[Quantlib-dev] Clone instruments PiecewiseYieldCurve

[Peter de G. <ste...@gm...>]

I have a PiecewiseYieldCurve that I would like to create several copies of
after which the underlying quotes are bumped. I run into the issue that
inside the copies a reference to the quotes (Handle) is hold so when bumped
all curves change. I really need a copy including quotes/ratehelper as other
manipulations to the curves (e.g. roll forward the bumped curve) are
required and this is all done via Excel as interface. So a usercase would be
to build the swap curve then create a copy and shock the 10y swap rate and
again create a copy and zerorate spread and all the intermediate curves are
stored in memory.

I have searched and came across several (very old) topics on cloning a
piecewisecurve and they seem to indicate that at that time it was not
possible and it was suggested to clone the termstructure. An example of a
topic is,

http://quantlib.10058.n7.nabble.com/Question-about-copy-constructors-tc4027.html#a4028
<http://quantlib.10058.n7.nabble.com/Question-about-copy-constructors-tc4027.html#a4028>  

Does anyone have a solution to this or has functionality been implemented
that a Clone can be done where the quotes/ratehelpers are also copied and
fully delinked?



--
Sent from: http://quantlib.10058.n7.nabble.com/quantlib-dev-f8818.html