I was referring to this, previously in the same thread:
>If you want more combinations, you have to modify piecewiseyieldcurve.i (look at the bottom of the file; there's a few examples) and regenerate the wrappers.
I added this segment in bonds.i:
%rename(CallableFixedRateBond) CallableFixedRateBondPtr;
class CallableFixedRateBondPtr : public BondPtr {
%feature("kwargs") CallableFixedRateBondPtr;
public:
%extend {
CallableFixedRateBondPtr(
Integer settlementDays,
Real faceAmount,
const Schedule &schedule,
const std::vector<Rate>& coupons,
const DayCounter& accrualDayCounter,
BusinessDayConvention paymentConvention,
Real redemption,
Date issueDate,
const CallabilitySchedule &putCallSchedule) {
return new CallableFixedRateBondPtr(
new CallableFixedRateBond(settlementDays, faceAmount,
schedule, coupons, accrualDayCounter,
paymentConvention, redemption,
issueDate, putCallSchedule));
}
}
};
Thanks so much!
S
From: Luigi Ballabio [via QuantLib] [mailto:ml-node+[hidden email]]
Sent: Monday, December 16, 2013 10:59 AM
To: Simon Mazzucca
Subject: Re: Adding functions to QuantLib SWIG
Hi,
I'm not sure what samples you're referring to? Anyway, I can have
a look at your SWIG interface if you post it here.
Luigi
On Fri, Dec 13, 2013 at 8:57 PM, smazzucca <[hidden email]> wrote:
> I am also trying to convert CallableFixedRateBond using SWIG.
>
> I made some progress by copying the FixedRateBond segment in bonds.i, but at
> the end of the day I'm getting errors when trying to compile.
>
> Where exactly are the samples ? I don't see them anywhere ?
>
> Thank you,
> Simon
>
>
>
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