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LINUX.DEBIAN.BUGS.DIST
Bug#266454: quantlib: FTBFS with gcc-3.4: 'this->' missing (5/7)
From
Andreas Jochens
@1:229/2 to
All
on Wed Aug 18 00:50:05 2004
[continued from previous message]
+ this->arguments_.resetDate)
+ * this->results_.value;
+ this->results_.vega = discR * this->originalResults_->vega;
+ this->results_.rho = - resetTime * this->results_.value +
+ discR * this->originalResults_->rho;
+ this->results_.dividendRho = discR * this->originalResults_->dividendRho;
}
}
diff -urN ../tmp-orig/quantlib-0.3.7/ql/PricingEngines/Quanto/quantoengine.hpp ./ql/PricingEngines/Quanto/quantoengine.hpp
--- ../tmp-orig/quantlib-0.3.7/ql/PricingEngines/Quanto/quantoengine.hpp 2004-05-13 16:53:50.000000000 +0200
+++ ./ql/PricingEngines/Quanto/quantoengine.hpp 2004-08-17 21:56:04.052591697 +0200
@@ -117,14 +117,14 @@
// determine strike from payoff
boost::shared_ptr<StrikedTypePayoff> payoff =
- boost::dynamic_pointer_cast<StrikedTypePayoff>(arguments_.payoff); + boost::dynamic_pointer_cast<StrikedTypePayoff>(this->arguments_.payoff);
QL_REQUIRE(payoff, "non-striked payoff given");
Real strike = payoff->strike();
- originalArguments_->payoff = arguments_.payoff;
+ originalArguments_->payoff = this->arguments_.payoff;
const boost::shared_ptr<BlackScholesProcess>& process =
- arguments_.blackScholesProcess;
+ this->arguments_.blackScholesProcess;
RelinkableHandle<Quote> spot(process->stateVariable());
RelinkableHandle<TermStructure> riskFreeRate(process->riskFreeRate());
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