Journal de génération |
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Espace d'environnement |
ALLUSERSPROFILE=C:\Documents and Settings\All Users APPDATA=C:\Documents and Settings\Emmanuel TEMAM\Application Data CommonProgramFiles=C:\Program Files\Fichiers communs COMPUTERNAME=LAPMANU ComSpec=C:\WINDOWS\system32\cmd.exe HOMEDRIVE=C: HOMEPATH=\Documents and Settings\Emmanuel TEMAM INCLUDE=c:\Program Files\Microsoft Visual Studio .NET\Vc7\include;c:\Program Files\Microsoft Visual Studio .NET\Vc7\atlmfc\include;c:\Program Files\Microsoft Visual Studio .NET\Vc7\PlatformSDK\include\prerelease;c:\Program Files\Microsoft Visual Studio .NET\Vc7\PlatformSDK\include;c:\Program Files\Microsoft Visual Studio .NET\FrameworkSDK\include LIB=c:\Program Files\Microsoft Visual Studio .NET\Vc7\lib;c:\Program Files\Microsoft Visual Studio .NET\Vc7\atlmfc\lib;c:\Program Files\Microsoft Visual Studio .NET\Vc7\PlatformSDK\lib\prerelease;c:\Program Files\Microsoft Visual Studio .NET\Vc7\PlatformSDK\lib;c:\Program Files\Microsoft Visual Studio .NET\FrameworkSDK\lib LIBPATH= LOGONSERVER=\\LAPMANU NUMBER_OF_PROCESSORS=1 OS=Windows_NT Path=c:\Program Files\Microsoft Visual Studio .NET\Vc7\bin;c:\Program Files\Microsoft Visual Studio .NET\Common7\Tools\bin\prerelease;c:\Program Files\Microsoft Visual Studio .NET\Common7\Tools\bin;c:\Program Files\Microsoft Visual Studio .NET\Common7\tools;c:\Program Files\Microsoft Visual Studio .NET\Common7\ide;c:\Program Files\HTML Help Workshop\;c:\Program Files\Microsoft Visual Studio .NET\FrameworkSDK\bin;C:\WINDOWS\Microsoft.NET\Framework\v1.0.3705;C:\Program Files\MiKTeX\miktex\bin;C:\WINDOWS\system32;C:\WINDOWS;C:\WINDOWS\System32\Wbem;C:\PROGRA~1\SecureFX PATHEXT=.COM;.EXE;.BAT;.CMD;.VBS;.VBE;.JS;.JSE;.WSF;.WSH PREMIADIR=C:\Premia5 PREMIA_HOME_DIR=C:\Premia5\Win PROCESSOR_ARCHITECTURE=x86 PROCESSOR_IDENTIFIER=x86 Family 6 Model 8 Stepping 10, GenuineIntel PROCESSOR_LEVEL=6 PROCESSOR_REVISION=080a ProgramFiles=C:\Program Files SESSIONNAME=Console SystemDrive=C: SystemRoot=C:\WINDOWS TEMP=C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp TMP=C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp USERDOMAIN=LAPMANU USERNAME=Emmanuel TEMAM USERPROFILE=C:\Documents and Settings\Emmanuel TEMAM VSCOMNTOOLS="c:\Program Files\Microsoft Visual Studio .NET\Common7\Tools\" windir=C:\WINDOWS _ACP_ATLPROV=c:\Program Files\Microsoft Visual Studio .NET\Vc7\bin\ATLPROV.DLL _ACP_INCLUDE=C:\Premia5\Src\mod\mer1d\mer1d_std;C:\Premia5\Src\mod\mer1d;C:\Premia5\Src\mod\hw1d\hw1d_std;C:\Premia5\Src\mod\hw1d;C:\Premia5\Src\mod\hes1d;C:\Premia5\Src\mod\hes1d\hes1d_std;C:\Premia5\Src\mod\dup1d;C:\Premia5\Src\mod\dup1d\dup1d_std;C:\Premia5\Src\mod\bs2d\bs2d_std2d;C:\Premia5\Src\mod\bs1d\bs1d_std;C:\Premia5\Src\mod\bs1d\bs1d_pad;C:\Premia5\Src\mod\bs1d\bs1d_limdisc;C:\Premia5\Src\mod\bs1d\bs1d_lim;C:\Premia5\Src\mod\bs1d\bs1d_doublim;C:\Premia5\Src\opt\std2d;C:\Premia5\Src\opt\std;C:\Premia5\Src\opt\pad;C:\Premia5\Src\opt\limdisc;C:\Premia5\Src\opt\lim;C:\Premia5\Src\opt\doublim;C:\Premia5\Src\mod\bs2d;C:\Premia5\Src\mod\bs1d;C:\Premia5\Src\common\math;C:\Premia5\Src\common;C:\Premia5\Src;c:\Program Files\Microsoft Visual Studio .NET\Vc7\include;c:\Program Files\Microsoft Visual Studio .NET\Vc7\atlmfc\include;c:\Program Files\Microsoft Visual Studio .NET\Vc7\PlatformSDK\include\prerelease;c:\Program Files\Microsoft Visual Studio .NET\Vc7\PlatformSDK\include;c:\Program Files\Microsoft Visual Studio .NET\FrameworkSDK\include _ACP_LIB=c:\Program Files\Microsoft Visual Studio .NET\Vc7\lib;c:\Program Files\Microsoft Visual Studio .NET\Vc7\atlmfc\lib;c:\Program Files\Microsoft Visual Studio .NET\Vc7\PlatformSDK\lib\prerelease;c:\Program Files\Microsoft Visual Studio .NET\Vc7\PlatformSDK\lib;c:\Program Files\Microsoft Visual Studio .NET\FrameworkSDK\lib;C:\Premia5\Src\mod\mer1d\mer1d_std;C:\Premia5\Src\mod\mer1d;C:\Premia5\Src\mod\hw1d\hw1d_std;C:\Premia5\Src\mod\hw1d;C:\Premia5\Src\mod\hes1d;C:\Premia5\Src\mod\hes1d\hes1d_std;C:\Premia5\Src\mod\dup1d;C:\Premia5\Src\mod\dup1d\dup1d_std;C:\Premia5\Src\mod\bs2d\bs2d_std2d;C:\Premia5\Src\mod\bs1d\bs1d_std;C:\Premia5\Src\mod\bs1d\bs1d_pad;C:\Premia5\Src\mod\bs1d\bs1d_limdisc;C:\Premia5\Src\mod\bs1d\bs1d_lim;C:\Premia5\Src\mod\bs1d\bs1d_doublim;C:\Premia5\Src\opt\std2d;C:\Premia5\Src\opt\std;C:\Premia5\Src\opt\pad;C:\Premia5\Src\opt\limdisc;C:\Premia5\Src\opt\lim;C:\Premia5\Src\opt\doublim;C:\Premia5\Src\mod\bs2d;C:\Premia5\Src\mod\bs1d;C:\Premia5\Src\common\math;C:\Premia5\Src\common;C:\Premia5\Src;c:\Program