Feature Requests item #2873091, was opened at 2009-10-05 19:20
Message generated for change (Tracker Item Submitted) made by nobody
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=2873091&group_id=12740Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: LMM in QuantLibXL 0.9.7
Initial Comment:
To use the market model in QLXL one needs the function
qlAccountingEngineMultiplePathValues to start the simulation.
Unfortunately this function is not created in QLXL. ( or this function
is commented out in project qlgensrc , file accountingengines.xml)
The reason is that the declaration of the function
AccountingEngine::multiplePathValues has been changed and this causes
some violation in QLXL 0.9.7.
To overcome this limit it is needed to change the declaration from
void AccountingEngine::multiplePathValues(SequenceStatisticsInc & stats,
Size numberOfPaths);
to
void AccountingEngine::multiplePathValues(boost::shared_ptr<SequenceStatisticsInc> & stats,
Size numberOfPaths);
----------------------------------------------------------------------
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=2873091&group_id=12740------------------------------------------------------------------------------
Come build with us! The BlackBerry® Developer Conference in SF, CA
is the only developer event you need to attend this year. Jumpstart your
developing skills, take BlackBerry mobile applications to market and stay
ahead of the curve. Join us from November 9-12, 2009. Register now!
http://p.sf.net/sfu/devconf_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev
Locked
