Building with Microsoft Visual C++ 2010

[Axel-46]

Hi everyone,

I have trouble building the lib with MS VC 2010 Compiler.
I've tried the built-in conversion tool which worked on the vc2005 files
(2008 did not).
Now I'm getting a "unknown Microsoft compiler" error from
quantlib-1.0.1\ql\config.msvc.hpp(93)
Has anyone patched that for VC 2010 ? Or got it to work some other way ?
I'm fairly new to windows
programming, is there a way to tell vc to use the vc90 compiler ?

Thanks,
Alex

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[Lucio Dinoto]

Hi guys,

I am new in QuantLib, almost finishing the first integration of the lib in my code but with outstanding 4 linking problems (see below). I have not been able to solve by myself.

Have you seen that before? any tip?

Let me tell you a little bit about the context:
debug mode compiles and linked without problemas
All my solution's project as set with Multi-threaded DLL (/MD) and Multi-threaded Debug DLL (/MD) for Release and Debug mode respectivelly
one of my .h includes:  #include <ql/qldefines.hpp>
                                    #include <ql/auto_link.hpp>
                                    #include <ql/quantlib.hpp>
my code is hibrid one, C/C++. which means that all my .h includes:
#ifdef __cplusplus
extern "C"
{
#endif
Finally, test samples work fine when compiled and executed as available in the library.

MANY THANKS for any help.


11>Linking...
XXXX.obj) : error LNK2019: unresolved external symbol "__declspec(dllimport) public: __thiscall std::_Container_base::~_Container_base(void)" (__imp_??1_Container_base@std@@QAE@XZ) referenced in function "public: virtual __thiscall QuantLib::Calendar::Impl::~Impl(void)" (??1Impl@Calendar@QuantLib@@UAE@XZ)
XXXX.obj) : error LNK2019: unresolved external symbol "__declspec(dllimport) public: __thiscall std::_Container_base::_Container_base(void)" (__imp_??0_Container_base@std@@QAE@XZ) referenced in function "public: __thiscall std::set<class QuantLib::Date,struct std::less<class QuantLib::Date>,class std::allocator<class QuantLib::Date> >::set<class QuantLib::Date,struct std::less<class QuantLib::Date>,class std::allocator<class QuantLib::Date> >(void)" (??0?$set@VDate@QuantLib@@U?$less@VDate@QuantLib@@@std@@V?$allocator@VDate@QuantLib@@@4@@std@@QAE@XZ)
XXXX.obj) : error LNK2019: unresolved external symbol "__declspec(dllimport) void __cdecl std::_Debug_message(wchar_t const *,wchar_t const *,unsigned int)" (__imp_?_Debug_message@std@@YAXPB_W0I@Z) referenced in function "public: void __thiscall std::_Iterator_base::_Orphan_me(void)" (?_Orphan_me@_Iterator_base@std@@QAEXXZ)
XXXX.obj) : error LNK2019: unresolved external symbol __imp___CrtDbgReportW referenced in function "public: bool __thiscall std::_Tree<class std::_Tset_traits<class QuantLib::Date,struct std::less<class QuantLib::Date>,class std::allocator<class QuantLib::Date>,0> >::const_iterator::operator==(class std::_Tree<class std::_Tset_traits<class QuantLib::Date,struct std::less<class QuantLib::Date>,class std::allocator<class QuantLib::Date>,0> >::const_iterator const &)const " (??8const_iterator@?$_Tree@V?$_Tset_traits@VDate@QuantLib@@U?$less@VDate@QuantLib@@@std@@V?$allocator@VDate@QuantLib@@@4@$0A@@std@@@std@@QBE_NABV012@@Z)
11>Release/Monitor.exe : fatal error LNK1120: 4 unresolved externals






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[Kim Kuen Tang]

Hi Axel;

Axel schrieb:
> Hi everyone,
>
> I have trouble building the lib with MS VC 2010 Compiler.
> I've tried the built-in conversion tool which worked on the vc2005 files
> (2008 did not).
> Now I'm getting a "unknown Microsoft compiler" error from
> quantlib-1.0.1\ql\config.msvc.hpp(93)
>  
There has been an email about that issue, recently. You can google about
that.

