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.
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