Sergvil,
I believe that we already exported setCouponPricer in SWIG.
Have you check in the subversion trunk?. I found this on it.
void setCouponPricer(const Leg&,
const boost::shared_ptr<FloatingRateCouponPricer>&);
Lluís
On Wed 19/10/11 09:02 , sergvil <[hidden email]> wrote:
I'm trying to solve this issue adding "setCouponPricer" method to SWIG. I
need to include this method in bonds.i but I'm not sure how to write it.
Somebody can help me?
Thank you very much.
sergvil wrote:
>
> Hello,
>
> I have a problem when I try to set a pricer to a Fixed Rate Bond. In C++
> we have to do this:
>
> // Coupon pricers
> boost::shared_ptr<IborCouponPricer> pricer(new BlackIborCouponPricer);
>
> // optionLet volatilities
> Handle<OptionletVolatilityStructure> vol =
> Handle<OptionletVolatilityStructure>(
> boost::shared_ptr<OptionletVolatilityStructure>(new
> ConstantOptionletVolatility(
> settlementDays,
> calendar,
> ModifiedFollowing,
> volatility,
> Actual365Fixed())));
>
> pricer->setCapletVolatility(vol);
> setCouponPricer(floatingRateBond.cashflows(),pricer);
>
> In C#, I can't find "setCouponPricer" method. It belongs to class
> "PricerSetter". Perhaps this class it isn't included in SWIG, is it?
>
> Anyway, can I set the pricer using other methods?
>
> Thank you very much.
>
>
--
View this message in context: http://old.nabble.com/Setting-Ibor-Coupon-Pricer-to-Fixed-Rate-Bond-in-C--tp32672637p32680201.html
Sent from the quantlib-users mailing list archive at Nabble.com.
------------------------------------------------------------------------------
All the data continuously generated in your IT infrastructure contains a
definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2d-oct
_______________________________________________
QuantLib-users mailing list
<A href="javascript:top.opencompose('QuantLib-users@lists.sourceforge.net','','','1')">javascript:top.opencompose('QuantLib-users@...','','','1')
https://lists.sourceforge.net/lists/listinfo/quantlib-users
------------------------------------------------------------------------------
All the data continuously generated in your IT infrastructure contains a
definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2d-oct_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
