QuantLib Installation Issue on Mac OSX 10.10
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Hi All, I’m new to QuantLib and trying to install it on my mac, I followed the site’s instructions here http://quantlib.org/install/macosx.shtml and used the following configuration. ./configure --enable-static --with-boost-include=/opt/local/include/ --with-boost-lib=/opt/local/lib/ --prefix=/opt/local/ CXXFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6" LDFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6” I used the following command to compile the example BermudanSwaption cd Examples/BermudanSwaption
g++ -I/opt/local/include/ -I/opt/local/include/boost BermudanSwaption.cpp \ -o bermudanswaption -L/opt/local/lib/ -lQuantLib
but I got the following error, I searched on Google all night but still cannot fix the issue. I also tried to use QuantLib in Xcode, no luck either. Any help would be greatly appreciated! Thanks, Will QuantLib-1.6 Will$ cd Examples/BermudanSwaption vpn-165-124-160-169:BermudanSwaption Will$ g++ -I/opt/local/include/ -I/opt/local/include/boost BermudanSwaption.cpp -o bermudanswaption -L/opt/local/lib/ -IQuantLib Undefined symbols for architecture x86_64: "boost::assertion_failed(char const*, char const*, char const*, long)", referenced from: boost::shared_ptr<QuantLib::Observable>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::DiscretizedAsset>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::SwapIndex>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::IborIndex>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::Quote>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::DefaultProbabilityTermStructure>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::Exercise>::operator->() const in BermudanSwaption-4140a1.o ... "boost::assertion_failed_msg(char const*, char const*, char const*, char const*, long)", referenced from: boost::array<long double, 171ul>::operator[](unsigned long) const in BermudanSwaption-4140a1.o "QuantLib::Constraint::Constraint(boost::shared_ptr<QuantLib::Constraint::Impl> const&)", referenced from: calibrateModel(boost::shared_ptr<QuantLib::ShortRateModel> const&, std::__1::vector<boost::shared_ptr<QuantLib::CalibrationHelper>, std::__1::allocator<boost::shared_ptr<QuantLib::CalibrationHelper> > > const&) in BermudanSwaption-4140a1.o "QuantLib::EndCriteria::EndCriteria(unsigned long, unsigned long, double, double, double)", referenced from: calibrateModel(boost::shared_ptr<QuantLib::ShortRateModel> const&, std::__1::vector<boost::shared_ptr<QuantLib::CalibrationHelper>, std::__1::allocator<boost::shared_ptr<QuantLib::CalibrationHelper> > > const&) in BermudanSwaption-4140a1.o "QuantLib::FlatForward::FlatForward(QuantLib::Date const&, QuantLib::Handle<QuantLib::Quote> const&, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::VanillaSwap::VanillaSwap(QuantLib::VanillaSwap::Type, double, QuantLib::Schedule const&, double, QuantLib::DayCounter const&, QuantLib::Schedule const&, boost::shared_ptr<QuantLib::IborIndex> const&, double, QuantLib::DayCounter const&, boost::optional<QuantLib::BusinessDayConvention>)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::InterestRate::impliedRate(double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency, double)", referenced from: QuantLib::InterestRate::equivalentRate(QuantLib::Compounding, QuantLib::Frequency, double) const in BermudanSwaption-4140a1.o "QuantLib::InterestRate::InterestRate(double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)", referenced from: QuantLib::FlatForward::performCalculations() const in BermudanSwaption-4140a1.o QuantLib::ZeroSpreadedTermStructure::zeroYieldImpl(double) const in BermudanSwaption-4140a1.o "QuantLib::SmileSection::update()", referenced from: vtable for QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o "QuantLib::FdmSchemeDesc::Hundsdorfer()", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::FdmSchemeDesc::Douglas()", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::MultiStepSwap::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepSwap in BermudanSwaption-4140a1.o "QuantLib::TermStructure::update()", referenced from: