QuantLib managed/unmanaged leak?

[Alexandre Radicchi-2]

Hi,

I'm using QuantLib from F# through a custom managed interface (not SWIG) since a couple of months. All seemed to work until I used the Euribor class.

The stuff works like this. From a F# script I call some managed functions which are compiled using the /clr option in vs2008. These functions call some QuantLib objects (e.g. shared_ptr<IborIndex>, etc), execute some computations and return some outputs to the F# interpreter. What happens with a specific managed function that uses the QuantLib IborIndex class is that I get a bad memory error when closing the F# interpreter.

I temporarily solved my problems by using the .Net/SWIG version of QuantLib, but I'd like to continue using my custom interface.

Do you have some idea?

Thank you in advance,

Alex.

P.S. I'm still using the version 1.1 of ql.

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[Simon Shakeshaft]

Hi Alexandre,

I think this is related to CLI wrappers and local static variables usage in Quantlib - there's a post by myself and a follow up by Chris T-Adams earlier this month.

Cheers
Simon


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-----Original Message-----
From: Alexandre Radicchi <[hidden email]>
Date: Fri, 31 Aug 2012 13:23:02
To: <[hidden email]>
Subject: [Quantlib-users] QuantLib managed/unmanaged leak?

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