Re: Which methods to expose to access Discount/FwdRate?

Posted by newbie73 on Sep 17, 2007; 8:36pm
URL: http://quantlib.414.s1.nabble.com/Which-methods-to-expose-to-access-Discount-FwdRate-tp1361p1365.html

Thanks for the response.  When building the wrapper, what is the argument list expected by the "wrap" option?  I can't seem to get this command option to work.

Thanks!

Returned Error Message:

libs: ['c:\\Quantlib\\QuantLib-0.8.1\\lib', 'c:\\boost\\lib']
Traceback (most recent call last):
  File "setup2.py", line 209, in <module>
    'wrap': my_wrap}
  File "C:\Python25\lib\distutils\core.py", line 137, in setup
    ok = dist.parse_command_line()
  File "C:\Python25\lib\distutils\dist.py", line 459, in parse_command_line
    args = self._parse_command_opts(parser, args)
  File "C:\Python25\lib\distutils\dist.py", line 534, in _parse_command_opts
    cmd_class
distutils.errors.DistutilsClassError: command class __main__.my_wrap must provide 'user_options' att
ribute (a list of tuples)
C:\QuantLib\QuantLib-SWIG-0.8.0\Python>



- Luis

Luigi Ballabio wrote

On Sep 17, 2007, at 8:36 PM, newbie73 wrote:
> I'm using the Python bindings.  I made the changes you suggested, yet
> after
> running the setup.py script again with the new version of the .i file,
> I
> still cannot view the discount method from an instance of the HullWhite
> model.

You have to regenerate the wrappers. You can do this by running

python setup.py wrap

after which running setup.py as usual should give you the new method
(as well as the Vasicek model you added.)

Luigi

P.S. Once you get it working, send me a patch and I'll include it in
next release.


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