Peter Caspers
Peter Caspers
Can you check the parameter setup / InputPath. This path has to point to the locations of the other config files like conventions.xml etc. It can either be an absolute...
@pasparis I can't see how / why the code should be modified, can you elaborate? I am confused about the error since there is a default statement in the switch...
Do you know whether this is a gcc bug? I'd rather suppress the warning for this piece of code and affected compiler versions than adding dummy code that is unreachable.
@Othmane-Ch sure we can add a suppression. Could you provide the gcc version you are using. I am asking because the build generally works on Linux with gcc, therefore I...
thank you! in your include directory declarations in CMakeLists.txt you should not have "ored", "orea", "qle" since these are part of the include statements in the source files
@Othmane-Ch is there anything open here or are your issues resolved?
Hi guys sorry this is an oversight on our side: The windows project files should have been removed in the 1.8.9.0, we don't support them anymore. We'll fix this asap....
Hi Roland, we still support the Visual Studio IDE, but we now rely on cmake to generate the project files instead of maintaining them manually, see the user guide. Will...
Ok - actually I am not sure if this is the best way to work from Visual Studio IDE. I'll ask a windows guy on our side to comment on...
Yield Volatilities can only be defined in a strike-independent manner at the moment, i.e. the ATM vol slice is the only one that is permitted at the moment. Can you...