Posted by
Luigi Ballabio on
Nov 02, 2010; 9:38am
URL: http://quantlib.414.s1.nabble.com/Getting-the-latestDate-from-a-SwapRateHelper-object-using-C-SWIG-Bindings-tp8721p8723.html
On Mon, 2010-11-01 at 09:30 +0200, Ahmad Mahomed wrote:
> Having looked into the C++ source, it would seem that the latestDate()
> function returns the maturityDate of the vanilla swap that is created
> by the SwapRateHelper.
>
> What I have done as a result, is to expose the underlying VanillaSwap
> by modifying the related SWIG file ie. 'ratehelper.i' - see
> attachemment (I have also added another SwapRateHelper constructor).
Ok, thanks for the patch. Another way would have been to export the
RateHelper interface so that the other helpers get latestDate() as
well---I'll try and do that for next release. Your patch in
independent, though, and can go in anyway.
Luigi
--
I have yet to see any problem, however complicated, which, when you
looked at it in the right way, did not become still more complicated.
-- Poul Anderson
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