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Home Page: http://level3finance.com/oplib.html
OPLib is an open source library for high performance pricing
Home Page: http://level3finance.com/oplib.html
Windows project files are based on Visual Studio 2005. It would be good to have a branch which can build and run cleanly in Visual Studio 2010 (or express edition of 2010). Importing the Visual Studio 2005 project into Visual Studio 2010 version fails with several errors related to unsupported build configuration etc.
The benchmark routines gmt.exe, glv.exe and gsv.exe throw a DLL not found exception under 64 bit Linux perhaps because of a Mono bug. They work correctly otherwise under 32 bit Linux and under 32-64 bit Windows. Any help to fix this bug would be welcome.
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