Login  Register

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