[Quantlib-users] ExponentialSplinesFitting in Python

[<da...@el...>]

Hi,

The C++ documentation here (QuantLib: ExponentialSplinesFitting Class
Reference (rkapl123.github.io)
<https://rkapl123.github.io/QLAnnotatedSource/d9/d6c/class_quant_lib_1_1_exp
onential_splines_fitting.html> ) has a constructor:

ExponentialSplinesFitting(bool constrainAtZero, Size numCoeffs, Real
fixedKappa, const Array & weights = Array() )



If I try to get away in Python with just passing these parameters, I get the
error:

Wrong number or type of arguments for overloaded function
'new_ExponentialSplinesFitting'.

  Possible C/C++ prototypes are:

    ExponentialSplinesFitting::ExponentialSplinesFitting(bool,Array const
&,Array const &,Real,Real,Size,Real)

    ExponentialSplinesFitting::ExponentialSplinesFitting(bool,Array const
&,Array const &,Real,Real,Size)

    ExponentialSplinesFitting::ExponentialSplinesFitting(bool,Array const
&,Array const &,Real,Real)

    ExponentialSplinesFitting::ExponentialSplinesFitting(bool,Array const
&,Array const &,Real)

    ExponentialSplinesFitting::ExponentialSplinesFitting(bool,Array const
&,Array const &)

    ExponentialSplinesFitting::ExponentialSplinesFitting(bool,Array const &)

    ExponentialSplinesFitting::ExponentialSplinesFitting(bool)

    ExponentialSplinesFitting::ExponentialSplinesFitting()



Ie none of these match.

 

Using QuantLib 1.23 on Python.

 

I am afraid I am not very knowledgeable about how the C++/Python conversion
works: I can pass the default parameters to the long-form constructor,
except I am not sure how to specify QL_MAX_REAL in Python (using a large
number like 1000000 seems to work .)

 

Grateful for any advice!

Thanks

David Sansom