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copysign function misbehaves in Windows #158

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auto-differentiation-dev opened this issue Dec 4, 2024 · 0 comments
Open

copysign function misbehaves in Windows #158

auto-differentiation-dev opened this issue Dec 4, 2024 · 0 comments
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bug Something isn't working good first issue Good for newcomers

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Describe the bug

As can be seen in this CI build of QuantLib-Risks-Cpp, the copysign function from XAD does not get called correctly in Windows on this line: https://github.com/lballabio/QuantLib/blob/master/test-suite/basketoption.cpp#L1793

To Reproduce

Build QuantLib-Risks-Cpp in Windows with Visual Studio, using QuantLib's master branch.

Expected behaviour

The code should compile.

Environment:

  • OS: Windows
  • Compiler: VC++ 2022 (toolset 14.4)

Additional context

This is best solved by first reproducing the problem in an XAD unit test.

@auto-differentiation-dev auto-differentiation-dev added bug Something isn't working good first issue Good for newcomers labels Dec 4, 2024
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Labels
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