Dear all,
I've solved both the problems installing the
0.3.11 version of QuantLib
all the best,
davide
On Thu, 2006-03-23 at 13:27 -0500, davide ricci wrote:
> Dear all,
> I'm trying to write from scratch a simple Monte Carlo program to
> evaluate an EuropeanOption. I'm experiencing a couple of problems :
>
> a)
> Option::Type type(Option::Call);
> std::cout << "option type = " << type << endl;
>
> I always obtain 0 for the type variable.
>
> b) std::cout << "Risk-free interest rate = " << io::rate(riskFreeRate)
> << std::endl;
>
> I obtain the following error :
> "programmi/finance/test1/src/test1.cpp:60: error: `io' undeclared (first
> use this function)
> programmi/finance/test1/src/test1.cpp:60: error: (Each undeclared
> identifier is reported only once for each function it appears in.)
> programmi/finance/test1/src/test1.cpp:60: error: parse error before `::'
> token
> /programmi/finance/test1/src/test1.cpp:67: error: parse error before
> `::' token
> "
> I suppose I'm forgetting some includes...but which ones ?
>
> All the best,
>
> davide
>
Locked
