Re: GJR-GARCH option pricing engine

Posted by Yee Man Chan on Mar 28, 2008; 1:20am
URL: http://quantlib.414.s1.nabble.com/GJR-GARCH-option-pricing-engine-tp11799p11816.html

Attached files:
ql/models/equity/gjrgarchmodel.hpp
ql/models/equity/gjrgarchmodel.cpp
ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
ql/pricingengines/vanilla/analyticgjrgarchengine.cpp
ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp

Yee Man

--- Luigi Ballabio <[hidden email]> wrote:

> On Wed, 2008-03-26 at 17:44 -0700, Yee Man Chan
> wrote:
> > I finally get my code (including a simple test
> case
> > that is based on test-suite/hestonmodel.cpp) to
> > compile . I added a line to call my test case in
> > test-suite/quantlibtestsuite.cpp.
> >
> > I then ran test-suite/quantlib-test-suite. It gave
> me
> > one line of error but no print out from the
> > BOOST_MESSAGE calls I made. Where can I see the
> print
> > outs such that I can debug my code?
>
> You should set the environment variable
>
> BOOST_TEST_LOG_LEVEL=message
>
> If you run the tests with 'make check', it is done
> for you.
>
> Luigi
>
>
> --
>
> Hofstadter's Law:
> It always takes longer than you expect, even when
> you take
> Hofstadter's Law into account.
>
>
>

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