Re: Swig Wrapers for DeltaVolQuote

Posted by Luigi Ballabio on Nov 26, 2015; 8:14pm
URL: http://quantlib.414.s1.nabble.com/Swig-Wrapers-for-DeltaVolQuote-tp17124p17125.html

What's the error with your code?

On Thu, Nov 26, 2015 at 7:16 PM DPaulino <[hidden email]> wrote:

Could someone please help me with the Swig wrapers for the DeltaVolQuote
class?

I tried (and failed):

%{
using QuantLib::DeltaVolQuote;
%}

%ignore DeltaVolQuote;
class DeltaVolQuote : public Quote {};

%template(DeltaVolQuote) boost::shared_ptr<DeltaVolQuote>;
IsObservable(boost::shared_ptr<DeltaVolQuote>);

%{
using QuantLib::DeltaVolQuote;
typedef boost::shared_ptr<DeltaVolQuote> DeltaVolQuotePtr;
%}

%rename(DeltaVolQuote) DeltaVolQuotePtr;
class DeltaVolQuotePtr : public boost::shared_ptr {
        public:
                %extend {
                        DeltaVolQuotePtr(Real delta,
                                                 const Handle& vol,
                                                 Time maturity,
                                                 DeltaVolQuote::DeltaType deltatype) {
                                        return new  public boost::shared_ptr<DeltaVolQuote>(
                                                new DeltaVolQuote(delta,
                                                                            vol,
                                                                            maturity,
                                                                            deltatype));
                                                                                }

                        DeltaVolQuotePtr(const Handle& vol,
                                                         DeltaVolQuote::DeltaType deltatype,
                                                         Time maturity,
                                                         DeltaVolQuote::AtmType atmtype) {

                                        return new  public boost::shared_ptr<DeltaVolQuote>(
                                                new DeltaVolQuote(vol,
                                                                           deltatype,
                                                                           maturity,
                                                                           atmtype));
                                                                                                }
                }
};



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Give your users amazing mobile app experiences with Intel(R) XDK.
Use one codebase in this all-in-one HTML5 development environment.
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