Cache rate in FuturesConvAdjustmentQuote #2145
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lballabio
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Jan 28, 2025
| @@ -65,11 +66,13 @@ namespace QuantLib { | |||
| Handle<Quote> futuresQuote_; | |||
| Handle<Quote> volatility_; | |||
| Handle<Quote> meanReversion_; | |||
| mutable Real rate_ = Null<Real>(); | |||
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Too late for the others, but this one can be private :)
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If someone overrides value(), they will probably want access to rate_ or they will be forced to duplicate it.
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It doesn't strike me as a class you'll want to inherit from, though.
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Oops, I'm inheriting from it to implement a different convexity model :)
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