Problem compiling with Dev-C++

[Behcet Emre Tezel]

Hi,

I have just downloaded the source code of quantlib 0.3.8. I am trying
to compile the project with the latest Dev-C++.

I am getting the following error:

Could not create makefile: "D:\Dev\Quantlib-0.3.8\Makefile.win"

Help greatly appreciated.

-Emre

[Luigi Ballabio]

On 03/20/05 19:21:43, Behcet Emre Tezel wrote:
> Hi,
>
> I have just downloaded the source code of quantlib 0.3.8. I am trying
> to compile the project with the latest Dev-C++.
>
> I am getting the following error:
>
> Could not create makefile: "D:\Dev\Quantlib-0.3.8\Makefile.win"

Hi,
        the Dev-C++ message is misleading. I had the same error, and after  
trying a number of things, I found an incantation that seems to work:
- close Dev-C++;
- inside the QuantLib directory, create a subdirectory "build" and a
  sub-subdirectory "build\mingw";
- try again.

Please let me know if this works, so that I can add it to the docs.

Thanks,
        Luigi


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

standards, n.:
        The principles we use to reject other people's code.

[Behcet Emre Tezel]

This works. Thank you very much. Sorry for the delay.

-Emre


On Mon, 21 Mar 2005 09:40:21 +0000, Luigi Ballabio
<[hidden email]> wrote:

>
> On 03/20/05 19:21:43, Behcet Emre Tezel wrote:
> > Hi,
> >
> > I have just downloaded the source code of quantlib 0.3.8. I am trying
> > to compile the project with the latest Dev-C++.
> >
> > I am getting the following error:
> >
> > Could not create makefile: "D:\Dev\Quantlib-0.3.8\Makefile.win"
>
> Hi,
>         the Dev-C++ message is misleading. I had the same error, and after
> trying a number of things, I found an incantation that seems to work:
> - close Dev-C++;
> - inside the QuantLib directory, create a subdirectory "build" and a
>   sub-subdirectory "build\mingw";
> - try again.
>
> Please let me know if this works, so that I can add it to the docs.
>
> Thanks,
>         Luigi
>
> ----------------------------------------
>
> standards, n.:
>         The principles we use to reject other people's code.
>
>

[Lars Schouw]

What are you trying to do?
Do you run the BermudanSwaption pricing sample code? It works there.

Regards
Lars Schouw



Hi, group;

I got some strange issue with the Hull-White analytic formulae calibration with simplex method on swaption volatility.

I finished one year calibration except on the day "2005-03-01", and here is error message:
In function `QuantLib::Real QuantLib::Solver1D<Impl>::solve(const F&, QuantLib::Real, QuantLib::Real, QuantLib::Real, QuantLib::Real) const [with F = QuantLib::JamshidianSwaptionEngine::rStarFinder, Impl = QuantLib::Brent]':
root not bracketed: f[-10,10] -> [8.054229e-05,8.054229e-05]

Could someone tell what is the problem?

Thanks.

Guowen

---

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