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Expose CPIBond class
CPI bonds normally form a key part of many fixed income portfolios.
https://github.com/lballabio/QuantLib/blob/master/ql/instruments/bonds/cpibond.cpp
@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 one have to put the wrappers together, then compile using print statements for error tracking or are there better ways of doing this through an IDE?
On Tue, Mar 22, 2016 at 10:53 AM, Didrik Pinte [email protected] wrote:
@ceaza https://github.com/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
— You are receiving this because you were mentioned. Reply to this email directly or view it on GitHub https://github.com/enthought/pyql/issues/121#issuecomment-199705686
@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 statements would be very tedious, hence the question. So which IDE will interpret .pxd and .pyx cython files? PyCharm perhaps or is there a plugin for spyder? I now see the tests in pyql/quantlib/test/.
On Tue, Mar 22, 2016 at 12:02 PM, Didrik Pinte [email protected] wrote:
@ceaza https://github.com/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.
— You are receiving this because you were mentioned. Reply to this email directly or view it on GitHub https://github.com/enthought/pyql/issues/121#issuecomment-199728835
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.
This is exposed now: http://docs.enthought.com/pyql/_autosummary/quantlib.instruments.bonds.CPIBond.html#quantlib.instruments.bonds.CPIBond
