[Quantlib-dev] SwapRateHelper Question - SWIG Python

[Ioan F. <if...@ny...>]

Hello,

I am trying to expose a new type of the SwapRateHelper constructor (already
existent in QuantLib) to Python.
In the ratehelpers.i interface file, I added the following code:

//ADDED

*SwapRateHelperPtr(
              const Handle& rate,
	const Period &tenor, 
	const Calendar &calendar, 
	Frequency fixedFrequency, 
	BusinessDayConvention fixedConvention, 
	const DayCounter &fixedDayCount, 
	const boost::shared_ptr<IborIndex> &index,
	const Handle &spread=Handle(),
	const Period &fwdStart=0 *Days, 
	const Handle<YieldTermStructure>
&discountingCurve=Handle<YieldTermStructure>()) {
		boost::shared_ptr<IborIndex> libor =
			boost::dynamic_pointer_cast<IborIndex>(index);
                           return new SwapRateHelperPtr(
                           new SwapRateHelper(rate, tenor, calendar,
                                   fixedFrequency, fixedConvention,
                                   fixedDayCount, libor,
                                   spread, fwdStart,
		        discountingCurve));*

//END ADDED

I was able to wrap, build and install the QuantLib library (via SWIG) into
Python, but when I try to use the SwapRateHelper in Python, I get the
following error:

 *NotImplementedError: Wrong number or type of arguments for overloaded
function 'new_SwapRateHelper'.
  Possible C/C++ prototypes are:....*

The following code works:

*qqq=SwapRateHelper(QuoteHandle(eurLiborSwaps[(2, Years)]),
                            Period(2, Years), 
                            euroCalendar,
                            fixedLegFrequency, 
                            fixedLegAdjustment,
                            fixedLegDayCounter, 
                            EURLibor3M(),
                            QuoteHandle(),
                            Period(0,0))*

while this one causes the problem:

*qqq=SwapRateHelper(QuoteHandle(eurLiborSwaps[(2, Years)]),
                            Period(2, Years), 
                            euroCalendar,
                            fixedLegFrequency, 
                            fixedLegAdjustment,
                            fixedLegDayCounter, 
                            EURLibor3M(),
                            QuoteHandle(),
                            Period(0,0),
                            eoniaHandle)*

Furthermore, please note that Python reports the type of the eoniaHandle
variable as:

*QuantLib.QuantLib.YieldTermStructureHandle*

Any help or suggestions are highly appreciated. 
Since this is my first time posting, please excuse any breaking of the
"mailing list etiquette."

Thank you,
Ioan 



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