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Re: Python Saving Interest Rate Curve Objects to File

Posted by Luigi Ballabio on Oct 04, 2016; 12:44pm
URL: http://quantlib.414.s1.nabble.com/Python-Saving-Interest-Rate-Curve-Objects-to-File-tp17751p17787.html

In SWIG/discountcurve.i, try adding

        Name##Ptr(const std::vector<Date>& dates,
                  const std::vector<DiscountFactor>& discounts,
                  const DayCounter& dayCounter,
                  const Calendar& calendar,
                  const std::vector<Handle<Quote> >& jumps,
                  const std::vector<Date>& jumpDates,
                  const Interpolator& i = Interpolator()) {
            return new Name##Ptr(
                new InterpolatedDiscountCurve<Interpolator>(dates,discounts,
                                                            dayCounter,calendar,
                                                            jumps, jumpDates, i));
        }

immediately after the other similar declaration. Disclaimer: I haven't tested it.

Luigi


On Tue, Oct 4, 2016 at 3:57 PM TSchulz85 <[hidden email]> wrote:
Thanks!
How do I add an overloaded constructor? Unfortunately my programming
knowledge is very limited.



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