[Quantlib-users] Structure functions in header file <ql/.../probabilitytraits.hpp>

[Amine Ifri]

Hi there,

I was recently using the bootstrapping classes to build all sorts of hazard rates curves from quotes of credit spreads in the market for a prototype of mine and came across the following functions in <probabilitytraits.hpp>:

Real HazardRate::minValueAfter(Size i, const C*c, bool validData) {…} and Real HazardRate::maxValueAfter(Size i, const C*c, bool validData) {…}

I was wondering whether the argument Size i in these two functions is redundant, as I can’t see its use anywhere in the source code for these two functions.

Thanks,
Amine

[Andres Hernandez]

Hi Amine,

the traits classes will be used as template parameter and there it will be
expected that the function has a particular signature.

Look at SurvivalProbability in the same file (probabilitytraits.hpp) for an
example where Size i is used.

Cheers
Andres

Post by Amine Ifri
Hi there,
I was recently using the bootstrapping classes to build all sorts of
hazard rates curves from quotes of credit spreads in the market for a
prototype of mine and came across the following functions in
Real HazardRate::minValueAfter(Size i, const C*c, bool validData) {
} and
Real HazardRate::maxValueAfter(Size i, const C*c, bool validData) {
}
I was wondering whether the argument Size i in these two functions is
redundant, as I can’t see its use anywhere in the source code for these two
functions.
Thanks,
Amine
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