Examples compile but don't run correctly
Posted by Brian Clarkson on
URL: http://quantlib.414.s1.nabble.com/Examples-compile-but-don-t-run-correctly-tp3866.html
Hello,
I though I successfully installed quantlib-0.3.9 but when I compiled
the examples (using 'make examples'), they don't run correctly. Here is
what happens when I run the EuropeanOption example:
---------
~/downloads/QuantLib-0.3.9/Examples/EuropeanOption$ ./EuropeanOption
Using 0.3.9
option type = call
Time to maturity = 1
Underlying price = 7
Strike = 8
Risk-free interest rate = 5.000000 %
Dividend yield = 5.000000 %
Volatility = 10.000000 %
Method Value EstimatedError Discrepancy Rel.
Discr.
Black-Scholes 0 N/A 0 nan
Integral 0 N/A 0 nan
Binomial (JR) 0 N/A 0 nan
Binomial (CRR) 0 N/A 0 nan
Additive (EQP) 0 N/A 0 nan
Bin. Trigeorgis 0 N/A 0 nan
Binomial Tian 0 N/A 0 nan
Binomial LR 0 N/A 0 nan
Finite Diff. 0 N/A 0 nan
In function `Real QuantLib::Instrument::errorEstimate() const':
error estimate not provided
--------
Notice that all the values (even Black-Scholes) are all zero and then
it barfs on the call to errorEstimate for the option. What's going on?
My environment is:
MacOSX 10.3
fink boost1.31
quantlib-0.3.9
-brian