Garch11 in QuantLib Python?
Posted by Ruilong Xu on Jun 21, 2017; 2:23am
URL: http://quantlib.414.s1.nabble.com/Garch11-in-QuantLib-Python-tp18353.html
Hi, team
I build QuantLib-Python with python3.5 on ubuntu 17.04, but I find that a lot of classes (such as Garch11, GJRGARCHProcess) are not in QuantLib-Python. We forget to wrap it, or Garch11 can not be wrapped by swig?