FixedRateBondForward via SWIG

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FixedRateBondForward via SWIG

smazzucca
Can anybody point me in the right direction to add FixedRateBondForward to the SWIG interface files ?

Apparently Forward is not there either, so I guess I need to add that first.

Can someone enlighten me ?

Thank you in advance,
Simon
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Re: FixedRateBondForward via SWIG

Luigi Ballabio
Hi Simon,
    yes, I think you have to export both. You can take as model the Bond class (which inherits from Instrument, like Forward) and, say, FixedRateBond (which inherits from Bond, like FixedRateBondForward inherits from Forward). You'll have to use the same tricks to hide shared_ptrs. Post again if you get stuck.

Luigi



On Fri, Mar 28, 2014 at 10:19 PM, smazzucca <[hidden email]> wrote:
Can anybody point me in the right direction to add FixedRateBondForward to
the SWIG interface files ?

Apparently Forward is not there either, so I guess I need to add that first.

Can someone enlighten me ?

Thank you in advance,
Simon



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Re: FixedRateBondForward via SWIG

smazzucca
Thanks, Luigi.

We were stuck and ended up using QLNet for that specific logic.
Simon
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Re: FixedRateBondForward via SWIG

Luigi Ballabio
Ok. Sorry about the response time. I'm not famous for that...

Luigi


On Thu, Apr 10, 2014 at 8:52 PM, smazzucca <[hidden email]> wrote:
Thanks, Luigi.

We were stuck and ended up using QLNet for that specific logic.
Simon



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