Quantlib SWIG
Posted by rmirza06 on Feb 22, 2017; 3:48pm
URL: http://quantlib.414.s1.nabble.com/Quantlib-SWIG-tp18102.html
Hi,
I am new to Quantlib. I generally work with Python therefore I am using SWIG. I understand the SWIG version is not the complete implementation. For example for Basket payoffs I can get the Min, Max, Avg payoffs through but not the Spread Payoff. So, I am wondering if I want to get the SpreadBasketPayoff into SWIG what do I need to do. Is there any tips/resources available that anyone can point me to?
Thanks