QuantLib 0.9.0 released
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Ho, ho, ho! QuantLib is a cross-platform, free/open-source quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. Version 0.9.0 is coming to town and is available for download at <http://quantlib.org/download.shtml>. You better not cry and you better not pout, but please log any problems you have with this release in the SourceForge bug tracker at <http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying that you're using QuantLib 0.9.0. Merry Christmas, The QuantLib group ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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I have just run the tests in the testsuite program and have come across these errors. I compile QuantLib with Boost1.34.1 and Visual C++ 2005.
1>Testing consistency of piecewise-log-linear discount curve... 1>unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLogLinearDiscountConsistency": std::exception: negative time (- 0.00277778) given 1>Testing consistency of piecewise-linear discount curve... 1>unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLinearDiscountConsistency": std::exception: negative time (-0.00277778) given 1>Testing consistency of piecewise-log-linear zero-yield curve... 1>unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLogLinearZeroConsistency": std::exception: negative time (-0.00277778) given 1>Testing consistency of piecewise-linear zero-yield curve... 1>unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLinearZeroConsistency": std::exception: negative time (- 0.00277778) given 1>Testing consistency of piecewise-spline zero-yield curve... 1>unknown location(0): fatal error in "PiecewiseYieldCurveTest::testSplineZeroConsistency": std::exception: negative time (-0.00277778) given 1>Testing consistency of piecewise-linear forward-rate curve... 1>unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLinearForwardConsistency": std::exception: negative time (-0.00277778) given 1>Testing consistency of piecewise-flat forward-rate curve... 1>unknown location(0): fatal error in "PiecewiseYieldCurveTest::testFlatForwardConsistency": std::exception: negative time (- 0.00277778) given On Dec 24, 2007 2:06 AM, Luigi Ballabio <[hidden email]> wrote:
------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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In reply to this post by Luigi Ballabio
Merry Christmas! And thank you so much for the wonderful present! :)
I am particularly interested in the status of QuantLibXL. Would there be a new release for QuantLibXL, which is synchronized with QuantLib 0.9.0? I have checked out the latest QuantLibXL source from "R000900-branch" and built it successfully with Visual C++ 2005 Express and Boost 1.34.1. However the "options.xls" in "Workbooks/StandaloneExamples"does not seem to work (after installing the "QuantLibXL-vc80-mt-s-0_9_0.xll" in Excel Add-Ins) under MS Excel 2003. For example, the function "=qlPricingEngine("eur_example_engine", "AE")" returns "#NUM!" in the cell. By using "=ohRetrieveError()", it gives "qlPricingEngine - ObjectHandler error: attempt to retrieve object with unknown ID". Is there any suggestion to fix it? or do I have to wait for the next release of QuantLibXL? Thanks a lot! Cheers, Max On Dec 24, 2007 6:06 PM, Luigi Ballabio <[hidden email]> wrote:
------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: QuantLib 0.9.0 released
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On Dec 25, 2007 12:10 PM, Max <[hidden email]> wrote:
> I am particularly interested in the status of QuantLibXL. Would there be a > new release for QuantLibXL, which is synchronized with QuantLib 0.9.0? yes, it's expected next January > Is there any suggestion to fix it? or do I have to wait for the next release > of QuantLibXL? wait for next release. Merry Christmas everybody ciao -- Nando ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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