Re: Python: BlackIborCouponPricer; SwapRateHelper solved

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Python-BlackIborCouponPricer-SwapRateHelper-solved-tp5560p5561.html

On Thu, 2009-09-17 at 12:53 -0400, Charles Swiger wrote:
> 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

That's not exported. It should be added to the SWIG interface. Do you
want to have a try? You should export
shared_ptr<FloatingRateCouponPricer>. You can look at the way
shared_ptr<CashFlow> is exported to get an example. I'll be here if you
get stuck.

Luigi


--

Olmstead's Law:
After all is said and done, a hell of a lot more is said
than done.



------------------------------------------------------------------------------
Come build with us! The BlackBerry&reg; Developer Conference in SF, CA
is the only developer event you need to attend this year. Jumpstart your
developing skills, take BlackBerry mobile applications to market and stay
ahead of the curve. Join us from November 9&#45;12, 2009. Register now&#33;
http://p.sf.net/sfu/devconf
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users