search for: exoticopt

Displaying 1 result from an estimated 1 matches for "exoticopt".

2011 Jan 23
0
Error for compiling Rquantlib package 0.3.5 under Window 7 64bits
...cygwin-ug-net/using.html#using-pathnames x86_64-w64-mingw32-g++ -I"C:/PROGRA~1/R/R-212~1.1/include" -I"C:/PROGRA~1/R/R-212~1.1/library/Rcpp/include" -I"C:\Li b\QuantLib" -I. -O2 -Wall -c asian.cpp -o asian.o In file included from C:\Lib\QuantLib/ql/experimental/exoticoptions/mceverestengine.hpp:28:0, from C:\Lib\QuantLib/ql/experimental/exoticoptions/all.hpp:6, from C:\Lib\QuantLib/ql/experimental/all.hpp:12, from C:\Lib\QuantLib/ql/quantlib.hpp:42, from ./rquantlib.h:27, from asia...