Re: [Quantlib-users] RiskyBond in Python?

[Jack G <jac...@gm...>]

Hi Jian,

QuantLib relies on another project, which auto-generates interface code, to
export functionality to python and other languages -
https://github.com/lballabio/QuantLib-SWIG. The reason you can't see
fixed/floating risky bond in the python wrap is because an interface for it
hasn't been included in this file:
https://github.com/lballabio/QuantLib-SWIG/blob/master/SWIG/bonds.i

If you want to have a go at adding it yourself (it's an instructive
process), you will need to:
- fork the QuantLib-SWIG repo, and locally add the code to the file I
mentioned above, following the other examples in the file
- test your changes, which requires a few sub-steps (the first time, this
process will take several hours to set up and run):
  a) build QuantLib v1.20 locally from source as described here:
https://www.quantlib.org/install.shtml (if you're using Windows you can try
Visual Studio, but personally I find it easiest to do it using Windows
Docker Desktop inside a Docker container in a linux environment)
  b) build QuantLib-SWIG v1.20 with your modifications
  c) test the code changes locally using Python
- when the wrapper is working, make a pull request with your changes into
the QuantLib-SWIG repo, and Luigi will merge your changes after the
automated tests pass
- optionally, you might consider adding documentation for the new python
classes to the repo that generates the online documentation shown here:
https://quantlib-python-docs.readthedocs.io/en/latest/

If this sounds too ambitious for you, let me know and I can make the
changes to expose the class for you, as it looks like a useful class to
have available.

Best,
Jack

On Thu, Nov 12, 2020 at 5:31 AM jian Xu <jia...@gm...> wrote:

> Hi,
>
> There is a RiskyBond class under experimental/credit in the C++ repo.
> However, when I'm using the Python interface, it seems that it's not
> there.  My question is, how to get the RiskyBond in Python?  Or is
> there a reason that it's not exposed?
>
> More generally, I am trying to calibrate a survival probability curve
> of a fixed rate bond.  And I think RiskyBond is the correct one to
> use.  If it's not in Python, what's the proper object for this task?
> Thanks.
>
> Jian
>
>
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>