[Quantlib-dev] QuantLib:0.3.12 bug and polishes

[Eugene S. <sh...@tb...>]

Hello All!

1. [Bug] I've got the error like "Tamas R Sashalmi"=20

Testing analytic Heston engine against Black formula...
quantlib/0.3.12/src/test-suite/hestonmodel.cpp(296): fatal error in =
"HestonModelTest::testAnalyticVsBlack": failed to reproduce Black price
calculated: 0.80067
expected: 0.80067
error: 1.071473e-007

It was on Windows only, it is ok on my 64-bit Linux.
I use: AMD Athlon(tm) 64 X2 Dual=20
         with: Microsoft Windows XP Pro (v.2002) SP2
          and: Visual Studio 2005

2. I use some extra compiler's options: -std=3Dgnu99 -pedantic -Wall =
-ansi
    So I get many errors during compilation:

2.1. C++ style comment in C sources.
      In files ql/RandomNumbers/primitivepolynomials.[ch]
      there are "// ... " comments used instead of "/* ... */".

2.2. Non ASCII symbols
      Also in files ql/RandomNumbers/primitivepolynomials.[ch]
      I've got many errors like this:
         error: stray '\169' in program
      It is because there are name in comment with strange symbol:
        "Monte Carlo Methods in Finance" by Peter J?kel

Thanks!

Sincerely yours,
Eugene Shevkoplyas

Trading Bricks
     =20
     =20