Usage for StochProcess

Posted by Krupakar Manukonda on
URL: http://quantlib.414.s1.nabble.com/Usage-for-StochProcess-tp8608.html

Hi,

 

I am relatively new for Quantlib/Boost .

 

To start with, I am trying to test EuropeanOption by creating a new project.

 

Is there any wrong with the declaration of stochProcess?

 

Could someone please help me with this?

 

Regards,

Krupakar

 

boost::shared_ptr<GeneralizedBlackScholesProcess> stochProcess(

new BlackScholesMertonProcess(Handle<SimpleQuote>(spot),

Handle<YieldTermStructure>(qTS),

Handle<YieldTermStructure>(rTS),

Handle<BlackVolTermStructure>(vol)));

 

I get the following error:

error C2440: '<function-style-cast>' : cannot convert from 'boost::shared_ptr<T>' to 'QuantLib::Handle<T>'

1> with

1> [

1> T=QuantLib::SimpleQuote

1> ]

1> and

1> [

1> T=QuantLib::BlackVolTermStructure

1> ]

1> No constructor could take the source type, or constructor overload resolution was ambiguous

 

 

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