Review Instrument and PricingEngine hierarchy
Bug #1209895 reported by
Richard Gomes
This bug affects 1 person
| Affects | Status | Importance | Assigned to | Milestone | |
|---|---|---|---|---|---|
| JQuantLib |
New
|
Medium
|
Unassigned | ||
Bug Description
1. QuantLib defines Arguments and Results inside Instrument classes.
Our implementation should mimic the same object model.
2. Instrument classes are not instantiated with a StochasticProcess anymore in QL 0.9.7. Now a StochasticProcess is an argument passed to a PricingEngine instead of a Instrument.
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Revision history for this message
| Richard Gomes (frgomes) wrote | #1 |
Revision history for this message
| Q Boiler (q.boiler) wrote | #2 |
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done.
This fix implied on on other fixes as well, which ended up on 210 files changed.
Several *Arguments.java and *Results.java files were removed as there classes became inner classes of their respective Instrument classes.
All test cases pass.