Re: [Quantlib-users] RiskyBond in Python?

[jian Xu <jia...@gm...>]

Thank you so much for the detailed explanation, Jack.  I don't have
the development environment set up.  So let me think about which way
to go.  But generally, I do think this is a useful class to have in
Python.

On Wed, Nov 11, 2020 at 6:27 PM Jack G <jac...@gm...> wrote:
>
> 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
>>
>>
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