Build fail in quantlib/trunk/QuantLib/Examples/BermudanSwaption

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Build fail in quantlib/trunk/QuantLib/Examples/BermudanSwaption

Gary Kennedy
Hi,
I am setting up a build on a new machine using ubuntu 11.04 (64bit)
I found that one of the examples failed to build.

Gary

make[1]: Leaving directory `/home/gary/quantlib/trunk/QuantLib/Docs'
Making all in Examples
make[1]: Entering directory `/home/gary/quantlib/trunk/QuantLib/Examples'
Making all in BermudanSwaption
make[2]: Entering directory `/home/gary/quantlib/trunk/QuantLib/Examples/BermudanSwaption'
g++ -DHAVE_CONFIG_H -I. -I../../ql  -I../.. -I../..   -g -O2 -MT BermudanSwaption.o -MD -MP -MF .deps/BermudanSwaption.Tpo -c -o BermudanSwaption.o BermudanSwaption.cpp
In file included from ../../ql/experimental/finitedifferences/all.hpp:22:0,
                 from ../../ql/experimental/all.hpp:13,
                 from ../../ql/quantlib.hpp:42,
                 from BermudanSwaption.cpp:22:
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:48:39: error: ‘KlugeExtOUProcess’ was not declared in this scope
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:48:56: error: template argument 1 is invalid
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:60:33: error: ‘KlugeExtOUProcess’ was not declared in this scope
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:60:50: error: template argument 1 is invalid
make[2]: *** [BermudanSwaption.o] Error 1
make[2]: Leaving directory `/home/gary/quantlib/trunk/QuantLib/Examples/BermudanSwaption'
make[1]: *** [all-recursive] Error 1
make[1]: Leaving directory `/home/gary/quantlib/trunk/QuantLib/Examples'
make: *** [all-recursive] Error 1
gary@kennedy-X200:~/quantlib/trunk/QuantLib$ gcc --version
gcc (Ubuntu/Linaro 4.5.2-8ubuntu4) 4.5.2
Copyright (C) 2010 Free Software Foundation, Inc.
This is free software; see the source for copying conditions.  There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

gary@kennedy-X200:~/quantlib/trunk/QuantLib$ uname -a
Linux kennedy-X200 2.6.38-10-generic #46-Ubuntu SMP Tue Jun 28 15:07:17 UTC 2011 x86_64 x86_64 x86_64 GNU/Linux



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Re: Build fail in quantlib/trunk/QuantLib/Examples/BermudanSwaption

Gary Kennedy
Seems to be a simple header file omitted.

adding this header

#include <ql/experimental/processes/klugeextouprocess.hpp>

to ql/experimental/finitedifferences/fdklugeextousspreadoption.hpp, seems to resolve it

gary

On 12 August 2011 10:56, Gary Kennedy <[hidden email]> wrote:
Hi,
I am setting up a build on a new machine using ubuntu 11.04 (64bit)
I found that one of the examples failed to build.

Gary

make[1]: Leaving directory `/home/gary/quantlib/trunk/QuantLib/Docs'
Making all in Examples
make[1]: Entering directory `/home/gary/quantlib/trunk/QuantLib/Examples'
Making all in BermudanSwaption
make[2]: Entering directory `/home/gary/quantlib/trunk/QuantLib/Examples/BermudanSwaption'
g++ -DHAVE_CONFIG_H -I. -I../../ql  -I../.. -I../..   -g -O2 -MT BermudanSwaption.o -MD -MP -MF .deps/BermudanSwaption.Tpo -c -o BermudanSwaption.o BermudanSwaption.cpp
In file included from ../../ql/experimental/finitedifferences/all.hpp:22:0,
                 from ../../ql/experimental/all.hpp:13,
                 from ../../ql/quantlib.hpp:42,
                 from BermudanSwaption.cpp:22:
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:48:39: error: ‘KlugeExtOUProcess’ was not declared in this scope
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:48:56: error: template argument 1 is invalid
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:60:33: error: ‘KlugeExtOUProcess’ was not declared in this scope
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:60:50: error: template argument 1 is invalid
make[2]: *** [BermudanSwaption.o] Error 1
make[2]: Leaving directory `/home/gary/quantlib/trunk/QuantLib/Examples/BermudanSwaption'
make[1]: *** [all-recursive] Error 1
make[1]: Leaving directory `/home/gary/quantlib/trunk/QuantLib/Examples'
make: *** [all-recursive] Error 1
gary@kennedy-X200:~/quantlib/trunk/QuantLib$ gcc --version
gcc (Ubuntu/Linaro 4.5.2-8ubuntu4) 4.5.2
Copyright (C) 2010 Free Software Foundation, Inc.
This is free software; see the source for copying conditions.  There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

gary@kennedy-X200:~/quantlib/trunk/QuantLib$ uname -a
Linux kennedy-X200 2.6.38-10-generic #46-Ubuntu SMP Tue Jun 28 15:07:17 UTC 2011 x86_64 x86_64 x86_64 GNU/Linux




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Re: Build fail in quantlib/trunk/QuantLib/Examples/BermudanSwaption

Ferdinando M. Ametrano-3
Hi Gary

On Fri, Aug 12, 2011 at 12:09 PM, Gary Kennedy <[hidden email]> wrote:
> Seems to be a simple header file omitted.
>
> adding this header
>
> #include <ql/experimental/processes/klugeextouprocess.hpp>
>
> to ql/experimental/finitedifferences/fdklugeextousspreadoption.hpp, seems to
> resolve it

right, thank you: I've fixed it on the trunk.
I've actually added the missing header to just
ql\experimental\finitedifferences\fdklugeextouspreadengine.hpp

ciao -- Nando

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Re: Build fail in quantlib/trunk/QuantLib/Examples/BermudanSwaption

Luigi Ballabio
In reply to this post by Gary Kennedy
On Fri, 2011-08-12 at 11:09 +0100, Gary Kennedy wrote:
> Seems to be a simple header file omitted.

Right.  It should be fixed now.

Thanks,
        Luigi


--

Brady's First Law of Problem Solving:
When confronted by a difficult problem, you can solve it more
easily by reducing it to the question, "How would the Lone
Ranger have handled this?"



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Re: Build fail in quantlib/trunk/QuantLib/Examples/BermudanSwaption

Klaus Spanderen-2
Hi

outch, that was me fault. Thanks for fixing it!

regards
 Klaus

On Friday 12 August 2011 12:33:09 Luigi Ballabio wrote:
> On Fri, 2011-08-12 at 11:09 +0100, Gary Kennedy wrote:
> > Seems to be a simple header file omitted.
>
> Right.  It should be fixed now.
>
> Thanks,
> Luigi



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