Reduce duplication in rate helpers constructors

[eltoder]

No description provided.

[coveralls]

coverage: 72.477% (+0.05%) from 72.425%
when pulling 30d6eb5 on eltoder:feature/swap-rate-helper-duplication
into cbec61e on lballabio:master.

[lballabio]

I would further remove duplication by having all the constructors taking a Rate quote delegate to the corresponding ones taking a Handle<Quote>. Using the base-class constructor taking a Rate only saves a registration to the handle, and I don't think it makes any difference. What do you think?

[eltoder]

I thought of that, but wasn't sure if we want to keep the optimization of not registering to the handle. There are a few ways we can try to preserve it if we care. We could also use boost::variant<Rate, Handle<Quote>> as the first argument and remove the overloads completely. This will be some effort to support in SWIG, but we can also lie to SWIG and leave the overload declarations in .i files. I think that will work.

[lballabio]

I don't think the optimization is really an optimization, so I wouldn't put any effort into preserving it.

A variant looks way too much clever to me—if we want to reduce the overloads, we can deprecate the ones taking a double and add a convenience function like, for instance,

Handle<Quote> handle(Real q) { return Handle<Quote>(ext::make_shared<SimpleQuote>(q)); }

[eltoder]

Variant is actually very easy. We typedef it to something like ValueOrQuote, add 2 lines in the base class to handle it, and just pass through in all derived classes without having to worry about how it works. All existing code will continue to work, but we have 2x fewer constructors.

[eltoder]

I do agree with adding the convenience function. In one version of this PR I wrote it under static SimpleQuote::make() name.

[lballabio]

I don't doubt the variant is easy to add, but I'm not sure it's common vocabulary yet. Anyway—we can reduce duplication and keep the 2x constructors in this PR, and think about it later.

[eltoder]

A related question: some of the duplication is because some constructors create an IborIndex from scratch while others clone an existing index. We can remove the duplication by making the former call the latter if we don't mind the cost of the extra clone. We may be able to avoid the clone with some if check.

[lballabio]

Ok for me. Again, if the instrument underlying the helper asks for an index, in the long run it's probably better for the helper to take an index, not the stuff to build an index, so we can deprecate the constructor taking the latter.

[eltoder]

@lballabio I left the indexes for now, but made the other changes.

[lballabio]

Thanks! I made a few more changes: I used the convenience method in a few examples, turned it into a method for brevity, and made it return a relinkable handle (not needed in the helpers, but possibly in other use cases).

[eltoder]

I think the name handle can make it harder for people to find where this function is defined or may seem too magical (can it turn anything into any handle?). Maybe quoteHandle or something more informative? I don't have a strong opinion, so up to you.

[eltoder]

Another option is we can make an implicit conversion operator from SimpleQuote to Handle<Quote>. Then we can write SimpleQuote(rate) in all these cases. We'll need to add a && overload to make this work efficiently.

[lballabio]

Hmm, I didn't want it to be too long to write. Oh well, I'll let it rest over the weekend and come back with a fresh mind—hopefully.

[lballabio]

I settled on makeQuoteHandle. Thanks!

[eltoder]

This makes sense to me.