Cannot build QuantLibAddin with QuantLib 0.9.6

[Slava Mazur]

Greetings,

 

The QuantLibAddin project doesn’t compile with QuantLib 0.9.6. I downloaded all the projects from corresponding SourceForge page. The version of QuantLibAddin project is 0.9.0.

When tried to compile I got a lot of error messages. A fragment of compiler log below gives an idea what’s wrong. I don’t think a compiler’s vendor and version matter since it looks like the QuantLibAddin source code doesn’t reflect recent changes in QuantLib.

 

Could someone please take a look at it?

 

Thanks,

 

Slava Mazur

 

------ Build started: Project: QuantLibObjects, Configuration: Debug CRTDLL Win32 ------

 

Compiling...

utilities.cpp

Will (need to) link to lib file: QuantLib-vc71-mt-gd-0_9_6.lib

timeseries.cpp

settings.cpp

schedule.cpp

quotes.cpp

processes.cpp

index.cpp

exercise.cpp

date.cpp

serializationfactory.cpp

create_volatility.cpp

create_volatilities.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_volatilities.cpp(33) : fatal error C1083: Cannot open include file: 'ql/experimental/abcdatmvolcurve.hpp': No such file or directory

create_vanillaswap.cpp

create_timeseries.cpp

create_termstructures.cpp

create_swaptionvolstructure.cpp

create_swaption.cpp

create_swap.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(37) : error C2039: 'ModelOfYieldCurve' : is not a member of 'QuantLib::GFunctionFactory'

        c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33) : error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33) : error C2238: unexpected token(s) preceding ';'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(49) : error C2039: 'ModelOfYieldCurve' : is not a member of 'QuantLib::GFunctionFactory'

        c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46) : error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46) : error C2238: unexpected token(s) preceding ';'

c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\xlocmon(231) : fatal error C1903: unable to recover from previous error(s); stopping compilation

create_statistics.cpp

create_smilesection.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_smilesection.cpp(32) : fatal error C1083: Cannot open include file: 'ql/experimental/sabrvolsurface.hpp': No such file or directory

create_simplecashflow.cpp

create_shortratemodels.cpp

create_sequencestatistics.cpp

create_schedule.cpp

create_ratehelpers.cpp

create_rangeaccrual.cpp

create_randomsequencegenerator.cpp

create_quotes.cpp

create_products.cpp

create_processes.cpp

create_pricingengines.cpp

create_piecewiseyieldcurve.cpp

create_payoffs.cpp

create_options.cpp

create_optimization.cpp

create_mathf.cpp

create_marketmodels.cpp

create_marketmodelevolvers.cpp

create_leg.cpp

create_interpolation.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\interpolation.hpp(24) : fatal error C1083: Cannot open include file: 'ql/math/interpolations/cubicspline.hpp': No such file or directory

create_index.cpp

create_forwardrateagreement.cpp

create_exercise.cpp

create_evolutiondescription.cpp

create_driftcalculators.cpp

create_curvestate.cpp

create_ctsmmcapletcalibration.cpp

create_couponvectors.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(37) : error C2039: 'ModelOfYieldCurve' : is not a member of 'QuantLib::GFunctionFactory'

        c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33) : error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33) : error C2238: unexpected token(s) preceding ';'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(49) : error C2039: 'ModelOfYieldCurve' : is not a member of 'QuantLib::GFunctionFactory'

        c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46) : error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46) : error C2238: unexpected token(s) preceding ';'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(64) : error C2039: 'ModelOfYieldCurve' : is not a member of 'QuantLib::GFunctionFactory'

        c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(64) : error C2146: syntax error : missing ';' before identifier 'ModelOfYieldCurveEnum'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(64) : error C2065: 'ModelOfYieldCurveEnum' : undeclared identifier

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(65) : error C2039: 'ModelOfYieldCurve' : is not a member of 'QuantLib::GFunctionFactory'

        c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(65) : error C2923: 'ObjectHandler::Create' : 'ModelOfYieldCurve' is invalid as template argument '#1', type expected

