Re: [Quantlib-dev] Exposure Issues

[Eric E. <eri...@na...>]

Hello,

On Tue, September 23, 2008 11:17, Rahul Gupta wrote:
>
> I've now been through this in detail, and here are my results.  I assumed
that the Heston engine implementation broke QLA, whereas in fact, it is the
Heston process.  I removed the engine (still broken), the model (still
broken), and the process (still broken) in that order.
>
> The strange thing was that even having removed all of my code, the same
error persisted.  As such, I took a fresh code base, and implemented:
>
> 1a) Heston Process as definition in processes.*pp
> OR
> 1b) Heston Process as a totally separate class (hestonprocess.*pp)
>
> 1a - edited processes.xml, added QuantLib::YieldTermStructure to types.xml
(libraryClass)
> 1b - edited categories.xml, added hestonprocess.xml, added
> QuantLib::YieldTermStructure to types.xml (libraryClass)
>
> And then as per usual, generate files, add to project, compile.

Either approach seems sensible to me.

> The result of both approaches was the same:
>
> qlPricingEngine - Error retrieving Enumeration from Registry - the type
'class boost::shared_ptr<class QuantLib::PricingEngine> (__cdecl*)(class
boost::shared_ptr<class QuantLib::GeneralizedBlackScholesProcess> const &)'
is not available!
>
> Any ideas?

Based on the info you provide I can't see what would cause that error.

If you send me your code I'll have a look.  I would suggest that you provide
the smallest possible example that would enable me to recreate the error,
ideally in the form of a patch which I could uncompress over the standard
0.9.6 build.

Regards,
Eric

-------------------------
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
Distributed computing for pricing analytics - Use Microsoft Excel as a client
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