[Quantlib-dev] CompoundForward and ExtendedDiscount classes

[Ferdinando A. <na...@am...>]

Hi Andre

in the last days I've refactored and cleaned up the YieldTermStructure 
interface, using the new InterestRate class. I haven't finished yet but the 
current code can be checked out from the CVS trunk.

Now I have problems figuring out what CompoundForward and ExtendedDiscount 
classes are exactly meant for. My guess is the new YieldTermStructure 
interface probably makes them obsolete, as interest rate conventions 
(daycount, compounding, etc) are dealt with in the base class.
What is probably left are their constructors which I would support if you 
could describe/document them.

As soon as this issue is solved we would start the 0.3.8 release process.

thank you

ciao -- Nando

PS Luigi: this issue and the flat curve daycount issue, of course