Re: Monte Carlo with InterestRate Modelling...

Posted by Toyin Akin-3 on Mar 11, 2002; 11:52am
URL: http://quantlib.414.s1.nabble.com/Monte-Carlo-with-InterestRate-Modelling-tp1885p1887.html

Hi,

 

I have no idea as I'm purely a microsoft developer.

However because QuantLib uses STL heavily, I would suspect that any version

of borland which is ANSI compliant and has full support for STL

(I don't think this includes rougewaves version) should work.

 

But this is probably a question for the QuantLib boys...

 

Toy.

 

----- Original Message -----

From: [hidden email]

To: [hidden email]

Sent: Monday, March 11, 2002 7:29 PM

Subject: RE: [Quantlib-users] Monte Carlo with InterestRate Modelling...

Can someone tell me what is the oldest (if any) borland C++ that

quantlib will compile and run on.

thanks

grs

-----Original Message-----
From: [hidden email] [mailto:[hidden email]]On Behalf Of Toyin Akin
Sent: Monday, March 11, 2002 1:15 PM
To: [hidden email]
Subject: [Quantlib-users] Monte Carlo with InterestRate Modelling...

Hi,

 

You guys now have analytical and tree pricers with the use of your new InterestRateModelling

framework. Do you guys tend to integrate this with your MonteCarlo framework too?

Please say yes!!

 

By the way, your stuff does not complie against VC++7. Looks like Microsoft have changed all the

template logic again... Have fun.

 

Toy.