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pcaspersjenkins
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add reference to boost bug
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OREAnalytics/orea/engine/historicalsensipnlcalculator.hpp

Lines changed: 1 addition & 1 deletion
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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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// 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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// see https://github.com/boostorg/accumulators/issues/20
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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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