QuantLib::DefaultProbabilityTermStructure::update() in BermudanSwaption-4140a1.o QuantLib::FittedBondDiscountCurve::update() in BermudanSwaption-4140a1.o QuantLib::ForwardSpreadedTermStructure::update() in BermudanSwaption-4140a1.o QuantLib::ZeroSpreadedTermStructure::update() in BermudanSwaption-4140a1.o vtable for QuantLib::TermStructure in BermudanSwaption-4140a1.o vtable for QuantLib::VolatilityTermStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::TermStructure-in-QuantLib::VolatilityTermStructure in BermudanSwaption-4140a1.o ... "QuantLib::EuropeanOption::EuropeanOption(boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)", referenced from: QuantLib::ReplicatingVarianceSwapEngine::computeReplicatingPortfolio(std::__1::vector<std::__1::pair<boost::shared_ptr<QuantLib::StrikedTypePayoff>, double>, std::__1::allocator<std::__1::pair<boost::shared_ptr<QuantLib::StrikedTypePayoff>, double> > > const&) const in BermudanSwaption-4140a1.o "QuantLib::InflationIndex::addFixing(QuantLib::Date const&, double, bool)", referenced from: vtable for QuantLib::InflationIndex in BermudanSwaption-4140a1.o "QuantLib::SabrVolSurface::accept(QuantLib::AcyclicVisitor&)", referenced from: vtable for QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::SabrVolSurface::update()", referenced from: vtable for QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::SwaptionHelper::SwaptionHelper(QuantLib::Period const&, QuantLib::Period const&, QuantLib::Handle<QuantLib::Quote> const&, boost::shared_ptr<QuantLib::IborIndex> const&, QuantLib::Period const&, QuantLib::DayCounter const&, QuantLib::DayCounter const&, QuantLib::Handle<QuantLib::YieldTermStructure> const&, QuantLib::CalibrationHelper::CalibrationErrorType, double, double, double)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::AbcdAtmVolCurve::accept(QuantLib::AcyclicVisitor&)", referenced from: vtable for QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o "QuantLib::AbcdAtmVolCurve::update()", referenced from: vtable for QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o "QuantLib::BlackKarasinski::BlackKarasinski(QuantLib::Handle<QuantLib::YieldTermStructure> const&, double, double)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::BlackVolSurface::accept(QuantLib::AcyclicVisitor&)", referenced from: construction vtable for QuantLib::BlackVolSurface-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::ExerciseAdapter::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::ExerciseAdapter in BermudanSwaption-4140a1.o "QuantLib::OneStepForwards::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::OneStepForwards in BermudanSwaption-4140a1.o "QuantLib::SegmentIntegral::SegmentIntegral(unsigned long)", referenced from: QuantLib::VariancePathPricer::operator()(QuantLib::Path const&) const in BermudanSwaption-4140a1.o "QuantLib::BermudanExercise::BermudanExercise(std::__1::vector<QuantLib::Date, std::__1::allocator<QuantLib::Date> > const&, bool)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::BlackAtmVolCurve::accept(QuantLib::AcyclicVisitor&)", referenced from: construction vtable for QuantLib::BlackAtmVolCurve-in-QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o construction vtable for QuantLib::BlackAtmVolCurve-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::EuropeanExercise::EuropeanExercise(QuantLib::Date const&)", referenced from: QuantLib::ReplicatingVarianceSwapEngine::computeReplicatingPortfolio(std::__1::vector<std::__1::pair<boost::shared_ptr<QuantLib::StrikedTypePayoff>, double>, std::__1::allocator<std::__1::pair<boost::shared_ptr<QuantLib::StrikedTypePayoff>, double> > > const&) const in BermudanSwaption-4140a1.o "QuantLib::FlatSmileSection::FlatSmileSection(double, double, QuantLib::DayCounter const&, double, double)", referenced from: QuantLib::CapletVarianceCurve::smileSectionImpl(double) const in BermudanSwaption-4140a1.o "QuantLib::MultiStepNothing::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepNothing in BermudanSwaption-4140a1.o "QuantLib::MultiStepRatchet::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepRatchet in BermudanSwaption-4140a1.o "QuantLib::DiscretizedOption::postAdjustValuesImpl()", referenced from: vtable for