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From: Kim K. T. <kue...@vo...> - 2009-10-02 19:28:39
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Hi all, to use the market model in QLXL one needs the function qlAccountingEngineMultiplePathValues to start the simulation. Unfortunately this function is not created in QLXL. ( or this function is commented out in project qlgensrc , file accountingengines.xml) The reason is that the declaration of the function AccountingEngine::multiplePathValues has been changed and this causes some violation in QLXL 0.9.7. Is this already fixed in the next QLXL? If not how can i submit a patch? It is not difficult to fix this. One needs only to modify the three files accountingengine.h/cpp and upperboundengine.cpp in QuantLib and the file accountingengine.xml in qlgensrc. Best regards, Kim |