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(53) : see declaration of 'ModelOfYieldCurve'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(65) : error C2955: 'ObjectHandler::Create' : use of class template requires template argument list

        c:\Experimental\QuantLib-0.9.6\ObjectHandler\oh\Enumerations\typefactory.hpp(146) : see declaration of 'ObjectHandler::Create'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(65) : error C2955: 'ObjectHandler::Create' : use of class template requires template argument list

        c:\Experimental\QuantLib-0.9.6\ObjectHandler\oh\Enumerations\typefactory.hpp(146) : see declaration of 'ObjectHandler::Create'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(81) : error C3861: 'ModelOfYieldCurveEnum': identifier not found, even with argument-dependent lookup

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(290) : error C2039: 'ModelOfYieldCurve' : is not a member of 'QuantLib::GFunctionFactory'

        c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(290) : error C2146: syntax error : missing ';' before identifier 'ModelOfYieldCurveEnum'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(291) : error C2039: 'ModelOfYieldCurve' : is not a member of 'QuantLib::GFunctionFactory'

        c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(291) : error C2923: 'ObjectHandler::Create' : 'ModelOfYieldCurve' is invalid as template argument '#1', type expected

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(259) : see declaration of 'ModelOfYieldCurve'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(291) : error C2955: 'ObjectHandler::Create' : use of class template requires template argument list

        c:\Experimental\QuantLib-0.9.6\ObjectHandler\oh\Enumerations\typefactory.hpp(146) : see declaration of 'ObjectHandler::Create'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(291) : error C2955: 'ObjectHandler::Create' : use of class template requires template argument list

        c:\Experimental\QuantLib-0.9.6\ObjectHandler\oh\Enumerations\typefactory.hpp(146) : see declaration of 'ObjectHandler::Create'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(290) : error C3861: 'ModelOfYieldCurveEnum': identifier not found, even with argument-dependent lookup

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(307) : error C3861: 'ModelOfYieldCurveEnum': identifier not found, even with argument-dependent lookup

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_couponvectors.cpp(307) : error C2514: 'QuantLibAddin::ConundrumPricerByNumericalIntegration' : class has no constructors

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(44) : see declaration of 'QuantLibAddin::ConundrumPricerByNumericalIntegration'

create_correlation.cpp

create_cmsmarketcalibration.cpp

c:\work\workspace2\cpplibs\boost\boost_1_34_1\boost\shared_ptr.hpp(209) : error C2680: 'boost::shared_ptr<T>::element_type *' : invalid target type for dynamic_cast

        with

        [

            T=QuantLib::SwaptionVolatilityStructure

        ]

        'SwaptionVolatilityStructure' : class must be defined before using in a dynamic_cast

        c:\work\workspace2\cpplibs\boost\boost_1_34_1\boost\shared_ptr.hpp(462) : see reference to function template instantiation 'boost::shared_ptr<T>::shared_ptr<LibraryClass>(const boost::shared_ptr<LibraryClass> &,boost::detail::dynamic_cast_tag)' being compiled

        with

        [

            T=QuantLib::SwaptionVolatilityStructure,

            LibraryClass=QuantLib::Extrapolator

        ]

        c:\Experimental\QuantLib-0.9.6\ObjectHandler\oh\libraryobject.hpp(50) : see reference to function template instantiation 'boost::shared_ptr<T> boost::dynamic_pointer_cast<LibraryDerivedClass,LibraryClass>(const boost::shared_ptr<LibraryClass> &)' being compiled

        with

        [

            T=QuantLib::SwaptionVolatilityStructure,

            LibraryDerivedClass=QuantLib::SwaptionVolatilityStructure,

            LibraryClass=QuantLib::Extrapolator

        ]

