Displaying 1 result from an estimated 1 matches for "mcsimulation".
2011 Jan 23
0
Error for compiling Rquantlib package 0.3.5 under Window 7 64bits
...dragon.net/). I
have successfully compiled boost 1.45 and Quantlib 1.0.1 with this gcc.
And then when I tried to compile Rquantlib 0.3.5, it reports some error.
The first error is like below. Please see the attachment for part of the
errors compiler generated.
C:\Lib\QuantLib/ql/pricingengines/mcsimulation.hpp: In member function 'void
QuantLib::McSimulation<MC, RNG, S>::calculate(QuantLib::Real,
QuantLib::Size, QuantLib::Size) const':
C:\Lib\QuantLib/ql/pricingengines/mcsimulation.hpp:163:9: error: no match
for 'operator!=' in 'requiredSamples != QuantLib::Null<long long...