auto-differentiation / QuantLib-Risks-Cpp

Fast risks with QuantLib in C++
https://auto-differentiation.github.io
15 stars 10 forks source link

Specialises boost::math::tools::evaluate_polynomial for Boost 1.83 compatibility #12

Closed auto-differentiation-dev closed 10 months ago

auto-differentiation-dev commented 10 months ago

With Boost 1.83, we get build failures due to a different call to the function in the subject. This PR fixes compatibility by specialising the function for expression templates and evaluating them first.