http://quantlib.414.s1.nabble.com/QuantLib-extension-creating-a-FedFunds-derived-class-equivalent-of-Eonia-for-USD-tp15344p15396.html
I kind of hate to say that, but your changes work on my machine.
check them out and try them. One thing, though: to whom should I
On Thu, Jun 5, 2014 at 5:19 PM, Ioan F. <
> Hi Luigi,
>
> Thank you for the reply. Please see the relevant part of the indexes.i
> interface file below.
> Also note that the first two "export_quoted_xibor_instance" calls work fine,
> as I was able to use them in Python (Eonia and Sonia), while the third one
> (FedFunds) gives me the error.
>
> Regards,
> Ioan
>
>
> *// OvernightIndex indexes
> %{
> using QuantLib::OvernightIndex;
> typedef boost::shared_ptr<Index> OvernightIndexPtr;
> %}
>
> %rename(OvernightIndex) OvernightIndexPtr;
>
> class OvernightIndexPtr : public IborIndexPtr {
> public:
> %extend {
> OvernightIndexPtr(const std::string& familyName,
> Natural settlementDays,
> const Currency& currency,
> const Calendar& calendar,
> const DayCounter& dayCounter,
> const Handle<YieldTermStructure>& h =
> Handle<YieldTermStructure>())
> {
> return new OvernightIndexPtr(new
> OvernightIndex(familyName,
> settlementDays,
> currency,
> calendar,
> dayCounter, h));
> }
> }
> };
>
> export_quoted_xibor_instance(Eonia,OvernightIndex);
> export_quoted_xibor_instance(Sonia,OvernightIndex);
> export_quotes_xibor_instance(FedFunds,OvernightIndex);*
>
>
>
> --
> View this message in context:
http://quantlib.10058.n7.nabble.com/QuantLib-extension-creating-a-FedFunds-derived-class-equivalent-of-Eonia-for-USD-tp15344p15395.html> Sent from the quantlib-dev mailing list archive at Nabble.com.
>
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