Re: [Quantlib-users] OneFactorGaussianCopula Model

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

Hello, apologies for the delay.

Not all the C++ classes are exposed to Python; there's some manual work
involved.  To check if a given class is available in Python, I'm afraid the
easiest way is to search for it in the SWIG interface files (
https://github.com/lballabio/QuantLib-SWIG/tree/master/SWIG).

The experimental folder is where we store classes when the interface is not
yet finalized.  Once a class is in the main part of the library, changing
the interface in a backward-compatible way (i.e. without breaking code that
someone might have written based on that class) becomes difficult.  When
we're not yet sure of the interface of a class, we store it into
experimental, which isn't supposed to be as stable as the main code.

Hope this helps,
    Luigi




On Mon, Nov 13, 2023 at 1:44 PM kmylonakis via QuantLib-users <
qua...@li...> wrote:

> Hi all,
>
> I would like to have a look at the 1F Gaussian Copula model that i see is
> implemented in the experimental directory and would like to ask if this
> class is readily exposed via SWIG to Python. I could not find it myself and
> wondering if there is something that I am missing.
>
> And one more question since I am new to QL. Generaly what is the meaning
> of the classes under experimental, does it mean not validated?
>
> Thank you very much in advance.
> Kostas
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