Quantlib and Matlab 2012b (64bit) on Windows 7

[Stefan Schmidt]

Hi,

I am trying to use quantlib 1.2.1 with boost 1.44.0 to compile a mex file (eg simple BS pricing example) for use in Matlab 2012b. I am using VC9 SP1 to compile quantlib. It crashes when I set the pricing engine and I think the reason is that the heap gets corrupted beforehand as the engine_ object is not null but not 100% sure.

Has anybody got experience with this?

Thanks.

Stefan Schmidt
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[Luigi Ballabio]

Stefan,
    I can't say I have any experience with Matlab. However, can you post the code you're trying to compile? I might be able to make some guesses if the problem is the usage of the QuantLib classes.

Later,
    Luigi

On Jul 27, 2013 6:15 PM, "Stefan Schmidt" <[hidden email]> wrote:

Hi,

I am trying to use quantlib 1.2.1 with boost 1.44.0 to compile a mex file (eg simple BS pricing example) for use in Matlab 2012b. I am using VC9 SP1 to compile quantlib. It crashes when I set the pricing engine and I think the reason is that the heap gets corrupted beforehand as the engine_ object is not null but not 100% sure.

Has anybody got experience with this?

Thanks.

Stefan Schmidt
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