Posted by
Chuck Swiger-4 on
URL: http://quantlib.414.s1.nabble.com/Python-SwapRateHelper-tp7908.html
Hi All - Enjoying the project very much. I'm trying to implement
bonds.cpp in Python and stuck at:
boost::shared_ptr<RateHelper> s2y(new SwapRateHelper(
Handle<Quote>(s2yRate),
2*Years,
calendar,
swFixedLegFrequency,
swFixedLegConvention,
swFixedLegDayCounter,
swFloatingLegIndex,
Handle<Quote>(),
forwardStart));
getting an error about wrong number of args, using:
>>> s2y =
SwapRateHelper(QuoteHandle(s2yRate),Period(2,Years),calendar,swFixedLegFrequency,swFixedLegConvention, swFixedLegDayCounter,swFloatingLegIndex,QuoteHandle(),forwardStart)
Traceback (most recent call last):
File "<stdin>", line 1, in <module>
File "/usr/lib/python2.5/site-packages/QuantLib/QuantLib.py", line
7160, in __init__
this = _QuantLib.new_SwapRateHelper(*args)
NotImplementedError: Wrong number of arguments for overloaded function
'new_SwapRateHelper'.
Possible C/C++ prototypes are:
SwapRateHelperPtr(Handle< Quote > const &,Period const &,Calendar
const &,Frequency,BusinessDayConvention,DayCounter const &,IborIndexPtr
const &)
SwapRateHelperPtr(Rate,Period const &,Calendar const
&,Frequency,BusinessDayConvention,DayCounter const &,IborIndexPtr const
&)
The SWIG wrapper has two candidates, the closest being:
*new_SwapRateHelperPtr__SWIG_0(
Handle< Quote > const &rate,
Period const &tenor,
Calendar const &calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter const &fixedDayCount,
IborIndexPtr const &index){
boost::shared_ptr<IborIndex> libor =
boost::dynamic_pointer_cast<IborIndex>(index);
...
new SwapRateHelper(rate, tenor, calendar,
fixedFrequency, fixedConvention,
fixedDayCount, libor));
and the ql srcratehelpers.cpp has the correct matching argument list:
SwapRateHelper::SwapRateHelper(const Handle<Quote>& rate,
const Period& tenor,
const Calendar& calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
const DayCounter& fixedDayCount,
const shared_ptr<IborIndex>& iborIndex,
const Handle<Quote>& spread,
const Period& fwdStart)
Does this mean the Python wrapper is incomplete for implementing bonds.cpp, or am I missing something??
Thanks!
--Chuck
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