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From: SX L <han...@ho...> - 2021-12-14 14:24:17
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Hi, I am looking at the prerelease. In QuantLibAddin/qlo/enumerations/factories/termstructuresfactory.hpp, we have the typedef as below:
typedef boost::shared_ptr<QuantLib::YieldTermStructure>(*YieldTermStructureConstructor)(
QuantLib::Natural nDays,
const QuantLib::Calendar& calendar,
const std::vector<boost::shared_ptr<QuantLib::RateHelper> >& rh,
const QuantLib::DayCounter& dayCounter,
const std::vector<QuantLib::Handle<QuantLib::Quote> >& jumps,
const std::vector<QuantLib::Date>& jumpDates,
const QuantLib::MixedInterpolation::Behavior behavior,
const QuantLib::Size n);
However, for most of the constructors in QuantLibAddin/qlo/enumerations/constructors/enumeratedpairs.hpp (examples below), the last two parameters are missing. Are we going to get undefined behavior, or the two extra parameters will be ignored for sure?
boost::shared_ptr<QuantLib::YieldTermStructure> ZEROYIELD_LOGLINEAR_PiecewiseYieldCurve(
QuantLib::Natural nDays,
const QuantLib::Calendar& calendar,
const std::vector<boost::shared_ptr<QuantLib::RateHelper> >& rateHelpers,
const QuantLib::DayCounter& dayCounter,
const std::vector<QuantLib::Handle<QuantLib::Quote> >& jumps,
const std::vector<QuantLib::Date>& jumpDates);
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