MakeMCAmericanEngine

[Alejandro Duarte]

Hi

 

I was wondering if MakeMCAmericanEngine is exposed to python. I couldn’t find any example. Also, is there a tutorial or guide to expose a function/class to python for the particular quanlib’s swig solution?

 

Thank you!

Ale

 

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[Luigi Ballabio]

Hi,
    the MakeXXX classes are usually not exported, since they're not
needed in Python: you can use keyword arguments instead and write, for
example,

engine = MCEuropeanEngine(process, "PseudoRandom",
timeStepsPerYear=12, requiredSamples=10000)

The MCAmericanEngine is not exported at this time, though.
Unfortunately we haven't got around to write a tutorial yet, but it
can be added by copying the interface for MCEuropeanEngine and making
the needed changes.

Luigi



On Thu, Jul 24, 2014 at 3:43 PM, Alejandro Duarte
<[hidden email]> wrote:

> Hi
>
>
>
> I was wondering if MakeMCAmericanEngine is exposed to python. I couldn’t
> find any example. Also, is there a tutorial or guide to expose a
> function/class to python for the particular quanlib’s swig solution?
>
>
>
> Thank you!
>
> Ale
>
>
>
> ________________________________
>
> BRG DISCLAIMER
> THIS EMAIL TRANSMISSION AND ANY ATTACHMENTS HERETO CONTAIN INFORMATION FROM
> BERKELEY RESEARCH GROUP, LLC WHICH MAY BE CONFIDENTIAL AND PRIVILEGED. THE
> INFORMATION IS INTENDED FOR THE SOLE USE OF THE INDIVIDUAL OR ENTITY TO WHOM
> IT IS ADDRESSED. IF YOU ARE NOT THE INTENDED RECIPIENT, YOUR USE,
> DISSEMINATION, FORWARDING, PRINTING OR COPYING OF THIS INFORMATION IS
> PROHIBITED.
>
>
>
> TAX ADVICE DISCLOSURE
>
> ANY TAX ADVICE CONTAINED IN THIS COMMUNICATION (INCLUDING ANY ATTACHMENTS)
> IS NOT INTENDED OR WRITTEN TO BE USED, AND CANNOT BE USED, FOR THE PURPOSE
> OF (I) AVOIDING PENALTIES UNDER THE INTERNAL REVENUE CODE OR (II) PROMOTING,
> MARKETING OR RECOMMENDING TO ANOTHER PARTY ANY TRANSACTION OR MATTER
> ADDRESSED HEREIN.
>
> BERKELEY RESEARCH GROUP, LLC IS (I) NOT A LAW FIRM AND DOES NOT PROVIDE
> LEGAL ADVICE AND (II) NOT A CPA FIRM AND DOES NOT PROVIDE AUDIT, ATTEST OR
> PUBLIC ACCOUNTING SERVICES.
>
>
> ------------------------------------------------------------------------------
> Want fast and easy access to all the code in your enterprise? Index and
> search up to 200,000 lines of code with a free copy of Black Duck
> Code Sight - the same software that powers the world's largest code
> search on Ohloh, the Black Duck Open Hub! Try it now.
> http://p.sf.net/sfu/bds
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

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