In the previous QuantLib post I talked about the error handling macros. QuantLib also provides a number of macros that facilitate tracing of code execution. Tracing essentially means writing lots of output to the screen or some file that tells…
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QuantLib defines a set of four error handling macros in the file errors.hpp. QL_FAIL QL_ASSERT QL_REQUIRE QL_ENSURE These macros are intended to simplify checking any conditions and throwing an error. All three macros will throw an object of class Error…
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About QuantLib Quantlib is a C++ library that aids writing software for quantitative finance. Since it was first released in November 2000 it has continuously grown in popularity in the financial industry. QuanLib is an open source project. This has…
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