Python: BlackIborCouponPricer; SwapRateHelper solved
Posted by
Chuck Swiger-4 on
URL: http://quantlib.414.s1.nabble.com/Python-BlackIborCouponPricer-SwapRateHelper-solved-tp5560.html
Thanks to the example in Python/test I found I had a wrong argument
(using libor6m, instead of libor6m() ).
Made much more progress with Bonds.cpp, now I'm stuck on how to
Pythonize:
// Coupon pricers
boost::shared_ptr<IborCouponPricer> pricer(new BlackIborCouponPricer);
It exists in Quantlib-0.9.7/ql/cashflows/couponpricer.cpp, the closest I
can find in quantlib_wrap.cpp is IborCoupon
Any clue appreciated..
--Chuck
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