Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Python-SwapRateHelper-tp7908p7909.html
On Wed, 2009-09-16 at 06:43 -0400, Charles Swiger wrote:
> 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(...)
>
> getting an error about wrong number of args [...]
>
> Does this mean the Python wrapper is incomplete for implementing
> bonds.cpp, or am I missing something??
The wrapper is missing a couple of arguments. You can try and add them
to the SWIG interface file---or you can just ignore them and go ahead
with the example. The quote is empty anyway, and the 1-day forward
start will modify the floating rates a bit but won't change the point of
the example. You can compile Bonds.cpp with forwardStart = 0*Days to
check the results.
Luigi
P.S. Of course you're welcome to contribute the example...
--
Can't act. Slightly bald. Also dances.
-- RKO executive, reacting to Fred Astaire's screen test.
Cerf/Navasky, "The Experts Speak"
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