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Comments (8)

lballabio avatar lballabio commented on August 17, 2024

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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brianvanleeuwen avatar brianvanleeuwen commented on August 17, 2024

I'm also interested in this feature. Any idea when it might be added?

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lballabio avatar lballabio commented on August 17, 2024

It might be in next release, in a few months time.

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tellingeric avatar tellingeric commented on August 17, 2024

i am also very interested in this. any quick tutorials about how i can add it myself?

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lballabio avatar lballabio commented on August 17, 2024

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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thejerwang avatar thejerwang commented on August 17, 2024

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.

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westonsteimel avatar westonsteimel commented on August 17, 2024

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.

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lballabio avatar lballabio commented on August 17, 2024

The code from @westonsteimel should work as far as I can see.

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