Merge pull request lballabio#444.

Update for interpolation and cash flows.
nistick21 · Feb 18, 2022 · 0ff0103 · 0ff0103
2 parents 6513254 + d4d2d28
commit 0ff0103
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diff --git a/SWIG/cashflows.i b/SWIG/cashflows.i
@@ -240,6 +240,13 @@ class OvernightIndexedCoupon : public FloatingRateCoupon {
     const std::vector<Date>& valueDates() const;
 };
 
+%inline %{
+    ext::shared_ptr<OvernightIndexedCoupon> as_overnight_indexed_coupon(
+                                      const ext::shared_ptr<CashFlow>& cf) {
+        return ext::dynamic_pointer_cast<OvernightIndexedCoupon>(cf);
+    }
+%}
+
 %{
 using QuantLib::CappedFlooredCoupon;
 %}

diff --git a/SWIG/discountcurve.i b/SWIG/discountcurve.i
@@ -31,6 +31,7 @@ using QuantLib::InterpolatedDiscountCurve;
 %shared_ptr(InterpolatedDiscountCurve<LogLinear>);
 %shared_ptr(InterpolatedDiscountCurve<MonotonicLogCubic>);
 %shared_ptr(InterpolatedDiscountCurve<SplineCubic>);
+%shared_ptr(InterpolatedDiscountCurve<KrugerLog>);
 
 template <class Interpolator>
 class InterpolatedDiscountCurve : public YieldTermStructure {
@@ -52,5 +53,6 @@ class InterpolatedDiscountCurve : public YieldTermStructure {
 %template(DiscountCurve) InterpolatedDiscountCurve<LogLinear>;
 %template(MonotonicLogCubicDiscountCurve) InterpolatedDiscountCurve<MonotonicLogCubic>;
 %template(NaturalCubicDiscountCurve) InterpolatedDiscountCurve<SplineCubic>;
+%template(KrugerLogDiscountCurve) InterpolatedDiscountCurve<KrugerLog>;
 
 #endif
diff --git a/SWIG/zerocurve.i b/SWIG/zerocurve.i
@@ -33,6 +33,7 @@ using QuantLib::InterpolatedZeroCurve;
 %shared_ptr(InterpolatedZeroCurve<SplineCubic>);
 %shared_ptr(InterpolatedZeroCurve<DefaultLogCubic>);
 %shared_ptr(InterpolatedZeroCurve<MonotonicCubic>);
+%shared_ptr(InterpolatedZeroCurve<Kruger>);
 
 template <class Interpolator>
 class InterpolatedZeroCurve : public YieldTermStructure {
@@ -59,6 +60,7 @@ class InterpolatedZeroCurve : public YieldTermStructure {
 %template(NaturalCubicZeroCurve) InterpolatedZeroCurve<SplineCubic>;
 %template(LogCubicZeroCurve) InterpolatedZeroCurve<DefaultLogCubic>;
 %template(MonotonicCubicZeroCurve) InterpolatedZeroCurve<MonotonicCubic>;
+%template(KrugerZeroCurve) InterpolatedZeroCurve<Kruger>;
 
 
 #endif