Trouble with HestonProcess Evolve for custom MC in Python/SWIG
Hi all. I'm having some trouble using the evolve() method for a HestonProcess, it causes an Access violation and crashes. Here is an example. I'm not sure if I'm doing something wrong, or if perhaps something is wrong with my installation. I'm using QuantLib-1.9, QuantLib-SWIG-1.9, swigwin-3.0.12, and boost_1_63_0-msvc-10.0-32.