Quantlib SWIG

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Quantlib SWIG

rmirza06
Hi,

I am new to Quantlib. I generally work with Python therefore I am using SWIG. I understand the SWIG version is not the complete implementation. For example for Basket payoffs I can get the Min, Max, Avg payoffs through but not the Spread Payoff. So, I am wondering if I want to get the SpreadBasketPayoff into SWIG what do I need to do. Is there any tips/resources available that anyone can point me to?

Thanks
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Re: Quantlib SWIG

Luigi Ballabio
I've written about our SWIG interfaces at <http://www.implementingquantlib.com/2016/09/quantlib-and-swig.html>.  Please let me know if that's any use.

Luigi



On Thu, Feb 23, 2017 at 9:40 AM rmirza06 <[hidden email]> wrote:
Hi,

I am new to Quantlib. I generally work with Python therefore I am using
SWIG. I understand the SWIG version is not the complete implementation. For
example for Basket payoffs I can get the Min, Max, Avg payoffs through but
not the Spread Payoff. So, I am wondering if I want to get the
SpreadBasketPayoff into SWIG what do I need to do. Is there any
tips/resources available that anyone can point me to?

Thanks



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