[Quantlib-dev] [ quantlib-Patches-2873094 ] sec. try: LMM in QuantLibXL 0.9.7

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Patches item #2873094, was opened at 2009-10-05 19:32
Message generated for change (Tracker Item Submitted) made by nobody
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: sec. try: LMM in QuantLibXL 0.9.7 

Initial Comment:


This patch is created for changing the declaration of the function

void AccountingEngine::multiplePathValues(SequenceStatisticsInc & stats,
Size numberOfPaths);

to

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

This is needed to port this function to QuantLibXL.


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