Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/SWIG-problem-with-asian-options-tp1502p1504.html
On Thu, 2007-10-25 at 14:47 -0500, Dirk Eddelbuettel wrote:
> On 25 October 2007 at 10:37,
[hidden email] wrote:
> | 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.
Yes. You can start by looking at the options.i file and copy what's done
for European options and engines. Write to the list if you get stuck and
I'll try to help.
> 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.
I second this.
Later,
Luigi
--
Any software problem can be solved by adding another layer of
indirection.
-- Steven M. Bellovin
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