Re: how to improve the speed of developing the source code?

Posted by Luigi Ballabio on Jan 13, 2012; 10:21am
URL: http://quantlib.414.s1.nabble.com/how-to-improve-the-speed-of-developing-the-source-code-tp13372p13374.html

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On Fri, Jan 13, 2012 at 11:04 AM, Laser Yuan <[hidden email]> wrote:
> It looks like I do need to modify the head file frequently. I'm in debug
> mode.
> My objective is to modify the LongstaffSchwartzPathPricer by using a
> different payoff function whose independent variables are underlying price,
> time to expiry, drift, diffusion instead of the strike price.
> I also want to test it with O-U stochastic process instead of GBM.

Still, modifying ql/methods/montecarlo/longstaffschwartzpathpricer.hpp
should only cause you to recompile a handful of files in the library,
a couple in the test suite, and the examples.  It shouldn't take this
much.  What files does your IDE recompile?

Luigi

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