Thrasibule
Thrasibule
@dpinte is right of course, this must be the issue. You need to configure quantlib with --enable-intraday, same as issue #200
The segfaults happens right away?? no tests at all go through? From the directory you compiled pyql can you import quantlib at least? For instance try something like that. ```python...
The commit was referring to bytes not bits (16 bytes=128 bits) which seems perfectly fine. Why was the commit reverted is another question.
I agree
I think you should be using knocksOut=False. There is no knockout for indices.
What do you think of the current PR? This is a natural extension of #https://github.com/lballabio/QuantLib/pull/1789. I don't think it breaks anything, and it allows to price OIS european swaptions using...
``SwaptionHelper`` is a little awkward. Maybe it makes sense to have a separate ``OISSwaptionHelper`` class, where we can pass the averagingmethod there. Other than that I don't see why we...
This definitely less invasive. I've done the whole hierarchy here: https://github.com/thrasibule/QuantLib/commit/038a30b93d31bb8873ba26406acab81b2fa6d4e4 (with almost the same makeSwap method). The only advantage is if we want to pass additional parameters to overnightindexed...
One MIT licensed implementation for really fast exponential here: https://github.com/jhjourdan/SIMD-math-prims Looks like you get 20x speedup vs expf.