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From: Luigi B. <lui...@gm...> - 2020-12-29 09:05:09
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Hello,
there are not a lot of implementations of Quote in the library - mostly
SimpleQuote, plus a couple of others like DerivedQuote. But the handle is
in there anyway, in case someone had another implementation (for instance,
connected to some data-provider API) and wanted to switch it.
Luigi
On Sat, Dec 19, 2020 at 10:25 AM SX L <han...@ho...> wrote:
> I am looking at GeneralizedBSProcess. I can understand the usage of
> Handle<YieldTermStructure>. Say, you wanna switch from LIBOR based discount
> curve to SOFR based one. You could do "USDDiscount.linkTo(USDSOFRCurve)".
> However, what's the usage of Handle<Quote>? For cases of SimpleQuote, can
> we just use SimpleQuote::setValue()? Thanks.
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