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lines changed Original file line number Diff line number Diff line change @@ -11,6 +11,7 @@ cdef extern from 'ql/instrument.hpp' namespace 'QuantLib':
1111 Instrument()
1212 bool isExpired()
1313 Real NPV() except +
14+ Real errorEstimate() except +
1415 Date& valuationDate() except +
1516 void setPricingEngine(shared_ptr[PricingEngine]& )
1617 T result[T](const string& tag)
Original file line number Diff line number Diff line change @@ -25,6 +25,11 @@ cdef class Instrument(Observable):
2525 def __get__ (self ):
2626 return self ._thisptr.get().NPV()
2727
28+ @property
29+ def error_estimate (self ) -> Real:
30+ """error estimate on the NPV when available"""
31+ return self._thisptr.get().errorEstimate()
32+
2833 property npv:
2934 """ Shortcut to the net_present_value property. """
3035 def __get__(self ):
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