Peter Caspers

I don't think any of these errors are the problem, they are the normal way cmake checks for available compiler features. What are the actual errors you see in either...

Ah now I see. The problem is this compile error ``` In file included from /home/localadmin/ore/QuantLib/Examples/CDS/CDS.cpp:31: /home/localadmin/ore/QuantLib/ql/termstructures/credit/piecewisedefaultcurve.hpp: In instantiation of ‘class QuantLib::PiecewiseDefaultCurve’: /home/localadmin/ore/QuantLib/Examples/CDS/CDS.cpp:111:50: required from here /home/localadmin/ore/QuantLib/ql/termstructures/credit/piecewisedefaultcurve.hpp:298:17: error: ‘QuantLib::Real QuantLib::PiecewiseDefaultCurve::hazardRateImpl(QuantLib::Time)...

It looks like your compiler version detects more issues than the one we are using on Linux. In any case the new error points to a QL issues as well...

QR PR for this latest problem: https://github.com/lballabio/QuantLib/pull/1497

which gcc version are you using?

@andrealrichardson is that issue resolved? Can you (ideally) confirm on the current master branch?

@eltoder Yes this is already on our radar. I expect this to be done in the next release.

Hi Laurentiu, there is no direct way at the moment. Callable / Puttable Bonds are under development and will most probably added in one of the next releases. This will...

Absolutely, it's not the same thing! The spread on the asset swap's funding leg takes the role of the discounting spread but it's clearly not equivalent and can give very...

Hi @UnitedMarsupials we actually tried to use this approach in the beginning, but it turned out to be extremely messy and hard to maintain. The current approach is working much...