YieldTermStructureHandle via SWIG
Posted by smazzucca on
URL: http://quantlib.414.s1.nabble.com/YieldTermStructureHandle-via-SWIG-tp14726.html
I am trying to populate Bond properties by setting the price engine to DiscountingBondEngine.
In order to do this I need to pass a YieldTermStructureHandle.
I can instantiate a YieldTermStructureHandle by passing a FlatForward instance, but the numbers don't match the R sample we are using.
We want to try by passing an InterpolatedZeroCurve instead of a FlatForward, but I see it's not available.
Is there a way to have SWIG expose that ?
Thank you,
Simon