Re: Accessing the FixedRateCoupons and IborCoupons of a Swap from Java
Posted by
Luigi Ballabio on
Nov 30, 2010; 2:59pm
URL: http://quantlib.414.s1.nabble.com/Accessing-the-FixedRateCoupons-and-IborCoupons-of-a-Swap-from-Java-tp6384p6386.html
On Fri, 2010-11-26 at 17:30 +0100, Henner Heck wrote:
> i solved the problem by adding a static function
> which performs the cast to IborCoupon and FixedRateCoupon
> and also the cashflows.i of the SWIG files. I also added all
> the public functions from these classes and their parents
> to the SWIG file to be able to use them from Java.
>
> Is it possible and desired to add such changes to the official QuantLib?
Sure.
Thanks,
Luigi
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