Re: [Quantlib-dev] setCouponPricer(s)

[Luigi B. <lui...@gm...>]

It's ok for me.

Luigi

On Tue, Dec 13, 2016 at 5:53 PM Peter Caspers <pca...@gm...>
wrote:

> Hi Luigi,
>
> yes, I do loop over the coupons right now. This is cumbersome, lots of
> dynamic casting and for cap-floored coupons you have to look at the
> underlying to find the type.
>
> Instead of your fancy solution I thought I could reuse the existing
> PricerSetter und write a simple overload of the setCouponPricers method
> that just tries to set the pricers one after another and catches exceptions
> thrown from the PricerSetter in case of mismatches. But this overload would
> have to sit within the couponpricer file since the setter is in an empty
> namespace in that file.
>
> Would that be too dirty for a PR? Is the use case maybe exotic after all?
>
> Kind Regards
> Peter
>
>
> On 13 Dec 2016, at 16:52, Luigi Ballabio <lui...@gm...> wrote:
>
> Hi,
>     I don't think there's a function that does that.  If you want to get
> fancy, you can write a visitor similar to PricerSetter but storing both
> pricers and setting the appropriate one; otherwise, you can loop over the
> coupons and find out their type yourself.
>
> Luigi
>
>
> On Tue, Dec 13, 2016 at 12:56 PM Peter Caspers <pca...@gm...>
> wrote:
>
> Hi,
>
> say I have a Leg with Libor coupons, floored Libor coupons, CMS coupons,
> etc. all mixed. I also have a IborCouponPricer and a CmsCouponPricer and
> want to attach these to the “matching" coupons.
>
> How can I do that in one (not too long) line of code? It seems
> setCouponPricer() and setCouponPricers() do not suit really, but I might be
> missing the obvious...
>
> Kind Regards
> Peter
>
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