Re: Adding functions to QuantLib SWIG

Posted by Billy Ng-6 on
URL: http://quantlib.414.s1.nabble.com/Adding-functions-to-QuantLib-SWIG-tp6140p6143.html

How to translate this YieldTermStructure?
There is no PiecewiseYieldCurve<Discount, Lognormal>
Billy
--
Sent from my Defy

Luigi Ballabio <[hidden email]> wrote:

It doesn't really answer the question, but you should already have all
the classes you need for swap valuation (you can see how it's done in
the Python examples, for instance).

As for how to convert new classes, I'll have to write down some docs
on that when I have some time.  In the meantime, I'm afraid you'll
have to look at the existing interfaces and do some cargo-cult
programming.  Do post again if you get stuck (it's easier to find time
for a specific problem with some code).

Luigi

On Wed, Apr 18, 2012 at 1:27 PM, Billy Ng <[hidden email]> wrote:
> Hi,
>
> As an exercise, I am trying to convert the SwapValuation example into Java.
> Any example in how to convert new classes with SWIG, e.g.
> PieceWiseYieldCurve?

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