Hi Sriram,
the wrappers can't export templates as such, only instantiations.
By default, they export a PiecewiseFlatHazardRate class, which is the
instantiation of PiecewiseDefaultCurve<HazardRate,BackwardFlat>. If
you need another instantiation, you can edit defaultprobability.i and
add it at the end; it's just a matter of adding a call to the
export_piecewise_default_curve macro.
Luigi
On Thu, Jan 31, 2013 at 5:59 PM, Sriram Rajan
<
[hidden email]> wrote:
> Hello Luigi,
>
> I have built Quantlib using the SWIG bindings for Python.
>
> I am not able to see PiecewiseDefaultCurve as one among the classes
> available to me, which is essential for replicating your CDS pricing example
> supplied in the code. Can you offer some help? Is PiecewiseDefaultCurve
> missing for some reason, has it been deprecated? Any advice on how can I
> replicate, through Python, your example given in the CDS Visual Studio
> project?
>
> Thanks in advance...
>
> Sriram
>
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