complete source code for QuantLib introduction, part I

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complete source code for QuantLib introduction, part I

Mike Jake
Reference: http://quantlib.org/slides/dima-ql-intro-1.pdf

I have found that the code snippet in the tutorial is NOT complete.

For example,

1> I cannot find the definition for function
template <class T> boost::optional<T> getObject(const std::string& id, Error& err) on page 50

2> I cannot find the definition of variable rep_ on page 51.

Is there a place where I can download the full source code for this very good tutorial?

Thank you

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R: complete source code for QuantLib introduction, part I

Ballabio Gerardo-4

Page 3 of that tutorial reads:

“In the whole tutorial I assume that you have included the QuantLib header via

                #include <ql/quantlib.hpp>

in the code. I will not state this include command in the example code explicitly, so be sure that you have included the header everywhere. Also, I will use the QuantLib namespace to make the code more readable and compact. To reproduce the code, make sure to state

Using namespace QuantLib;

in the place where you are using the code.”

 

Have you done that?

 

Definition for function boost::optional is most likely in the Boost library, which is a dependency of QuantLib. Have you installed it?

 

Gerardo

 

 

Da: Mike Jake [mailto:[hidden email]]
Inviato: martedì 29 maggio 2012 21.10
A: [hidden email]
Oggetto: [Quantlib-users] complete source code for QuantLib introduction,part I

 

Reference: http://quantlib.org/slides/dima-ql-intro-1.pdf

I have found that the code snippet in the tutorial is NOT complete.

For example,

1> I cannot find the definition for function
template <class T> boost::optional<T> getObject(const std::string& id, Error& err) on page 50

2> I cannot find the definition of variable rep_ on page 51.

Is there a place where I can download the full source code for this very good tutorial?

Thank you




Banca Profilo S.p.A. Corso Italia, 49 - 20122 Milano - Tel. 02 58408.1, Fax 02 5831 6057 Capitale Sociale Euro 136.794.106,00 i.v. Iscrizione al Registro Imprese di Milano, C.F. e P.IVA 09108700155 - [hidden email] Iscritta all’Albo delle Banche e dei Gruppi bancari Aderente al Fondo Interbancario di Tutela dei depositi Aderente al Conciliatore Bancario Finanziario e all’Arbitro Bancario Finanziario Appartenente al Gruppo bancario Banca Profilo e soggetta all’attività di direzione e coordinamento di Arepo BP S.p.A. DISCLAIMER: The information transmitted may contain confidential and/or privileged material. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient is prohibited. If you received this in error, please contact the sender and delete the material from any computer.

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Re: complete source code for QuantLib introduction, part I

Mike Jake
I have read the tutorial page by page, so I do understand those requirements.

The function getObject on page 50 and the variable rep_ is illustrated in the example code that is not included the QuantLib distribution package. I assume the original author forgot to add those definition in the PPT.

Your answer is not related to my original question.

Thank you

1> I cannot find the definition for function
template <class T> boost::optional<T> getObject(const std::string& id, Error& err) on page 50

2> I cannot find the definition of variable rep_ on page 51.


On Wed, May 30, 2012 at 1:48 AM, Ballabio Gerardo <[hidden email]> wrote:

Page 3 of that tutorial reads:

“In the whole tutorial I assume that you have included the QuantLib header via

                #include <ql/quantlib.hpp>

in the code. I will not state this include command in the example code explicitly, so be sure that you have included the header everywhere. Also, I will use the QuantLib namespace to make the code more readable and compact. To reproduce the code, make sure to state

Using namespace QuantLib;

in the place where you are using the code.”

 

Have you done that?

 

Definition for function boost::optional is most likely in the Boost library, which is a dependency of QuantLib. Have you installed it?

 

Gerardo

 

 

Da: Mike Jake [mailto:[hidden email]]
Inviato: martedì 29 maggio 2012 21.10
A: [hidden email]
Oggetto: [Quantlib-users] complete source code for QuantLib introduction,part I

 

Reference: http://quantlib.org/slides/dima-ql-intro-1.pdf

I have found that the code snippet in the tutorial is NOT complete.

For example,

1> I cannot find the definition for function
template <class T> boost::optional<T> getObject(const std::string& id, Error& err) on page 50

2> I cannot find the definition of variable rep_ on page 51.

Is there a place where I can download the full source code for this very good tutorial?

Thank you




Banca Profilo S.p.A. Corso Italia, 49 - 20122 Milano - Tel. 02 58408.1, Fax 02 5831 6057 Capitale Sociale Euro 136.794.106,00 i.v. Iscrizione al Registro Imprese di Milano, C.F. e P.IVA 09108700155 - [hidden email] Iscritta all’Albo delle Banche e dei Gruppi bancari Aderente al Fondo Interbancario di Tutela dei depositi Aderente al Conciliatore Bancario Finanziario e all’Arbitro Bancario Finanziario Appartenente al Gruppo bancario Banca Profilo e soggetta all’attività di direzione e coordinamento di Arepo BP S.p.A. DISCLAIMER: The information transmitted may contain confidential and/or privileged material. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient is prohibited. If you received this in error, please contact the sender and delete the material from any computer.


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Re: complete source code for QuantLib introduction, part I

Luigi Ballabio
In reply to this post by Mike Jake
On Tue, May 29, 2012 at 9:10 PM, Mike Jake <[hidden email]> wrote:
> Reference: http://quantlib.org/slides/dima-ql-intro-1.pdf
>
> I have found that the code snippet in the tutorial is NOT complete.
>
> Is there a place where I can download the full source code for this very
> good tutorial?

I haven't tried it myself, so I'm not sure that everything is there.
However, the code Dimitri gave me is available at
<http://quantlib.org/docs.shtml> (it's the "code samples [ZIP]" link
below the links to Dimitri's PDFs).

Luigi

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Re: complete source code for QuantLib introduction, part I

Mike Jake
Thank you

On Wed, May 30, 2012 at 9:57 AM, Luigi Ballabio <[hidden email]> wrote:
On Tue, May 29, 2012 at 9:10 PM, Mike Jake <[hidden email]> wrote:
> Reference: http://quantlib.org/slides/dima-ql-intro-1.pdf
>
> I have found that the code snippet in the tutorial is NOT complete.
>
> Is there a place where I can download the full source code for this very
> good tutorial?

I haven't tried it myself, so I'm not sure that everything is there.
However, the code Dimitri gave me is available at
<http://quantlib.org/docs.shtml> (it's the "code samples [ZIP]" link
below the links to Dimitri's PDFs).

Luigi


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