Re: Exception running EuropeanOption example (maybe boost problem?)

Posted by Bojan Nikolic on
URL: http://quantlib.414.s1.nabble.com/Exception-running-EuropeanOption-example-maybe-boost-problem-tp7357p7358.html



This does look like to be a bug in boost on your platform/compiler
combination. The std::transform takes a copy of the function (i.e.,
fourth) argument and boost seems to trip up when it is time to destroy
it.

I would try expanding out the transform code in the leastsquares
code. Something as simple as below should do I think as a first check.

Best,
Bojan

--- a/ql/math/linearleastsquaresregression.hpp
+++ b/ql/math/linearleastsquaresregression.hpp
@@ -106,7 +106,11 @@
 
         Matrix A(n, m);
         for (i=0; i<m; ++i)
-            std::transform(x.begin(), x.end(), A.column_begin(i), v[i]);
+            for(size_t j=0; j<x.size(); ++j)
+            {
+                A[j][i]=v[i](x[j]);
+            }
+
 
         const SVD svd(A);
         const Matrix& V = svd.V();


--
Bojan Nikolic          ||          http://www.bnikolic.co.uk

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