Files\Microsoft Visual Studio .NET\Vc7\include;c:\Program Files\Microsoft Visual Studio .NET\Vc7\atlmfc\include;c:\Program Files\Microsoft Visual Studio .NET\Vc7\PlatformSDK\include\prerelease;c:\Program Files\Microsoft Visual Studio .NET\Vc7\PlatformSDK\include;c:\Program Files\Microsoft Visual Studio .NET\FrameworkSDK\include _ACP_PATH=c:\Program Files\Microsoft Visual Studio .NET\Vc7\bin;c:\Program Files\Microsoft Visual Studio .NET\Common7\Tools\bin\prerelease;c:\Program Files\Microsoft Visual Studio .NET\Common7\Tools\bin;c:\Program Files\Microsoft Visual Studio .NET\Common7\tools;c:\Program Files\Microsoft Visual Studio .NET\Common7\ide;c:\Program Files\HTML Help Workshop\;c:\Program Files\Microsoft Visual Studio .NET\FrameworkSDK\bin;C:\WINDOWS\Microsoft.NET\Framework\v1.0.3705;C:\Program Files\MiKTeX\miktex\bin;C:\WINDOWS\system32;C:\WINDOWS;C:\WINDOWS\System32\Wbem;C:\PROGRA~1\SecureFX |
Lignes de commande |
Création du fichier temporaire "C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000013.rsp" avec pour contenu [ /O2 /Ob1 /I "C:\Premia5\Src\mod\mer1d\mer1d_std" /I "C:\Premia5\Src\mod\mer1d" /I "C:\Premia5\Src\mod\hw1d\hw1d_std" /I "C:\Premia5\Src\mod\hw1d" /I "C:\Premia5\Src\mod\hes1d" /I "C:\Premia5\Src\mod\hes1d\hes1d_std" /I "C:\Premia5\Src\mod\dup1d" /I "C:\Premia5\Src\mod\dup1d\dup1d_std" /I "C:\Premia5\Src\mod\bs2d\bs2d_std2d" /I "C:\Premia5\Src\mod\bs1d\bs1d_std" /I "C:\Premia5\Src\mod\bs1d\bs1d_pad" /I "C:\Premia5\Src\mod\bs1d\bs1d_limdisc" /I "C:\Premia5\Src\mod\bs1d\bs1d_lim" /I "C:\Premia5\Src\mod\bs1d\bs1d_doublim" /I "C:\Premia5\Src\opt\std2d" /I "C:\Premia5\Src\opt\std" /I "C:\Premia5\Src\opt\pad" /I "C:\Premia5\Src\opt\limdisc" /I "C:\Premia5\Src\opt\lim" /I "C:\Premia5\Src\opt\doublim" /I "C:\Premia5\Src\mod\bs2d" /I "C:\Premia5\Src\mod\bs1d" /I "C:\Premia5\Src\common\math" /I "C:\Premia5\Src\common" /I "C:\Premia5\Src" /D "WIN32" /D "NDEBUG" /D "_CONSOLE" /D "_MBCS" /GF /FD /EHsc /ML /Gy /YX"stdafx.h" /Fp".\Release/PremiaWin.pch" /Fo".\Release/" /Fd".\Release/" /W3 /c /TC \Premia5\Src\opt\limdisc\limdisc.c \Premia5\Src\opt\doublim\parisiandoublecallouteuro.c \Premia5\Src\opt\doublim\parisiandoublecallineuro.c \Premia5\Src\opt\doublim\doublim.c \Premia5\Src\opt\doublim\doubleputouteuro.c \Premia5\Src\opt\doublim\doubleputoutamer.c \Premia5\Src\opt\doublim\doubleputineuro.c \Premia5\Src\opt\doublim\doubleputinamer.c \Premia5\Src\opt\doublim\doublecallouteuro.c \Premia5\Src\opt\doublim\doublecalloutamer.c \Premia5\Src\opt\doublim\doublecallineuro.c \Premia5\Src\opt\doublim\doublecallinamer.c \Premia5\Src\opt\pad\pad.c \Premia5\Src\opt\pad\lookbackputfloatingeuro.c \Premia5\Src\opt\pad\lookbackputfloatingamer.c \Premia5\Src\opt\pad\lookbackputfixedeuro.c \Premia5\Src\opt\pad\lookbackputfixedamer.c \Premia5\Src\opt\pad\lookbackcallfloatingeuro.c \Premia5\Src\opt\pad\lookbackcallfloatingamer.c \Premia5\Src\opt\pad\lookbackcallfixedeuro.c \Premia5\Src\opt\pad\lookbackcallfixedamer.c \Premia5\Src\opt\pad\asianputfloatingeuro.c \Premia5\Src\opt\pad\asianputfloatingamer.c \Premia5\Src\opt\pad\asianputfixedeuro.c \Premia5\Src\opt\pad\asianputfixedamer.c \Premia5\Src\opt\pad\asiancallfloatingeuro.c \Premia5\Src\opt\pad\asiancallfloatingamer.c \Premia5\Src\opt\pad\asiancallfixedeuro.c \Premia5\Src\opt\pad\asiancallfixedamer.c \Premia5\Src\opt\std2d\std2d.c \Premia5\Src\opt\std2d\putminimumeuro.c \Premia5\Src\opt\std2d\putminimumamer.c \Premia5\Src\opt\std2d\exchangeeuro.c \Premia5\Src\opt\std2d\exchangeamer.c \Premia5\Src\opt\std2d\callmaximumeuro.c \Premia5\Src\opt\std2d\callmaximumamer.c \Premia5\Src\opt\std2d\bestofeuro.c \Premia5\Src\opt\std2d\bestofamer.c \Premia5\Src\opt\lim\putupouteuro.c \Premia5\Src\opt\lim\putupoutamer.c \Premia5\Src\opt\lim\putupineuro.c \Premia5\Src\opt\lim\putupinamer.c \Premia5\Src\opt\lim\putdownouteuro.c \Premia5\Src\opt\lim\putdownoutamer.c \Premia5\Src\opt\lim\putdownineuro.c \Premia5\Src\opt\lim\putdowninamer.c \Premia5\Src\opt\lim\parisiancalldownouteuro.c \Premia5\Src\opt\lim\parisiancalldownineuro.c \Premia5\Src\opt\lim\lim.c \Premia5\Src\opt\lim\callupouteuro.c \Premia5\Src\opt\lim\callupoutamer.c \Premia5\Src\opt\lim\callupineuro.c \Premia5\Src\opt\lim\callupinamer.c \Premia5\Src\opt\lim\calldownouteuro.c \Premia5\Src\opt\lim\calldownoutamer.c \Premia5\Src\opt\lim\calldownineuro.c \Premia5\Src\opt\lim\calldowninamer.c \Premia5\Src\opt\std\std.c \Premia5\Src\opt\std\puteuro.c \Premia5\Src\opt\std\putamer.c \Premia5\Src\opt\std\digiteuro.c \Premia5\Src\opt\std\digitamer.c \Premia5\Src\opt\std\callspreadeuro.c \Premia5\Src\opt\std\callspreadamer.c \Premia5\Src\opt\std\calleuro.c \Premia5\Src\opt\std\callamer.c \Premia5\Src\mod\dup1d\dup1d_std\mc_dupire.c \Premia5\Src\mod\dup1d\dup1d_std\fd_dupire.c \Premia5\Src\mod\dup1d\dup1d_std\fd_adaptive.c \Premia5\Src\mod\dup1d\dup1d_std\dup1d_std.c \Premia5\Src\mod\dup1d\dup1d.c \Premia5\Src\mod\mer1d\mer1d_std\mer1d_std.c \Premia5\Src\mod\mer1d\mer1d_std\mc_merton.c \Premia5\Src\mod\mer1d\mer1d_std\fd_impexp.c \Premia5\Src\mod\mer1d\mer1d_std\fd_andersenandreasen.c \Premia5\Src\mod\mer1d\mer1d_std\cf_put_merton.c \Premia5\Src\mod\mer1d\mer1d_std\cf_call_merton.c \Premia5\Src\mod\mer1d\mer1d_std\ap_put_carr.c \Premia5\Src\mod\mer1d\mer1d_std\ap_call_carr.c \Premia5\Src\mod\mer1d\mer1d.c \Premia5\Src\mod\hw1d\hw1d_std\mc_robbinsmoro_hw.c \Premia5\Src\mod\hw1d\hw1d_std\hw1d_std.c \Premia5\Src\mod\hw1d\hw1d.c \Premia5\Src\mod\hes1d\hes1d_std\mc_robbinsmoro_hes.c \Premia5\Src\mod\hes1d\hes1d_std\hes1d_std.c \Premia5\Src\mod\hes1d\hes1d_std\cf_put_heston.c \Premia5\Src\mod\hes1d\hes1d_std\cf_call_heston.c \Premia5\Src\mod\hes1d\hes1d.c \Premia5\Src\mod\bs2d\bs2d_std2d\tr_producttr.c \Premia5\Src\mod\bs2d\bs2d_std2d\tr_boyleevninegibbs.c \Premia5\Src\mod\bs2d\bs2d_std2d\mc_standard2d.c \Premia5\Src\mod\bs2d\bs2d_std2d\mc_randomquantization2d.c \Premia5\Src\mod\bs2d\bs2d_std2d\mc_longstaffschwartz2d.c \Premia5\Src\mod\bs2d\bs2d_std2d\mc_lionsregnier2d.c \Premia5\Src\mod\bs2d\bs2d_std2d\mc_broadieglassermann2d.c \Premia5\Src\mod\bs2d\bs2d_std2d\mc_barraquandmartineau2d.c \Premia5\Src\mod\bs2d\bs2d_std2d\fd_psor2d.c \Premia5\Src\mod\bs2d\bs2d_std2d\fd_howard2d.c \Premia5\Src\mod\bs2d\bs2d_std2d\fd_gmres.c \Premia5\Src\mod\bs2d\bs2d_std2d\fd_fmgh2d.c \Premia5\Src\mod\bs2d\bs2d_std2d\fd_bcgstab.c \Premia5\Src\mod\bs2d\bs2d_std2d\fd_adi.c \Premia5\Src\mod\bs2d\bs2d_std2d\cf_putmin.c \Premia5\Src\mod\bs2d\bs2d_std2d\cf_exchange.c \Premia5\Src\mod\bs2d\bs2d_std2d\cf_callmax.c \Premia5\Src\mod\bs2d\bs2d_std2d\bs2d_std2d_test.c \Premia5\Src\mod\bs2d\bs2d_std2d\bs2d_std2d.c \Premia5\Src\mod\bs2d\bs2d.c \Premia5\Src\mod\bs1d\bs1d_limdisc\mc_variancereduction.c \Premia5\Src\mod\bs1d\bs1d_limdisc\bs1d_limdisc_test.c \Premia5\Src\mod\bs1d\bs1d_limdisc\bs1d_limdisc.c \Premia5\Src\mod\bs1d\bs1d_limdisc\ap_broadieglassermankou.c \Premia5\Src\mod\bs1d\bs1d_pad\tr_babbs_put.c \Premia5\Src\mod\bs1d\bs1d_pad\tr_babbs_call.c \Premia5\Src\mod\bs1d\bs1d_pad\tr_asian_fsg.c \Premia5\Src\mod\bs1d\bs1d_pad\mc_lookbackmin_andersen.c \Premia5\Src\mod\bs1d\bs1d_pad\mc_lookbackmax_andersen.c \Premia5\Src\mod\bs1d\bs1d_pad\mc_floatingasian_standard.c \Premia5\Src\mod\bs1d\bs1d_pad\mc_fixedasian_robbinsmoro.c \Premia5\Src\mod\bs1d\bs1d_pad\mc_fixedasian_kemnavorst.c \Premia5\Src\mod\bs1d\bs1d_pad\mc_fixedasian_glassermann.c \Premia5\Src\mod\bs1d\bs1d_pad\fd_fixedasian_rodgershi.c \Premia5\Src\mod\bs1d\bs1d_pad\fd_fixedasian_beh.c \Premia5\Src\mod\bs1d\bs1d_pad\cf_floating_putlookback.c \Premia5\Src\mod\bs1d\bs1d_pad\cf_floating_calllookback.c \Premia5\Src\mod\bs1d\bs1d_pad\cf_fixed_putlookback.c \Premia5\Src\mod\bs1d\bs1d_pad\cf_fixed_calllookback.c \Premia5\Src\mod\bs1d\bs1d_pad\bs1d_pad_test.c \Premia5\Src\mod\bs1d\bs1d_pad\bs1d_pad.c \Premia5\Src\mod\bs1d\bs1d_pad\ap_floatingasian_zhang.c \Premia5\Src\mod\bs1d\bs1d_pad\ap_fixedasian_zhang.c \Premia5\Src\mod\bs1d\bs1d_pad\ap_fixedasian_turnbullwakeman.c \Premia5\Src\mod\bs1d\bs1d_pad\ap_fixedasian_thompsonup.c \Premia5\Src\mod\bs1d\bs1d_pad\ap_fixedasian_thompsonlow.c \Premia5\Src\mod\bs1d\bs1d_pad\ap_fixedasian_milevskyposner.c \Premia5\Src\mod\bs1d\bs1d_pad\ap_fixedasian_levy.c \Premia5\Src\mod\bs1d\bs1d_pad\ap_fixedasian_laplace.c \Premia5\Src\mod\bs1d\bs1d_pad\ap_fixedasian_fusaitagliani.c \Premia5\Src\mod\bs1d\bs1d_doublim\tr_ritchken_out.c \Premia5\Src\mod\bs1d\bs1d_doublim\tr_ritchken_in.c \Premia5\Src\mod\bs1d\bs1d_doublim\mc_outbaldi.c \Premia5\Src\mod\bs1d\bs1d_doublim\mc_inbaldi.c \Premia5\Src\mod\bs1d\bs1d_doublim\fd_psor_out.c \Premia5\Src\mod\bs1d\bs1d_doublim\fd_psor_in.c \Premia5\Src\mod\bs1d\bs1d_doublim\fd_gauss_out.c \Premia5\Src\mod\bs1d\bs1d_doublim\fd_gauss_in.c \Premia5\Src\mod\bs1d\bs1d_doublim\fd_cryer_out.c \Premia5\Src\mod\bs1d\bs1d_doublim\fd_cryer_in.c \Premia5\Src\mod\bs1d\bs1d_doublim\cf_putout_kunitomoikeda.c \Premia5\Src\mod\bs1d\bs1d_doublim\cf_putin_kunitomoikeda.c \Premia5\Src\mod\bs1d\bs1d_doublim\cf_callout_kunitomoikeda.c \Premia5\Src\mod\bs1d\bs1d_doublim\cf_callin_kunitomoikeda.c \Premia5\Src\mod\bs1d\bs1d_doublim\bs1d_doublim_test.c \Premia5\Src\mod\bs1d\bs1d_doublim\bs1d_doublim.c \Premia5\Src\mod\bs1d\bs1d_doublim\ap_out_laplace.c \Premia5\Src\mod\bs1d\bs1d_lim\tr_rogersstapleton_upout.c \Premia5\Src\mod\bs1d\bs1d_lim\tr_rogersstapleton_downout.c \Premia5\Src\mod\bs1d\bs1d_lim\tr_ritchken_upout.c \Premia5\Src\mod\bs1d\bs1d_lim\tr_ritchken_upin.c \Premia5\Src\mod\bs1d\bs1d_lim\tr_ritchken_downout.c \Premia5\Src\mod\bs1d\bs1d_lim\tr_ritchken_downin.c \Premia5\Src\mod\bs1d\bs1d_lim\tr_dermankani.c \Premia5\Src\mod\bs1d\bs1d_lim\mc_parisianout.c \Premia5\Src\mod\bs1d\bs1d_lim\mc_parisianin.c \Premia5\Src\mod\bs1d\bs1d_lim\mc_baldi_out.c \Premia5\Src\mod\bs1d\bs1d_lim\mc_baldi_in.