Displaying 1 result from an estimated 1 matches for "exoticoptions".
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fexoticoptions
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 asian.cp...