Re: [Quantlib-dev] long andpossiblyinifiniteobserver/observablenotifying loops ->erratum

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

Sorry to spam your mailboxes folks, the CapStripper dependencies graph =
was slightly wrong in that FloatingRateCoupon is not observing the YC =
directly. Anyway, the problem remains the same...
Fran=E7ois

-----Original Message-----
From: qua...@li... =
[mailto:qua...@li...] On Behalf Of DU =
VIGNAUD DE VILLEFORT FRANCOIS GASAPRD PHI
Sent: marted=EC 17 aprile 2007 15.42
To: qua...@li...
Subject: Re: [Quantlib-dev] long =
andpossiblyinifiniteobserver/observablenotifying loops



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.

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