Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Expose-a-QuantLib-class-method-to-QuantLibAddin-tp319p323.html
On Thu, 2011-06-30 at 11:54 +0200, g m wrote:
> I'm Actually trying to expose the LocalVolSurface class, I need to use
> its localVolImpl(Time, Real) method.
> my understanding is that I have to write Constructor and Method
> descriptions in a xml file (I chose volatilities.xml file),
> compile the qlgensrc project, then, write a representation of
> QuantLib::LocalVolSurface class in the QuantLibObjects project
> (in volatilities.hpp and volatilities.cpp) to have something like
> QuantLibAddin::LocalVolSurface. Is that right?
Correct. Also look at termstructures.hpp, which defines the base
classes.
> The other issue is that the LocalVolSurface::localVolImpl is a
> protected method and I've got compilation errors because of that.
> How can I expose such method to Excel?
Export the public LocalVolSurface::localVol(Time, Real, bool) instead.
Luigi
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