So something like:
function update_ts(pe::PricingEngine, newTS::TermStructure)
newPE = PricingEngine(pe.varA, pe.varB, newTS)
return newPE
end
myPE = PricingEngine(4.5, 5.5, TermStructureA())
myPE = update_ts(myPE, TermStructureB())
You probably wouldn't be able to update the "myPE" object in place right
(i.e. updating it in the actual update_ts method and then returning itself)?
On Monday, February 1, 2016 at 1:50:41 PM UTC-5, Tom Breloff wrote:
>
> You could just construct a new object with the new TermStructure, instead
> of overwriting the old one.
>
> On Mon, Feb 1, 2016 at 1:27 PM, Christopher Alexander <uvap...@gmail.com
> <javascript:>> wrote:
>
>> Hello all, I have a question about the usage of parametric types. I know
>> these bring about a performance boost (at least that was my understanding),
>> but I have a situation where I have a parametric type defined as such:
>>
>> type PricingEngine{T <: TermStructure}
>> varA::Float64
>> varB::Float64
>> ts::T
>> end
>>
>>
>> But then I need to actually swap the existing term structure with another
>> subtype of TermStructure further down the road. Using parametric types, it
>> complains because I guess it's locked in to using whatever TermStructure
>> sub type is initially there when I instantiate the PricingEngine type. Is
>> there anyway to do such an update while still using a type parameter, or am
>> I stuck just with a definition that uses the broader abstract type?
>>
>> Thanks!
>>
>> Chris
>>
>
>
