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From: Chuck H. <cah...@ea...> - 2005-09-19 20:01:32
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Luigi said: In the meantime, a workaround you can use is to clone the term structure yourself. If you have a PiecewiseYieldCurve or PiecewiseFlatForward instance (depending on how you store them, you might have to downcast a YieldTermStructure) you can do it as follows: ... Chuck says: Thank you Luigi for your cloning explanation. We want a curve clone that is disconnected from changing quotes. I will try your algorithm. I had not previously read the discountcurve.hpp file. It looks quite useful. |