Translate InterpolatedDiscountCurve to match QL097

Bug #1209983 reported by Zahid Hussain
This bug affects 1 person
Affects Status Importance Assigned to Milestone
In Progress
Richard Gomes

Bug Description

InterpolatedDiscountCurve's translation does not match QL097; date[] and double[] are being used inp lace of stl:vector. Also these values are not initialized causing NullPointer from:
   public Date maxDate() {
        return dates[dates.length - 1];

Current Code:
   private Date[] dates;
    private /*@Time*/ double[] times;
    private double[] data;

// C++ QL097 code
    protected mutable std::vector<Date> dates_;
    protected mutable std::vector<Time> times_;
    protected mutable std::vector<DiscountFactor> data_;

has duplicate

Tags: translation
Revision history for this message
Q Boiler (q.boiler) wrote :

Please update this issue with a quick status.
I also changed the Target Release to 0.2.5

Revision history for this message
Richard Gomes (frgomes) wrote :


Please assign this ticket to me.
InterpolatedDiscountCurve must be adjusted as part of PiecewiseYieldCurve.


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