LMM in QuantLibXL 0.9.7

[Kim Kuen Tang]

Hi all,

to use the market model in QLXL one needs the function
qlAccountingEngineMultiplePathValues to start the simulation.
Unfortunately this function is not created in QLXL. ( or this function
is commented out in project qlgensrc , file accountingengines.xml)

The reason is that the declaration of the function
AccountingEngine::multiplePathValues has been changed and this causes
some violation in QLXL 0.9.7.

Is this already fixed in the next QLXL?
If not how can i submit a patch?
It is not difficult to fix this. One needs only to modify the three
files accountingengine.h/cpp and upperboundengine.cpp in QuantLib and
the file accountingengine.xml in qlgensrc.

Best regards,
Kim

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[Luigi Ballabio]

On Fri, 2009-10-02 at 21:28 +0200, Kim Kuen Tang wrote:
> Is this already fixed in the next QLXL?
> If not how can i submit a patch?

I don't know if it's fixed (Nando?)
If it's not, you can either use the patch tracker on Sourceforge
(<https://sourceforge.net/tracker/?group_id=12740&atid=312740>) or post
the patch on this list. In either case, context diffs (-C 3) are
preferred.

Luigi


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[Kim Kuen Tang]

Hi Luigi,

one feature request and three patches were created. The first two of the
patches were not successful, so you can delete it.

Best regards,
Kim

Luigi Ballabio schrieb:

> On Fri, 2009-10-02 at 21:28 +0200, Kim Kuen Tang wrote:
>  
>> Is this already fixed in the next QLXL?
>> If not how can i submit a patch?
>>    
>
> I don't know if it's fixed (Nando?)
> If it's not, you can either use the patch tracker on Sourceforge
> (<https://sourceforge.net/tracker/?group_id=12740&atid=312740>) or post
> the patch on this list. In either case, context diffs (-C 3) are
> preferred.
>
> Luigi
>
>
>  

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