Posted by
Dirk Eddelbuettel on
URL: http://quantlib.414.s1.nabble.com/SWIG-problem-with-asian-options-tp1502p1503.html
On 25 October 2007 at 10:37,
[hidden email] wrote:
| I want to ask you for help with SWIG.
| We want to use asian options in python quatlib library and in manual
| there are several engines to work with.
| But if we download quantlib library, and wrap it with SWIG, it does not
| contain these engines.
| After some examination of SWIG we found that SWIG interface file for
| asian options is missing.
| Can anyone help us how to overcome this problem?
You will probably have to write those interface files yourself. I'd start by
trying to re-create the simpler standard options ones and work my way up to
the exotics you're interested in.
Needless to say, it would be nice if you could contribute your new swig
interface files back to the QL project. And as they may well get better /
broader testing, you are likely to benefit from contributing.
Cheers, Dirk
--
Three out of two people have difficulties with fractions.
-------------------------------------------------------------------------
This SF.net email is sponsored by: Splunk Inc.
Still grepping through log files to find problems? Stop.
Now Search log events and configuration files using AJAX and a browser.
Download your FREE copy of Splunk now >>
http://get.splunk.com/_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users