Posted by
Xavier.Abulker on
URL: http://quantlib.414.s1.nabble.com/Adding-a-payoff-function-tp2939p2954.html
Have you changed the quantlib.hpp file to include your payoff.hpp?
Xavier
Nicolas Magnette
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[hidden email] Subject: [Quantlib-users] Adding a payoff function
eforge.net
19/05/2004 10:19
Please respond to nmagnett
Hi,
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?
Thanks,
Nicolas Magnette
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