[Quantlib-dev] [ quantlib-Feature Requests-2873091 ] LMM in QuantLibXL 0.9.7

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Feature Requests item #2873091, was opened at 2009-10-05 19:20
Message generated for change (Tracker Item Submitted) made by nobody
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Category: None
Group: None
Status: Open
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: LMM in QuantLibXL 0.9.7

Initial Comment:
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.

To overcome this limit it is needed to change the declaration from 
void AccountingEngine::multiplePathValues(SequenceStatisticsInc & stats,
                                Size numberOfPaths);

to

void AccountingEngine::multiplePathValues(boost::shared_ptr<SequenceStatisticsInc> & stats,
                                Size numberOfPaths);



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You can respond by visiting: 
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