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#3695
Anonymous
Inactive

Hi Peter
Maybe it seems to be hopeless
I have tried and the next compilation error which comes about is at

// Build the stripped caplet/floorlet surface
        // Hardcoded target volatility type to Normal - decision made to always work with a Normal optionlet surface
        boost::shared_ptr<OptionletStripper1> optionletStripper =
            boost::make_shared<OptionletStripper1>(capVol, iborIndex, Null<Rate>(), 1.0e-6, 100, discountCurve,
                                                   quoteVolatilityType, shift, false, Normal, 0.0);

with error
>ored\marketdata\capfloorvolcurve.cpp(154): error C2780: ‘boost::detail::sp_if_size_array<T>::type boost::make_shared(const boost::detail::array_inner<T>::type &)’ : expects 1 arguments – 11 provided
1> C:\boost_1_58_0\boost/smart_ptr/make_shared_array.hpp(89) : see declaration of ‘boost::make_shared’

Best
Christos