Expose FraRateHelper.forDates() (#710)

lballabio · Mar 4, 2025 · 609ec2c · 609ec2c
2 parents c0864fd + a3afcec
commit 609ec2c
Showing 1 changed file with 19 additions and 0 deletions.
diff --git a/SWIG/ratehelpers.i b/SWIG/ratehelpers.i
@@ -95,10 +95,16 @@ class DepositRateHelper : public RateHelper {
                          const ext::shared_ptr<IborIndex>& index);
     DepositRateHelper(Rate rate,
                          const ext::shared_ptr<IborIndex>& index);
+    DepositRateHelper(const Handle<Quote>& rate,
+                      Date fixingDate,
+                      const ext::shared_ptr<IborIndex>& index);
 };
 
 %shared_ptr(FraRateHelper)
 class FraRateHelper : public RateHelper {
+    #if !defined(SWIGJAVA) && !defined(SWIGCSHARP)
+    %feature("kwargs") forDates;
+    #endif
   public:
     FraRateHelper(
             const Handle<Quote>& rate,
@@ -162,6 +168,19 @@ class FraRateHelper : public RateHelper {
                   Pillar::Choice pillar = Pillar::LastRelevantDate,
                   Date customPillarDate = Date(),
                   bool useIndexedCoupon = true);
+    %extend {
+        static ext::shared_ptr<FraRateHelper> forDates(
+                const Handle<Quote>& rate,
+                Date startDate,
+                Date endDate,
+                const ext::shared_ptr<IborIndex>& index,
+                Pillar::Choice pillar = Pillar::LastRelevantDate,
+                Date customPillarDate = Date(),
+                bool useIndexedCoupon = true) {
+            return ext::make_shared<FraRateHelper>(
+                rate, startDate, endDate, index, pillar, customPillarDate, useIndexedCoupon);
+        }
+    }
 };
 
 %shared_ptr(FuturesRateHelper)