[Quantlib-dev] PiecewiseYieldCurve

[Plamen N. <Pla...@re...>]

Hi all,

I'm using the PiecewiseFlatForward and accounted some strange behaviour the=
re=20
=2D I think it is just because the  PiecewiseYieldCurve class had not=20
overwritten the DiscountFactor discountImpl(Time) const method and therefor=
e=20
the calculate() method of the LazyObject (resp. the=20
PiecewiseYieldCurve<C,I>::performCalculations() method) got never called.

I've added the following implementation in the PiecewiseYieldCurve and it=20
solved my problem:

template <class C, class I>
inline DiscountFactor PiecewiseYieldCurve<C,I>::discountImpl(Time t) const {
	calculate();
	return base_curve::discountImpl(t);
}


Am I seeing this correct or is there something other going wrong?

cheers
Plamen