Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/MakeMCAmericanEngine-tp15653p15697.html
Hi,
the MakeXXX classes are usually not exported, since they're not
needed in Python: you can use keyword arguments instead and write, for
example,
engine = MCEuropeanEngine(process, "PseudoRandom",
timeStepsPerYear=12, requiredSamples=10000)
The MCAmericanEngine is not exported at this time, though.
Unfortunately we haven't got around to write a tutorial yet, but it
can be added by copying the interface for MCEuropeanEngine and making
the needed changes.
Luigi
On Thu, Jul 24, 2014 at 3:43 PM, Alejandro Duarte
<
[hidden email]> wrote:
> Hi
>
>
>
> I was wondering if MakeMCAmericanEngine is exposed to python. I couldn’t
> find any example. Also, is there a tutorial or guide to expose a
> function/class to python for the particular quanlib’s swig solution?
>
>
>
> Thank you!
>
> Ale
>
>
>
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