My first post to the list - hello everyone!
I'm using SWIG for Java, and there does not seem to be a SWIG stub for the BinomialVanillaEngine class. Is there something I'm missing? I'm looking for the Cox-Ross-Rubenstein model. Thanks, Ken |
Ken,
I am a first time poster as well and am also looking at the Java Swig wrappers. The BinomialVanillaEngine class is renamed as a class called BinomialEuropeanEngine which takes a string as its first parameter which is the type. In your case you would pass "crr" or "CoxRossRubenstein" (it is case-insensitive). For more info look at the options.i file in the Swig package -Ari -----Original Message----- From: [hidden email] [mailto:[hidden email]] On Behalf Of Ken Anderson Sent: Friday, February 17, 2006 2:51 PM To: [hidden email] Subject: [Quantlib-users] SWIG for Java for BinomialVanillaEngine ? My first post to the list - hello everyone! I'm using SWIG for Java, and there does not seem to be a SWIG stub for the BinomialVanillaEngine class. Is there something I'm missing? I'm looking for the Cox-Ross-Rubenstein model. Thanks, Ken ------------------------------------------------------- This SF.net email is sponsored by: Splunk Inc. Do you grep through log files for problems? Stop! Download the new AJAX search engine that makes searching your log files as easy as surfing the web. DOWNLOAD SPLUNK! http://sel.as-us.falkag.net/sel?cmd=lnk&kid=103432&bid=230486&dat=121642 _______________________________________________ Quantlib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ This message is intended only for the personal and confidential use of the designated recipient(s) named above. If you are not the intended recipient of this message you are hereby notified that any review, dissemination, distribution or copying of this message is strictly prohibited. This communication is for information purposes only and should not be regarded as an offer to sell or as a solicitation of an offer to buy any financial product, an official confirmation of any transaction, or as an official statement of Lehman Brothers. Email transmission cannot be guaranteed to be secure or error-free. Therefore, we do not represent that this information is complete or accurate and it should not be relied upon as such. All information is subject to change without notice. -------- IRS Circular 230 Disclosure: Please be advised that any discussion of U.S. tax matters contained within this communication (including any attachments) is not intended or written to be used and cannot be used for the purpose of (i) avoiding U.S. tax related penalties or (ii) promoting, marketing or recommending to another party any transaction or matter addressed herein. |
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