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_psor_upout.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_psor_upin.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_psor_downout.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_psor_downin.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_gauss_upout.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_gauss_upin.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_gauss_downout.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_gauss_downin.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_fem_out.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_cryer_upout.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_cryer_upin.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_cryer_downout.c \Premia5\Src\mod\bs1d\bs1d_lim\fd_cryer_downin.c \Premia5\Src\mod\bs1d\bs1d_lim\cf_putupout.c \Premia5\Src\mod\bs1d\bs1d_lim\cf_putupin.c \Premia5\Src\mod\bs1d\bs1d_lim\cf_putdownout.c \Premia5\Src\mod\bs1d\bs1d_lim\cf_putdownin.c \Premia5\Src\mod\bs1d\bs1d_lim\cf_callupout.c \Premia5\Src\mod\bs1d\bs1d_lim\cf_callupin.c \Premia5\Src\mod\bs1d\bs1d_lim\cf_calldownout.c \Premia5\Src\mod\bs1d\bs1d_lim\cf_calldownin.c \Premia5\Src\mod\bs1d\bs1d_lim\bs1d_lim_test.c \Premia5\Src\mod\bs1d\bs1d_lim\bs1d_lim.c \Premia5\Src\mod\bs1d\bs1d_std\tr_thirdmoment.c \Premia5\Src\mod\bs1d\bs1d_std\tr_patry1.c \Premia5\Src\mod\bs1d\bs1d_std\tr_patry.c \Premia5\Src\mod\bs1d\bs1d_std\tr_lnthirdmoment.c \Premia5\Src\mod\bs1d\bs1d_std\tr_kamradritchken.c \Premia5\Src\mod\bs1d\bs1d_std\tr_hullwhite.c \Premia5\Src\mod\bs1d\bs1d_std\tr_extendedCRR.c \Premia5\Src\mod\bs1d\bs1d_std\tr_euler.c \Premia5\Src\mod\bs1d\bs1d_std\tr_coxrossrubinstein.c \Premia5\Src\mod\bs1d\bs1d_std\tr_bbsr.c \Premia5\Src\mod\bs1d\bs1d_std\mc_tsitsiklisvanroy.c \Premia5\Src\mod\bs1d\bs1d_std\mc_standard.c \Premia5\Src\mod\bs1d\bs1d_std\mc_rogers.c \Premia5\Src\mod\bs1d\bs1d_std\mc_randomquantization.c \Premia5\Src\mod\bs1d\bs1d_std\mc_longstaffschwartz.c \Premia5\Src\mod\bs1d\bs1d_std\mc_lionsregnier.c \Premia5\Src\mod\bs1d\bs1d_std\mc_broadieglassermann.c \Premia5\Src\mod\bs1d\bs1d_std\mc_barraquandmartineau.c \Premia5\Src\mod\bs1d\bs1d_std\mc_antithetic.c \Premia5\Src\mod\bs1d\bs1d_std\fd_sor.c \Premia5\Src\mod\bs1d\bs1d_std\fd_psor.c \Premia5\Src\mod\bs1d\bs1d_std\fd_multigrid_euro.c \Premia5\Src\mod\bs1d\bs1d_std\fd_howard.c \Premia5\Src\mod\bs1d\bs1d_std\fd_gauss.c \Premia5\Src\mod\bs1d\bs1d_std\fd_galerkin_discfem.c \Premia5\Src\mod\bs1d\bs1d_std\fd_fmgh.c \Premia5\Src\mod\bs1d\bs1d_std\fd_explicit.c \Premia5\Src\mod\bs1d\bs1d_std\fd_cryer.c \Premia5\Src\mod\bs1d\bs1d_std\fd_brennanschwartz.c \Premia5\Src\mod\bs1d\bs1d_std\cf_put.c \Premia5\Src\mod\bs1d\bs1d_std\cf_digit.c \Premia5\Src\mod\bs1d\bs1d_std\cf_callspread.c \Premia5\Src\mod\bs1d\bs1d_std\cf_call.c \Premia5\Src\mod\bs1d\bs1d_std\bs1d_std_testpatry1.c \Premia5\Src\mod\bs1d\bs1d_std\bs1d_std_testpatry.c \Premia5\Src\mod\bs1d\bs1d_std\bs1d_std_test3.c \Premia5\Src\mod\bs1d\bs1d_std\bs1d_std_test2.c \Premia5\Src\mod\bs1d\bs1d_std\bs1d_std_test1.c \Premia5\Src\mod\bs1d\bs1d_std\bs1d_std_test.c \Premia5\Src\mod\bs1d\bs1d_std\bs1d_std.c \Premia5\Src\mod\bs1d\bs1d_std\ap_waley.c \Premia5\Src\mod\bs1d\bs1d_std\ap_mcmillan.c \Premia5\Src\mod\bs1d\bs1d_std\ap_luba.c \Premia5\Src\mod\bs1d\bs1d_std\ap_lba.c \Premia5\Src\mod\bs1d\bs1d_std\ap_ju_putamer.c \Premia5\Src\mod\bs1d\bs1d_std\ap_hostapletonsubrahmanyam.c \Premia5\Src\mod\bs1d\bs1d_std\ap_carr_putamer.c \Premia5\Src\mod\bs1d\bs1d_std\ap_bunchjohnsonn.c \Premia5\Src\mod\bs1d\bs1d_std\ap_bjerksundstensland.c \Premia5\Src\mod\bs1d\bs1d.c \Premia5\Src\common\math\random.c \Premia5\Src\common\math\moments.c \Premia5\Src\common\math\mathtools.c \Premia5\Src\common\math\linsys.c \Premia5\Src\common\math\jump.c \Premia5\Src\common\math\integral.c \Premia5\Src\common\math\complex.c \Premia5\Src\common\var.c \Premia5\Src\common\tools.c \Premia5\Src\common\timeinfo.c \Premia5\Src\common\test.c \Premia5\Src\common\numfunc.c \Premia5\Src\common\method.c \Premia5\Src\common\ftools.c \Premia5\Src\common\error_msg.c \Premia5\Src\common\chk.c \Premia5\Src\premia.c ] Création de la ligne de commande "cl.exe @C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000013.rsp /nologo" Création du fichier temporaire "C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000014.rsp" avec pour contenu [ /O2 /Ob1 /I "C:\Premia5\Src\mod\mer1d\mer1d_std" /I "C:\Premia5\Src\mod\mer1d" /I "C:\Premia5\Src\mod\hw1d\hw1d_std" /I "C:\Premia5\Src\mod\hw1d" /I "C:\Premia5\Src\mod\hes1d" /I "C:\Premia5\Src\mod\hes1d\hes1d_std" /I "C:\Premia5\Src\mod\dup1d" /I "C:\Premia5\Src\mod\dup1d\dup1d_std" /I "C:\Premia5\Src\mod\bs2d\bs2d_std2d" /I "C:\Premia5\Src\mod\bs1d\bs1d_std" /I "C:\Premia5\Src\mod\bs1d\bs1d_pad" /I "C:\Premia5\Src\mod\bs1d\bs1d_limdisc" /I "C:\Premia5\Src\mod\bs1d\bs1d_lim" /I "C:\Premia5\Src\mod\bs1d\bs1d_doublim" /I "C:\Premia5\Src\opt\std2d" /I "C:\Premia5\Src\opt\std" /I "C:\Premia5\Src\opt\pad" /I "C:\Premia5\Src\opt\limdisc" /I "C:\Premia5\Src\opt\lim" /I "C:\Premia5\Src\opt\doublim" /I "C:\Premia5\Src\mod\bs2d" /I "C:\Premia5\Src\mod\bs1d" /I "C:\Premia5\Src\common\math" /I "C:\Premia5\Src\common" /I "C:\Premia5\Src" /D "WIN32" /D "NDEBUG" /D "_CONSOLE" /D "_MBCS" /GF /FD /EHsc /ML /Gy /YX"stdafx.h" /Fp".\Release/PremiaWin.pch" /Fo".\Release/calldownouteuro1.obj" /Fd".\Release/" /W3 /c /TC \Premia5\Src\opt\limdisc\calldownouteuro.c ] Création de la ligne de commande "cl.exe @C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000014.rsp /nologo" Création du fichier temporaire "C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000015.rsp" avec pour contenu [ /O2 /Ob1 /I "C:\Premia5\Src\mod\mer1d\mer1d_std" /I "C:\Premia5\Src\mod\mer1d" /I "C:\Premia5\Src\mod\hw1d\hw1d_std" /I "C:\Premia5\Src\mod\hw1d" /I "C:\Premia5\Src\mod\hes1d" /I "C:\Premia5\Src\mod\hes1d\hes1d_std" /I "C:\Premia5\Src\mod\dup1d" /I "C:\Premia5\Src\mod\dup1d\dup1d_std" /I "C:\Premia5\Src\mod\bs2d\bs2d_std2d" /I "C:\Premia5\Src\mod\bs1d\bs1d_std" /I "C:\Premia5\Src\mod\bs1d\bs1d_pad" /I "C:\Premia5\Src\mod\bs1d\bs1d_limdisc" /I "C:\Premia5\Src\mod\bs1d\bs1d_lim" /I "C:\Premia5\Src\mod\bs1d\bs1d_doublim" /I "C:\Premia5\Src\opt\std2d" /I "C:\Premia5\Src\opt\std" /I "C:\Premia5\Src\opt\pad" /I "C:\Premia5\Src\opt\limdisc" /I "C:\Premia5\Src\opt\lim" /I "C:\Premia5\Src\opt\doublim" /I "C:\Premia5\Src\mod\bs2d" /I "C:\Premia5\Src\mod\bs1d" /I "C:\Premia5\Src\common\math" /I "C:\Premia5\Src\common" /I "C:\Premia5\Src" /D "WIN32" /D "NDEBUG" /D "_CONSOLE" /D "_MBCS" /GF /FD /EHsc /ML /Gy /YX"stdafx.h" /Fp".\Release/PremiaWin.pch" /Fo".\Release/fd_explicit1.obj" /Fd".\Release/" /W3 /c /TC \Premia5\Src\mod\mer1d\mer1d_std\fd_explicit.c ] Création de la ligne de commande "cl.exe @C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000015.rsp /nologo" Création du fichier temporaire "C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000016.rsp" avec pour contenu [ /O2 /Ob1 /I "C:\Premia5\Src\mod\mer1d\mer1d_std" /I "C:\Premia5\Src\mod\mer1d" /I "C:\Premia5\Src\mod\hw1d\hw1d_std" /I "C:\Premia5\Src\mod\hw1d" /I "C:\Premia5\Src\mod\hes1d" /I "C:\Premia5\Src\mod\hes1d\hes1d_std" /I "C:\Premia5\Src\mod\dup1d" /I "C:\Premia5\Src\mod\dup1d\dup1d_std" /I "C:\Premia5\Src\mod\bs2d\bs2d_std2d" /I "C:\Premia5\Src\mod\bs1d\bs1d_std" /I "C:\Premia5\Src\mod\bs1d\bs1d_pad" /I "C:\Premia5\Src\mod\bs1d\bs1d_limdisc" /I "C:\Premia5\Src\mod\bs1d\bs1d_lim" /I "C:\Premia5\Src\mod\bs1d\bs1d_doublim" /I "C:\Premia5\Src\opt\std2d" /I "C:\Premia5\Src\opt\std" /I "C:\Premia5\Src\opt\pad" /I "C:\Premia5\Src\opt\limdisc" /I "C:\Premia5\Src\opt\lim" /I "C:\Premia5\Src\opt\doublim" /I "C:\Premia5\Src\mod\bs2d" /I "C:\Premia5\Src\mod\bs1d" /I "C:\Premia5\Src\common\math" /I "C:\Premia5\Src\common" /I "C:\Premia5\Src" /D "WIN32" /D "NDEBUG" /D "_CONSOLE" /D "_MBCS" /GF /FD /EHsc /ML /Gy /YX"stdafx.h" /Fp".\Release/PremiaWin.pch" /Fo".\Release\debug/" /Fd".