Re: [Quantlib-users] How to add CDO & associated classes to QuantLib SWIG for Python installation

[Luigi B. <lui...@gm...>]

Hello,
    yes, adding it to the SWIG files and rebuilding is the correct
approach.  You'll also need to add the OneFactorCopula class, since the CDO
class needs it, and the concrete copula classes that you want to use.

As for building, follow the instructions at <
https://www.quantlib.org/install/macosx-python.shtml>.  Instead of `python
setup.py build`, you can use `make` as suggested.  That will also take care
of creating the modified wrappers.

Hope this helps.  Please let me know if you hit any walls.

Luigi


On Mon, Nov 25, 2019 at 4:32 PM Martin <mar...@gm...>
wrote:

> Hi,
>
> First off, thanks for all your work.
>
> I’m trying to add the CDO class (currently experimental) to the QuantLib
> SWIG library (for Mac installation on Python).  Learned from a previous
> thread <https://sourceforge.net/p/quantlib/mailman/message/36718827/>
> that I would have to add the class to the SWIG interface file (write an
> interface file for the class in C++).  Then make/install SWIG for Python.
> Please confirm that this is the right approach.  Do I also need to add
> interfaces for the loss distribution & onefactorcopula? Or is including
> them in the cdo.i file enough?
>
> I’m also getting an error when trying to make/install SWIG (as is):
> python setup.py biuld
> (error) QuantLib.QuantLib not found.
>
> Not sure, what the error is here…I’m in the appropriate folder in terminal.
>
> Thanks for your time; thoughts/feedback appreciated.
>
>
> Thank you and have a great day.
>
>
> Martin Arienmughare
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