Re: CMS Bonds in Python

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Re-CMS-Bonds-in-Python-tp1075p1076.html

On Sun, 2011-07-17 at 11:49 +0200, Lluis Pujol Bajador wrote:
> After some time playing with it I've been able to port most of the cms
> testsuite to Python. Please find it attached.
>
> In order run it you need to update de interface file with the
> following changes below.

Thanks, I'll add your code when I have some time.

> The only part I am not able to figure it out is how to create the
> MakeCms helper class interface (this is the reason for the failed
> third test) . A hint would be appreciated.

Hmm. It's a tricky one to export, since it uses a conversion operator
and doesn't map directly in the mapped languages.  I'd say we leave it
out for now.

Later,
        Luigi


--

I have yet to see any problem, however complicated, which, when you
looked at it in the right way, did not become still more complicated.
-- Poul Anderson



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