[Quantlib-dev] Array and Sampled Curves

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

It occurs to me that it wouldn't be too difficult to change Array and 
Sampled Curve to templates that can handle anything.  The reason for 
doing that is that youcould change have two-d arrays being implemented 
as an array of arrays and have all of the math work out right.

In the case of SampledCurve, the idea would be

typedef IndexedRelation<Real, Real> SampledCurve;

Once you do that you can create a surface

IndexedRelation<Real, IndexedRelation<Real, Real> > or better yet

IndexedRelation<Date, IndexedRelation<Real, Real> >

or a dividend payment schedule

IndexedRelation<Date, DividendPayment>
IndexedRelation<Date, CallabilitySchedule>

Now the cool thing will be if you can interface IndexRelations with stat 
package like R and start plotting them.

Thoughts?