Garch11 in QuantLib Python?

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Garch11 in QuantLib Python?

Ruilong Xu
Hi, team

I build QuantLib-Python with python3.5 on ubuntu 17.04, but I find that a lot of classes (such as Garch11, GJRGARCHProcess) are not in QuantLib-Python. We forget to wrap it, or Garch11 can not be wrapped by swig?

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Re: Garch11 in QuantLib Python?

Luigi Ballabio
Hello,
    there are lots of things which are not wrapped in Python, because adding them is a manual process.  If you do, please send me a pull request and I'll merge your changes to the main repository.

Luigi


On Wed, Jun 21, 2017 at 4:26 AM Ruilong Xu <[hidden email]> wrote:
Hi, team

I build QuantLib-Python with python3.5 on ubuntu 17.04, but I find that a
lot of classes (such as Garch11, GJRGARCHProcess) are not in
QuantLib-Python. We forget to wrap it, or Garch11 can not be wrapped by
swig?





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Re: Garch11 in QuantLib Python?

Ruilong Xu
Thank You!

Now, I know Cheng Li is doing the work, here:
https://github.com/ChinaQuants/qlengine

BTW, is there a class that can not be wrapped in python by swig?



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Re: Garch11 in QuantLib Python?

Ruilong Xu
In reply to this post by Luigi Ballabio
Thank you!

Now, Cheng Li is doing the work, here: https://github.com/ChinaQuants/qlengine


Luigi Ballabio wrote
Hello,
    there are lots of things which are not wrapped in Python, because
adding them is a manual process.  If you do, please send me a pull request
and I'll merge your changes to the main repository.

Luigi


On Wed, Jun 21, 2017 at 4:26 AM Ruilong Xu <[hidden email]> wrote:

> Hi, team
>
> I build QuantLib-Python with python3.5 on ubuntu 17.04, but I find that a
> lot of classes (such as Garch11, GJRGARCHProcess) are not in
> QuantLib-Python. We forget to wrap it, or Garch11 can not be wrapped by
> swig?
>
>
>
>
>
> --
> View this message in context:
> http://quantlib.10058.n7.nabble.com/Garch11-in-QuantLib-Python-tp18353.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

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