Re: How to correctly Extend swig PiecewiseYieldCurve.i

Posted by Luigi Ballabio on May 31, 2013; 6:56am
URL: http://quantlib.414.s1.nabble.com/How-to-correctly-Extend-swig-PiecewiseYieldCurve-i-tp14298p14302.html

There's a bunch of "using" directives in the file that extract the
class names from the QuantLib namespace. You'll probably have to add

using QuantLib::IterativeBootstrap;

to the existing ones.

Luigi


On Fri, May 31, 2013 at 12:41 AM, Irakli Machabeli
<[hidden email]> wrote:

> I tried to add thrd parameter Bootstrap type to  export_piecewise_curve like
> this
>
> %define export_piecewise_curve(Name,Base,Interpolator,Bootstrap)
>
> and then
> export_piecewise_curve(PiecewiseFlatForward,ForwardRate,BackwardFlat,IterativeBootstrap);
>
> Code produced by swig looks like this
>
> SWIGINTERN PiecewiseFlatForwardPtr *new_PiecewiseFlatForwardPtr__SWIG_0(Date
> const &referenceDate,std::vector< boost::shared_ptr< RateHelper > > const
> &instruments,DayCounter const &dayCounter,std::vector< Handle< Quote > >
> const &jumps=std::vector< Handle< Quote > >(),std::vector< Date > const
> &jumpDates=std::vector< Date >(),Real accuracy=1.0e-12,BackwardFlat const
> &i=BackwardFlat()){
>             return new PiecewiseFlatForwardPtr(
>                 new
> PiecewiseYieldCurve<ForwardRate,BackwardFlat,IterativeBootstrap>(
>                                                  referenceDate,instruments,
>                                                  dayCounter, jumps,
> jumpDates,
>                                                  accuracy,i));
>         }
>
> And compiler curses
>
> Error    7    error C3206: 'boost::dynamic_pointer_cast' : invalid template
> argument for 'T', missing template argument list on class template
> 'QuantLib::PiecewiseYieldCurve'
> C:\quantliball\QuantLib-SWIG\CSharp\cpp\quantlib_wrap.cpp    7634    1
> NQuantLibc
>
> Error    15    error C2065: 'IterativeBootstrap' : undeclared identifier
> C:\quantliball\QuantLib-SWIG\CSharp\cpp\quantlib_wrap.cpp    7649    1
> NQuantLibc
>
>
> I understand that IterativeBootstrap itself is a template class and that’s
> probably the reason, but in test suite similar code compiles fine
> testCurveConsistency<ZeroYield,Cubic,IterativeBootstrap> ...
>
>
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