Posted by
Toyin Akin-3 on
Apr 01, 2002; 6:48am
URL: http://quantlib.414.s1.nabble.com/Floating-Coupons-tp1948p1952.html
Hi Luigi,
No problems, I find it all enjoyable.
In fact if you are looking at these set of classes you may also want to look
at some sort of
delayed reset adjustments (ie fixed at the end rather than the beginning of
a period, or even fixed at any time during a particular period, I know
you'll have convexity adjustment problems to deal with)
and maybe also Constant Maturity Swaps Quantos would be good too.
(You can see I'm struggling now!!)
Your work on using Quantlib via Python is quite brilliant.
Have you guys considered applying the few variables within your python
classes to enable
them to work with pythoncom?
I would have though that this would be the fastest way to com enable your
library.
However, since I've never done it before (I'm not too sure if you can apply
the COM parameters
to python shadow classes) I could be talking absolute garbage...
Regards,
Toy.
----- Original Message -----
From: "Luigi Ballabio" <
[hidden email]>
To: "Toyin Akin" <
[hidden email]>;
<
[hidden email]>
Sent: Monday, April 01, 2002 1:17 PM
Subject: Re: [Quantlib-users] Floating Coupons
>
> Hi Toyin,
> well, I told you I was stepping out to show my ignorance...
> I'm satisfied with your points now. I'm still not satisfied with my
> own classes, since I suspect there's some redundancy in the
> parameters which can mislead users. I'll have to look into that.
>
> Thanks for having been an excellent sparring partner.
>
> Bye,
> Luigi
>
> --