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Commit f0285de

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rolandlichtersjenkins
authored andcommitted
two more fixes for ore swig build
1 parent 27286be commit f0285de

2 files changed

Lines changed: 3 additions & 3 deletions

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OREData/ored/portfolio/builders/equitydoubletouchoption.hpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -83,7 +83,7 @@ class EquityDoubleTouchOptionAnalyticEngineBuilder : public EquityDoubleTouchOpt
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boost::shared_ptr<GeneralizedBlackScholesProcess> gbsp = getBlackScholesProcess(assetName, ccy);
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engine_ = "AnalyticDoubleBarrierBinaryEngine";
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return boost::make_shared<QuantExt::AnalyticDoubleBarrierBinaryEngine>(gbsp);
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return boost::make_shared<QuantLib::AnalyticDoubleBarrierBinaryEngine>(gbsp);
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}
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};
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OREData/ored/portfolio/builders/equitytouchoption.hpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -63,10 +63,10 @@ class EquityTouchOptionEngineBuilder
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if (type == "One-Touch") {
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engine_ = "AnalyticDigitalAmericanEngine";
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return boost::make_shared<QuantExt::AnalyticDigitalAmericanEngine>(gbsp);
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return boost::make_shared<QuantLib::AnalyticDigitalAmericanEngine>(gbsp);
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} else if (type == "No-Touch") {
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engine_ = "AnalyticDigitalAmericanKOEngine";
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return boost::make_shared<QuantExt::AnalyticDigitalAmericanKOEngine>(gbsp);
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return boost::make_shared<QuantLib::AnalyticDigitalAmericanKOEngine>(gbsp);
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} else {
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QL_FAIL("Unknwon EQ touch option type: " << type);
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}

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