Re: [Quantlib-dev] Basis point sensitivity

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

At 10:17 AM 10/22/02 +0200, Andre Louw wrote:
>I'm looking at the CashFlow/Coupon/Instrument structure in QuantLib and
>missing something, sensitivity to the underlying termstructure?

Hi Andre,
         there's an example in Instruments::Swap (or SimpleSwap, I don't 
remember). It could be made a method of Coupon or CashFlow (but then you'd 
still miss the accumulation part), or a function operating on a vector of 
CashFlows (but then one would have to rely on dynamic_cast), or both (but 
that would be a variation of the Visitor pattern [see QuEP 7], so we might 
be better off implementing it explicitly).

Thoughts, anyone?

Bye,
         Luigi