bug in europeanoption.cpp euroepanoption.hpp with Unix

[Xavier.Abulker]

Hello,
I already sent this problem and this is a fix proposal:
The problem:

On Unix the example EuropeanOption gives the wrong result

Method          Value   EstimatedError  Discrepancy     Rel. Discr.
Black Scholes   3.2422  0.0000          0.000000        0.000000
Call-Put parity 3.2422  N/A             0       0.000000

It comes from the fact that in europeanoption.hpp" the following const
static member is declared:
static const Math::CumulativeNormalDistribution f_ but This variable "f_"
is never explicitly initialized.

To fix this problem we changed the following:

In europeanoption.cpp
we remove the row

 //   const Math::CumulativeNormalDistribution EuropeanOption::f_;

in europeanoption.hpp we add

#ifdef quantlib_global_define
     const Math::CumulativeNormalDistribution EuropeanOption::f_ =
Math::CumulativeNormalDistribution();
#endif

in EuropeanOption.cpp we add:

#define quantlib_global_define

this gives the correct result under Unix with gcc and c++ sun compiler.

Could you please integrate this fix in Quantlib?
Thanks


(See attached file: europeanoption.hpp)(See attached file:
europeanoption.cpp.ql)(See attached file: europeanoption.cpp)


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