Re: [Quantlib-dev] Bates Engine for American Options

[David B. <db...@ic...>]

Hey - More progress.  Any reason that getCalibrationError would throw the
following upon compile:
"getCalibrationError": identifier not found


Where is this located?  Here's the code from Klaus's DAX example:

Real calculated = std::fabs(getCalibrationError(options));
if (std::fabs(calculated - expectedValues[i]) > tolerance)
BOOST_ERROR("failed to calculated prices for derived Bates models"
    << "\n    calculated: " << calculated
    << "\n    expected:   " << expectedValues[i]);



Best,
DB

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