib does not currently support dynamic dispatch for solvers so it cannot be passed into the function either.

Are there any possibilities of creating a patch to use an arbitrary solver at runtime? I would be happy to code it up.

Thanks,
DH