[Quantlib-dev] isTimeDependent ???

[Joseph W. <jo...@co...>]

What do people think about adding an "isTimeDependent()" method to 
things like TermStructure?  This would be defaulted to "true" as a 
virtual function which subclasses could then set to false.

The reason for this is that then the pricing engines could really make 
use of this information to decide whether or not to optimize a 
calculation.  For finite difference methods this could be a huge time 
saver, and simplify the code considerably. 

The way that it would work is that the finite difference engine would 
find out whether the calcuation matrix is time dependent or not, the 
calculation matrix would find out from the process, the process would 
find out from the interest and volatility term structures.

Thoughts?