Sorry for a somewhat uninformed question, but I hope to make up for current ignorance with energy and determination so that I will come out of this exercise as more competent.
I want to expose the FittedBondDiscountCurve class and the associated FittedBondDiscountCurve::FittingMethod classes to QuantLibXL. I saw the recent post recommending a look at http://quantlib.org/quantlibaddin/extend_tutorial.html which provides a helpful overview for a class with relatively simple members.
However, I am unsure if I will have to repeatedly expose all of the inspectors, protected member functions and protected attributes associated with each of the FittingMethods, i.e. with
CubicBSplinesFitting Class,
ExponentialSplinesFitting Class,
NelsonSiegelFitting Class,
SimplePolynomialFitting Class, and
SvenssonFitting Class
using the methods as outlined in http://quantlib.org/quantlibaddin/extend_template_tutorial.html#extend3_auto , or if some might either
1) have been constructed in the compilation of the full version of QuantLibXL in such a way as to be available for general use, or
2) be able to be passed to the class functions in the required structures without actually being constructed and compiled.
For a fellow w/o C++ this seems daunting, but I can probably work from some of the existing modules as templates to address the simplest classes mentioned above.
Any guidance, or previous implementations, would be gratefully received and reviewed.
Thanks.
-Nick
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