Comments (8)
Not everything is exported. Adding new features to the wrappers is a manual step, and is done when people finds some time to do it. I'll mark this issue as wanting help so someone might pick it up. (Or you can try adding it yourself, if you want.)
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I'm also interested in this feature. Any idea when it might be added?
from quantlib-swig.
It might be in next release, in a few months time.
from quantlib-swig.
i am also very interested in this. any quick tutorials about how i can add it myself?
from quantlib-swig.
There's something at https://www.implementingquantlib.com/2016/09/quantlib-and-swig.html. Let me know if that (and looking at some other exported engine) helps.
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Really interested in this pricing model too. Is it mainly to change isdacdsengine.hpp to isdacdsengine.i? Similar to creditdefaultswap.i which takes midpointcdsengine.hpp? Sorry if this question seems stupid but I am new to this.
Thank you in advanced.
from quantlib-swig.
I had started taking a look at this a few weeks ago but haven't had time to get back to it just yet. I pushed what I have here if someone wants to start from there. Otherwise, I'll get back to it eventually.
from quantlib-swig.
The code from @westonsteimel should work as far as I can see.
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