[Python] discountBond and discountBondOption methods in G2

[corradopetrelli]

Hi Luigi,

I am here to ask a question about the QuantLib wrapper in Python. I would like to use the G2 class to have a Two-additive-factor Gaussian model and I would like to have the discount coupon of this model.

I saw that on C++ the G2 class (https://www.quantlib.org/reference/class_quant_lib_1_1_g2.html) has methods discountBond and discountBondOption. How can I use these methods in python? I don't see them available.

Below is the example code

settlementDate = ql.Date(19, ql.February, 2012)
rate = ql.makeQuoteHandle(0.04875)
termStructure = ql.YieldTermStructureHandle(ql.FlatForward(settlementDate, rate, ql.Actual365Fixed()))
ql.G2(termStructure).discountBond(...)

The error:

AttributeError: 'G2' object has no attribute 'discountBond'

Thanks a lot!

[boring-cyborg]

Thanks for posting! It might take a while before we look at your issue, so don't worry if there seems to be no feedback. We'll get to it.

[lballabio]

Hi Corrado—you're right, those methods are not exported. I'll try and do it for next release.

[corradopetrelli]

Thank you so much! 😄