Re: Extending SWIG support for InterpolatedZeroCurve
Posted by
Luigi Ballabio on
Oct 28, 2016; 7:22am
URL: http://quantlib.414.s1.nabble.com/Extending-SWIG-support-for-InterpolatedZeroCurve-tp17827p17829.html
Uncommenting the additional export_zero_curve should have worked (and in fact, the whole idea of defining that macro was to make it easier to export more curves). After SWIG runs, is CubicZeroCurve.cs generated in the csharp folder? Is CubicZeroCurve mentioned at all in the generated quantlib_wrap.cpp?
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
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