http://quantlib.414.s1.nabble.com/Accrued-Amount-for-Vanilla-Swaps-tp15068p15246.html
since it works on a released tarball. It should be enough to run
instead of the Debian source. It will also make much easier to
yours. Do you have a call to VanillaSwap_floatingLegNPV anywhere in
> Hey Luigi,
>
> I tried to add the fixedLeg() and floatingLeg() vanilla swap methods,
> without much success (failed to build the Debian package each time).
>
> Instead, I put some effort into exporting another function, which I got
> further with.
>
> From the Debian source code directory, I inserted the following code.
>
> Everything compiles, but see this error:
>
>> AttributeError: 'module' object had no attribute
>> 'VanillaSwap_floatingLegNPV'
>
>
> Any pointers would be fantastic.
>
> Hope once am up and running i can add more to the package.
>
> Thanks,
>
> John
>
>
>
>
> File SWIG/swap.i
>
>> Real fixedLegNPV() {
>> return boost::dynamic_pointer_cast<VanillaSwap>(*self)
>> ->fixedLegNPV();
>> }
>
>
>
> File: Python/QuantLib.py
>
>> def fixedLegNPV(self): return _QuantLib.VanillaSwap_fixedLegNPV(self)
>
>
>
> File: Python/quantlib_wrap.cpp
>
>> SWIGINTERN Real VanillaSwapPtr_fixedLegNPV(VanillaSwapPtr *self){
>> return boost::dynamic_pointer_cast<VanillaSwap>(*self)
>> ->fixedLegNPV();
>> }
>
>
>
> On 14 April 2014 21:48, Luigi Ballabio <
[hidden email]> wrote:
>>
>> The SWIG site itself has extensive docs at <
http://swig.org/doc.html>
>> (we're still using version 2.0, since 3.0 wasn't available at the time of
>> our last release).
>>
>> The definitions of our bindings are in the .i files in the SWIG folder of
>> our QuantLib-SWIG release. There are a few tricks that we're using to hide
>> the use of shared_ptr from the target language, and I'll have to write about
>> those when I have some time. However, the classes you're interested in are
>> already exported, so you should be able to look at those and add the
>> relevant methods by copying the structure of the existing ones. And of
>> course I'll be here to help.
>>
>> Later,
>> Luigi
>>
>>
>>
>>
>> On Thu, Apr 10, 2014 at 1:16 PM, John Orford <
[hidden email]>
>> wrote:
>>>
>>> Luigi,
>>>
>>> I have never looked into the mechanics of the SWIG bindings before.
>>>
>>> If you can recommend a site showing me where to start learning about SWIG
>>> I'll give it a shot.
>>>
>>> John
>>>
>>>
>>> On 9 April 2014 21:51, Luigi Ballabio <
[hidden email]> wrote:
>>>>
>>>> Hello,
>>>> I'm afraid that's not possible at this time. You'll have to extend
>>>> the SWIG bindings and recompile them; specifically, you'll have to:
>>>> 1) extend the VanillaSwap bindings so that they export the fixedLeg and
>>>> floatingLeg methods.
>>>> 2) extend the CashFlows bindings so that they export the accruedAmount
>>>> method.
>>>> Once you have these, you can extract the legs from the swap and get the
>>>> accrued amount of either.
>>>> Both the additions should not be difficult, given that the classes are
>>>> already exported and you have other methods that you can use as models.
>>>> However, let me know if you get stuck. Also, I'll be glad to merge your
>>>> changes to the main repository if you want.
>>>>
>>>> Luigi
>>>>
>>>>
>>>>
>>>>
>>>> On Tue, Mar 18, 2014 at 11:07 AM, John Orford <
[hidden email]>
>>>> wrote:
>>>>>
>>>>> Hi All,
>>>>>
>>>>> I am trying to figure out how to calculate the accrued amount for
>>>>> vanilla swaps using the Python bindings.
>>>>>
>>>>> Could anyone give me some pointers?
>>>>>
>>>>> As an aside, are there any clean / dirty conventions around swap
>>>>> pricing? I have seen many cases of both, but perhaps there's some logic to
>>>>> it which'd be useful to know for future reference.
>>>>>
>>>>> Thanks!
>>>>>
>>>>> John
>>>>>
>>>>>
>>>>> ------------------------------------------------------------------------------
>>>>> Learn Graph Databases - Download FREE O'Reilly Book
>>>>> "Graph Databases" is the definitive new guide to graph databases and
>>>>> their
>>>>> applications. Written by three acclaimed leaders in the field,
>>>>> this first edition is now available. Download your free book today!
>>>>>
http://p.sf.net/sfu/13534_NeoTech>>>>> _______________________________________________
>>>>> QuantLib-users mailing list
>>>>>
[hidden email]
>>>>>
https://lists.sourceforge.net/lists/listinfo/quantlib-users>>>>>
>>>>
>>>>
>>>>
>>>> --
>>>> <
https://implementingquantlib.blogspot.com>
>>>> <
https://twitter.com/lballabio>
>>>
>>>
>>
>>
>>
>> --
>> <
https://implementingquantlib.blogspot.com>
>> <
https://twitter.com/lballabio>
>
>