Hi,
When I try to compile the current head on master branch on Linux with gcc 6.3.1 20161221, I get this error:
../../ql/cashflows/lineartsrpricer.hpp:66:47: error: ‘constexpr’ needed for in-class initialization of static data member ‘const Real QuantLib::LinearTsrPricer::defaultUpperBound’ of non-integral type [-fpermissive]
defaultUpperBound = 2.0000;
The same for the lower bound.
I suspect it's some kind of C++11 issue. Should I change my compiler or change something the 'const' to 'constexpr' in the .hpp file?
thanks,
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