thetaPerDay missing in SWIG?

[Ken Anderson-2]

I have moved to 0.3.12 specifically because I need thetaPerDay() for  
VanillaOption, both in csharp and java.  The documentation shows that  
thetaPerDay() is available in the VanillaOption class.

Unfortunately, the Java SWIG files do not have this method, and the  
class it's declared in, OneAssetOption, isn't even part of the class  
hierarchy on the Java side.

Can someone please help me work this out?  Is there something missing  
in the SWIG definition files?

Thanks,
Ken

[Ken Anderson-2]

Boy, I love answering my own questions.

The SWIG did not have thetaPerDay(), so I modified the SWIG input  
file, regenerated, and rebuilt, and everything works as expected.

Is there a way to integrate my SWIG change without a lot of trouble?  
Or can I just send the file to someone?

Thanks,
Ken

On Apr 26, 2006, at 5:28 PM, Ken Anderson wrote:

> I have moved to 0.3.12 specifically because I need thetaPerDay()  
> for VanillaOption, both in csharp and java.  The documentation  
> shows that thetaPerDay() is available in the VanillaOption class.
>
> Unfortunately, the Java SWIG files do not have this method, and the  
> class it's declared in, OneAssetOption, isn't even part of the  
> class hierarchy on the Java side.
>
> Can someone please help me work this out?  Is there something  
> missing in the SWIG definition files?
>
> Thanks,
> Ken
>
>
>
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[Luigi Ballabio]

On 04/27/2006 02:20:48 PM, Ken Anderson wrote:
> Boy, I love answering my own questions.

I love it when users answer their own questions, too :)

> The SWIG did not have thetaPerDay(), so I modified the SWIG input  
> file, regenerated, and rebuilt, and everything works as expected.
>
> Is there a way to integrate my SWIG change without a lot of trouble?  
> Or can I just send the file to someone?

Just send the file (or better yet, a patch) to me.

Luigi


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The Second Rule of Optimization (For experts only): Don't do it yet.
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