interpolation error

Posted by Grison PG Pierre (External DEXIA-US) on
URL: http://quantlib.414.s1.nabble.com/interpolation-error-tp15864.html

Hello,

 

Does anyone have an idea why the following code line

 

optionInterpolator_= LinearInterpolation(optionTimes_.begin(),                                                                                         optionTimes_.end(),

                           optionDatesAsReal_.begin());

 

where optionInterpolator_ is declared as

 

LinearInterpolation optionInterpolator_;

 

And inputs are declared as

 

                     mutable std::vector<Date> optionDates_;

                     mutable std::vector<Time> optionTimes_;

 

 

 

triggers the compile error

 

'QuantLib::LinearInterpolation' : no appropriate default constructor available

 

Thanks,

 

Pierre

 

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