Re: CallableFixedRateBond dependencies

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/CallableFixedRateBond-dependencies-tp14813p14817.html

Hi Simon,
   it's not as bad as it looks.  You don't need to expose all the
intermediate classes, just TreeCallableFixedRateBondEngine itself
(SWIG only needs to know that it ultimately inherits from
PricingEngine), and that's basically the same as TreeSwaptionEngine in
shortratemodels.i.  You should be able to take that as a model and
just modify the class name.

Luigi


On Mon, Jan 6, 2014 at 3:44 PM, smazzucca <[hidden email]> wrote:

> Allen,
>
> That will be useful, thank you.
>
> I realize my post was not clear, but I am doing this in C# and what I really
> need help with is the SWIG interface files because the
> TreeCallableFixedRateBondEngine classes are not exposed.
>
> Thank you,
> Simon
>
>
>
> --
> View this message in context: http://quantlib.10058.n7.nabble.com/CallableFixedRateBond-dependencies-tp14813p14815.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
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