thetaPerDay missing in SWIG?
Posted by Ken Anderson-2 on Apr 26, 2006; 3:29pm
URL: http://quantlib.414.s1.nabble.com/thetaPerDay-missing-in-SWIG-tp4748.html
I have moved to 0.3.12 specifically because I need thetaPerDay() for
VanillaOption, both in csharp and java. The documentation shows that
thetaPerDay() is available in the VanillaOption class.
Unfortunately, the Java SWIG files do not have this method, and the
class it's declared in, OneAssetOption, isn't even part of the class
hierarchy on the Java side.
Can someone please help me work this out? Is there something missing
in the SWIG definition files?
Thanks,
Ken