Posted by
smazzucca on
URL: http://quantlib.414.s1.nabble.com/YieldTermStructureHandle-via-SWIG-tp14726p14732.html
I see, that's what I was suspecting.
I'll let you know if that will work for us.
Thank you,
Simon
-----Original Message-----
From: Luigi Ballabio [mailto:
[hidden email]]
Sent: Thursday, December 12, 2013 11:43 AM
To: Simon Mazzucca
Cc: QuantLib users
Subject: Re: [Quantlib-users] YieldTermStructureHandle via SWIG
Hi,
InterpolatedZeroCurve is a template and can't be exported as such.
Right now the SWIG module exports the ZeroCurve class, which is InterpolatedZeroCurve<Linear>. If you need a different interpolations, you can edit QuantLib-SWIG/SWIG/zerocurve.i and add it at the end in the same way as Linear was.
Luigi
On Thu, Dec 12, 2013 at 5:12 PM, smazzucca <
[hidden email]> wrote:
> 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
>
>
>
> --
> View this message in context:
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