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Re: How to get the legs of a swap in QuantLibXL?

Posted by Ferdinando M. Ametrano-3 on Jul 02, 2012; 11:21am
URL: http://quantlib.414.s1.nabble.com/How-to-get-the-legs-of-a-swap-in-QuantLibXL-tp8525p8526.html

On Fri, Jun 22, 2012 at 5:15 PM, Ballabio Gerardo <[hidden email]> wrote:
> I see that QuantLib does have a Swap::leg accessor method, so it's
> QuantLibXL which lacks equivalent functionality. I don't know whether it
> would be simple to add.

done

I would suggest anyone interested to take a look at the implementation, as it use a nice trick.

When a shared pointer to an underlying C++ object is needed in Excel, this is equivalent to creating a new XL Object, Objects being nothing else than shared pointers.
So the member function Swap::leg is exposed to Excel as qlLegFromSwap Constructor.

ciao -- Nando

PS did I win a free beer from you ?     ;-)

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