stack overflow on simulations

[Oden, Kevin]

The hull white and black karasinski monte carlo simulations crash when
the default(120) simulations are increased.  The following error is
thrown in VC++ 6.0 micro soft compiler.

 

  Loaded 'ntdll.dll', no matching symbolic information found.

Loaded 'C:\WINDOWS\system32\kernel32.dll', no matching symbolic
information found.

First-chance exception in yieldcurve.exe: 0xC00000FD: Stack Overflow.

The program 'C:\Open
Source\QuantLib-0.3.14\Examples\yieldcurve\build\vc6\DebugST\yieldcurve.
exe' has exited with code 0 (0x0).

 

 

Any suggestions other that trying a new compiler?

 

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[Luigi Ballabio]

On Tue, 2007-01-30 at 21:00 -0500, Oden, Kevin wrote:
> The hull white and black karasinski monte carlo simulations crash when
> the default(120) simulations are increased.  The following error is
> thrown in VC++ 6.0 micro soft compiler.
>
> Any suggestions other that trying a new compiler?

Kevin,
        apologies for the delay. I haven't had the time to investigate the
problem---however, the suggestion I'm making is in fact to try a new
compiler; as announced in the 0.3.14 release notes, we're dropping
support for Visual C++ 6.0 starting from next release (due this month.)

Later,
        Luigi


----------------------------------------

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indirection.
-- Steven M. Bellovin



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