Posted by
Luigi Ballabio-2 on
Nov 02, 2004; 6:11am
URL: http://quantlib.414.s1.nabble.com/QuantLib-Python-related-issues-tp3402p3403.html
Greetings,
At 10:20 02/11/2004, Ashish Kulkarni wrote:
>I've been working with QuantLib-Python, and I've noted some issues
>related to that.
>
>1] QL-Python doesn't work with SWIG 1.3.22; I initally downloaded that
>(being the latest version) and compilation failed. I didn't go too much
>into the causes, but when I switched to 1.3.21 (the one which was used
>to generate the released version) everything worked smoothly. I tried
>this on a Win2K system, with the prebuilt binary from www.swig.org
>Maybe if this is replicated on other systems, we could add a note to the
>documentation mentioning this.
SWIG 1.3.22 hadn't been released at the time we released QuantLib 0.3.7,
which is why the issue isn't mentioned. The version of QL-Python in CVS
should work with the latest SWIG as far as I recall, but I'll check it.
>2] The setup.py script in QuantLib-Python does not reference "grid.i",
>which causes it to be missing from the distribution. This problem is
>also present in the latest CVS version; see
http://tinyurl.com/49zqhOuch, right. Thanks.
>3] The SWIG sources did not contain the BarrierOption instrument
>(although they did have Barrier::Type), and also a few pricing engines.
>I've added those that I required; some may still be missing.
Yes, sadly the bindings tend to stay behind the library.
>I've attached a patch for #3 (it's rather trivial) against
>Quantlib-0.3.7, it should work for the CVS version too (behind a
>firewall, cannot access CVS).
Thanks, I'll add them as soon as I get a chance (the box on which I do
QuantLib development is currently down.)
>BTW, are there any plans to add a Python-specific documentation similiar
>to wxPython using Epydoc? I imagine some change in the SWIG bindings or
>generation options would be needed.
Last I heard, someone was working on patching SWIG to generate docstrings
in the bindings. That would allow PyDoc to work some magic. But I don't
know whether that is ready for prime-time.
>It's been real nice working with QuantLib :-)
Thanks,
Luigi