Posted by
Eric Ehlers-2 on
URL: http://quantlib.414.s1.nabble.com/Implement-Bermudan-swaption-in-QuantLibXL-tp291p298.html
Hi Hyung,
Apologies for the delay in my response, I was away.
> is automatically generated, so I do not know how to control it. Any good
> ideas?
You need to change the types in QuantLibAddin/qlo/model.?pp.
For example, your parameter OptimizationMethod should be declared in
the above files with type
boost::shared_ptr<QuantLib::OptimizationMethod>.
Search the source code for existing examples. For example function
qlAbcdInterpolation has a parameter of type
QuantLib::OptimizationMethod, you can copy that.
I think you might also need to change the name of the variable because
your current variable name "OptimizationMethod" is the same as the type.
Kind Regards,
Eric
===================================================
Eric Ehlers
nazcatech sprl | Brussels |
http://www.nazcatech.be* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid
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