Hi Wojtek,
I’ve removed your configure log as requested.
I tested boost 1.66 on our RedHat machine and I am seeing the same problem as you, it seems at first glance to me to be some sort of boost issue.
The offending line is the call to the DiscountingFxForwardEngine constructor here
return boost::make_shared<QuantExt::DiscountingFxForwardEngine>(
domCcy, market_->discountCurve(domCcy.code(), configuration(MarketContext::pricing)), forCcy,
market_->discountCurve(forCcy.code(), configuration(MarketContext::pricing)),
market_->fxSpot(pair, configuration(MarketContext::pricing)));
At runtime I get a similar error to you
signal: SIGSEGV, si_code: 0 (memory access violation at address: 0x00000080)
Now when I change the make_shared<> call to a normal new() call it works, also if I change the make_shared<> ctor call to have all 9 parameters (boost::none and the two Dates) it also works.
It all works fine on Windows too, and with boost 1.63 (haven’t tried 64 or 65) so it does seem to be some sort of boost 1.66 / Linux / make_shared issue.
Regards,
Niall.