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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
// $Id: QuantLib.i,v 1.12 2002/01/16 14:50:51 nando Exp $
%module QuantLib
%{
#include <ql/quantlib.hpp>
using QuantLib::Error;
using QuantLib::IndexError;
%}
%except(python) {
try {
$function
} catch (IndexError& e) {
PyErr_SetString(PyExc_IndexError,e.what());
return NULL;
} catch (Error& e) {
PyErr_SetString(PyExc_Exception,e.what());
return NULL;
} catch (std::exception& e) {
PyErr_SetString(PyExc_Exception,e.what());
return NULL;
} catch (...) {
PyErr_SetString(PyExc_Exception,"unknown error");
return NULL;
}
}
%{
const int __hexversion__ = QL_HEX_VERSION;
const char* __version__ = QL_VERSION;
%}
const int __hexversion__;
%readonly
const char* __version__;
%readwrite
%include ql.i
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