Re: Extending SWIG support for InterpolatedZeroCurve
Posted by
Luigi Ballabio on
Nov 04, 2016; 7:40am
URL: http://quantlib.414.s1.nabble.com/Extending-SWIG-support-for-InterpolatedZeroCurve-tp17827p17856.html
In SWIG/interpolation.i at line 187, try replacing
class LogCubic : QuantLib::LogCubic {
with
class LogCubic : public QuantLib::LogCubic {
and send me a pull request if that works :)
Luigi
I ran swig.cmd via the command line and realized I wasn't referencing
swig.exe properly. After editing swig.cmd to source swig.exe, I was able to
generate LogLinearZeroCurve, CubicZeroCurve, ForwardFlatZeroCurve,
BackwardFlatZeroCurve, and MonotonicCubicZeroCurve by adding
export_zero_curve(LogLinearZeroCurve,LogLinear);
export_zero_curve(CubicZeroCurve,Cubic);
export_zero_curve(ForwardFlatZeroCurve,ForwardFlat);
export_zero_curve(BackwardFlatZeroCurve,BackwardFlat);
export_zero_curve(MonotonicCubicZeroCurve,MonotonicCubic);
to zerocurve.i.
Unfortunately, I was not successful in generating LogCubicZeroCurve using
export_zero_curve(LogCubicZeroCurve,QuantLib::LogCubic);
nor
export_zero_curve(LogCubicZeroCurve,LogCubic);
due to five build errors in NQuantLibc. The build errors and output are
<http://quantlib.10058.n7.nabble.com/file/n17852/errors.png>
<http://quantlib.10058.n7.nabble.com/file/n17852/outputs.png>
Looks like they indicate that there are some private resource
(requiredPoints and interpolate) within the LogCubic class. However, when
looking at the QuantLib code, both of those resources are made public (see
LogCubic in loginterpolation.hpp).
Any ideas on how to resolve this issue?
--
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