Re: [Quantlib-dev] Convex Monotone Interpolation - SWIG - exposed to Python

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

Hi Luigi,

Pretty sad state of affairs with my SWIG code, but I guess you're right,
it's better to start from somewhere rather than from scratch. 
The code below should be placed within interpolation.i interface file.

Regards,
Ioan

*%{
// safe versions which copy their arguments
template <class I1, class I2>
class SafeInterpolationConvex { 
  public:
    SafeInterpolationConvex(const Array& x, const Array& y, Real
quadraticity, 
	Real monotonicity, bool forcePositive, bool flatFinalPeriod, 
	const helper_map& preExistingHelpers)
    : x_(x), y_(y),
	  quadraticity_(quadraticity), monotonicity_(monotonicity),
	  forcePositive_(forcePositive),
	  flatFinalPeriod_(flatFinalPeriod),
	  helper_map_(helper_map()), 
	  f_(x_.begin(), x_.end(), y_.begin(), quadraticity_, 
					   monotonicity_, forcePositive_,
					   flatFinalPeriod_, helper_map_()) {}
      Real operator()(Real x, bool allowExtrapolation=false) {
        return f_(x, allowExtrapolation);
    }
   protected:
    Array x_, y_;
	Real quadraticity_,
	Real monotonicity_, 
	bool forcePositive_, 
	bool flatFinalPeriod_, 
	const &preExistingHelpers helper_map_,
	I1 f_;
};
%}

%define make_safe_interpolationConvex(T1,T2,Alias)
%{
typedef SafeInterpolationConvex<QuantLib::T1, QuantLib::T2> Safe##T;
%}
%rename(Alias) Safe##T;
class Safe##T {
    #if defined(SWIGMZSCHEME) || defined(SWIGGUILE) \
     || defined(SWIGCSHARP) || defined(SWIGPERL)
    %rename(call) operator();
    #endif
  public:
    Safe##T(const T1& x, const T2& y);
    Real operator()(Real x, bool allowExtrapolation=false);
};
%enddef

make_safe_interpolationConvex(ConvexMonotoneInterpolation,ConvexMonotoneInterpolation,ConvexMonotoneInterpolation);
%{
using QuantLib::ConvexMonotone;
%}
struct ConvexMonotone{};*



--
View this message in context: http://quantlib.10058.n7.nabble.com/Convex-Monotone-Interpolation-SWIG-exposed-to-Python-tp15327p15400.html
Sent from the quantlib-dev mailing list archive at Nabble.com.