Bermudanswaption Numerical Calibration problem

[Kim, Hyung Geun]

Hi,

When I compile bermudanswaption.cpp example in QL-0.3.9 on VS.Net with boost1.32
G2 / HW analitic calibration works well.

But when I try H-W(B-K) numerical calibration, it won't give any result
and just keeps running.

Should I customize some part of that file?


hg kim

 
 

[Luigi Ballabio]

On 07/13/2005 12:36:06 PM, Kim, Hyung Geun wrote:
>
> When I compile bermudanswaption.cpp example in QL-0.3.9 on VS.Net  
> with boost1.32 G2 / HW analitic calibration works well.
>
> But when I try H-W(B-K) numerical calibration, it won't give any
> result and just keeps running.

How long, and on what computer (MHz)?

Later,
        Luigi

----------------------------------------

Things should be made as simple as possible, but no simpler.
-- Albert Einstein

[Aurelien Chanudet-2]

Hi,

I've noticed this as well when compiling with gcc 4 on
PowerBook G4 running Mac OS X (v10.3 or v10.4). The
example will keep running for hours without any
result.

Aurelien

> On 07/13/2005 12:36:06 PM, Kim, Hyung Geun wrote:
> >=20
> > When I compile bermudanswaption.cpp example in
QL-0.3.9 on VS.Net =20
> > with boost1.32 G2 / HW analitic calibration works
well.
> >=20
> > But when I try H-W(B-K) numerical calibration, it
won't give any
> > result and just keeps running.
>
> How long, and on what computer (MHz)?



       

       
               
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[Luigi Ballabio]

On 07/18/2005 08:40:17 AM, Aurelien Chanudet wrote:
> I've noticed this as well when compiling with gcc 4 on
> PowerBook G4 running Mac OS X (v10.3 or v10.4). The
> example will keep running for hours without any
> result.

Ouch.

Do you get the same behavior with QuantLib 0.3.10 as well?

(also, make sure that you compile the library as specified in
<http://quantlib.org/reference/faq.html#faq_testing_darwin>.)

Later,
        Luigi

----------------------------------------

The first rule of intelligent tinkering is to save all the parts.
-- Paul Erlich

[Roland Lichters]

On 18 Jul 2005, at 07:40, Aurelien Chanudet wrote:

> Hi,
>
> I've noticed this as well when compiling with gcc 4 on
> PowerBook G4 running Mac OS X (v10.3 or v10.4). The
> example will keep running for hours without any
> result.
>
> Aurelien
>
>
>
>
>
>> On 07/13/2005 12:36:06 PM, Kim, Hyung Geun wrote:
>>
>>
>>
>>
>>> =20
>>> When I compile bermudanswaption.cpp example in
>>>
>>>
>>>
>>>
> QL-0.3.9 on VS.Net =20
>
>
>
>
>>> with boost1.32 G2 / HW analitic calibration works
>>>
>>>
>>>
>>>
> well.
>
>
>
>
>>> =20
>>> But when I try H-W(B-K) numerical calibration, it
>>>
>>>
>>>
>>>
> won't give any
>
>
>
>
>>> result and just keeps running.
>>>
>>>
>>>
>>>
>>
>> How long, and on what computer (MHz)?
>>
>>
>>
>>

Hi,

I am running Mac OS X Tiger with gcc 4 (Xcode Tools 2.1) on a  
Powerbook G4 (1.5 GHz, 1GB RAM). QuantlLib-0.3.10 compiles after
configure --disable-shared --with-boost-include /sw/include --with-
boost-lib /sw/lib
(as I installed boost with fink), and the BermudanSwaption example  
runs in:
real    1m21.559s
user    0m42.805s
sys     0m1.028s

Regards,
Roland