Fwd: FW: SABR regression

Posted by Peter Caspers-4 on Nov 19, 2014; 9:33am
URL: http://quantlib.414.s1.nabble.com/Fwd-FW-SABR-regression-tp16042p16066.html

deleting the body, which grew over 50kb ...

---------- Forwarded message ----------
From: Peter Caspers <[hidden email]>
Date: 19 November 2014 10:36
Subject: Re: [Quantlib-dev] FW: SABR regression
To: Luigi Ballabio <[hidden email]>
Cc: "Ferdinando M. Ametrano" <[hidden email]>, "[hidden email]" <[hidden email]>, maddalena zanzi <[hidden email]>, QuantLib Mailing Lists <[hidden email]>

ah sorry, I am so bad at this. I guess it is only important, that std::size_t and long have the same size (actually both seem to be 4 bytes under VC10 whilst 8 under gcc, maybe this is in addtion dependent on whether -m64 is used ?). Replacing std::size_t by long in L329 should do the trick, I think ? I don't have VC9, so I can not try ...

Peter

 

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