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Re: Callability Type problem, QuantLib SWIG R

Posted by Luigi Ballabio on Apr 05, 2016; 12:38pm
URL: http://quantlib.414.s1.nabble.com/Callability-Type-problem-QuantLib-SWIG-R-tp17358p17383.html

I'm not familiar with the R bindings, but from the code generated by SWIG is seems that the constructor expects the integer corresponding to the enumeration value. (This also holds for CallabilityPrice::Type, so I have no idea why "Clean" works in that case.)

Luigi


On Wed, Mar 23, 2016 at 6:08 PM jjjkkk <[hidden email]> wrote:
Hi, I have created a QuantLib-SWIG R (1.7) on linux. It can be used to price options and fixed rate bonds. However, when I am trying to price a callable bond, I have the following issue: > myPrice <- CallabilityPrice(100.0, "Clean") # no problem > Callability(myPrice, "Call", callableDate) # having issue: Error in get(paste(".__E__", type, sep = "")) : object '.__E___Callability__Type' not found What's is the syntax for Callability::Type::Call in R? Thank for your help. jk.

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