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Swig Wrapers for DeltaVolQuote

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DPaulino

Swig Wrapers for DeltaVolQuote

Could someone please help me with the Swig wrapers for the DeltaVolQuote class?

I tried (and failed):

%{
using QuantLib::DeltaVolQuote;
%}

%ignore DeltaVolQuote;
class DeltaVolQuote : public Quote {};

%template(DeltaVolQuote) boost::shared_ptr<DeltaVolQuote>;
IsObservable(boost::shared_ptr<DeltaVolQuote>);

%{
using QuantLib::DeltaVolQuote;
typedef boost::shared_ptr<DeltaVolQuote> DeltaVolQuotePtr;
%}

%rename(DeltaVolQuote) DeltaVolQuotePtr;
class DeltaVolQuotePtr : public boost::shared_ptr<Quote> {
public:
%extend {
DeltaVolQuotePtr(Real delta,
const Handle<Quote>& vol,
Time maturity,
DeltaVolQuote::DeltaType deltatype) {
return new public boost::shared_ptr<DeltaVolQuote>(
new DeltaVolQuote(delta,
vol,
maturity,
deltatype));
}

DeltaVolQuotePtr(const Handle<Quote>& vol,
DeltaVolQuote::DeltaType deltatype,
Time maturity,
DeltaVolQuote::AtmType atmtype) {

return new public boost::shared_ptr<DeltaVolQuote>(
new DeltaVolQuote(vol,
deltatype,
maturity,
atmtype));
}
}
};

Luigi Ballabio

Re: Swig Wrapers for DeltaVolQuote

What's the error with your code?

On Thu, Nov 26, 2015 at 7:16 PM DPaulino <[hidden email]> wrote:

Could someone please help me with the Swig wrapers for the DeltaVolQuote
class?

I tried (and failed):

%{
using QuantLib::DeltaVolQuote;
%}

%ignore DeltaVolQuote;
class DeltaVolQuote : public Quote {};

%template(DeltaVolQuote) boost::shared_ptr<DeltaVolQuote>;
IsObservable(boost::shared_ptr<DeltaVolQuote>);

%{
using QuantLib::DeltaVolQuote;
typedef boost::shared_ptr<DeltaVolQuote> DeltaVolQuotePtr;
%}

%rename(DeltaVolQuote) DeltaVolQuotePtr;
class DeltaVolQuotePtr : public boost::shared_ptr {
public:
%extend {
DeltaVolQuotePtr(Real delta,
const Handle& vol,
Time maturity,
DeltaVolQuote::DeltaType deltatype) {
return new public boost::shared_ptr<DeltaVolQuote>(
new DeltaVolQuote(delta,
vol,
maturity,
deltatype));
}

DeltaVolQuotePtr(const Handle& vol,
DeltaVolQuote::DeltaType deltatype,
Time maturity,
DeltaVolQuote::AtmType atmtype) {

return new public boost::shared_ptr<DeltaVolQuote>(
new DeltaVolQuote(vol,
deltatype,
maturity,
atmtype));
}
}
};

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DPaulino

Re: Swig Wrapers for DeltaVolQuote

Luigi,

If I try to run swig for C# over this, it complains that DeltaVolQuote is defined multiple times.

If I remove the %rename it compiles for C#, but when I try to write a program using it, I can't pass the DeltaVolQuotePtr to the DeltaVolQuote handles I need for the VannaVolga engine.

Sorry if this a trivial matter, I come from a pure mathematics background and am not familiar with neither swig nor programming in general.

Luigi Ballabio

Re: Swig Wrapers for DeltaVolQuote

On Fri, Nov 27, 2015 at 1:46 PM DPaulino <[hidden email]> wrote:

If I try to run swig for C# over this, it complains that DeltaVolQuote is
defined multiple times.

Oh yes, there seems to be an incomplete definition already.

If I remove the %rename it compiles for C#, but when I try to write a
program using it, I can't pass the DeltaVolQuotePtr to the DeltaVolQuote
handles I need for the VannaVolga engine.

Yes, that's because the definition is incomplete. I'll try and see what's missing.

Later,

Luigi

<http://leanpub.com/implementingquantlib>
<http://implementingquantlib.com>
<http://twitter.com/lballabio>

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DPaulino

Re: Swig Wrapers for DeltaVolQuote

Thank you Luigi!

Luigi Ballabio

Re: Swig Wrapers for DeltaVolQuote

The changes at https://github.com/lballabio/QuantLib-SWIG/commit/46a6dc79698e909ca914c172af6c53de12c3f851 should work.

Luigi

On Fri, Nov 27, 2015 at 4:05 PM DPaulino <[hidden email]> wrote:

Thank you Luigi!

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DPaulino

Re: Swig Wrapers for DeltaVolQuote

Sorry Luigi,

with these lines I seem to get the error:

Severity Code Description Project File Line
Error C2512 'QuantLib::DeltaVolQuote::DeltaVolQuote': no appropriate default constructor available NQuantLibc C:\QuantLib-SWIG\CSharp\cpp\quantlib_wrap.cpp 80873

When I go to the refere line what I see is:

SWIGEXPORT void * SWIGSTDCALL CSharp_new__DeltaVolQuote() {
void * jresult ;
DeltaVolQuote *result = 0 ;

{
try {
result = (DeltaVolQuote *)new DeltaVolQuote();
} catch (std::out_of_range& e) {
{
SWIG_CSharpException(SWIG_IndexError, const_cast<char*>(e.what())); return 0;
};
} catch (std::exception& e) {
{
SWIG_CSharpException(SWIG_RuntimeError, const_cast<char*>(e.what())); return 0;
};
} catch (...) {
{
SWIG_CSharpException(SWIG_UnknownError, "unknown error"); return 0;
};
}
}
jresult = (void *)result;
return jresult;
}

Any ideas?

Luigi Ballabio

Re: Swig Wrapers for DeltaVolQuote

Right. I hadn't tried Java. Adding https://github.com/lballabio/QuantLib-SWIG/commit/5465db3bf34bcb0600125322495c2d4c528cffc2 should do the trick.

Luigi

On Tue, Dec 22, 2015 at 5:04 PM DPaulino <[hidden email]> wrote:

Sorry Luigi,

with these lines I seem to get the error:

Severity Code Description Project File Line
Error C2512 'QuantLib::DeltaVolQuote::DeltaVolQuote': no appropriate default
constructor available NQuantLibc
C:\QuantLib-SWIG\CSharp\cpp\quantlib_wrap.cpp 80873

When I go to the refere line what I see is:

SWIGEXPORT void * SWIGSTDCALL CSharp_new__DeltaVolQuote() {
void * jresult ;
DeltaVolQuote *result = 0 ;

{
try {
result = (DeltaVolQuote *)new DeltaVolQuote();
} catch (std::out_of_range& e) {
{
SWIG_CSharpException(SWIG_IndexError, const_cast<char*>(e.what()));
return 0;
};
} catch (std::exception& e) {
{
SWIG_CSharpException(SWIG_RuntimeError,
const_cast<char*>(e.what())); return 0;
};
} catch (...) {
{
SWIG_CSharpException(SWIG_UnknownError, "unknown error"); return 0;
};
}
}
jresult = (void *)result;
return jresult;
}

Any ideas?

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DPaulino

Re: Swig Wrapers for DeltaVolQuote

Thank you Luigi!

I'm actually compiling it for C#, but it worked!

Thank's a lot!