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From: Ferdinando A. <fer...@am...> - 2002-06-19 10:40:03
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Hi all
1) I would like to remove the currency_ data member and the currency()
method from the term structure interface. This is mainly because it is not
really used in QuantLib, except forcing the user to provide a currency to
the constructor.
In my opinion the term structure currency definition is another issue we
should revise if/when we have a currency framework.
Anyone against this change?
2) I would provide a default 'Time minTime()' implementation in the base class:
inline Time TermStructure::minTime() const {
// minDate() could return todaysDate() instead of
// the usual settlementDate(), so that the minTime
// could be negative
return dayCounter().yearFraction(settlementDate(), minDate());
}
and I would revise any instance of 'QL_REQUIRE(t>=0.0' in term of
'QL_REQUIRE(t>=minTime()'
Is it OK?
ciao -- Nando
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