Posted by
andrea-110 on
URL: http://quantlib.414.s1.nabble.com/PATCH-Payoffs-fully-implemented-in-a-foreign-language-via-SWIG-tp13242p13243.html
On 17/01/10 21:31, Andrea wrote:
> I would like to post 2 patches (one for QuantLib, the other for QuantLib-SWIG) to allow users to
> implement a payoff entirely in a foreign language (e.g. Java).
> These patches apply on top of the other patch I have just sent.
>
> By enabling directors the user can implement the "value" function in Java like it was a standard
> subclass of a C++ class.
>
> The goal here is not speed :-) but ease of use, by writing a payoff in a language like Java or C#.
>
> There is also a simple example of an option that pays the running average on every fixing date.
>
> Everything works fine with the exception of the following issue. But I thought to post the code
> since I could not find a better solution that what I have currently implemented.
I've actually found a better solution, but it requires a global change in QuantLib-SWIG.
>
> I wish I had a shared_ptr<ExternalOption> but I only have a raw pointer or a reference.
>
> It is a problem similar to the original, but I found it is easier to manage. It is all down to the
> use of shared_ptr in SWIG.
>
In SWIG there is already support for boost::shared_ptr<> that removes distinction between raw
pointer, value, reference and smart pointer making it all easier.
The problem is that QuantLib-SWIG uses a custom definition of boost::shared_ptr<> (in common.i).
SWIG provides a "shared_ptr.i".
Does anybody know why it is not used?
Andrea
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