Re: Additional result as an array

Posted by Lapin on
URL: http://quantlib.414.s1.nabble.com/Additional-result-as-an-array-tp8666p8670.html

I doubled check and indeed it can contain arrays.
But if you use the qlInstrumentResults function, you get the following error message:

qlInstrumentResults - boost::bad_any_cast: failed conversion using boost::any_cast

I don't know if I do something wrong but I would like to dump my greeks in excel when needed and it was sounding the natural way.

Tx

Dimathematician wrote

Luigi Ballabio schrieb:
> On Oct 21, 2009, at 6:31 PM, Yomi wrote:
>  
>> Here is what I am trying to do:
>> I have a PDE engine that I am happy with but I would like to see the  
>> delta
>> on the full grid (to see the behavior at the barrier).
>> As of today the additionalResults_ should be a single value due to the
>> boost::any type.
>>    
>
> As far as I know, boost::any can contain any type including arrays. Am  
> I wrong?
>
> Luigi
>
>
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Yes it can include arrays, or any-thing


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