[Quantlib-dev] [ quantlib-Patches-2873099 ] LMM in QuantLibXL 0.9.7

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Patches item #2873099, was opened at 2009-10-05 21:39
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Kim Tang (kimtang)
Assigned to: Nobody/Anonymous (nobody)
Summary: 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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>Comment By: Luigi Ballabio (lballabio)
Date: 2010-03-17 12:13

Message:
I'd prefer to have a solution on the QuantLib XL side, rather than
modifying the library interface to match it.
What's the problem with the current signature?

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