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Conversions\coercehandle.hpp(63) : see reference to function template instantiation 'void ObjectHandler::LibraryObject<LibraryClass>::getLibraryObject<T>(boost::shared_ptr<T> &) const' being compiled

        with

        [

            LibraryClass=QuantLib::Extrapolator,

            T=QuantLib::SwaptionVolatilityStructure

        ]

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Conversions\coercehandle.hpp(83) : see reference to function template instantiation 'bool QuantLibAddin::wrapObject<ObjectClass,LibraryClass>(const boost::shared_ptr<T> &,QuantLib::Handle<QuantLib::SwaptionVolatilityStructure> &)' being compiled

        with

        [

            ObjectClass=QuantLibAddin::SwaptionVolatilityStructure,

            LibraryClass=QuantLib::SwaptionVolatilityStructure,

            T=ObjectHandler::Object

        ]

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Conversions\coercehandle.hpp(80) : while compiling class-template member function 'QuantLibAddin::CoerceHandle<ObjectClass,LibraryClass>::Conversion *QuantLibAddin::CoerceHandle<ObjectClass,LibraryClass>::getConversions(void) '

        with

        [

            ObjectClass=QuantLibAddin::SwaptionVolatilityStructure,

            LibraryClass=QuantLib::SwaptionVolatilityStructure

        ]

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_cmsmarketcalibration.cpp(73) : see reference to class template instantiation 'QuantLibAddin::CoerceHandle<ObjectClass,LibraryClass>' being compiled

        with

        [

            ObjectClass=QuantLibAddin::SwaptionVolatilityStructure,

            LibraryClass=QuantLib::SwaptionVolatilityStructure

        ]

c:\work\workspace2\cpplibs\boost\boost_1_34_1\boost\shared_ptr.hpp(210) : fatal error C1903: unable to recover from previous error(s); stopping compilation

create_cmsmarket.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(37) : error C2039: 'ModelOfYieldCurve' : is not a member of 'QuantLib::GFunctionFactory'

        c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33) : error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33) : error C2238: unexpected token(s) preceding ';'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(49) : error C2039: 'ModelOfYieldCurve' : is not a member of 'QuantLib::GFunctionFactory'

        c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46) : error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46) : error C2238: unexpected token(s) preceding ';'

c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\xlocmon(231) : fatal error C1903: unable to recover from previous error(s); stopping compilation

create_capletvolstructure.cpp

create_capfloor.cpp

create_browniangenerators.cpp

create_bonds.cpp

create_assetswap.cpp

create_alphaform.cpp

create_accountingengines.cpp

create_abcd.cpp

optimization.cpp

conversions.cpp

yieldtermstructures.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\yieldtermstructures.cpp(31) : fatal error C1083: Cannot open include file: 'ql/math/interpolations/cubicspline.hpp': No such file or directory

ratehelpers.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\ratehelpers.cpp(50) : error C2661: 'QuantLib::DepositRateHelper::DepositRateHelper' : no overloaded function takes 8 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\ratehelpers.cpp(73) : error C2664: 'QuantLib::FuturesRateHelper::FuturesRateHelper(const QuantLib::Handle<T> &,const QuantLib::Date &,QuantLib::Size,const QuantLib::Calendar &,QuantLib::BusinessDayConvention,bool,const QuantLib::DayCounter &,const QuantLib::Handle<T> &)' : cannot convert parameter 6 from 'const QuantLib::DayCounter' to 'bool'

        with

        [

            T=QuantLib::Quote

        ]

        No user-defined-conversion operator available that can perform this conversion, or the operator cannot be called

