[Quantlib-dev] Simple Extension to AverageBasketPayoff

[<fho...@gm...>]

Dear all and a happy new year!
I have just a brief suggestion to append a function "Array weights() { return weights_; }" to the class AverageBasketPayoff. By that one has access to the initial weights for further use during the evolution of the correlated processes, e.g., in order to write a new class ReweightedAverageBasketPayoff inherting from AverageBasketPayoff and applying a reweighting to the basket on occasional dates between initial and final date.

Best regards
Frank
-- 
Psssst! Schon vom neuen GMX MultiMessenger gehört?
Der kann`s mit allen: http://www.gmx.net/de/go/multimessenger?did=10