Error while compiling Swapvaluation example

[Parmentier Jean-Luc (DBB)]

Hi,

I am a new user of quantlib. I built the boost library and the quantlib library on IBM-AIX.
Now I want to use the swapvaluation example. How can I compile this example because when I launch the make file, it says "all targets up-to-date". But I don't find the related execute file.

Any hints for resolving this would be appreciated.
Thanks in advance.

--------------------------------------
Dexia Bank disclaimer :
http://www.dexia.be/maildisclaimer.htm
--------------------------------------

[Luigi Ballabio]

On Mon, 2006-09-11 at 14:48 +0200, Parmentier Jean-Luc (DBB) wrote:
> Now I want to use the swapvaluation example. How can I compile this
> example because when I launch the make file, it says "all targets
> up-to-date". But I don't find the related execute file.

make examples

Later,
        Luigi

> --------------------------------------
> Dexia Bank disclaimer :
> http://www.dexia.be/maildisclaimer.htm
> --------------------------------------
>
>
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642
> _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users

----------------------------------------

Prediction is very difficult, especially if it's about the future.
-- Niels Bohr

[Parmentier Jean-Luc (DBB)]

When I use

make examples

I encountered the errors

ld: 0711-317 ERROR: Undefined symbol: vtable for
__cxxabiv1::__class_type_info
ld: 0711-317 ERROR: Undefined symbol: vtable for
__cxxabiv1::__vmi_class_type_info
ld: 0711-317 ERROR: Undefined symbol: vtable for
__cxxabiv1::__si_class_type_info
ld: 0711-317 ERROR: Undefined symbol: typeinfo for std::exception
ld: 0711-317 ERROR: Undefined symbol: .pthread_mutex_destroy
ld: 0711-317 ERROR: Undefined symbol: .pthread_mutex_lock
ld: 0711-317 ERROR: Undefined symbol: .pthread_mutex_unlock
ld: 0711-317 ERROR: Undefined symbol: .std::allocator<char>::allocator()
ld: 0711-317 ERROR: Undefined symbol: .std::basic_string<char,
std::char_traits<char>, std::allocator<char> >::basic_string(char
const*, std::allocator<char> const&)
ld: 0711-317 ERROR: Undefined symbol:
.std::allocator<char>::~allocator()
ld: 0711-317 ERROR: Undefined symbol: .std::basic_string<char,
std::char_traits<char>, std::allocator<char> >::~basic_string()
ld: 0711-317 ERROR: Undefined symbol: .std::basic_string<char,
std::char_traits<char>, std::allocator<char>
>::basic_string(std::basic_string<char, std::char_traits<char>,
std::allocator<char> > const
&)
ld: 0711-317 ERROR: Undefined symbol: .std::basic_string<char,
std::char_traits<char>, std::allocator<char> >::_Rep::_S_create(unsigned
long, unsigned long, std::allocator<char> const&)
ld: 0711-317 ERROR: Undefined symbol: std::basic_string<char,
std::char_traits<char>, std::allocator<char> >::_Rep::_S_terminal
ld: 0711-317 ERROR: Undefined symbol: .std::basic_ostringstream<char,
std::char_traits<char>, std::allocator<char>
>::basic_ostringstream(std::_Ios_Openmode)
ld: 0711-317 ERROR: Undefined symbol: .std::basic_ostream<char,
std::char_traits<char> >& std::operator<< <std::char_traits<char>
>(std::basic_ostream<char, std::char_traits<char> >&, char const*)
ld: 0711-317 ERROR: Undefined symbol: .std::basic_ostream<char,
std::char_traits<char> >::operator<<(double)
ld: 0711-317 ERROR: Undefined symbol: .std::basic_ostringstream<char,
std::char_traits<char>, std::allocator<char> >::~basic_ostringstream()
ld: 0711-317 ERROR: Undefined symbol: .std::basic_ostream<char,
std::char_traits<char> >::operator<<(unsigned long)
ld: 0711-317 ERROR: Undefined symbol: .pthread_mutex_init
ld: 0711-317 ERROR: Undefined symbol: .std::basic_ostream<char,
std::char_traits<char> >& std::endl<char, std::char_traits<char>
>(std::basic_ostream<char, std::char_traits<char> >&)
ld: 0711-317 ERROR: Undefined symbol: .std::basic_string<char,
std::char_traits<char>, std::allocator<char> >::assign(char const*,
unsigned long)
ld: 0711-317 ERROR: Undefined symbol: .std::basic_string<char,
std::char_traits<char>, std::allocator<char> >::basic_string(unsigned
long, char, std::allocator<char> const&)
ld: 0711-317 ERROR: Undefined symbol: .std::basic_ostream<char,
std::char_traits<char> >& std::operator<< <char, std::char_traits<char>,
std::allocator<char> >(std::basic_ostream<char, std::char_trait
s<char> >&, std::basic_string<char, std::char_traits<char>,
std::allocator<char> > const&)
ld: 0711-317 ERROR: Undefined symbol: .std::basic_ostream<char,
std::char_traits<char> >::operator<<(long)
ld: 0711-345 Use the -bloadmap or -bnoquiet option to obtain more
information.
collect2: ld returned 8 exit status
make: 1254-004 The error code from the last command is 1.