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\ratehelpers.cpp(135) : error C2661: 'QuantLib::FraRateHelper::FraRateHelper' : no overloaded function takes 9 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\ratehelpers.cpp(160) : error C2661: 'QuantLib::FraRateHelper::FraRateHelper' : no overloaded function takes 9 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\ratehelpers.cpp(184) : error C2664: 'QuantLib::FixedRateBondHelper::FixedRateBondHelper(const QuantLib::Handle<T> &,QuantLib::Natural,QuantLib::Real,const QuantLib::Schedule &,const std::vector<_Ty> &,const QuantLib::DayCounter &,QuantLib::BusinessDayConvention,QuantLib::Real,const QuantLib::Date &)' : cannot convert parameter 3 from 'const QuantLib::Schedule' to 'QuantLib::Real'

        with

        [

            T=QuantLib::Quote,

            _Ty=double

        ]

        No user-defined-conversion operator available that can perform this conversion, or the operator cannot be called

piecewiseyieldcurve.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(211) : error C2039: 'CubicSpline' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(211) : error C2065: 'CubicSpline' : undeclared identifier

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(211) : error C2783: 'void QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)' : could not deduce template argument for 'Traits'

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(211) : error C2783: 'void QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)' : could not deduce template argument for 'Interpolator'

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(219) : error C2039: 'CubicSpline' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(219) : error C3861: 'CubicSpline': identifier not found, even with argument-dependent lookup

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(219) : error C2783: 'void QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)' : could not deduce template argument for 'Traits'

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(219) : error C2783: 'void QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)' : could not deduce template argument for 'Interpolator'

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(227) : error C2039: 'CubicSpline' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(227) : error C3861: 'CubicSpline': identifier not found, even with argument-dependent lookup

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(227) : error C2783: 'void QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)' : could not deduce template argument for 'Traits'

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(227) : error C2783: 'void QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)' : could not deduce template argument for 'Interpolator'

        c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

volatility.cpp

products.cpp

marketmodels.cpp

marketmodelevolvers.cpp

evolutiondescription.cpp

driftcalculators.cpp

curvestate.cpp

ctsmmcapletcalibration.cpp

correlation.cpp

browniangenerators.cpp

alphaform.cpp

accountingengines.cpp

abcd.cpp

volatilities.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\volatilities.cpp(29) : fatal error C1083: Cannot open include file: 'ql/experimental/abcdatmvolcurve.hpp': No such file or directory

swaptionvolstructure.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cpp(45) : error C2039: 'SwaptionConstantVolatility' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cpp(45) : error C2660: 'QuantLibAddin::SwaptionConstantVolatility::SwaptionConstantVolatility' : function does not take 3 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cpp(67) : error C2664: 'QuantLib::SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const QuantLib::Calendar &,QuantLib::BusinessDayConvention,const std::vector<_Ty> &,const std::vector<_Ty> &,const std::vector<std::vector<QuantLib::Handle<T>>> &,const QuantLib::DayCounter &)' : cannot convert parameter 2 from 'const std::vector<_Ty>' to 'QuantLib::BusinessDayConvention'

        with

        [

            _Ty=QuantLib::Period,

            T=QuantLib::Quote

        ]

        and

        [

            _Ty=QuantLib::Period

        ]

        No user-defined-conversion operator available that can perform this conversion, or the operator cannot be called

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cpp(100) : error C2661: 'QuantLib::SwaptionVolCube2::SwaptionVolCube2' : no overloaded function takes 7 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cpp(128) : error C2664: 'QuantLib::SwaptionVolCube1::SwaptionVolCube1(const QuantLib::Handle<T> &,const std::vector<_Ty> &,const std::vector<_Ty> &,const std::vector<double> &,const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const boost::shared_ptr<QuantLib::SwapIndex> &,const boost::shared_ptr<QuantLib::SwapIndex> &,bool,const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const std::vector<bool,_Ax> &,bool,const boost::shared_ptr<QuantLib::EndCriteria> &,QuantLib::Real,const boost::shared_ptr<QuantLib::OptimizationMethod> &)' : cannot convert parameter 7 from 'bool' to 'const boost::shared_ptr<T> &'

        with

        [

            T=QuantLib::SwaptionVolatilityStructure,

            _Ty=QuantLib::Period,

            _Ax=std::allocator<bool>

        ]

        and

        [

            T=QuantLib::SwapIndex

        ]