QuantLib::DiscretizedOption in BermudanSwaption-4140a1.o "QuantLib::MultiStepForwards::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepForwards in BermudanSwaption-4140a1.o "QuantLib::MultiStepSwaption::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepSwaption in BermudanSwaption-4140a1.o "QuantLib::OneStepOptionlets::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::OneStepOptionlets in BermudanSwaption-4140a1.o "QuantLib::StochasticProcess::update()", referenced from: vtable for QuantLib::OrnsteinUhlenbeckProcess in BermudanSwaption-4140a1.o "QuantLib::FdG2SwaptionEngine::FdG2SwaptionEngine(boost::shared_ptr<QuantLib::G2> const&, unsigned long, unsigned long, unsigned long, unsigned long, double, QuantLib::FdmSchemeDesc const&)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::LevenbergMarquardt::LevenbergMarquardt(double, double, double, bool)", referenced from: calibrateModel(boost::shared_ptr<QuantLib::ShortRateModel> const&, std::__1::vector<boost::shared_ptr<QuantLib::CalibrationHelper>, std::__1::allocator<boost::shared_ptr<QuantLib::CalibrationHelper> > > const&) in BermudanSwaption-4140a1.o "QuantLib::TreeSwaptionEngine::TreeSwaptionEngine(boost::shared_ptr<QuantLib::ShortRateModel> const&, QuantLib::TimeGrid const&, QuantLib::Handle<QuantLib::YieldTermStructure> const&)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::TreeSwaptionEngine::TreeSwaptionEngine(boost::shared_ptr<QuantLib::ShortRateModel> const&, unsigned long, QuantLib::Handle<QuantLib::YieldTermStructure> const&)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::YieldTermStructure::update()", referenced from: QuantLib::FlatForward::update() in BermudanSwaption-4140a1.o QuantLib::ForwardSpreadedTermStructure::update() in BermudanSwaption-4140a1.o QuantLib::ZeroSpreadedTermStructure::update() in BermudanSwaption-4140a1.o construction vtable for QuantLib::YieldTermStructure-in-QuantLib::FlatForward in BermudanSwaption-4140a1.o vtable for QuantLib::ImpliedTermStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::YieldTermStructure-in-QuantLib::ImpliedTermStructure in BermudanSwaption-4140a1.o vtable for QuantLib::ZeroYieldStructure in BermudanSwaption-4140a1.o ... "QuantLib::MultiStepOptionlets::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepOptionlets in BermudanSwaption-4140a1.o "QuantLib::CapFloorTermVolCurve::update()", referenced from: vtable for QuantLib::CapFloorTermVolCurve in BermudanSwaption-4140a1.o "QuantLib::DiscountingSwapEngine::DiscountingSwapEngine(QuantLib::Handle<QuantLib::YieldTermStructure> const&, boost::optional<bool>, QuantLib::Date, QuantLib::Date)", referenced from: _main in BermudanSwaption-4140a1.o QuantLib::G2SwaptionEngine::calculate() const in BermudanSwaption-4140a1.o "QuantLib::LocalVolTermStructure::accept(QuantLib::AcyclicVisitor&)", referenced from: QuantLib::LocalConstantVol::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-4140a1.o QuantLib::LocalVolCurve::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-4140a1.o construction vtable for QuantLib::LocalVolTermStructure-in-QuantLib::LocalConstantVol in BermudanSwaption-4140a1.o construction vtable for QuantLib::LocalVolTermStructure-in-QuantLib::LocalVolCurve in BermudanSwaption-4140a1.o "QuantLib::OneStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::OneStepCoinitialSwaps in BermudanSwaption-4140a1.o "QuantLib::AnalyticEuropeanEngine::AnalyticEuropeanEngine(boost::shared_ptr<QuantLib::GeneralizedBlackScholesProcess> const&)", referenced from: QuantLib::ReplicatingVarianceSwapEngine::computeReplicatingPortfolio(std::__1::vector<std::__1::pair<boost::shared_ptr<QuantLib::StrikedTypePayoff>, double>, std::__1::allocator<std::__1::pair<boost::shared_ptr<QuantLib::StrikedTypePayoff>, double> > > const&) const in BermudanSwaption-4140a1.o "QuantLib::CapFloorTermVolSurface::update()", referenced from: vtable for QuantLib::CapFloorTermVolSurface in BermudanSwaption-4140a1.o "QuantLib::InterestRateVolSurface::accept(QuantLib::AcyclicVisitor&)", referenced from: construction vtable for QuantLib::InterestRateVolSurface-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::OneStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::OneStepCoterminalSwaps