\Release\debug/" /W3 /c /TC \Premia5\Src\mod\bs2d\bs2d_std2d\tr_kamradritchken.c \Premia5\Src\mod\bs2d\bs2d_std2d\fd_explicit.c \Premia5\Src\mod\bs1d\bs1d_doublim\mc_parisianout.c \Premia5\Src\mod\bs1d\bs1d_doublim\mc_parisianin.c \Premia5\Src\mod\bs1d\bs1d_doublim\fd_fem_out.c ] Création de la ligne de commande "cl.exe @C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000016.rsp /nologo" Création du fichier temporaire "C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000017.rsp" avec pour contenu [ /O2 /Ob1 /I "C:\Premia5\Src\mod\mer1d\mer1d_std" /I "C:\Premia5\Src\mod\mer1d" /I "C:\Premia5\Src\mod\hw1d\hw1d_std" /I "C:\Premia5\Src\mod\hw1d" /I "C:\Premia5\Src\mod\hes1d" /I "C:\Premia5\Src\mod\hes1d\hes1d_std" /I "C:\Premia5\Src\mod\dup1d" /I "C:\Premia5\Src\mod\dup1d\dup1d_std" /I "C:\Premia5\Src\mod\bs2d\bs2d_std2d" /I "C:\Premia5\Src\mod\bs1d\bs1d_std" /I "C:\Premia5\Src\mod\bs1d\bs1d_pad" /I "C:\Premia5\Src\mod\bs1d\bs1d_limdisc" /I "C:\Premia5\Src\mod\bs1d\bs1d_lim" /I "C:\Premia5\Src\mod\bs1d\bs1d_doublim" /I "C:\Premia5\Src\opt\std2d" /I "C:\Premia5\Src\opt\std" /I "C:\Premia5\Src\opt\pad" /I "C:\Premia5\Src\opt\limdisc" /I "C:\Premia5\Src\opt\lim" /I "C:\Premia5\Src\opt\doublim" /I "C:\Premia5\Src\mod\bs2d" /I "C:\Premia5\Src\mod\bs1d" /I "C:\Premia5\Src\common\math" /I "C:\Premia5\Src\common" /I "C:\Premia5\Src" /D "WIN32" /D "NDEBUG" /D "_CONSOLE" /D "_MBCS" /GF /FD /EHsc /ML /Gy /YX"stdafx.h" /Fp".\Release/PremiaWin.pch" /Fo".\Release/fd_multigrid_euro1.obj" /Fd".\Release/" /W3 /c /TC \Premia5\Src\mod\bs2d\bs2d_std2d\fd_multigrid_euro.c ] Création de la ligne de commande "cl.exe @C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000017.rsp /nologo" Création du fichier temporaire "C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000018.rsp" avec pour contenu [ /OUT:".\..\..\PremiaWin.exe" /INCREMENTAL:NO /NOLOGO /PDB:".\Release/PremiaWin.pdb" /SUBSYSTEM:CONSOLE /MACHINE:I386 odbc32.lib odbccp32.lib kernel32.lib user32.lib gdi32.lib winspool.lib comdlg32.lib advapi32.lib shell32.lib ole32.lib oleaut32.lib uuid.lib odbc32.lib odbccp32.lib Release\premia.obj Release\chk.obj Release\error_msg.obj Release\ftools.obj Release\method.obj Release\numfunc.obj Release\test.obj Release\timeinfo.obj Release\tools.obj Release\var.obj Release\complex.obj Release\integral.obj Release\jump.obj Release\linsys.obj Release\mathtools.obj Release\moments.obj Release\random.obj Release\bs1d.obj Release\ap_bjerksundstensland.obj Release\ap_bunchjohnsonn.obj Release\ap_carr_putamer.obj Release\ap_hostapletonsubrahmanyam.obj Release\ap_ju_putamer.obj Release\ap_lba.obj Release\ap_luba.obj Release\ap_mcmillan.obj Release\ap_waley.obj Release\bs1d_std.obj Release\bs1d_std_test.obj Release\bs1d_std_test1.obj Release\bs1d_std_test2.obj Release\bs1d_std_test3.obj Release\bs1d_std_testpatry.obj Release\bs1d_std_testpatry1.obj Release\cf_call.obj Release\cf_callspread.obj Release\cf_digit.obj Release\cf_put.obj Release\fd_brennanschwartz.obj Release\fd_cryer.obj Release\fd_explicit.obj Release\fd_fmgh.obj Release\fd_galerkin_discfem.obj Release\fd_gauss.obj Release\fd_howard.obj Release\fd_multigrid_euro.obj Release\fd_psor.obj Release\fd_sor.obj Release\mc_antithetic.obj Release\mc_barraquandmartineau.obj Release\mc_broadieglassermann.obj Release\mc_lionsregnier.obj Release\mc_longstaffschwartz.obj Release\mc_randomquantization.obj Release\mc_rogers.obj Release\mc_standard.obj Release\mc_tsitsiklisvanroy.obj Release\tr_bbsr.obj Release\tr_coxrossrubinstein.obj Release\tr_euler.obj Release\tr_extendedCRR.obj Release\tr_hullwhite.obj Release\tr_kamradritchken.obj Release\tr_lnthirdmoment.obj Release\tr_patry.obj Release\tr_patry1.obj Release\tr_thirdmoment.obj Release\bs1d_lim.obj Release\bs1d_lim_test.obj Release\cf_calldownin.obj Release\cf_calldownout.obj Release\cf_callupin.obj Release\cf_callupout.obj Release\cf_putdownin.obj Release\cf_putdownout.obj Release\cf_putupin.obj Release\cf_putupout.obj Release\fd_cryer_downin.obj Release\fd_cryer_downout.obj Release\fd_cryer_upin.obj Release\fd_cryer_upout.obj Release\fd_fem_out.obj Release\fd_gauss_downin.obj Release\fd_gauss_downout.obj Release\fd_gauss_upin.obj Release\fd_gauss_upout.obj Release\fd_psor_downin.obj Release\fd_psor_downout.obj Release\fd_psor_upin.obj Release\fd_psor_upout.obj Release\mc_baldi_in.obj Release\mc_baldi_out.obj Release\mc_parisianin.obj Release\mc_parisianout.obj Release\tr_dermankani.obj Release\tr_ritchken_downin.obj Release\tr_ritchken_downout.obj Release\tr_ritchken_upin.obj Release\tr_ritchken_upout.obj Release\tr_rogersstapleton_downout.obj Release\tr_rogersstapleton_upout.obj Release\ap_out_laplace.obj Release\bs1d_doublim.obj Release\bs1d_doublim_test.obj Release\cf_callin_kunitomoikeda.obj Release\cf_callout_kunitomoikeda.obj Release\cf_putin_kunitomoikeda.obj Release\cf_putout_kunitomoikeda.obj Release\fd_cryer_in.obj Release\fd_cryer_out.obj Release\debug\fd_fem_out.obj Release\fd_gauss_in.obj Release\fd_gauss_out.obj Release\fd_psor_in.obj