QuoteOriginally posted by: lballabioPeter, the change was in revision 27d8ae0. The previous revision was 84f3208. It's from 10 years ago, so I'm not sure that they will compile with a modern Boost version. Let me know if you get them working. For comparison, you can run the BermudanSwaption example before and after the change.(Also, after a while I realized that for most classes I didn't really need CRTP, templates were enough. Oh well.)QuantLib 0.3.10
yes, it compiles with Boost 1.57.0 (after amending a few things: observable.hpp - insert a forward declaration of Observer, sobolrsg,hpp - delete the extra qualification before nextSequence, quote.hpp - include errors.hpp, BermudanSwaption.cpp - compile with -fpermissive). The Bermudan swaption example runs as well, it takes 1m10s on my machine. In the current master, after commenting out the fd pricing engines in the example which were not present back then and assuming the rest is doing the same as before (it seems so), 1m7s, so practically no difference.