Menu
▾
▴
quantlib-dev
|
From: Kim K. T. <kue...@vo...> - 2009-10-02 19:28:39
|
Hi all, 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. Is this already fixed in the next QLXL? If not how can i submit a patch? It is not difficult to fix this. One needs only to modify the three files accountingengine.h/cpp and upperboundengine.cpp in QuantLib and the file accountingengine.xml in qlgensrc. Best regards, Kim |
|
From: Luigi B. <lui...@gm...> - 2009-10-05 10:19:39
|
On Fri, 2009-10-02 at 21:28 +0200, Kim Kuen Tang wrote: > Is this already fixed in the next QLXL? > If not how can i submit a patch? I don't know if it's fixed (Nando?) If it's not, you can either use the patch tracker on Sourceforge (<https://sourceforge.net/tracker/?group_id=12740&atid=312740>) or post the patch on this list. In either case, context diffs (-C 3) are preferred. Luigi -- There is no opinion so absurd that some philosopher will not express it. -- Marcus Tullius Cicero, "Ad familiares" |
|
From: Kim K. T. <kue...@vo...> - 2009-10-05 19:42:19
|
Hi Luigi, one feature request and three patches were created. The first two of the patches were not successful, so you can delete it. Best regards, Kim Luigi Ballabio schrieb: > On Fri, 2009-10-02 at 21:28 +0200, Kim Kuen Tang wrote: > >> Is this already fixed in the next QLXL? >> If not how can i submit a patch? >> > > I don't know if it's fixed (Nando?) > If it's not, you can either use the patch tracker on Sourceforge > (<https://sourceforge.net/tracker/?group_id=12740&atid=312740>) or post > the patch on this list. In either case, context diffs (-C 3) are > preferred. > > Luigi > > > |
|
From: SourceForge.net <no...@so...> - 2009-10-05 19:26:14
|
Patches item #2873093, was opened at 2009-10-05 19:26 Message generated for change (Tracker Item Submitted) made by nobody You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2873093&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None Status: Open Resolution: None Priority: 5 Private: No Submitted By: Nobody/Anonymous (nobody) 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. ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2873093&group_id=12740 |
|
From: SourceForge.net <no...@so...> - 2009-10-06 07:30:27
|
Patches item #2873093, was opened at 2009-10-05 21:26 Message generated for change (Settings changed) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2873093&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None >Status: Deleted >Resolution: Duplicate Priority: 5 Private: No Submitted By: Nobody/Anonymous (nobody) 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. ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2873093&group_id=12740 |
|
From: SourceForge.net <no...@so...> - 2009-10-06 07:31:05
|
Patches item #2873099, was opened at 2009-10-05 21:39 Message generated for change (Settings changed) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2873099&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. 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. ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2873099&group_id=12740 |
|
From: SourceForge.net <no...@so...> - 2010-03-17 11:13:47
|
Patches item #2873099, was opened at 2009-10-05 21:39 Message generated for change (Comment added) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2873099&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. 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. ---------------------------------------------------------------------- >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? ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2873099&group_id=12740 |
|
From: SourceForge.net <no...@so...> - 2010-03-26 09:32:39
|
Patches item #2873099, was opened at 2009-10-05 21:39 Message generated for change (Comment added) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2873099&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None >Status: Closed >Resolution: Wont Fix 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. ---------------------------------------------------------------------- >Comment By: Luigi Ballabio (lballabio) Date: 2010-03-26 10:32 Message: The means to port the needed function are already provided. ---------------------------------------------------------------------- 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? ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2873099&group_id=12740 |