        Reason: cannot convert from 'bool' to 'const boost::shared_ptr<T>'

        with

        [

            T=QuantLib::SwapIndex

        ]

        No constructor could take the source type, or constructor overload resolution was ambiguous

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cpp(268) : error C2039: 'SpreadedSwaptionVolatilityStructure' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cpp(269) : error C2039: 'SpreadedSwaptionVolatilityStructure' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cpp(269) : error C2660: 'QuantLibAddin::SpreadedSwaptionVolatilityStructure::SpreadedSwaptionVolatilityStructure' : function does not take 2 arguments

smilesection.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\smilesection.cpp(28) : fatal error C1083: Cannot open include file: 'ql/experimental/sabrvolsurface.hpp': No such file or directory

cmsmarketcalibration.cpp

cmsmarket.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\cmsmarket.cpp(39) : error C2661: 'QuantLib::CmsMarket::CmsMarket' : no overloaded function takes 5 arguments

capletvolstructure.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(43) : error C2039: 'ConstantOptionletVol' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(43) : error C2660: 'QuantLibAddin::ConstantOptionletVol::ConstantOptionletVol' : function does not take 3 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(63) : error C2039: 'SpreadedOptionletVol' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(64) : error C2039: 'SpreadedOptionletVol' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(64) : error C2660: 'QuantLibAddin::SpreadedOptionletVol::SpreadedOptionletVol' : function does not take 2 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(78) : error C2664: 'QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural,const QuantLib::Calendar &,QuantLib::BusinessDayConvention,const std::vector<_Ty> &,const std::vector<QuantLib::Handle<T>> &,const QuantLib::DayCounter &)' : cannot convert parameter 3 from 'const std::vector<_Ty>' to 'QuantLib::BusinessDayConvention'

        with

        [

            _Ty=QuantLib::Period,

            T=QuantLib::Quote

        ]

        and

        [

            _Ty=QuantLib::Period

        ]

        No user-defined-conversion operator available that can perform this conversion, or the operator cannot be called

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(97) : error C2664: 'QuantLib::CapFloorTermVolSurface::CapFloorTermVolSurface(QuantLib::Natural,const QuantLib::Calendar &,QuantLib::BusinessDayConvention,const std::vector<_Ty> &,const std::vector<double> &,const std::vector<std::vector<QuantLib::Handle<T>>> &,const QuantLib::DayCounter &)' : cannot convert parameter 3 from 'const std::vector<_Ty>' to 'QuantLib::BusinessDayConvention'

        with

        [

            _Ty=QuantLib::Period,

            T=QuantLib::Quote

        ]

        and

        [

            _Ty=QuantLib::Period

        ]

        No user-defined-conversion operator available that can perform this conversion, or the operator cannot be called

pricingengines.cpp

rangeaccrual.cpp

leg.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\leg.cpp(52) : error C2039: 'currentCouponRate' : is not a member of 'QuantLib::CashFlows'

        c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\cashflows.hpp(42) : see declaration of 'QuantLib::CashFlows'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\leg.cpp(52) : error C2660: 'QuantLibAddin::Leg::currentCouponRate' : function does not take 2 arguments

flowanalysis.cpp

couponvectors.cpp

conundrumpricer.cpp

 

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[Ferdinando M. Ametrano-3]

Hi Slava

> The QuantLibAddin project doesn't compile with QuantLib 0.9.6. I downloaded
> all the projects from corresponding SourceForge page. The version of
> QuantLibAddin project is 0.9.0.
this is expected, as you would need QuantLibAddin 0.9.6 which should
be released shortly.

If you want to compile it by yourself you should check out from our
repository the R000905-branch tag (the 5 is correct, even if the
release is 0.9.6)

Even better: just work on the trunk of our repository and you will get
the most recent code base

ciao -- Nando

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_______________________________________________
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