Re: [Quantlib-dev] QuantLib-SWING: is it possible to use polymorphism?

[Andrea <mar...@go...>]

On 31/10/09 14:15, Tito Ingargiola wrote:
> 
> 
> Hi Andrea,
> 
> Another approach you may consider is illustrated in the DiscreteHedging.java example. 
> Here I wanted to use Quantlib's MC capabilities but wanted the pricer to be implemented in java.
> By pulling the MonteCarloModel impl into java I was able to use a pathpricer implemented in java.


When you say "pulling", you mean you have rewritten it in Java, mirroring the PathPricer->JPathPricer.

What I am trying to do is to have the JPathPricer automatically generated by swig.
This is actually easy since JPathPricer only returns a double.

My problem is the class "Option" that usually returns a shared_ptr to a "Payoff" and here I have
problems.


> Not sure if this is applicable to your problem, but it's an approach I've used in a number of cases to integrate quantlib and java. 
> You may also implement your Payoff in C++ and then expose it yourself via swig to your java....

This is certanly possible, but I would like to avoid writing any C++ and only use Java.

> 
> Best,
> 
>      Tito.