SwapRateHelper Question - SWIG Python

Posted by Ioan F. on May 21, 2014; 4:27pm
URL: http://quantlib.414.s1.nabble.com/SwapRateHelper-Question-SWIG-Python-tp15297.html

Hello,

I am trying to expose a new type of the SwapRateHelper constructor (already existent in QuantLib) to Python.
In the ratehelpers.i interface file, I added the following code:

//ADDED

SwapRateHelperPtr(
              const Handle<Quote>& rate,
        const Period &tenor,
        const Calendar &calendar,
        Frequency fixedFrequency,
        BusinessDayConvention fixedConvention,
        const DayCounter &fixedDayCount,
        const boost::shared_ptr<IborIndex> &index,
        const Handle<Quote> &spread=Handle<Quote>(),
        const Period &fwdStart=0 *Days,
        const Handle<YieldTermStructure> &discountingCurve=Handle<YieldTermStructure>()) {
                boost::shared_ptr<IborIndex> libor =
                        boost::dynamic_pointer_cast<IborIndex>(index);
                           return new SwapRateHelperPtr(
                           new SwapRateHelper(rate, tenor, calendar,
                                   fixedFrequency, fixedConvention,
                                   fixedDayCount, libor,
                                   spread, fwdStart,
                        discountingCurve));

//END ADDED

I was able to wrap, build and install the QuantLib library (via SWIG) into Python, but when I try to use the SwapRateHelper in Python, I get the following error:

 NotImplementedError: Wrong number or type of arguments for overloaded function 'new_SwapRateHelper'.
  Possible C/C++ prototypes are:....

The following code works:

qqq=SwapRateHelper(QuoteHandle(eurLiborSwaps[(2, Years)]),
                            Period(2, Years),
                            euroCalendar,
                            fixedLegFrequency,
                            fixedLegAdjustment,
                            fixedLegDayCounter,
                            EURLibor3M(),
                            QuoteHandle(),
                            Period(0,0))

while this one causes the problem:

qqq=SwapRateHelper(QuoteHandle(eurLiborSwaps[(2, Years)]),
                            Period(2, Years),
                            euroCalendar,
                            fixedLegFrequency,
                            fixedLegAdjustment,
                            fixedLegDayCounter,
                            EURLibor3M(),
                            QuoteHandle(),
                            Period(0,0),
                            eoniaHandle)

Furthermore, please note that Python reports the type of the eoniaHandle variable as:

QuantLib.QuantLib.YieldTermStructureHandle

Any help or suggestions are highly appreciated.
Since this is my first time posting, please excuse any breaking of the "mailing list etiquette."

Thank you,
Ioan