Posted by archlight on Jul 14, 2011; 1:47am URL: http://quantlib.414.s1.nabble.com/swig-some-class-are-not-wrapped-tp6058p6071.html
Thank you so much, Lluis. I was frustrated for a while and moved to other experimenting other products. with your help, I can come back and look at it again.
Regards Ren Wei
On Wed, Jul 13, 2011 at 6:24 AM, Lluis Pujol <[hidden email]> wrote:
Hi Ren,
Probably you have already sort it out, but just in case.....
I am trying to do the same you did (try to port the cms to Python),
and I had similar difficulties. But I am able to create a
SwaptionVolCube2 with the approach 1 that you pointed out below.
I tried to execute your python but with my interfaces and get the
same Boost assertion error (altough I don't understand why). I've
look at it and I replaced your atmVol declaration for the following
one and the error dissapears.
To do so you will need to include the following overload depending
if you input a matrix or a vector of vectors.
SwaptionVolatilityMatrixPtr(const Calendar& calendar,
BusinessDayConvention bdc,
const
std::vector<Period>& optionTenors,
const
std::vector<Period>& swapTenors,
const
std::vector<std::vector<Handle<Quote> > >&
vols,
const DayCounter&
dayCounter){
return new SwaptionVolatilityMatrixPtr(
new
SwaptionVolatilityMatrix(calendar,bdc,optionTenors,swapTenors,vols,dayCounter));
}
SwaptionVolatilityMatrixPtr(
const Calendar& calendar,
BusinessDayConvention bdc,
const std::vector<Period>&
optionTenors,
const std::vector<Period>& swapTenors,
const Matrix& vols,
const DayCounter& dayCounter){
return new SwaptionVolatilityMatrixPtr(
new
SwaptionVolatilityMatrix(calendar,bdc,optionTenors,swapTenors,vols,dayCounter));
}
}
I additionally solved the initial vector of vector problems with the
following as suggested by Francis in a recent thread.
If I ever finnish the cms test for python i will post it (together
with the required interfaces). I am currently stuck with some
casting issues in SwaptionVolCube1 and MakeCms that I cannot figure
it out.
Lluís
El 07/03/2011 15:43, ren wei escribió:
Hi
I have been stuck on this for quite some time. I managed
to get it compiled. but I get error RuntimeError: Boost
assertion failed: px != 0
basically i took two approaches.
1) pass boost::shared_ptr<Index>
in SwaptionVolCube2 constructor and dynamically cast
to boost::shared_ptr<SwapIndex>. the reason
is EuriborSwapIsdaFixA is casted
as boost::shared_ptr<Index> but SwaptionVolCube2
accepts only SwapIndex
2) change export_swap_instance macro and
cast EuriborSwapIsdaFixA as boost::shared_ptr<SwapIndex>
so it can pass in constuctor
attached are two version interface file and testing
python, please take a look when you have a time
Regards
On Thu, Mar 3, 2011 at 11:10 PM, ren
wei <[hidden email]>
wrote:
I am using swig 2.0.1 and quantlib compiled by VC 2008 as
required by python 2.7
What version do you use to generate quantlib_wrapper?
maybe I should back date to that version
Regards
On Thu, Mar 3, 2011 at 9:39
PM, Luigi Ballabio <[hidden email]>
wrote:
On Thu, 2011-03-03 at 18:08 +0800, ren wei
wrote:
> Hi Luigi,
>
> Thanks for your reply. it is working
with quantlib_wrapper in the
> download package. if I use swig to
generate myself, it has such
> problem even though I don't touch any
interface files.
>
> is it swig version issue?
Possibly. What SWIG version and QuantLib
version are you using?
Luigi
--
Prediction is very difficult, especially if
it's about the future.
-- Niels Bohr
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