JL

-----Original Message-----
From: [hidden email] [mailto:[hidden email]]
Sent: Monday, September 11, 2006 15:47
To: Parmentier Jean-Luc (DBB)
Cc: [hidden email]
Subject: Re: [Quantlib-users] Error while compiling Swapvaluation
example

On Mon, 2006-09-11 at 14:48 +0200, Parmentier Jean-Luc (DBB) wrote:
> Now I want to use the swapvaluation example. How can I compile this
> example because when I launch the make file, it says "all targets
> up-to-date". But I don't find the related execute file.

make examples

Later,
        Luigi

> --------------------------------------
> Dexia Bank disclaimer :
> http://www.dexia.be/maildisclaimer.htm
> --------------------------------------
>
>
> ----------------------------------------------------------------------
> --- Using Tomcat but need to do more? Need to support web services,
> security?
> Get stuff done quickly with pre-integrated technology to make your job

> easier Download IBM WebSphere Application Server v.1.0.1 based on
> Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=1216
> 42 _______________________________________________ QuantLib-users
> mailing list [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

----------------------------------------

Prediction is very difficult, especially if it's about the future.
-- Niels Bohr



--------------------------------------
Dexia Bank disclaimer :
http://www.dexia.be/maildisclaimer.htm
--------------------------------------
 

[Lars Schouw]

I have a problem. When I build boost with visual studio 2005 regex does not get build.
Anyidea how I enable this? I tried with --with-regex but this did not change

I used bjam "-sTOOLS=vc-8_0"

Regards
Lars Schouw

---

Do you Yahoo!?
Everyone is raving about the all-new Yahoo! Mail.

[Lars Schouw]

Sorry wrong mailing list!

Lars Schouw <[hidden email]> wrote:

I have a problem. When I build boost with visual studio 2005 regex does not get build.
Anyidea how I enable this? I tried with --with-regex but this did not change

I used bjam "-sTOOLS=vc-8_0"

Regards
Lars Schouw

---

Do you Yahoo!?
Everyone is raving about the all-new Yahoo! Mail.

---

Want to be your own boss? Learn how on Yahoo! Small Business.

[Toyin Akin]

Hi All,

I've been playing with some of the Daycounter classes, viewing their results
and I believe I'm getting some strange numbers with the actact (Bond)
(ActualActual(ActualActual::Bond)) class.

Basically, when building a FixedCoupon schedule (for example), apart from
the first and last coupon periods (which may be stubs), the cashflows
in-between will use the same start/end dates for the refStart/refEnd dates.

Now given a period such as 7/6/2002 -> 21/12/2002, the actact (Bond) will
compute a yearFraction value of 0.5

However, it will also compute a value of 0.5 for any start date in the range

7/6/2002 - > 6/7/2002

with the same EndDate : 21/12/2002.

Within my (hacked) environment, when I pass in the unAdjusted schedule dates
to the refPeriod dates. I obtain a more likely (to me) set of results.

Basically, is the correct operation of the actact (Bond) dayCounter, given
the above set of dates, correct? Does it depend on the market (ie Bond
cashflows vs swap fixed leg rate cashflows).

I'm wondering whether the other Daycounter's also have differences in output
if it is correct to utilise unAdjusted coupon dates for the refDates.

Thoughts...
Toy out.

[Yanming Huo]

Hi,

I have the same problem. I'm using visual studio 2005 express. Anybody met
and conquered this regex?
Thanks.

YHUO

>From: Lars Schouw <[hidden email]>
>To: [hidden email]
>Subject: [Quantlib-users] build regex with visual studio 2005
>Date: Thu, 14 Sep 2006 04:09:13 -0700 (PDT)
>
>I have a problem. When I build boost with visual studio 2005 regex does not
>get build.
>Anyidea how I enable this? I tried with --with-regex but this did not
>change
>
>I used bjam "-sTOOLS=vc-8_0"
>
>Regards
>Lars Schouw
>
>
>---------------------------------
>Do you Yahoo!?
>  Everyone is raving about the  all-new Yahoo! Mail.

