Python: SwapRateHelper
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Hi All - Enjoying the project very much. I'm trying to implement
bonds.cpp in Python and stuck at: boost::shared_ptr<RateHelper> s2y(new SwapRateHelper( Handle<Quote>(s2yRate), 2*Years, calendar, swFixedLegFrequency, swFixedLegConvention, swFixedLegDayCounter, swFloatingLegIndex, Handle<Quote>(), forwardStart)); getting an error about wrong number of args, using: >>> s2y = SwapRateHelper(QuoteHandle(s2yRate),Period(2,Years),calendar,swFixedLegFrequency,swFixedLegConvention, swFixedLegDayCounter,swFloatingLegIndex,QuoteHandle(),forwardStart) Traceback (most recent call last): File "<stdin>", line 1, in <module> File "/usr/lib/python2.5/site-packages/QuantLib/QuantLib.py", line 7160, in __init__ this = _QuantLib.new_SwapRateHelper(*args) NotImplementedError: Wrong number of arguments for overloaded function 'new_SwapRateHelper'. Possible C/C++ prototypes are: SwapRateHelperPtr(Handle< Quote > const &,Period const &,Calendar const &,Frequency,BusinessDayConvention,DayCounter const &,IborIndexPtr const &) SwapRateHelperPtr(Rate,Period const &,Calendar const &,Frequency,BusinessDayConvention,DayCounter const &,IborIndexPtr const &) The SWIG wrapper has two candidates, the closest being: *new_SwapRateHelperPtr__SWIG_0( Handle< Quote > const &rate, Period const &tenor, Calendar const &calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter const &fixedDayCount, IborIndexPtr const &index){ boost::shared_ptr<IborIndex> libor = boost::dynamic_pointer_cast<IborIndex>(index); ... new SwapRateHelper(rate, tenor, calendar, fixedFrequency, fixedConvention, fixedDayCount, libor)); and the ql srcratehelpers.cpp has the correct matching argument list: SwapRateHelper::SwapRateHelper(const Handle<Quote>& rate, const Period& tenor, const Calendar& calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter& fixedDayCount, const shared_ptr<IborIndex>& iborIndex, const Handle<Quote>& spread, const Period& fwdStart) Does this mean the Python wrapper is incomplete for implementing bonds.cpp, or am I missing something?? Thanks! --Chuck ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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On Wed, 2009-09-16 at 06:43 -0400, Charles Swiger wrote:
> Hi All - Enjoying the project very much. I'm trying to implement > bonds.cpp in Python and stuck at: > > boost::shared_ptr<RateHelper> s2y(new SwapRateHelper(...) > > getting an error about wrong number of args [...] > > Does this mean the Python wrapper is incomplete for implementing > bonds.cpp, or am I missing something?? The wrapper is missing a couple of arguments. You can try and add them to the SWIG interface file---or you can just ignore them and go ahead with the example. The quote is empty anyway, and the 1-day forward start will modify the floating rates a bit but won't change the point of the example. You can compile Bonds.cpp with forwardStart = 0*Days to check the results. Luigi P.S. Of course you're welcome to contribute the example... -- Can't act. Slightly bald. Also dances. -- RKO executive, reacting to Fred Astaire's screen test. Cerf/Navasky, "The Experts Speak" ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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On Wed, 2009-09-16 at 15:02 +0200, Luigi Ballabio wrote:
> On Wed, 2009-09-16 at 06:43 -0400, Charles Swiger wrote: > > Hi All - Enjoying the project very much. I'm trying to implement > > bonds.cpp in Python and stuck at: > > > > boost::shared_ptr<RateHelper> s2y(new SwapRateHelper(...) > > > > getting an error about wrong number of args [...] > > > > Does this mean the Python wrapper is incomplete for implementing > > bonds.cpp, or am I missing something?? > > The wrapper is missing a couple of arguments. You can try and add them > to the SWIG interface file---or you can just ignore them and go ahead > with the example. The quote is empty anyway, and the 1-day forward > start will modify the floating rates a bit but won't change the point of > the example. You can compile Bonds.cpp with forwardStart = 0*Days to > check the results. > Ok, I'll try to add them to the SWIG interface file as it's looks like it won't work with ANY python args. Doing these in Python is good learning exercise, then using the ql in a gui like wyPython is not too difficult. --Chuck ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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