Error C1004 while trying to add a pricing engine SOLVED
Posted by Lapin on
URL: http://quantlib.414.s1.nabble.com/Error-C1004-while-trying-to-add-a-pricing-engine-SOLVED-tp1246.html
Hi,
I am trying to add a pricing engine to quantlib 0.8.1.
I am adding a very simple class to the pricing engine directory, but I get an C1004 (end of file found).
I have checked and double checked my brackets count and it seems fine.
Can someone give me a hint since I have no idea how to solve this one.
Precision: I am using Visual Studio Express 2005.
The hpp and cpp files are included below.
Thanks a lot
Hpp file
#ifndef quantlib_heston_barrier_adi_engine_hpp
#define quantlib_heston_barrier_adi_engine_hpp
#include <ql/instruments/barrieroption.hpp>
namespace QuantLib {
//Pricing of a barrier option using ADI splitting scheme (Craig Schneyd)
class HestonADIEngine : public BarrierOption::engine {
public:
void calculate() const;
};
}
#endif
Cpp file
#include <ql/processes/hestonprocess.hpp>
#include <ql/pricingengines/barrier/hestonbarrieradi.hpp>
namespace QuantLib {
void HestonADIEngine::calculate() const {
}
}
NB: Restarting from scratch has solved the issue