Posted by
Eric Ehlers-2 on
Sep 24, 2008; 10:16am
URL: http://quantlib.414.s1.nabble.com/Exposure-Issues-tp12286p12293.html
Hello,
On Tue, September 23, 2008 11:17, Rahul Gupta wrote:
>
> I've now been through this in detail, and here are my results. I assumed
that the Heston engine implementation broke QLA, whereas in fact, it is the
Heston process. I removed the engine (still broken), the model (still
broken), and the process (still broken) in that order.
>
> The strange thing was that even having removed all of my code, the same
error persisted. As such, I took a fresh code base, and implemented:
>
> 1a) Heston Process as definition in processes.*pp
> OR
> 1b) Heston Process as a totally separate class (hestonprocess.*pp)
>
> 1a - edited processes.xml, added QuantLib::YieldTermStructure to types.xml
(libraryClass)
> 1b - edited categories.xml, added hestonprocess.xml, added
> QuantLib::YieldTermStructure to types.xml (libraryClass)
>
> And then as per usual, generate files, add to project, compile.
Either approach seems sensible to me.
> The result of both approaches was the same:
>
> qlPricingEngine - Error retrieving Enumeration from Registry - the type
'class boost::shared_ptr<class QuantLib::PricingEngine> (__cdecl*)(class
boost::shared_ptr<class QuantLib::GeneralizedBlackScholesProcess> const &)'
is not available!
>
> Any ideas?
Based on the info you provide I can't see what would cause that error.
If you send me your code I'll have a look. I would suggest that you provide
the smallest possible example that would enable me to recreate the error,
ideally in the form of a patch which I could uncompress over the standard
0.9.6 build.
Regards,
Eric
-------------------------
Eric Ehlers
nazcatech sprl | Brussels |
http://www.nazcatech.beDistributed computing for pricing analytics - Use Microsoft Excel as a client
to the Grid
-------------------------------------------------------------------------
This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
Build the coolest Linux based applications with Moblin SDK & win great prizes
Grand prize is a trip for two to an Open Source event anywhere in the world
http://moblin-contest.org/redirect.php?banner_id=100&url=/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev