Hi Bernd,I'm not sure why the Matrix methods are not exported to Perl. As a workaround to setup your matrix, may you try exporting the get and set method and see if they work? It should be as simple as replacing#elif defined(SWIGCSHARP) || defined(SWIGJAVA)before their definition with#elif defined(SWIGCSHARP) || defined(SWIGJAVA) || defined(SWIGPERL)Later,LuigiOn Wed, Sep 16, 2015 at 9:28 AM BL BL <[hidden email]> wrote:------------------------------------------------------------------------------BerndMany thanks anyway!Maybe there is still someone out there using perl and having solved this.But i hoped for another solution.ATM i try some workarounds (including possibly changing the signature of the original engine and passing a vector. Then transforming this into a matrix in the c++ glue code.Also i wondered a bit because the matrix is not exported via a pointer. Maybe this is the reason for the problems.But when i tried to acess further elemets i got an unhandled error.I tried to insert 2 methods for element access. They compiled. I was able to insert an element and then read it out again from perl.I looked at the matrix swig definition in linearalgebra.i. They expose most of the methods to not perl. For whatever reason.For Perl. I exposed the Engine already to perl. It works without the local vol part.Hi Peter,thanks. This is already helpful.2015-09-15 19:18 GMT+02:00 Peter Caspers <[hidden email]>:Hi Bernd,
I don't know about the Perl interface.
Concerning the GeneralizedBlackScholesProcess, yes, this converts a
strike and time dependent black surface to a local volatility surface
(using the class LocalVolSurface).
Best regards
Peter
> ------------------------------------------------------------------------------
On 15 September 2015 at 18:19, BL BL <[hidden email]> wrote:
> Hi,
>
> i try using the FdBlackScholesBarrierEngine from Perl. I would like to use a
> local Vol Model.
>
> The Engine supports this by the localVol Switch.
>
> Only: It seems i habe to supply a Black Vol Surface. For this i need to
> supply a QuantLib::Matrix to the Generalized Black Scholes Process. But QL
> Matrix is not exported to Perl via Swig (well it is but no constructor or
> element access is exposed). So no good way to supply this matrix via the
> perl interface.
>
> Is there a quick/recommended way to supply a black variance surface via
> perl?
>
> And am i correct that then the LocalVol Termstructure can be given that such
> that its converted via the dupire formula?
>
> Thanks for any hints.
>
> Bernd
>
>
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