in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::tail_value(double)", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::a1_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::a2_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::a3_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::a4_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::a5_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::a6_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::b1_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::b2_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::b3_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::b4_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::b5_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::x_low_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::InverseCumulativeNormal::x_high_", referenced from: QuantLib::InverseCumulativeNormal::standard_value(double) in BermudanSwaption-4140a1.o "QuantLib::MultiStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepCoinitialSwaps in BermudanSwaption-4140a1.o "QuantLib::MultiStepInverseFloater::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepInverseFloater in BermudanSwaption-4140a1.o "QuantLib::MultiStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepCoterminalSwaps in BermudanSwaption-4140a1.o "QuantLib::FdHullWhiteSwaptionEngine::FdHullWhiteSwaptionEngine(boost::shared_ptr<QuantLib::HullWhite> const&, unsigned long, unsigned long, unsigned long, double, QuantLib::FdmSchemeDesc const&)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::ExtendedBlackVarianceCurve::update()", referenced from: vtable for QuantLib::ExtendedBlackVarianceCurve in BermudanSwaption-4140a1.o "QuantLib::SwaptionVolatilityDiscrete::update()", referenced from: vtable for QuantLib::SwaptionVolatilityCube in BermudanSwaption-4140a1.o construction vtable for QuantLib::SwaptionVolatilityDiscrete-in-QuantLib::SwaptionVolatilityCube in BermudanSwaption-4140a1.o "QuantLib::ExtendedBlackVarianceSurface::update()", referenced from: vtable for QuantLib::ExtendedBlackVarianceSurface in BermudanSwaption-4140a1.o "QuantLib::MultiStepCoterminalSwaptions::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepCoterminalSwaptions in BermudanSwaption-4140a1.o "QuantLib::G2::G2(QuantLib::Handle<QuantLib::YieldTermStructure> const&, double, double, double, double, double)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::MultiStepPeriodCapletSwaptions::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepPeriodCapletSwaptions in BermudanSwaption-4140a1.o "QuantLib::DefaultProbabilityTermStructure::setJumps()", referenced from: QuantLib::DefaultProbabilityTermStructure::update() in BermudanSwaption-4140a1.o "QuantLib::Date::advance(QuantLib::Date const&, int, QuantLib::TimeUnit)", referenced from: QuantLib::Date::operator+(QuantLib::Period const&) const in BermudanSwaption-4140a1.o "QuantLib::Date::maxDate()", referenced from: QuantLib::BlackConstantVol::maxDate() const in BermudanSwaption-4140a1.o QuantLib::ConstantCapFloorTermVolatility::maxDate() const in BermudanSwaption-4140a1.o QuantLib::ConstantOptionletVolatility::maxDate() const in BermudanSwaption-4140a1.o QuantLib::ConstantSwaptionVolatility::maxDate() const in BermudanSwaption-4140a1.o QuantLib::FlatForward::maxDate() const in BermudanSwaption-4140a1.o QuantLib::LocalConstantVol::maxDate() const in BermudanSwaption-4140a1.o QuantLib::CallableBondConstantVolatility::maxDate() const in BermudanSwaption-4140a1.o ... "QuantLib::Date::Date(int, QuantLib::Month, int)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::Date::Date()", referenced from: _main in BermudanSwaption-4140a1.o QuantLib::TermStructure::timeFromReference(QuantLib::Date const&) const in BermudanSwaption-4140a1.o QuantLib::VanillaStorageOption::isExpired() const in BermudanSwaption-4140a1.o QuantLib::Instrument::setupExpired() const in BermudanSwaption-4140a1.o QuantLib::CashFlow::exCouponDate() const in BermudanSwaption-4140a1.o QuantLib::ImpliedTermStructure::discountImpl(double) const in BermudanSwaption-4140a1.o QuantLib::ImpliedVolTermStructure::blackVarianceImpl(double, double) const in