How could I use SVIInterpolation in Quantlib python?

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How could I use SVIInterpolation in Quantlib python?

zhtangsh
Hi, all

I'm a beginner and was using Quantlib-Python version 1.10. I want to use the SVIInterpolation class, which is available in C++ version.

However, I failed to figure out the way to use this class in Quantlib-Python. Could anyone help me to find the correct way on it?

Thank you all and have a nice day.

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Re: How could I use SVIInterpolation in Quantlib python?

Ruilong Xu
Hello,

    there are lots of things which are not wrapped in Python, because adding them is a manual process.

please see here : http://quantlib.10058.n7.nabble.com/Garch11-in-QuantLib-Python-td18353.html
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Re: How could I use SVIInterpolation in Quantlib python?

Malik Arif
Hi All,

I have already worked on garch model and have developed model in Excel. Now if I want to do same thing in python
 and then how can I integrate it with quantlib library?

Can you please help with that as I am new to Quantlib.

Thanks & Regards
Aarif Malik

On Wed, Jun 28, 2017 at 8:47 AM, Ruilong Xu <[hidden email]> wrote:
Hello,

    there are lots of things which are not wrapped in Python, because adding
them is a manual process.

please see here :
http://quantlib.10058.n7.nabble.com/Garch11-in-QuantLib-Python-td18353.html



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Re: How could I use SVIInterpolation in Quantlib python?

Luigi Ballabio
Hello,
    QuantLib is written in C++ and then exported to Python, so a model written in Python won't be able to be integrated with the library.

Luigi


On Wed, Jun 28, 2017 at 6:40 PM Malik Arif <[hidden email]> wrote:
Hi All,

I have already worked on garch model and have developed model in Excel. Now if I want to do same thing in python
 and then how can I integrate it with quantlib library?

Can you please help with that as I am new to Quantlib.

Thanks & Regards
Aarif Malik

On Wed, Jun 28, 2017 at 8:47 AM, Ruilong Xu <[hidden email]> wrote:
Hello,

    there are lots of things which are not wrapped in Python, because adding
them is a manual process.

please see here :
http://quantlib.10058.n7.nabble.com/Garch11-in-QuantLib-Python-td18353.html



--
View this message in context: http://quantlib.10058.n7.nabble.com/How-could-I-use-SVIInterpolation-in-Quantlib-python-tp18362p18363.html
Sent from the quantlib-users mailing list archive at Nabble.com.

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