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rolandlichtersjenkins
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restore: include only a subset of boost statistics headers to avoid swig errors
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OREAnalytics/orea/engine/historicalsensipnlcalculator.hpp

Lines changed: 9 additions & 1 deletion
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@@ -33,7 +33,15 @@
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#include <ql/shared_ptr.hpp>
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#include <boost/accumulators/accumulators.hpp>
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#include <boost/accumulators/statistics.hpp>
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//#include <boost/accumulators/statistics.hpp>
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// Including <boost/accumulators/statistics.hpp> causes the following swig wrapper compiler errors
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// explicit specialization of 'boost::accumulators::feature_of<boost::accumulators::tag::weighted_skewness>'
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// explicit specialization of 'boost::accumulators::feature_of<boost::accumulators::tag::weighted_kurtosis>'
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// The following subset of includes is sufficient here and circumvents the swig errors
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#include <boost/accumulators/statistics/stats.hpp>
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#include <boost/accumulators/statistics/variance.hpp>
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#include <boost/accumulators/statistics/covariance.hpp>
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#include <boost/accumulators/statistics/variates/covariate.hpp>
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namespace ore {
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namespace analytics {

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