Release\fd_psor_out.obj Release\mc_inbaldi.obj Release\mc_outbaldi.obj Release\debug\mc_parisianin.obj Release\debug\mc_parisianout.obj Release\tr_ritchken_in.obj Release\tr_ritchken_out.obj Release\ap_fixedasian_fusaitagliani.obj Release\ap_fixedasian_laplace.obj Release\ap_fixedasian_levy.obj Release\ap_fixedasian_milevskyposner.obj Release\ap_fixedasian_thompsonlow.obj Release\ap_fixedasian_thompsonup.obj Release\ap_fixedasian_turnbullwakeman.obj Release\ap_fixedasian_zhang.obj Release\ap_floatingasian_zhang.obj Release\bs1d_pad.obj Release\bs1d_pad_test.obj Release\cf_fixed_calllookback.obj Release\cf_fixed_putlookback.obj Release\cf_floating_calllookback.obj Release\cf_floating_putlookback.obj Release\fd_fixedasian_beh.obj Release\fd_fixedasian_rodgershi.obj Release\mc_fixedasian_glassermann.obj Release\mc_fixedasian_kemnavorst.obj Release\mc_fixedasian_robbinsmoro.obj Release\mc_floatingasian_standard.obj Release\mc_lookbackmax_andersen.obj Release\mc_lookbackmin_andersen.obj Release\tr_asian_fsg.obj Release\tr_babbs_call.obj Release\tr_babbs_put.obj Release\ap_broadieglassermankou.obj Release\bs1d_limdisc.obj Release\bs1d_limdisc_test.obj Release\mc_variancereduction.obj Release\bs2d.obj Release\bs2d_std2d.obj Release\bs2d_std2d_test.obj Release\cf_callmax.obj Release\cf_exchange.obj Release\cf_putmin.obj Release\fd_adi.obj Release\fd_bcgstab.obj Release\debug\fd_explicit.obj Release\fd_fmgh2d.obj Release\fd_gmres.obj Release\fd_howard2d.obj Release\fd_multigrid_euro1.obj Release\fd_psor2d.obj Release\mc_barraquandmartineau2d.obj Release\mc_broadieglassermann2d.obj Release\mc_lionsregnier2d.obj Release\mc_longstaffschwartz2d.obj Release\mc_randomquantization2d.obj Release\mc_standard2d.obj Release\tr_boyleevninegibbs.obj Release\debug\tr_kamradritchken.obj Release\tr_producttr.obj Release\hes1d.obj Release\cf_call_heston.obj Release\cf_put_heston.obj Release\hes1d_std.obj Release\mc_robbinsmoro_hes.obj Release\hw1d.obj Release\hw1d_std.obj Release\mc_robbinsmoro_hw.obj Release\mer1d.obj Release\ap_call_carr.obj Release\ap_put_carr.obj Release\cf_call_merton.obj Release\cf_put_merton.obj Release\fd_andersenandreasen.obj Release\fd_explicit1.obj Release\fd_impexp.obj Release\mc_merton.obj Release\mer1d_std.obj Release\dup1d.obj Release\dup1d_std.obj Release\fd_adaptive.obj Release\fd_dupire.obj Release\mc_dupire.obj Release\callamer.obj Release\calleuro.obj Release\callspreadamer.obj Release\callspreadeuro.obj Release\digitamer.obj Release\digiteuro.obj Release\putamer.obj Release\puteuro.obj Release\std.obj Release\calldowninamer.obj Release\calldownineuro.obj Release\calldownoutamer.obj Release\calldownouteuro.obj Release\callupinamer.obj Release\callupineuro.obj Release\callupoutamer.obj Release\callupouteuro.obj Release\lim.obj Release\parisiancalldownineuro.obj Release\parisiancalldownouteuro.obj Release\putdowninamer.obj Release\putdownineuro.obj Release\putdownoutamer.obj Release\putdownouteuro.obj Release\putupinamer.obj Release\putupineuro.obj Release\putupoutamer.obj Release\putupouteuro.obj Release\bestofamer.obj Release\bestofeuro.obj Release\callmaximumamer.obj Release\callmaximumeuro.obj Release\exchangeamer.obj Release\exchangeeuro.obj Release\putminimumamer.obj Release\putminimumeuro.obj Release\std2d.obj Release\asiancallfixedamer.obj Release\asiancallfixedeuro.obj Release\asiancallfloatingamer.obj Release\asiancallfloatingeuro.obj Release\asianputfixedamer.obj Release\asianputfixedeuro.obj Release\asianputfloatingamer.obj Release\asianputfloatingeuro.obj Release\lookbackcallfixedamer.obj Release\lookbackcallfixedeuro.obj Release\lookbackcallfloatingamer.obj Release\lookbackcallfloatingeuro.obj Release\lookbackputfixedamer.obj Release\lookbackputfixedeuro.obj Release\lookbackputfloatingamer.obj Release\lookbackputfloatingeuro.obj Release\pad.obj Release\doublecallinamer.obj Release\doublecallineuro.obj Release\doublecalloutamer.obj Release\doublecallouteuro.obj Release\doubleputinamer.obj Release\doubleputineuro.obj Release\doubleputoutamer.obj Release\doubleputouteuro.obj Release\doublim.obj Release\parisiandoublecallineuro.obj Release\parisiandoublecallouteuro.obj Release\calldownouteuro1.obj Release\limdisc.obj ] Création de la ligne de commande "link.exe @C:\DOCUME~1\EMMANU~1\LOCALS~1\Temp\RSP000018.rsp" |
Fenêtre Sortie |
