Callability Type problem, QuantLib SWIG R

[jjjkkk]

Hi,

I have created a QuantLib-SWIG R (1.7) on linux. It can be used to price options and fixed rate bonds. However, when I am trying to price a callable bond, I have the following issue:

> myPrice <- CallabilityPrice(100.0, "Clean")  # no problem
> Callability(myPrice, "Call", callableDate)  # having issue:

Error in get(paste(".__E__", type, sep = "")) :
  object '.__E___Callability__Type' not found

What's is the syntax for Callability::Type::Call in R?

Thank for your help.

jk.

[Luigi Ballabio]

I'm not familiar with the R bindings, but from the code generated by SWIG is seems that the constructor expects the integer corresponding to the enumeration value. (This also holds for CallabilityPrice::Type, so I have no idea why "Clean" works in that case.)

Luigi

On Wed, Mar 23, 2016 at 6:08 PM jjjkkk <[hidden email]> wrote:

Hi, I have created a QuantLib-SWIG R (1.7) on linux. It can be used to price options and fixed rate bonds. However, when I am trying to price a callable bond, I have the following issue: > myPrice <- CallabilityPrice(100.0, "Clean") # no problem > Callability(myPrice, "Call", callableDate) # having issue: Error in get(paste(".__E__", type, sep = "")) : object '.__E___Callability__Type' not found What's is the syntax for Callability::Type::Call in R? Thank for your help. jk.

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