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Expose CPIBond class #121
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@dpinte what tools would one use to do this? |
@ceaza you would need to write the same kind of cython wrappers as we did for the various instruments that are exposed through pyql. For example here are the standard bonds: https://github.com/enthought/pyql/blob/master/quantlib/instruments/bonds.pyx |
And the type of tools you used to make sure it all works. For example would On Tue, Mar 22, 2016 at 10:53 AM, Didrik Pinte notifications@github.com
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@ceaza you'll definitely need an IDE. Using print statements for error tracking is not the best way to do things. PyQL has a decent test suite and you would test your developments by implementing a suite of tests that cover the new code you're writing. On what platform are you? The compilation steps are quite simple as Python does most of it for you byt you'll need a local development version of Quantlib, etc. |
I could use either platform, but at work on Windows. Agreed print On Tue, Mar 22, 2016 at 12:02 PM, Didrik Pinte notifications@github.com
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Pycharm will work fine. Spyder too. You'll probably have to play with the command line for the compilation steps. Windows is the hardest platform as it requires a custom build of QuantLib to run properly. I can provide pre-built dll's for some versions of QL if you want. Also, depending on your Python version, the MSVC compiler you must use is different (MSVC2008 for Python 2.7, 2010 for < 3.5 and 2015 for >= 3.5) |
@ceaza feel free to contact me by e-mail if you need more technical details. |
CPI bonds normally form a key part of many fixed income portfolios.
https://github.com/lballabio/QuantLib/blob/master/ql/instruments/bonds/cpibond.cpp
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