Building configurations have to be changed with boost 1.31

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Building configurations have to be changed with boost 1.31

Zhou Wu-2

 Hello,

    After  changing two places for the names of boost
libraries, I have successfully compiled the current
cvs code (June 20, 2004).  For linking, one place uses
-lboost_regex, but boost_regex has been changed to
boost_regex_gcc (the gcc part must depend on the
compiler  used) in boost 1.31. The other is
-lboost_unit_test_framework-gcc.

   In order to cope with the changes in boost 1.31, I
guess some work has to be done.

   Zhou


       
               
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G2 sample code

Lars Schouw

Does anyone have some sample code showing the G2 functionality?

I tried to have a look in the testsuite there was no test for G2.

Regards

Lars Schouw


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Re: Building configurations have to be changed with boost 1.31

Luigi Ballabio-2
In reply to this post by Zhou Wu-2
On 2004.06.21 09:52, Zhou Wu wrote:

>     After  changing two places for the names of boost
> libraries, I have successfully compiled the current
> cvs code (June 20, 2004).  For linking, one place uses
> -lboost_regex, but boost_regex has been changed to
> boost_regex_gcc (the gcc part must depend on the
> compiler  used) in boost 1.31. The other is
> -lboost_unit_test_framework-gcc.
>
>    In order to cope with the changes in boost 1.31, I
> guess some work has to be done.

Hi,
        thanks for the report. I've added the necessary changes.

Later,
        Luigi


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Re: G2 sample code

Luigi Ballabio-2
In reply to this post by Lars Schouw
On 2004.06.22 11:46, Lars Schouw wrote:
> Does anyone have some sample code showing the G2 functionality?
>
> I tried to have a look in the testsuite there was no test for G2.

Hi,
        next release (out shortly) will use G2 in one of the examples,  
namely, BermudanSwaption.

Later,
        Luigi


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Re: G2 sample code

mike.parkerql
And I'm trying to get the info. together that will show the same calibration
as shown in Brigo and Mercurio's book (I need the euro yield curve at feb 13.
2001 at 5pm). To be used in the test suite perhaps.
I've gotten in touch with Brigo, but he has sent me onto Mercurio. This may
take a little time since they seem to be very busy people. I will keep you
posted anyway.

Mike.

Quoting Luigi Ballabio <[hidden email]>:

> On 2004.06.22 11:46, Lars Schouw wrote:
> > Does anyone have some sample code showing the G2 functionality?
> >
> > I tried to have a look in the testsuite there was no test for G2.
>
> Hi,
> next release (out shortly) will use G2 in one of the examples,  
> namely, BermudanSwaption.
>
> Later,
> Luigi
>
>
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