I've synced up QuantLib-SWIG to the latest changes in QuantLib, but there is a
problem with InArrearIndexedCouponVector which I've commented out for now.
The problem is that InArrearIndexedCouponVector tries to use
return QuantLib::IndexedCouponVector<InArrearIndexedCoupon>(
schedule,paymentAdjustment,
nominals,fixingDays,libor,
gearings,spreads,dayCount,
isInArrears);
The trouble with that is the IndexedCouponVector expects the coupon to have an
isInArrears parameter which InArrearIndexedCoupon doesn't have.
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Joseph Wang Ph.D. -
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China Derivatives Researcher and Software Developer - QuantLib
http://en.wikiversity.org/wiki/User:Roadrunner