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Hello,
I'm trying to compile the example swapvaluation.cpp
contained in the Examples/Swap/ directory and there is the error:
"/ff/home/ftxnfs/QuantLib-0.3.11//ql/TermStructures/piecewiseyieldcurve.hpp",
line 282: Error: Could not find a match for QuantLib::PiecewiseYieldCurve<QuantLib::Discount,
QuantLib::LogLinear>::ObjectiveFunction::ObjectiveFunction(const QuantLib::PiecewiseYieldCurve<QuantLib::Discount,
QuantLib::LogLinear>*, boost::shared_ptr<QuantLib::RateHelper>,
unsigned) needed in QuantLib::PiecewiseYieldCurve<QuantLib::Discount,
QuantLib::LogLinear>::performCalculations() const.
Where: While instantiating
"QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::LogLinear>::performCalculations()
const".
Where: Instantiated from
non-template code.
The line 282 in piecewiseyieldcurve.hpp
is:
if (guess <= min || guess >= max)
guess = (min+max)/2.0;
//HEREAFTER LINE 282
this->data_[i] = solver.solve(ObjectiveFunction(this,instrument,i),
accuracy_,guess,min,max);
I don't know exactly how to solve this
problem, could you please help me?
Regards
Xavier
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