[Quantlib-dev] writing SWIG file for forward/FRA

[Tawanda G. <tg...@gm...>]

I am trying to expose the FRA instrument. I have managed to write the swig file and it compiles. However, I cannot create the object. It consistently produces the error:


Wrong arguments for overloaded function 'new_ForwardRateAgreement'
 Possible C/C++ prototypes are:
   ForwardRateAgreementPtr::ForwardRateAgreementPtr(Date const &,Date const &,Position::Type,Rate,Real,boost::shared_ptr< IborIndex > const &,QuantLib::Handle< YieldTermStructure > const &)
   ForwardRateAgreementPtr::ForwardRateAgreementPtr(Date const &,Date const &,Position::Type,Rate,Real,boost::shared_ptr< IborIndex > const &)

What am I doing wrong? Below are the contents of the swig file:



#ifndef quantlib_forwards_i
#define quantlib_forwards_i

%include instruments.i
%include termstructures.i
%include cashflows.i
%include grid.i
%include stl.i
%{
using QuantLib::Position;
using QuantLib::Forward;
using QuantLib::ForwardRateAgreement;
using QuantLib::Seasonality;
typedef boost::shared_ptr<Instrument> ForwardPtr;
typedef boost::shared_ptr<Instrument> ForwardRateAgreementPtr;
%}

struct Position {
    enum Type { Long, Short};
};

%rename(Forward) ForwardPtr;
class ForwardPtr : public boost::shared_ptr<Instrument> {
  public:
    %extend {
        
        Date settlementDate() {
            return boost::dynamic_pointer_cast<Forward>(*self)->settlementDate();
        }
	BusinessDayConvention businessDayConvention() {
            return boost::dynamic_pointer_cast<Forward>(*self)->businessDayConvention();
	}
        Rate spotValue() {
            return boost::dynamic_pointer_cast<Forward>(*self)->spotValue();
        }
	Rate forwardValue() {
            return boost::dynamic_pointer_cast<Forward>(*self)->forwardValue();
        }
        InterestRate impliedYield(Real underlyingSpotValue,
                                  Real forwardValue,
                                  Date settlementDate,
                                  Compounding compoundingConvention,
                                  DayCounter dayCounter) {
           return boost::dynamic_pointer_cast<Forward>(*self)->impliedYield(
				  underlyingSpotValue,
                                  forwardValue,
                                  settlementDate,
                                  compoundingConvention,
                                  dayCounter);
        }
        }
  protected: /* added this later, but did not help*/
        Forward(const DayCounter& dayCounter,
                const Calendar& calendar,
                BusinessDayConvention businessDayConvention,
                Natural settlementDays,
                const boost::shared_ptr<Payoff>& payoff,
                const Date& valueDate,
                const Date& maturityDate,
                const Handle<YieldTermStructure>& discountCurve =
                                                Handle<YieldTermStructure>()) {
                return new ForwardPtr(new Forward(dayCounter,
			calendar,
                	businessDayConvention,
                	settlementDays,
                	payoff,
                	valueDate,
                	maturityDate,
                	discountCurve));
        }
    
};

%rename(ForwardRateAgreement) ForwardRateAgreementPtr;
class ForwardRateAgreementPtr : public ForwardPtr {
  public:
    %extend {
        ForwardRateAgreementPtr(
                const Date& valueDate,
                const Date& maturityDate,
                Position::Type type,
                Rate strikeForwardRate,
                Real notionalAmount,
                const boost::shared_ptr<IborIndex>& index,
                const Handle<YieldTermStructure>& discountCurve =
                                                 Handle<YieldTermStructure>()) { 
			    return new ForwardRateAgreementPtr(
			                 new ForwardRateAgreement(valueDate,
                                                                  maturityDate,
                             					  type,
                             					  strikeForwardRate,
                             					  notionalAmount,
                             					  index,
                             					  discountCurve));
            }

        
       Real spotIncome(const Handle<YieldTermStructure>& incomeDiscountCurve) const {
          return boost::dynamic_pointer_cast<ForwardRateAgreement>(*self)-> spotIncome(
                            incomeDiscountCurve);
           }
      /*Real spotValue() {
        return boost::dynamic_pointer_cast<ForwardRateAgreement>(*self)->spotValue();
      }*/
    }
};


#endif