The visitor design pattern is one of the classic software design patterns. It solves the problem of calling different functions for each objects of different types in a polymorphic collection. Imagine a type hierarchy. class Base; class DerivedA : public…
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CashFlow is an abstract base class for cash flows. The cash flow interface is implemented by many classes such as SimpleCashFlow, Coupon and many more. The multitude of different cash flows will be handled in another post. Here we will…
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QuantLib implements a mechanism for handling events which occur on specific dates. Examples of events could be cash flows or … The class Event represents a real life event is defined as an abstract base class from which a specific…
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In order to handle date intervals, QuantLib defines the Period class. This class stores an arbitrary time period corresponding to a full number of days. Periods can be constructed using an integer number and a time unit, or using a…
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