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From: Luigi B. <lui...@gm...> - 2006-04-05 09:11:06
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On 03/25/2006 05:41:29 AM, gary ng wrote:
> I tried to use the python binding instead of C++ but it seems that if
> I want to do anything that is not in quantlib, I still need to =20
> program them in C++ then expose my implementation in SWIG, instead of =20
> implementing the logic in python. Is this the intended usage of the =20
> binding ?
It is not the intended usage, but the bindings often lag a bit behind =20
the library. In your case, the bindings should be extended so that =20
HullWhite public members are exposed. I'll try and do it for next =20
release---or you can modify shortratemodels.i and send me a patch. Feel =20
free to ask for advice if you undertake the task.
Later,
Luigi
----------------------------------------
Hofstadter's Law:
It always takes longer than you expect, even when you take
Hofstadter's Law into account.
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