Re: Quantlib Gsr model for python

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Quantlib-Gsr-model-for-python-tp16373p16375.html

Hello,

    the Python module doesn't include all of the features available in the C++ library. To make it available, it should be added to the SWIG interfaces used to generate the Python wrappers.

Luigi

On Tue, Mar 17, 2015 at 7:31 AM, troos222 <[hidden email]> wrote:

Hi all,

I have installed quantlib (1.4) for python by downloading the binary from
here:  http://www.lfd.uci.edu/~gohlke/pythonlibs/
<http://www.lfd.uci.edu/~gohlke/pythonlibs/>

It all works fine, except the module does not seem to contain any functions
related to the Gsr model (which should be available in v1.4 according to the
version history ( http://quantlib.org/reference/history.htm
<http://quantlib.org/reference/history.htm>  l)).

Anybody have any advice on how I can get the Gsr model for python? Ideally I
would like to install a binary rather than compile the library myself.

Thanks,
Tom









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