Re: Adding a payoff function

Posted by Luigi Ballabio-2 on
URL: http://quantlib.414.s1.nabble.com/Adding-a-payoff-function-tp2939p2946.html

On 2004.05.19 10:19, Nicolas Magnette wrote:
> I need to add a very special payoff function for an
> exotic index option. I simply added it in
> Instruments\payoff.hpp, but am unable to compile files
> which use it. I always get a undefined reference to
> vtable for Quantlib::Mypayoff. I tried to recompile
> the whole library with my modified payoffs.hpp, but
> this did not help. Does anyone have an idea how I
> could make this work?

Nicolas,
        can you show the code of the payoff class you added? Of course  
you can hide the actual math if that is proprietary. But I'd like to  
see the signature of the class.

Later,
        Luigi