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Currently only the QuantExt classes defined in https://github.com/OpenSourceRisk/ORE-SWIG/tree/master/QuantExt-SWIG/SWIG are accessible via python. It doesn't seem CPICapFloor is available... -regards |
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Hi,
I'm pretty new to the open source risk engine, so I apologize if the question is answered elsewhere.
I'm trying to use the CPICapFloor class from QuantExt. I have installed the opensource-risk-engine using pip.
But when I import ORE, I cannot find the CPICapFloor class.
Can it be used as a standalone class (instantiated, priced) ?
Thanks for your help,
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