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Extending SWIG support for InterpolatedZeroCurve

Posted by grantathon on Oct 27, 2016; 11:43am
URL: http://quantlib.414.s1.nabble.com/Extending-SWIG-support-for-InterpolatedZeroCurve-tp17827.html

Hello,

I'm currently using SWIG to access QuantLib via C# and am able to use InterpolatedZeroCurve from QuantLib via ZeroCurve from SWIG.  This class only supports linear interpolation and I need to use cubic, log-cubic, log-linear, foward flat, backward flat, and monotonic.

I looked at the zerocurve.i file and tried creating cubiczerocurve.i, built NQuantLib, and use the package, but I don't see the new class.  I also tried uncommenting the line in zerocurve.i where it reads

export_zero_curve(CubicZeroCurve,Cubic);

However this did nothing after building, etc.  Obviously I'm missing a crucial step somewhere, so if someone could point me in the right direction, we could soon have multiple interpolation types supported via SWIG :)

Grant