BermudanSwaption-4140a1.o ... "QuantLib::Error::Error(std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > const&, long, std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > const&, std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > const&)", referenced from: QuantLib::DiscretizedOption::reset(unsigned long) in BermudanSwaption-4140a1.o QuantLib::Observable::notifyObservers() in BermudanSwaption-4140a1.o QuantLib::Instrument::setupArguments(QuantLib::PricingEngine::arguments*) const in BermudanSwaption-4140a1.o QuantLib::Option::setupArguments(QuantLib::PricingEngine::arguments*) const in BermudanSwaption-4140a1.o QuantLib::Payoff::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-4140a1.o QuantLib::BlackVolTermStructure::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-4140a1.o QuantLib::SimpleQuote::value() const in BermudanSwaption-4140a1.o ... "QuantLib::Event::accept(QuantLib::AcyclicVisitor&)", referenced from: QuantLib::Callability::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-4140a1.o vtable for QuantLib::detail::simple_event in BermudanSwaption-4140a1.o "QuantLib::Index::addFixing(QuantLib::Date const&, double, bool)", referenced from: vtable for QuantLib::InterestRateIndex in BermudanSwaption-4140a1.o vtable for QuantLib::SwapSpreadIndex in BermudanSwaption-4140a1.o vtable for QuantLib::ProxyIbor in BermudanSwaption-4140a1.o vtable for QuantLib::Euribor6M in BermudanSwaption-4140a1.o "QuantLib::Period::Period(QuantLib::Frequency)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::TARGET::TARGET()", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::detail::operator<<(std::__1::basic_ostream<char, std::__1::char_traits<char> >&, QuantLib::detail::percent_holder const&)", referenced from: calibrateModel(boost::shared_ptr<QuantLib::ShortRateModel> const&, std::__1::vector<boost::shared_ptr<QuantLib::CalibrationHelper>, std::__1::allocator<boost::shared_ptr<QuantLib::CalibrationHelper> > > const&) in BermudanSwaption-4140a1.o _main in BermudanSwaption-4140a1.o "QuantLib::Euribor::Euribor(QuantLib::Period const&, QuantLib::Handle<QuantLib::YieldTermStructure> const&)", referenced from: QuantLib::Euribor6M::Euribor6M(QuantLib::Handle<QuantLib::YieldTermStructure> const&) in BermudanSwaption-4140a1.o "QuantLib::CashFlow::accept(QuantLib::AcyclicVisitor&)", referenced from: QuantLib::SimpleCashFlow::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-4140a1.o "QuantLib::Schedule::Schedule(QuantLib::Date, QuantLib::Date const&, QuantLib::Period const&, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, QuantLib::BusinessDayConvention, QuantLib::DateGeneration::Rule, bool, QuantLib::Date const&, QuantLib::Date const&)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::Settings::Settings()", referenced from: QuantLib::Singleton<QuantLib::Settings>::instance() in BermudanSwaption-4140a1.o "QuantLib::Swaption::Swaption(boost::shared_ptr<QuantLib::VanillaSwap> const&, boost::shared_ptr<QuantLib::Exercise> const&, QuantLib::Settlement::Type)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::CPICoupon::accept(QuantLib::AcyclicVisitor&)", referenced from: vtable for QuantLib::CPICoupon in BermudanSwaption-4140a1.o "QuantLib::HullWhite::HullWhite(QuantLib::Handle<QuantLib::YieldTermStructure> const&, double, double)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::Thirty360::implementation(QuantLib::Thirty360::Convention)", referenced from: QuantLib::Thirty360::Thirty360(QuantLib::Thirty360::Convention) in BermudanSwaption-4140a1.o "QuantLib::operator<<(std::__1::basic_ostream<char, std::__1::char_traits<char> >&, QuantLib::Date const&)", referenced from: QuantLib::InterestRateIndex::valueDate(QuantLib::Date const&) const in BermudanSwaption-4140a1.o "QuantLib::FdmBatesOp::toMatrixDecomp() const", referenced from: vtable for QuantLib::FdmBatesOp in BermudanSwaption-4140a1.o "QuantLib::FdmBatesOp::integro(QuantLib::Array const&) const", referenced from: QuantLib::FdmBatesOp::apply(QuantLib::Array const&) const in BermudanSwaption-4140a1.o QuantLib::FdmBatesOp::apply_mixed(QuantLib::Array const&) const in BermudanSwaption-4140a1.o "QuantLib::Integrator::integrationSuccess() const", referenced