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Commit 9bcf7e0

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rolandlichtersjenkins
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fix oreswig build
1 parent 6eb08d4 commit 9bcf7e0

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Lines changed: 4 additions & 4 deletions

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QuantExt/qle/math/stabilisedglls.hpp

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -140,15 +140,15 @@ void StabilisedGLLS::calculate(
140140
acc(x[i]);
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}
142142
xShift_[0] = -mean(acc);
143-
Real tmp = variance(acc);
143+
Real tmp = boost::accumulators::variance(acc);
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if (!QuantLib::close_enough(tmp, 0.0))
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xMultiplier_[0] = 1.0 / std::sqrt(tmp);
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accumulator_set<Real, stats<boost::accumulators::tag::mean, boost::accumulators::tag::variance> > acc2;
147147
for (Size i = 0; i < static_cast<Size>(y.end() - y.begin()); ++i) {
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acc2(y[i]);
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}
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yShift_ = -mean(acc2);
151-
Real tmp2 = variance(acc2);
151+
Real tmp2 = boost::accumulators::variance(acc2);
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if (!QuantLib::close_enough(tmp2, 0.0))
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yMultiplier_ = 1.0 / std::sqrt(tmp2);
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break;
@@ -213,7 +213,7 @@ void StabilisedGLLS::calculate(
213213
}
214214
for (Size j = 0; j < acc.size(); ++j) {
215215
xShift_[j] = -mean(acc[j]);
216-
Real tmp = variance(acc[j]);
216+
Real tmp = boost::accumulators::variance(acc[j]);
217217
if (!QuantLib::close_enough(tmp, 0.0))
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xMultiplier_[j] = 1.0 / std::sqrt(tmp);
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}
@@ -222,7 +222,7 @@ void StabilisedGLLS::calculate(
222222
acc2(y[i]);
223223
}
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yShift_ = -mean(acc2);
225-
Real tmp2 = variance(acc2);
225+
Real tmp2 = boost::accumulators::variance(acc2);
226226
if (!QuantLib::close_enough(tmp2, 0.0))
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yMultiplier_ = 1.0 / std::sqrt(tmp2);
228228
break;

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