JumpDiffusionEngine

Posted by Markus Kopyciok on
URL: http://quantlib.414.s1.nabble.com/JumpDiffusionEngine-tp1441.html

Hi,

 

Does anybody know how to call the JumpDiffusionEngine constructor properly?

Because I am new to QuantLib I called the constructor as it is shown in the example EquityOption:

 

// Black-Scholes for European

        method = "Black-Scholes";

        europeanOption.setPricingEngine(boost::shared_ptr<PricingEngine>(

                                                 new AnalyticEuropeanEngine));

 

I modified the corresponding lines to:

 

// Jump-Diffusion

            method = "Jump-Diffusion";

            europeanOption.setPricingEngine(boost::shared_ptr<PricingEngine>(

                                                 new JumpDiffusionEngine));

 

After compiling the code the following error-message is displayed:

 

error C2512: 'QuantLib::JumpDiffusionEngine': There is no appropriate default-constructor available

 

How can I implement the JumpDiffusionEngine properly?

 

Thanks to all,

 

Markus

 

 

-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2005.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users