>-------------------------------------------------------------------------
>Using Tomcat but need to do more? Need to support web services, security?
>Get stuff done quickly with pre-integrated technology to make your job
>easier
>Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
>http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642


>_______________________________________________
>QuantLib-users mailing list
>[hidden email]
>https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Ferdinando M. Ametrano-3]

You might need the windows sdk, which must be downloaded and installed
separately from VS2005 express

Hope it helps... anyway, as Lars pointed out, asking this question
(and related follow-up questions) on the boost or Visual Studio
mailing lists might be more appropriate.

ciao -- Nando

On 9/19/06, Yanming Huo <[hidden email]> wrote:

> Hi,
>
> I have the same problem. I'm using visual studio 2005 express. Anybody met
> and conquered this regex?
> Thanks.
>
> YHUO
>
>
> >From: Lars Schouw <[hidden email]>
> >To: [hidden email]
> >Subject: [Quantlib-users] build regex with visual studio 2005
> >Date: Thu, 14 Sep 2006 04:09:13 -0700 (PDT)
> >
> >I have a problem. When I build boost with visual studio 2005 regex does not
> >get build.
> >Anyidea how I enable this? I tried with --with-regex but this did not
> >change
> >
> >I used bjam "-sTOOLS=vc-8_0"
> >
> >Regards
> >Lars Schouw
> >
> >
> >---------------------------------
> >Do you Yahoo!?
> >  Everyone is raving about the  all-new Yahoo! Mail.
>
>
> >-------------------------------------------------------------------------
> >Using Tomcat but need to do more? Need to support web services, security?
> >Get stuff done quickly with pre-integrated technology to make your job
> >easier
> >Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> >http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642
>
>
> >_______________________________________________
> >QuantLib-users mailing list
> >[hidden email]
> >https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
>
>
> -------------------------------------------------------------------------
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to share your
> opinions on IT & business topics through brief surveys -- and earn cash
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

[Luigi Ballabio]

On Mon, 2006-09-11 at 15:54 +0200, Parmentier Jean-Luc (DBB) wrote:
> When I use
>
> make examples
>
> I encountered the errors

[snipped]

Jean-Luc,
        apologies for the delay---your email got hidden inside another thread
(*) and I didn't notice it until now.  Were you able to solve your
problems?

[ (*) As list moderator, this gives me the occasion to point everybody
to <http://quantlib.org/reference/faq.html#faq_lists_new_topic>.
Thanks. ]

Later,
        Luigi



----------------------------------------

Prediction is very difficult, especially if it's about the future.
-- Niels Bohr

[Luigi Ballabio]

On Mon, 2006-09-18 at 07:54 +0100, Toyin Akin wrote:
> I've been playing with some of the Daycounter classes, viewing their results
> and I believe I'm getting some strange numbers with the actact (Bond)
> (ActualActual(ActualActual::Bond)) class.
>
> Basically, when building a FixedCoupon schedule (for example), apart from
> the first and last coupon periods (which may be stubs), the cashflows
> in-between will use the same start/end dates for the refStart/refEnd dates.

Yes, that's because the passed schedule doesn't hold any information on
the reference dates.  We should probably add them to its data.  

Ferdinando, you've been reworking the Schedule class lately---do you
think this is possible?

Later,
        Luigi
 

----------------------------------------

Age is an issue of mind over matter. If you don't mind, it doesn't
matter.
-- Mark Twain

[Ferdinando M. Ametrano-3]

Hi Toyin,

I am revisiting very old messages I wasn't able to catch up with
before... shame on me.

If you can provide the inputs which create the wrong schedule you
described below using the current code base I would look into it.

ciao -- Nando

On Sep 18, 2006 7:54 AM, Toyin Akin <[hidden email]> wrote:

>
> Hi All,
>
> I've been playing with some of the Daycounter classes, viewing their results
> and I believe I'm getting some strange numbers with the actact (Bond)
> (ActualActual(ActualActual::Bond)) class.
>
> Basically, when building a FixedCoupon schedule (for example), apart from
> the first and last coupon periods (which may be stubs), the cashflows
> in-between will use the same start/end dates for the refStart/refEnd dates.
>
> Now given a period such as 7/6/2002 -> 21/12/2002, the actact (Bond) will
> compute a yearFraction value of 0.5
>
> However, it will also compute a value of 0.5 for any start date in the range
>
> 7/6/2002 - > 6/7/2002
>
> with the same EndDate : 21/12/2002.
>
> Within my (hacked) environment, when I pass in the unAdjusted schedule dates
> to the refPeriod dates. I obtain a more likely (to me) set of results.
>
> Basically, is the correct operation of the actact (Bond) dayCounter, given
> the above set of dates, correct? Does it depend on the market (ie Bond
> cashflows vs swap fixed leg rate cashflows).
>
> I'm wondering whether the other Daycounter's also have differences in output
> if it is correct to utilise unAdjusted coupon dates for the refDates.
>
> Thoughts...
> Toy out.
>
>
>
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2005.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users