> Has anyone patched that for VC 2010 ? Or got it to work some other way ?
>  
Unfortunately msvc 2010 already supports c++ox, and it introuduces also
its own shared_ptr. This results in name clash with boost::shared_ptr.

HTH

Kim

> I'm fairly new to windows
> programming, is there a way to tell vc to use the vc90 compiler ?
>
> Thanks,
> Alex
>
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>  

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[Luigi Ballabio]

On Mon, 2010-06-21 at 08:15 +0200, Kim Kuen Tang wrote:
> > Has anyone patched that for VC 2010 ? Or got it to work some other way ?
> >  
> Unfortunately msvc 2010 already supports c++ox, and it introuduces also
> its own shared_ptr. This results in name clash with boost::shared_ptr.

No, it does not.  That's what namespaces are for.

Luigi


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by quotations.
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[Kim Kuen Tang]

Luigi Ballabio schrieb:

> On Mon, 2010-06-21 at 08:15 +0200, Kim Kuen Tang wrote:
>  
>>> Has anyone patched that for VC 2010 ? Or got it to work some other way ?
>>>  
>>>      
>> Unfortunately msvc 2010 already supports c++ox, and it introuduces also
>> its own shared_ptr. This results in name clash with boost::shared_ptr.
>>    
>
> No, it does not.  That's what namespaces are for.
>  

I recheck the error messages that i got when compiling ql1.0.1 with
msvc10. One error for example comes from the following piece of code
(ql\methods\montecarlo\lsmbasissystem.cpp(119)) :

std::vector<boost::function1<Real, Array> > ret;
        ret.push_back(bind(constant<Real, Real>(1.0),
                           bind(f_workaround, _1, 0, dim)));

Here bind was found by adl in the namespace std, while it also exists in
namespace boost. This results in name clash. It is of course not
difficult to correct the problem. You just need to add the namespace
boost:: before bind.

Btw, the same problem exists also for boost::ref.

Kim

> Luigi
>
>
>  


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[Luigi Ballabio]

On Tue, 2010-06-22 at 15:27 +0200, Kim Kuen Tang wrote:

> I recheck the error messages that i got when compiling ql1.0.1 with
> msvc10. One error for example comes from the following piece of code
> (ql\methods\montecarlo\lsmbasissystem.cpp(119)) :
>
> std::vector<boost::function1<Real, Array> > ret;
>         ret.push_back(bind(constant<Real, Real>(1.0),
>                            bind(f_workaround, _1, 0, dim)));
>
> Here bind was found by adl in the namespace std, while it also exists
> in
> namespace boost. This results in name clash. It is of course not
> difficult to correct the problem. You just need to add the namespace
> boost:: before bind.
>
> Btw, the same problem exists also for boost::ref.

Ok, I see.  Did you manage to compile under VC2010? Do you have a set of
patches I can apply?

Luigi


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[Luigi Ballabio]

On Sun, 2010-06-20 at 01:32 +0200, Axel wrote:
> I have trouble building the lib with MS VC 2010 Compiler.
> I've tried the built-in conversion tool which worked on the vc2005 files
> (2008 did not).
> Now I'm getting a "unknown Microsoft compiler" error from
> quantlib-1.0.1\ql\config.msvc.hpp(93)
> Has anyone patched that for VC 2010 ? Or got it to work some other way ?

As far as I know, the code still doesn't work with VC2010.

> I'm fairly new to windows
> programming, is there a way to tell vc to use the vc90 compiler ?

Opening the VC9 solution (that would be QuantLib_vc9.sln) should launch
the right version of the compiler.  Otherwise, open the VC9 IDE and open
the solution from within that.

