Re: [Quantlib-dev] long and possiblyinifiniteobserver/observablenotifying loops

[DU V. DE V. F. G. P. <fra...@ca...>]

Hi all,

Sorry to insist a little more on the market data dependencies removal. =
(Since the next release won't be backward compatible it is now or =
never!).=20
I would like to draw your attention on another shortcomings of the =
current indexes design. The YC bootstraping procedure needs swaps which =
need indexes which in turn refer to a fake YC. IMO this is the kind of =
hack which might cause nasty bugs or mislead users at least.

Regards,
Fran=E7ois

PS: One might argue that precising the YC at index level allows to =
distinguish between forward and discounting YC. Even if it is a nice =
feature (on purpose ?) I think that it could also be allowed if YC are =
known by pricing engines only.