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Re: Managed Wrapper

Posted by John Maiden on Apr 04, 2011; 3:25am
URL: http://quantlib.414.s1.nabble.com/Managed-Wrapper-tp8470p8471.html

Actually, I'm getting the Bermudan and American code to link, but I'm getting
runtime errors. It happens when FDBermudanEngine/FDAmericanEngine get to their
base class, FDVanillaEngine. The base class tries to initiate the
TridiagonalOperator member with size = 0, which ends up copying an empty array.
This gets caught as an error when copy is called for a null array.


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