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Hi Luigi,
Congrats for the release of 3.11. Did you have a chance to
have look at the issues I sent you last time. Here is the mail
I sent last time here :
Nabil
I am porting the cpp testsuite In Java.
I am looking for covering the entire testsuite and the
work is progressing rapidly.
Luigi, Do you think it will have a value in putting this in the
CVS base sometime. A significant part of the test suite
passes already in Java :)
I need a help from a SWIG Interface person
to help me get through. In fact, I don't find the interface for the following
cases :
- the capfloor ImpliedVolatility method in the wrappers.
Capfloor has been split into its sub-classes, Cap, Floor and Collar
but no Capfloor where ImpliedVolatility id defined.
- In CompoundForward class, there is no methods
corresponding to the C++ method :
Rate compoundForward(const Date& d1,
Integer f,
bool extrapolate = false)
const;
Rate compoundForward(Time t1,
Integer f,
bool extrapolate = false)
const;
- The Class GapPayoff : public StrikedTypePayoff is not interfaced in SWIG
- The Class CapletConstantVolatility and its super class CapletVolatilitystructure
are not interfaced.
- The Class InarrearIndexedCoupon and Itssuper class IndexedCoupon are not interfaced.
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