Luigi


--

A programming language is low-level when its programs require attention
to the irrelevant.
-- Alan Perlis



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[Luigi Ballabio]

On Mon, 2010-06-21 at 02:56 -0300, Lucio Dinoto wrote:
> I am new in QuantLib, almost finishing the first integration of the
> lib in my code but with outstanding 4 linking problems (see below). I
> have not been able to solve by myself.

Lucio,
        what version of Visual Studio are you using?

Luigi


--

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The Second Rule of Optimization (For experts only): Don't do it yet.
-- Michael Jackson



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[Lucio Dinoto]

Hi Luigi,

My version is:
Microsoft Visual Studio 2005
Version 8.0.50727.762  (SP.050727-7600)
Microsoft .NET Framework
Version 2.0.50727 SP2

Installed Edition: VC Express

Microsoft Visual C++ 2005   76542-000-0000011-00125
Microsoft Visual C++ 2005

Thanks

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Thursday, June 24, 2010 12:06 PM
To: Lucio Dinoto
Cc: [hidden email]
Subject: Re: [Quantlib-users] problem linking quantlib - help

On Mon, 2010-06-21 at 02:56 -0300, Lucio Dinoto wrote:
> I am new in QuantLib, almost finishing the first integration of the
> lib in my code but with outstanding 4 linking problems (see below). I
> have not been able to solve by myself.

Lucio,
        what version of Visual Studio are you using?

Luigi


--

The First Rule of Optimization: Don't do it.
The Second Rule of Optimization (For experts only): Don't do it yet.
-- Michael Jackson





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[Lucio Dinoto]

Guys,

I have found that by creating a simple schedule as following:

QuantLib::Schedule schedule = QuantLib::Schedule (dates, QuantLib::NullCalendar(), QuantLib::Unadjusted);

The lib fails after:

QuantLib::FixedRateLeg(schedule)

As the isRegular was never initialized. I think the solution could be to initialize in the constructor:

        Schedule(const std::vector<Date>&,
                 const Calendar& calendar = NullCalendar(),
                 BusinessDayConvention convention = Unadjusted);


ERROR:

    FixedRateLeg::operator Leg() const {

        QL_REQUIRE(!couponRates_.empty(), "no coupon rates given");
        QL_REQUIRE(!notionals_.empty(), "no notional given");

        Leg leg;

        // the following is not always correct
        Calendar calendar = schedule_.calendar();

        // first period might be short or long
        Date start = schedule_.date(0), end = schedule_.date(1);
        Date paymentDate = calendar.adjust(end, paymentAdjustment_);
        InterestRate rate = couponRates_[0];
        Real nominal = notionals_[0];
---->>>>    if (schedule_.isRegular(1)) {



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[Lutz v. Grafenstein-3]

there are some interesting remarks in

http://www.wilmott.com/messageview.cfm?catid=10&threadid=77900

//Lutz

Am 23.06.2010 17:52, schrieb Luigi Ballabio:

> On Tue, 2010-06-22 at 15:27 +0200, Kim Kuen Tang wrote:
>    
>> I recheck the error messages that i got when compiling ql1.0.1 with
>> msvc10. One error for example comes from the following piece of code
>> (ql\methods\montecarlo\lsmbasissystem.cpp(119)) :
>>
>> std::vector<boost::function1<Real, Array>  >  ret;
>>          ret.push_back(bind(constant<Real, Real>(1.0),
>>                             bind(f_workaround, _1, 0, dim)));
>>
>> Here bind was found by adl in the namespace std, while it also exists
>> in
>> namespace boost. This results in name clash. It is of course not
>> difficult to correct the problem. You just need to add the namespace
>> boost:: before bind.
>>
>> Btw, the same problem exists also for boost::ref.
>>      
> Ok, I see.  Did you manage to compile under VC2010? Do you have a set of
> patches I can apply?
>
> Luigi
>
>
>    

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[Lucio Dinoto]

Guys,

We have to build plain vanilla, regular schedules for swaps with the particularity of having LONG front or back stubs, which means the first or last coupon could be potentially larger than the other ones, merging first (last) short coupon with next (previoys) one. Any recommendation or sample?

