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From: Ming Z. <mag...@ou...> - 2024-12-18 12:41:11
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Dear all,
In the definition of the PiecewiseYieldCurve class, I am puzzled by the
type definitions below:
typedef PiecewiseYieldCurve<Traits,Interpolator,Bootstrap> this_curve;
typedef Bootstrap<this_curve> bootstrap_type;
Bootstrap is a template class taking one parameter. What template
parameter is used for Bootstrap in this_curve (i.e.
PiecewiseYieldCurve<Traits,Interpolator,Bootstrap>) in typedef
Bootstrap<this_curve> bootstrap_type? Can anyone recommend any reference
or book which explains the technique used here?
Many thanks and happy holidays!
Ming
template <class Traits, class Interpolator,
template <class> class Bootstrap = IterativeBootstrap>
class PiecewiseYieldCurve
: public Traits::template curve<Interpolator>::type,
public LazyObject {
private:
typedef typename Traits::template curve<Interpolator>::type base_curve;
typedef PiecewiseYieldCurve<Traits,Interpolator,Bootstrap> this_curve;
public:
typedef Traits traits_type;
typedef Interpolator interpolator_type;
typedef Bootstrap<this_curve> bootstrap_type;
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