Re: Simple Code

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Simple-Code-tp4403p4415.html

On 1/24/06, L.Isella <[hidden email]> wrote:
> The code I am using is the following (taken from one of the previous emails):
>
> ...
>
> I then save it in a file (simple-option.cc) and compile & run it:
>
> lorenzo@mypc:~/Temp$ g++ -o simple simple-option.cc -lQuantLib
> lorenzo@mypc:~/Temp$ ./simple
> Black-Scholes value: 0

Hmm. Copying the code from your email and performing the same steps gives me:
lballabio:~$ ./simple
Black-Scholes value: 0.0823425

However, I'm using the current CVS version. What QuantLib version are
you using? I'll try to compile it and reproduce the problem, but it
will take some time.

Later,
    Luigi