[Quantlib-users] Deep copying a term strucuter/vol survace?

[Wei Li <ttl...@gm...>]

Dear all,

Happy new year to all!

In our c++ project we are caching our term structures / vol surfaces
calibrated from real time market data.  And during the calculation we need
to assign different spread values for different trades. For example, for
TRADE_A, the risk free term structure would be BASE_TS with a constant 0.01
spread, and for  TRADE_B, it would be the same BASE_TS with a constant 0.02
spread. And we are caching BASE_TS since it makes only sense to us (we have
our derived classes of YieldTermStructure and VolTermStructure to add the
spreads, in case you were wondering).

But how can I make a deep copy of BASE_TS and use this copy with arbitrary
spread values to the calculation? I tried the (default) copy
constructors of the classes and they are apparently shallow-copied. So how
can I achieve this? It doesn't need to be the deep copy of the bases, it
can also be the deep copy of the shared_ptr / handle, as long as it does
the trick.

Thank you very much!

Cheers,
Wei