Monte Carlo with InterestRate Modelling...

[Toyin Akin-3]

Hi,

 

You guys now have analytical and tree pricers with the use of your new InterestRateModelling

framework. Do you guys tend to integrate this with your MonteCarlo framework too?

Please say yes!!

 

By the way, your stuff does not complie against VC++7. Looks like Microsoft have changed all the

template logic again... Have fun.

 

Toy.

 

 

[Toyin Akin-3]

Hi,

 

I have no idea as I'm purely a microsoft developer.

However because QuantLib uses STL heavily, I would suspect that any version

of borland which is ANSI compliant and has full support for STL

(I don't think this includes rougewaves version) should work.

 

But this is probably a question for the QuantLib boys...

 

Toy.

 

----- Original Message -----

From: [hidden email]

To: [hidden email]

Sent: Monday, March 11, 2002 7:29 PM

Subject: RE: [Quantlib-users] Monte Carlo with InterestRate Modelling...

Can someone tell me what is the oldest (if any) borland C++ that

quantlib will compile and run on.

thanks

grs

-----Original Message-----
From: [hidden email] [mailto:[hidden email]]On Behalf Of Toyin Akin
Sent: Monday, March 11, 2002 1:15 PM
To: [hidden email]
Subject: [Quantlib-users] Monte Carlo with InterestRate Modelling...

Hi,

 

You guys now have analytical and tree pricers with the use of your new InterestRateModelling

framework. Do you guys tend to integrate this with your MonteCarlo framework too?

Please say yes!!

 

By the way, your stuff does not complie against VC++7. Looks like Microsoft have changed all the

template logic again... Have fun.

 

Toy.

 

 

... [show rest of quote]

... [show rest of quote]

[Luigi Ballabio-4]

>----- Original Message -----
>From: <mailto:[hidden email]>George Smith
>To: <mailto:[hidden email]>Toyin Akin
>Sent: Monday, March 11, 2002 7:29 PM
>Subject: RE: [Quantlib-users] Monte Carlo with InterestRate Modelling...
>
>Can someone tell me what is the oldest (if any) borland C++ that
>quantlib will compile and run on.
>thanks
>grs

George,
         I'm routinely using QuantLib with the free Borland command-line
compiler version 5.5.1. I'm afraid I don't know whether it compiles with
older ones. But as Toyin pointed out, a certain level of compliance with
the standard is required. Then again, maybe not that much, since Visual C++
6 compiles :)

Bye,
         Luigi

[Luigi Ballabio-4]

At 07:14 PM 3/11/02 +0000, Toyin Akin wrote:
>You guys now have analytical and tree pricers with the use of your new
>InterestRateModelling
>framework. Do you guys tend to integrate this with your MonteCarlo
>framework too?
>Please say yes!!

Let's say "eventually".

>By the way, your stuff does not complie against VC++7. Looks like
>Microsoft have changed all the
>template logic again... Have fun.

Can you provide the list of errors/warnings? You can send it to me directly
so that we don't pollute the list.

I'm not that worried, though. I hope they just made their compiler more
compliant, not less, so that it should be enough to change a few macros we
had to introduce to work around VC6 lack of compliance.

Bye,
         Luigi