Compilation... limdisc.c parisiandoublecallouteuro.c parisiandoublecallineuro.c doublim.c doubleputouteuro.c doubleputoutamer.c doubleputineuro.c doubleputinamer.c doublecallouteuro.c doublecalloutamer.c doublecallineuro.c doublecallinamer.c pad.c lookbackputfloatingeuro.c lookbackputfloatingamer.c lookbackputfixedeuro.c lookbackputfixedamer.c lookbackcallfloatingeuro.c lookbackcallfloatingamer.c lookbackcallfixedeuro.c lookbackcallfixedamer.c asianputfloatingeuro.c asianputfloatingamer.c asianputfixedeuro.c asianputfixedamer.c asiancallfloatingeuro.c asiancallfloatingamer.c asiancallfixedeuro.c asiancallfixedamer.c std2d.c putminimumeuro.c putminimumamer.c exchangeeuro.c exchangeamer.c callmaximumeuro.c callmaximumamer.c bestofeuro.c bestofamer.c putupouteuro.c putupoutamer.c putupineuro.c putupinamer.c putdownouteuro.c putdownoutamer.c putdownineuro.c putdowninamer.c parisiancalldownouteuro.c parisiancalldownineuro.c lim.c callupouteuro.c callupoutamer.c callupineuro.c callupinamer.c calldownouteuro.c calldownoutamer.c calldownineuro.c calldowninamer.c std.c puteuro.c putamer.c digiteuro.c digitamer.c callspreadeuro.c callspreadamer.c calleuro.c callamer.c mc_dupire.c fd_dupire.c fd_adaptive.c dup1d_std.c dup1d.c mer1d_std.c mc_merton.c fd_impexp.c fd_andersenandreasen.c cf_put_merton.c cf_call_merton.c ap_put_carr.c ap_call_carr.c mer1d.c mc_robbinsmoro_hw.c hw1d_std.c hw1d.c mc_robbinsmoro_hes.c hes1d_std.c cf_put_heston.c cf_call_heston.c hes1d.c tr_producttr.c tr_boyleevninegibbs.c mc_standard2d.c mc_randomquantization2d.c mc_longstaffschwartz2d.c mc_lionsregnier2d.c mc_broadieglassermann2d.c mc_barraquandmartineau2d.c fd_psor2d.c fd_howard2d.c fd_gmres.c fd_fmgh2d.c fd_bcgstab.c fd_adi.c cf_putmin.c cf_exchange.c cf_callmax.c bs2d_std2d_test.c bs2d_std2d.c bs2d.c mc_variancereduction.c bs1d_limdisc_test.c bs1d_limdisc.c ap_broadieglassermankou.c tr_babbs_put.c tr_babbs_call.c tr_asian_fsg.c mc_lookbackmin_andersen.c mc_lookbackmax_andersen.c mc_floatingasian_standard.c mc_fixedasian_robbinsmoro.c mc_fixedasian_kemnavorst.c mc_fixedasian_glassermann.c fd_fixedasian_rodgershi.c fd_fixedasian_beh.c cf_floating_putlookback.c cf_floating_calllookback.c cf_fixed_putlookback.c cf_fixed_calllookback.c bs1d_pad_test.c bs1d_pad.c ap_floatingasian_zhang.c ap_fixedasian_zhang.c ap_fixedasian_turnbullwakeman.c ap_fixedasian_thompsonup.c ap_fixedasian_thompsonlow.c ap_fixedasian_milevskyposner.c ap_fixedasian_levy.c ap_fixedasian_laplace.c ap_fixedasian_fusaitagliani.c tr_ritchken_out.c tr_ritchken_in.c mc_outbaldi.c mc_inbaldi.c fd_psor_out.c fd_psor_in.c fd_gauss_out.c fd_gauss_in.c fd_cryer_out.c fd_cryer_in.c cf_putout_kunitomoikeda.c cf_putin_kunitomoikeda.c cf_callout_kunitomoikeda.c cf_callin_kunitomoikeda.c bs1d_doublim_test.c bs1d_doublim.c ap_out_laplace.c tr_rogersstapleton_upout.c tr_rogersstapleton_downout.c tr_ritchken_upout.c tr_ritchken_upin.c tr_ritchken_downout.c tr_ritchken_downin.c tr_dermankani.c mc_parisianout.c mc_parisianin.c mc_baldi_out.c mc_baldi_in.c fd_psor_upout.c fd_psor_upin.c fd_psor_downout.c fd_psor_downin.c fd_gauss_upout.c fd_gauss_upin.c fd_gauss_downout.c fd_gauss_downin.c fd_fem_out.c fd_cryer_upout.c fd_cryer_upin.c fd_cryer_downout.c fd_cryer_downin.c cf_putupout.c cf_putupin.c cf_putdownout.c cf_putdownin.c cf_callupout.c cf_callupin.c cf_calldownout.c cf_calldownin.c bs1d_lim_test.c bs1d_lim.c tr_thirdmoment.c tr_patry1.c tr_patry.c tr_lnthirdmoment.c tr_kamradritchken.c tr_hullwhite.c tr_extendedCRR.c tr_euler.c tr_coxrossrubinstein.c tr_bbsr.c mc_tsitsiklisvanroy.c mc_standard.c mc_rogers.c mc_randomquantization.c mc_longstaffschwartz.c mc_lionsregnier.c mc_broadieglassermann.c mc_barraquandmartineau.c mc_antithetic.c fd_sor.c fd_psor.c fd_multigrid_euro.c fd_howard.c fd_gauss.c fd_galerkin_discfem.c fd_fmgh.c fd_explicit.c fd_cryer.c fd_brennanschwartz.c cf_put.c cf_digit.c cf_callspread.c cf_call.c bs1d_std_testpatry1.c bs1d_std_testpatry.c bs1d_std_test3.c bs1d_std_test2.c bs1d_std_test1.c bs1d_std_test.c bs1d_std.c ap_waley.c ap_mcmillan.c ap_luba.c ap_lba.c ap_ju_putamer.c ap_hostapletonsubrahmanyam.c ap_carr_putamer.c ap_bunchjohnsonn.c ap_bjerksundstensland.c bs1d.c random.c moments.c mathtools.c linsys.c jump.c integral.c complex.c var.c tools.c timeinfo.c test.c numfunc.c method.c ftools.c error_msg.c chk.c premia.c Compilation... calldownouteuro.c Compilation... fd_explicit.c Compilation... tr_kamradritchken.c fd_explicit.c mc_parisianout.c mc_parisianin.c fd_fem_out.c Compilation... fd_multigrid_euro.c Édition des liens en cours... |
Résultats |
Le journal de génération a été enregistré à l'emplacement "file://c:\Premia5\Win\Microsoft\PremiaWin\Release\BuildLog.htm" PremiaWin - 0 erreur(s), 0 avertissement(s) |