Export new constructors for ForwardRateAgreement (#573)

lballabio · Jul 3, 2023 · 1d2f4d6 · 1d2f4d6
2 parents 82e11fc + 29d5823
commit 1d2f4d6
Showing 1 changed file with 15 additions and 0 deletions.
diff --git a/SWIG/fra.i b/SWIG/fra.i
@@ -53,6 +53,21 @@ class ForwardRateAgreement : public Instrument {
                          const ext::shared_ptr<IborIndex>& index,
                          const Handle<YieldTermStructure>& discountCurve = Handle<YieldTermStructure>());
 
+    ForwardRateAgreement(const ext::shared_ptr<IborIndex>& index,
+                         const Date& valueDate,
+                         Position::Type type,
+                         Rate strikeForwardRate,
+                         Real notionalAmount,
+                         Handle<YieldTermStructure> discountCurve = {});
+
+    ForwardRateAgreement(const ext::shared_ptr<IborIndex>& index,
+                         const Date& valueDate,
+                         const Date& maturityDate,
+                         Position::Type type,
+                         Rate strikeForwardRate,
+                         Real notionalAmount,
+                         Handle<YieldTermStructure> discountCurve = {});
+
     Real amount() const;
     Date fixingDate() const;
     InterestRate forwardRate() const;