[Quantlib-dev] Basis-point sensitivity and such

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

Hi Andre',
	I did some refactoring of basis-point sensitivity calculation  
and related classes. Could you check that everything works? (Or even  
better, add a test). Also, could you document a bit your BPS-basket  
calculation? For instance, why a subtraction in visit(FixedRateCoupon)  
instead of the addition in visit(Coupon)?

Warning: some interface has changed. In particular, I made the  
TimeBasket class a whole lot slimmer. However, I kept all its  
functionality---the differences are only in syntax, i.e.,instead of

basket.push(date,value);
basket.add(date,value);
basket.subtract(date,value);

one now writes

basket[date] = value;
basket[date] += value;
basket[date] -= value;

respectively, and instead of

for (Size i=0; i<basket.size(); i++) {
    Entry e = basket[i];
    Date d = e.date();
    double v = e.value();
    ...
}

one now writes

for (TimeBasket::iterator i=basket.begin(); i!=basket.end(); ++i) {
    Date d = i->first;
    double v = i->second;
    ...
}

Cheers,
	Luigi