MCBarrierEngine SWIG Interface missing

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MCBarrierEngine SWIG Interface missing

Nabil Layaida
Hi all,

Is it possible to have the MCBarrierEngine interfaced in SWIG. I am testing the interfaces
from Java and got the test on TestBarrieroption from C++ ported and almost finished, still just
the call to MCBarrierEngine to have it done.

Thnaks

Nabil
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Re: MCBarrierEngine SWIG Interface missing

Luigi Ballabio
On 12/30/05, Nabil Layaida <[hidden email]> wrote:
>  Is it possible to have the MCBarrierEngine interfaced in SWIG.

It's in CVS.

Later,
    Luigi


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Convexity Swap

Chiara Fornarola

Hi
anybody has ever heard of a structured product called convexity swap?
How does in work? Can anyone explain pls?

Thx

Chiara

Chiara Fornarola
Quantitative Research
San Paolo IMI Asset Management Sgr
Via Visconti di Modrone 11 - 20121 Milan
Phone +3902303472593
Fax      +3902303472297
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