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From: Luigi B. <lui...@gm...> - 2006-04-18 15:54:01
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On 4/15/06, Tamas R Sashalmi <ta...@gm...> wrote:
> I've compiled the cvs version on 64bit linux. The first problem what I ha=
d
> was some missing hpp file (garch.hpp) in VolatilityModels.
This is now fixed.
> The second problem is the quantlib libraries will be
> installed in /usr/local/lib/ instead of /usr/local/lib64 (even if I used
> the ./configure x86_64-suse-linux --enable-libsuffix=3D64) I guess the
> configure does not know about "--enable-libsuffix=3D64".
I guess so. You can cause the libraries to be installed in the right
place by running
./configure --libdir=3D/usr/local/lib64
> Third was reported already on version 0.3.12 :Heston engine's tolerance
> set is a little high, my error was 7.889232e-08.
Ok, I'll make the test a bit more tolerant.
Thanks,
Luigi
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