Re: Convex Monotone Interpolation - SWIG - exposed to Python

Posted by Ioan F. on Jun 05, 2014; 9:16pm
URL: http://quantlib.414.s1.nabble.com/Convex-Monotone-Interpolation-SWIG-exposed-to-Python-tp15327p15400.html

Hi Luigi,

Pretty sad state of affairs with my SWIG code, but I guess you're right, it's better to start from somewhere rather than from scratch.
The code below should be placed within interpolation.i interface file.

Regards,
Ioan

%{
// safe versions which copy their arguments
template <class I1, class I2>
class SafeInterpolationConvex {
 public:
    SafeInterpolationConvex(const Array& x, const Array& y, Real quadraticity,
        Real monotonicity, bool forcePositive)
    : x_(x), y_(y),
          quadraticity_(quadraticity), monotonicity_(monotonicity),
          forcePositive_(forcePositive),
          f_(x_.begin(), x_.end(), y_.begin(), quadraticity_,
                                           monotonicity_, forcePositive_) {}
      Real operator()(Real x, bool allowExtrapolation=false) {
        return f_(x, allowExtrapolation);
    }
   protected:
    Array x_, y_;
        Real quadraticity_;
        Real monotonicity_;
        bool forcePositive_;
        I1 f_;
};
%}

%define make_safe_interpolationConvex(T, Alias)
%{
typedef SafeInterpolationConvex(QuantLib::T) Safe##T;
%}
%rename(Alias) Safe##T;
class Safe##T {
   #if defined(SWIGMZSCHEME) || defined(SWIGGUILE) \
   || defined(SWIGCSHARP) || defined(SWIGPERL)
    %rename(call) operator();
    #endif
  public:
    Safe##T(const Array& x, const Array& y, Real quadraticity,
        Real monotonicity, bool forcePositive);
    Real operator()(Real x, bool allowExtrapolation=false);
};
%enddef

//make_safe_interpolationConvex(ConvexMonotoneInterpolation,ConvexMonotoneInterpolation);
%{
using QuantLib::ConvexMonotone;
%}
struct ConvexMonotone{};