swig interface extension problem

[Tinus Rautenbach]

Hi All
This is my first post, and hopefully not my last, I've been working with
quantlib for a while now, and want to use it from Java in a project.
 
The problem is that I have now spent 2 solid days trying to change the
termstructures.i interface to work for interpolatedzerocurve.
 
The problem is an intermediate class ZeroYieldStructure.  I can't seem to
get swig to generate this class because of it's virtual methods.

I was hoping that someone with a bit more experience with swig and quantlib
could give me some pointers.

Here is what I have at the moment (I have tried man different iterations of
this..) but it complains when trying to compile the cpp wrappers:

//%feature("notabstract") ZeroYieldStructure;
%{
using QuantLib::ZeroYieldStructure;
typedef boost::shared_ptr<ZeroYieldStructure> ZeroYieldStructurePtr;
%}
%rename(ZeroYieldStructure) ZeroYieldStructurePtr;
class ZeroYieldStructurePtr : public boost::shared_ptr<YieldTermStructure> {
        public:
        // ZeroYieldStructure();
 //       ZeroYieldStructure(const Date& referenceDate);
 //       ZeroYieldStructure(Integer settlementDays, const Calendar&);
//   Rate zeroYieldImpl(Time) const = 0;
//   Date maxDate() const;
//   DayCounter dayCounter() const = 0;
               
  };


// flat forward curve
%feature("notabstract") InterpolatedZeroCurve;

%{
using QuantLib::InterpolatedZeroCurve;
using QuantLib::Linear;
%}
 template <class Interpolator>
   class InterpolatedZeroCurve : public ZeroYieldStructure {
      public:
        InterpolatedZeroCurve(const std::vector<Date>& dates,
                              const std::vector<Rate>& yields,
                              const DayCounter& dayCounter,
                              const Interpolator& interpolator =
Interpolator());
        DayCounter dayCounter() const;
        Date maxDate() const;
        Time maxTime() const;
        const std::vector<Time>& times() const;
        const std::vector<Date>& dates() const;
};

%template(LinearInterpolatedZeroCurve) InterpolatedZeroCurve<Linear>;


The erros is as follows:
../quantlib.cxx: In function `jlong
Java_org_quantlib_quantlibJNI_SWIGZeroYieldStructureUpcast(JNIEnv*,
_jclass*, long long int)':
../quantlib.cxx:70529: cannot convert `ZeroYieldStructurePtr*' to
`boost::shared_ptr<QuantLib::YieldTermStructure>*' in assignment


Any help would be appreciated, and hopefully I could get the swing of this
soon to start contributing back.
Regards
Tinus

[Tinus Rautenbach]

Ok, so here I have an answer to my own question.  Don't think it's the best
answer but at least it is working.

First of all I realised it was of no use trying to wrap the abstract class
ZeroYieldStructure.  Secondly I could not get the template to work so I
created 2 instances of the class, if anyone know of a better way please let
me know.
%{
using QuantLib::InterpolatedZeroCurve;
using QuantLib::Linear;
typedef boost::shared_ptr<YieldTermStructure>
LinearInterpolatedZeroCurvePtr;
%}
%rename(LinearInterpolatedZeroCurve) LinearInterpolatedZeroCurvePtr;
class LinearInterpolatedZeroCurvePtr : public
boost::shared_ptr<YieldTermStructure> {
      public:
      %extend {
        LinearInterpolatedZeroCurvePtr(const std::vector<Date>& dates,
                              const std::vector<Rate>& yields,
                              const DayCounter& dayCounter){
            return new LinearInterpolatedZeroCurvePtr(
            new
InterpolatedZeroCurve<Linear>(dates,yields,dayCounter));              
        }
        }
       
       
};

%{
using QuantLib::Cubic;
typedef boost::shared_ptr<YieldTermStructure> CubicInterpolatedZeroCurvePtr;
%}
%rename(CubicInterpolatedZeroCurve) CubicInterpolatedZeroCurvePtr;
class CubicInterpolatedZeroCurvePtr : public
boost::shared_ptr<YieldTermStructure> {
      public:
      %extend {
        CubicInterpolatedZeroCurvePtr(const std::vector<Date>& dates,
                              const std::vector<Rate>& yields,
                              const DayCounter& dayCounter,
                              const Cubic& cubic = Cubic()){
            return new CubicInterpolatedZeroCurvePtr(
            new
InterpolatedZeroCurve<Cubic>(dates,yields,dayCounter,cubic));              
        }
        }
};


-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of Tinus
Rautenbach
Sent: 10 December 2005 16:51
To: [hidden email]
Subject: [Quantlib-dev] swig interface extension problem

Hi All
This is my first post, and hopefully not my last, I've been working with
quantlib for a while now, and want to use it from Java in a project.
 
The problem is that I have now spent 2 solid days trying to change the
termstructures.i interface to work for interpolatedzerocurve.
 
The problem is an intermediate class ZeroYieldStructure.  I can't seem to
get swig to generate this class because of it's virtual methods.

I was hoping that someone with a bit more experience with swig and quantlib
could give me some pointers.

Here is what I have at the moment (I have tried man different iterations of
this..) but it complains when trying to compile the cpp wrappers:

//%feature("notabstract") ZeroYieldStructure; %{ using
QuantLib::ZeroYieldStructure; typedef boost::shared_ptr<ZeroYieldStructure>
ZeroYieldStructurePtr; %}
%rename(ZeroYieldStructure) ZeroYieldStructurePtr; class
ZeroYieldStructurePtr : public boost::shared_ptr<YieldTermStructure> {
        public:
        // ZeroYieldStructure();
 //       ZeroYieldStructure(const Date& referenceDate);
 //       ZeroYieldStructure(Integer settlementDays, const Calendar&);
//   Rate zeroYieldImpl(Time) const = 0;
//   Date maxDate() const;
//   DayCounter dayCounter() const = 0;
               
  };


// flat forward curve
%feature("notabstract") InterpolatedZeroCurve;

%{
using QuantLib::InterpolatedZeroCurve;
using QuantLib::Linear;
%}
 template <class Interpolator>
   class InterpolatedZeroCurve : public ZeroYieldStructure {
      public:
        InterpolatedZeroCurve(const std::vector<Date>& dates,
                              const std::vector<Rate>& yields,
                              const DayCounter& dayCounter,
                              const Interpolator& interpolator =
Interpolator());
        DayCounter dayCounter() const;
        Date maxDate() const;
        Time maxTime() const;
        const std::vector<Time>& times() const;
        const std::vector<Date>& dates() const; };

%template(LinearInterpolatedZeroCurve) InterpolatedZeroCurve<Linear>;


The erros is as follows:
../quantlib.cxx: In function `jlong
Java_org_quantlib_quantlibJNI_SWIGZeroYieldStructureUpcast(JNIEnv*,
_jclass*, long long int)':
../quantlib.cxx:70529: cannot convert `ZeroYieldStructurePtr*' to
`boost::shared_ptr<QuantLib::YieldTermStructure>*' in assignment


Any help would be appreciated, and hopefully I could get the swing of this
soon to start contributing back.
Regards
Tinus






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