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thrasibule avatar thrasibule commented on May 27, 2024

Does your install of quantlib have high resolution date? built with --enable-intraday?

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AlexanderZvyagin avatar AlexanderZvyagin commented on May 27, 2024

I think the answer is NO, because in the config file I have lines:

/* Define this if you want to enable high resolution date class. */
/* #undef QL_HIGH_RESOLUTION_DATE */

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thrasibule avatar thrasibule commented on May 27, 2024

Ok, I guess we need to handle this case gracefully. The fix for now is to either use a quantlib compiled with --enable-intraday or use this commit: 5394649 which was before it was introduced.

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