qlYieldTSZeroRate on Cpp

[Son, Dr. Jung-Bae (IDS GmbH)]



Hello,

 

Has anyone tried to "unlock" qlYieldTSZeroRate for Cpp on QuantLib 1.1? I uncommented  <!--SupportedPlatform name='Cpp'/--> but receive compiling errors from gensrc:

 

2>>
2>> gensrc has encountered a fatal error.
2>>
2>> >>>>>>>>>> BEGIN STACK TRACE >>>>>>>>>>
2>>
2>>   File "c:\QuantLib-1_1\gensrc\gensrc.py", line 125, in <module>
2>>     addinList.generate()
2>>   File "c:\QuantLib-1_1\gensrc\gensrc\addins\addinlist.py", line 74, in generate
2>>     self.generateCode()
2>>   File "c:\QuantLib-1_1\gensrc\gensrc\addins\addinlist.py", line 83, in generateCode
2>>     addin.generate(self.categoryList_, self.enumerationList_)
2>>   File "c:\QuantLib-1_1\gensrc\gensrc\addins\cpp.py", line 55, in generate
2>>     self.generateFunctions()
2>>   File "c:\QuantLib-1_1\gensrc\gensrc\addins\cpp.py", line 71, in generateFunctions
2>>     bufferCpp += self.generateFunction(func)
2>>   File "c:\QuantLib-1_1\gensrc\gensrc\addins\cpp.py", line 92, in generateFunction
2>>     'functionBody' : func.generateBody(self),
2>>   File "c:\QuantLib-1_1\gensrc\gensrc\functions\member.py", line 43, in generateBody
2>>     return self.behavior_.generateBody(addin)
2>>   File "c:\QuantLib-1_1\gensrc\gensrc\functions\behaviorloop.py", line 50, in generateBody
2>>     'inputParam' : addin.loopName(self.loopParamRef_),
2>>   File "c:\QuantLib-1_1\gensrc\gensrc\addins\cpp.py", line 110, in loopName
2>>     if param.type() == common.STRING:
2>>
2>> <<<<<<<<<<  END STACK TRACE  <<<<<<<<<<
2>>
2>> gensrc error:
2>> 'Parameter' object has no attribute 'type'
2>>
2>> NMAKE : fatal error U1077: '..\..\gensrc\gensrc.py' : return code '0x1'

 

Cheers,

Jung-Bae

 

 

Dr. Jung-Bae Son
Market Data Development

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