See
http://docs.julialang.org/en/stable/manual/faq/#how-do-abstract-or-ambiguous-fields-in-types-interact-with-the-compiler
and the section
afterwards. You'd be better off with
type Bond{T<:TermStructure}
rate::Float64
ts::T
mat_dat::Date
end
--Tim
On Thursday, December 31, 2015 02:42:11 PM Christopher Alexander wrote:
> Hello all,
>
> I have a question about the usage of circular references in types. In a
> project I am working on, I am running into several situations where this
> type of design appears to be the best issue. For example, let's say I have
> this (this is a massive simplification but illustrates my point):
>
> abstract TermStructure
>
>
> type Bond
> rate::Float64
> ts::TermStructure
> mat_date::Date
> end
>
>
> function Bond(rate::Float64, mat_date::Date)
> ts = NullTermStructure()
> return Bond(rate, ts, mat_date)
> end
>
>
> type NullTermStructure <: TermStructure end
>
>
> type PiecewiseYieldCurve <: TermStructure
> settlement::Date
> bonds::Vector{Bond}
> end
>
>
> function PiecewiseYieldCurve(settlement::Date, sched::Schedule, rate::
> Float64)
> bonds = Vector{Bond}(length(sched))
> for (i, d) in enumerate(sched)
> new_bond = Bond(rate, d)
> bonds[i] = new_bond
> end
>
> pyc = PiecewiseYieldCurve(settlement, bonds)
> for b in bonds
> b.ts = pyc
> end
>
> return pyc
> end
>
>
> Firstly, I guess, is this the best implementation? There are situations
> where I need the bonds of the PiecewiseYieldCurve to be aware of the
> TermStructure to which they are connected. Secondly, do I take a
> performance hit from this? The PiecewiseYieldCurve instance will have
> parts of it updated as I run some of my pricer methods (not shown).
>
> Thanks!
>
> Chris
