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From: Keithan S. <smi...@gm...> - 2022-08-23 10:03:01
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Hello everyone, We have successfully solved the below query, regarding building a new class in the quantlib library for use in Python via a wrapper. Currently working on transforming swap index for use with CDS index. Sincerely, Keithan Smith. > On Aug 22, 2022, at 15:00, Keithan Smith <smi...@gm...> wrote: > > Hi can I develop my own class inside of quantlib solution to be wrapped to python? If so, how? > > Also, Is there currently functionality for CDSindex pricing? i see single default swaps but can find for the index > > Sincerely, > Keithan Smith. |