Posted by
Billy Ng-5 on
URL: http://quantlib.414.s1.nabble.com/Adding-functions-to-QuantLib-SWIG-tp6140p6145.html
Thank you.
It should generate all the needed template classes
Billy
-----Original Message-----
From: Luigi Ballabio [mailto:
[hidden email]]
Sent: Thursday, April 19, 2012 12:15 AM
To: Billy Ng
Cc: Billy Ng;
[hidden email]
Subject: Re: [Quantlib-users] Adding functions to QuantLib SWIG
Right now there's a PiecewiseFlatForward exported which is
PiecewiseYieldCurve<ForwardRate, BackwardFlat>.
If you want more combinations, you have to modify
piecewiseyieldcurve.i (look at the bottom of the file; there's a few
examples) and regenerate the wrappers.
Luigi
On Wed, Apr 18, 2012 at 6:07 PM, Billy Ng <
[hidden email]> wrote:
> 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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