quantlib - RQuantLib - AsianOption("arithmetic"... crashes R [r] -


Hi, I'm trying to use RQuantLib to evaluate arithmetic Asian options on the Windows 64-bit platform.

The geometric printer uses the code correctly, but arithmetic accidents are used. In Rstudie and with R-term both have tried x86 and x64 with executable.

  Library ('Required Lib') Geooption & LT; - Asianoption ("geometrical", "put", underlying = 80, strike = 85, div = 0, risk free = 0.005, maturation = 1.25, volume = 0.2) Arithption & lt; - I have tried to create quantibib, "egionication" ("arithmetic", "put", underlying = 80, strike = 85, div = 0, risk free = 0.005 , Maturation = 1.25, Volume = 0.2) VS2010 but it does not matter as expected because RQuantLib is not required on Windows. 

Looking for this site, R-SIG-Finance and Quatt Lib did not give any answers to me, so I should guess that there is a local problem. Can you help guide me?

Yes, Michelle and I recently discovered this debug it if you can dig on it It would be great if it appears to be only a windows, and the underlying code has not changed, so maybe some funky goes with the default compiler options.

Follow-up on the Reconciliation-Developer will be given preference


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