C++/CLI problems

Posted by Nathan Abbott on
URL: http://quantlib.414.s1.nabble.com/C-CLI-problems-tp1583.html

I am writing a QuantLib app with a C# winforms front end. I have managed to compile both boost and QuantLib with the /clr flag. With this version of QuantLib, I have create a .Net assembly with C++/CLI. It works fine except it is a little slow. In the book Expert C++/CLI, it says that in order to get the best performance you should compile native C++ objects without the clr flag. Therefore, I recompile both Boost and QuantLib without the clr flag and recompile the .Net assembly with the new version of QuantLib. The QuantLib part of the assembly runs twice as fast  Unfortunately, I am getting weird results. The same problem I am getting with the .Net assembly can be reproduce, if you compile the swap example of QuantLib with the clr flag. If you do that the swap example will give the error " Missing Euribor6M Actual/360 fixing for September 20th, 2004" when it runs. Does anybody know how to get QuantLib working with C++/CLI?

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