Inheritance vs specific types in Financial Modelling for cashflows

Posted by BlueTrin on Stack Overflow See other posts from Stack Overflow or by BlueTrin
Published on 2010-06-07T10:18:33Z Indexed on 2010/06/07 10:22 UTC
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Hello, I have to program some financial applications where I have to represent a schedule of flows. The flows can be of 3 types: - fee flow (just a lump payment at some date) - floating rate flow (the flow is dependant of an interest rate to be determined at a later date) - fixed rate flow (the flow is dependant of an interest rate determined when the deal is done)

I need to keep the whole information and I need to represent a schedule of these flows. Originally I wanted to use inheritance and create three classes FeeFlow, FloatingFlow, FixedFlow all inheriting from ICashFlow and implement some method GetFlowType() returning an enum then I could dynamic_cast the object to the correct type.

That would allow me to have only one vector to represent my schedule.

What do you think of this design, should I rather use three vectors vector, vector and vector to avoid the dynamic casts ?

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