Fixes swap example and refactor of YieldTermStructure #77
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RelinkableHandle - tests are segfaulting!
| @@ -16,11 +16,12 @@ cdef extern from 'ql/handle.hpp' namespace 'QuantLib': | |||
| Handle(T*) | |||
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This is unrelated to this PR, but I think this constructor has been deprecated since QuantLib 1.4 (https://github.com/lballabio/quantlib/blob/QuantLib-v1.4/QuantLib/ql/handle.hpp#L80)
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Yes, that's true. They are a number of warnings when building the library. This should be cleaned up but will require some efforts
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@dpinte Sorry for dropping the ball on this. LGTM! |
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Fixes swap example and refactor of YieldTermStructure
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The heart of this PR is the change of internal storage type of the YieldTermStructure. The changes was needed to properly support the QL RelinkableHandle's and Handle's used in the swap example.
@jvkersch when you have time and will to look at this, I'm looking for a reviewer.
This PR fixes #76