I am working on quantlib-swig and porting it to Lua.
I have been working with the interest rate curves. They mostly work except at the output stage. I successfully created the PiecewiseFlatForward object "ff". When I issue the command print(ff:zeroRate(zDate,daycount,Annual) I get the output 0.443772 % Actual/360 Annual compounding Unfortunately I get the same string when I assign, which is generally not easy to work with. I would like to know how the other languages deal with it (Python for instance) and pointers to where I may be able to fix it. Thanks ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hi Tawanda,
I'm not sure what you mean by "I get the same string when I assign". Do you mean that if you write "x = ff:zeroRate(zDate,daycount,Annual)" (or whatever the syntax for assignment is in Lua) then x holds the string instead of an InterestRate instance? If so, it looks like an issue of the Lua wrappers to me... Luigi On Sun, Aug 26, 2012 at 1:08 AM, Tawanda Gwena <[hidden email]> wrote: > I am working on quantlib-swig and porting it to Lua. > > I have been working with the interest rate curves. They mostly work except at the output stage. I successfully created the PiecewiseFlatForward object "ff". When I issue the command > > print(ff:zeroRate(zDate,daycount,Annual) > > I get the output > > 0.443772 % Actual/360 Annual compounding > > Unfortunately I get the same string when I assign, which is generally not easy to work with. > > > I would like to know how the other languages deal with it (Python for instance) and pointers to where I may be able to fix it. > > Thanks > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ > _______________________________________________ > QuantLib-dev mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-dev ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
I've solved it. I needed to say ff:zeroRate(zDate,daycount,Annual):rate() I had not realized there was an InterestRate wrapper in interestrate.i. On Aug 27, 2012, at 10:55 AM, Luigi Ballabio <[hidden email]> wrote: > Hi Tawanda, > I'm not sure what you mean by "I get the same string when I assign". > Do you mean that if you write "x = ff:zeroRate(zDate,daycount,Annual)" > (or whatever the syntax for assignment is in Lua) then x holds the > string instead of an InterestRate instance? If so, it looks like an > issue of the Lua wrappers to me... > > Luigi > > On Sun, Aug 26, 2012 at 1:08 AM, Tawanda Gwena <[hidden email]> wrote: >> I am working on quantlib-swig and porting it to Lua. >> >> I have been working with the interest rate curves. They mostly work except at the output stage. I successfully created the PiecewiseFlatForward object "ff". When I issue the command >> >> print(ff:zeroRate(zDate,daycount,Annual) >> >> I get the output >> >> 0.443772 % Actual/360 Annual compounding >> >> Unfortunately I get the same string when I assign, which is generally not easy to work with. >> >> >> I would like to know how the other languages deal with it (Python for instance) and pointers to where I may be able to fix it. >> >> Thanks >> ------------------------------------------------------------------------------ >> Live Security Virtual Conference >> Exclusive live event will cover all the ways today's security and >> threat landscape has changed and how IT managers can respond. Discussions >> will include endpoint security, mobile security and the latest in malware >> threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ >> _______________________________________________ >> QuantLib-dev mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
In reply to this post by Tawanda Gwena
Hi again (Luigi)
I am trying to emulate the way you built the UnaryFunction class in functions.i. My question is how did you know or arranged for the UnaryFunction constructor to accept the PyObject* object (or the Scheme_Object* and function_ in scheme). I am trying to figure out what Lua sends. I guess this is more about understanding SWIG. Thanks ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Hi Tawanda,
sorry it took so long. The default typemaps provided by SWIG let native objects for a few languages (such as PyObject* for Python) pass through unmodified. I don't think the support is there for Lua, though. You should extend the typemaps to do this, but I think you'd have more luck asking on the SWIG mailing list; I guess they would be interested in adding your patches to their repository. Later, Luigi On Tue, Aug 28, 2012 at 3:03 AM, Tawanda Gwena <[hidden email]> wrote: > Hi again (Luigi) > > I am trying to emulate the way you built the UnaryFunction class in functions.i. > > My question is how did you know or arranged for the UnaryFunction constructor to accept the PyObject* object (or the Scheme_Object* and function_ in scheme). I am trying to figure out what Lua sends. I guess this is more about understanding SWIG. > > Thanks > > ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Free forum by Nabble | Edit this page |