Many thanks

Lucio



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[Lucio Dinoto]

Hi Luigi and others,

Just FYI, I finally got to get rid of the linking problems by removing from "Ignore Specific Libraries" the following files:
        msvcprtd.lib;msvcrtd.lib;
May be it could help others facing with the same problem in the future.

Cheers

Lucio


-----Original Message-----
From: Lucio Dinoto
Sent: Thursday, June 24, 2010 2:03 PM
To: '[hidden email]'
Cc: [hidden email]
Subject: RE: [Quantlib-users] problem linking quantlib - help

Hi Luigi,

My version is:
Microsoft Visual Studio 2005
Version 8.0.50727.762  (SP.050727-7600)
Microsoft .NET Framework
Version 2.0.50727 SP2

Installed Edition: VC Express

Microsoft Visual C++ 2005   76542-000-0000011-00125
Microsoft Visual C++ 2005

Thanks

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Thursday, June 24, 2010 12:06 PM
To: Lucio Dinoto
Cc: [hidden email]
Subject: Re: [Quantlib-users] problem linking quantlib - help

On Mon, 2010-06-21 at 02:56 -0300, Lucio Dinoto wrote:
> I am new in QuantLib, almost finishing the first integration of the
> lib in my code but with outstanding 4 linking problems (see below). I
> have not been able to solve by myself.

Lucio,
        what version of Visual Studio are you using?

Luigi


--

The First Rule of Optimization: Don't do it.
The Second Rule of Optimization (For experts only): Don't do it yet.
-- Michael Jackson





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[Luigi Ballabio]

On Wed, 2010-07-07 at 15:02 -0300, Lucio Dinoto wrote:
> Hi Luigi and others,
>
> Just FYI, I finally got to get rid of the linking problems by removing from "Ignore Specific Libraries" the following files:
>         msvcprtd.lib;msvcrtd.lib;
> May be it could help others facing with the same problem in the future.

Ok, thanks.  I'll fix the projects for the next release.

Luigi
 

--

All generalizations are false, including this one.
-- Mark Twain



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[Luigi Ballabio]

On Fri, 2010-06-25 at 07:17 -0300, Lucio Dinoto wrote:

> I have found that by creating a simple schedule as following:
>
> QuantLib::Schedule schedule = QuantLib::Schedule (dates, QuantLib::NullCalendar(), QuantLib::Unadjusted);
>
> The lib fails after:
>
> QuantLib::FixedRateLeg(schedule)
>
> As the isRegular was never initialized. I think the solution could be
> to initialize in the constructor

Not really a solution, since the schedule would still be missing
information that FixedRateLeg would request after the isRegular check.
I think the solution should be to add a constructor that sets all the
Schedule data members besides the dates. Would you have time to try and
code it?

Luigi


--

Olmstead's Law:
After all is said and done, a hell of a lot more is said
than done.



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[Luigi Ballabio]

On Wed, 2010-06-30 at 04:11 -0300, Lucio Dinoto wrote:
> We have to build plain vanilla, regular schedules for swaps with the
> particularity of having LONG front or back stubs, which means the
> first or last coupon could be potentially larger than the other ones,
> merging first (last) short coupon with next (previoys) one. Any
> recommendation or sample?

Passing a first date or a next-to-last date to the schedule should work
as the dates are concerned.  For instance, for a long first coupon,
passing a first date will cause the schedule to skip the regular date
and put the passed first date into dates[1].
I'm not sure about accrual, though.  Are there any particular rules for
compounding the interest over the long coupon, or it's just a rate
accrued for the length of the coupon?

Luigi


--

Dealing with failure is easy: work hard to improve. Success is also
easy to handle: you've solved the wrong problem. Work hard to improve.
-- Alan Perlis



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