from: vtable for QuantLib::SegmentIntegral in BermudanSwaption-4140a1.o "QuantLib::Integrator::operator()(boost::function<double (double)> const&, double, double) const", referenced from: QuantLib::VariancePathPricer::operator()(QuantLib::Path const&) const in BermudanSwaption-4140a1.o "QuantLib::MarketModel::covariance(unsigned long) const", referenced from: vtable for QuantLib::AbcdVol in BermudanSwaption-4140a1.o vtable for QuantLib::CotSwapToFwdAdapter in BermudanSwaption-4140a1.o vtable for QuantLib::FlatVol in BermudanSwaption-4140a1.o vtable for QuantLib::FwdPeriodAdapter in BermudanSwaption-4140a1.o vtable for QuantLib::FwdToCotSwapAdapter in BermudanSwaption-4140a1.o vtable for QuantLib::PseudoRootFacade in BermudanSwaption-4140a1.o "QuantLib::MarketModel::totalCovariance(unsigned long) const", referenced from: vtable for QuantLib::AbcdVol in BermudanSwaption-4140a1.o vtable for QuantLib::CotSwapToFwdAdapter in BermudanSwaption-4140a1.o vtable for QuantLib::FlatVol in BermudanSwaption-4140a1.o vtable for QuantLib::FwdPeriodAdapter in BermudanSwaption-4140a1.o vtable for QuantLib::FwdToCotSwapAdapter in BermudanSwaption-4140a1.o vtable for QuantLib::PseudoRootFacade in BermudanSwaption-4140a1.o "QuantLib::VanillaSwap::fixedLegBPS() const", referenced from: QuantLib::G2SwaptionEngine::calculate() const in BermudanSwaption-4140a1.o "QuantLib::VanillaSwap::floatingLegBPS() const", referenced from: QuantLib::G2SwaptionEngine::calculate() const in BermudanSwaption-4140a1.o "QuantLib::VanillaSwap::fairRate() const", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::InterestRate::compoundFactor(double) const", referenced from: QuantLib::InterestRate::equivalentRate(QuantLib::Compounding, QuantLib::Frequency, double) const in BermudanSwaption-4140a1.o QuantLib::InterestRate::discountFactor(double) const in BermudanSwaption-4140a1.o "QuantLib::SmileSection::optionPrice(double, QuantLib::Option::Type, double) const", referenced from: vtable for QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o vtable for QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o "QuantLib::SmileSection::digitalOptionPrice(double, QuantLib::Option::Type, double, double) const", referenced from: vtable for QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o vtable for QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o "QuantLib::SmileSection::initializeExerciseTime() const", referenced from: vtable for QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o vtable for QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o "QuantLib::SmileSection::vega(double, double) const", referenced from: vtable for QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o vtable for QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o "QuantLib::SmileSection::density(double, double, double) const", referenced from: vtable for QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o vtable for QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o "QuantLib::MultiStepSwap::clone() const", referenced from: vtable for QuantLib::MultiStepSwap in BermudanSwaption-4140a1.o "QuantLib::TermStructure::checkRange(double, bool) const", referenced from: QuantLib::BlackVolTermStructure::blackVol(double, double, bool) const in BermudanSwaption-4140a1.o QuantLib::BlackVolTermStructure::blackVariance(double, double, bool) const in BermudanSwaption-4140a1.o QuantLib::DefaultProbabilityTermStructure::defaultDensity(double, bool) const in BermudanSwaption-4140a1.o "QuantLib::TermStructure::referenceDate() const", referenced from: vtable for QuantLib::TermStructure in BermudanSwaption-4140a1.o vtable for QuantLib::VolatilityTermStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::TermStructure-in-QuantLib::VolatilityTermStructure in BermudanSwaption-4140a1.o vtable for QuantLib::OptionletVolatilityStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::VolatilityTermStructure-in-QuantLib::OptionletVolatilityStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::TermStructure-in-QuantLib::OptionletVolatilityStructure in BermudanSwaption-4140a1.o vtable for QuantLib::SwaptionVolatilityStructure in BermudanSwaption-4140a1.o ... "QuantLib::InflationIndex::fixingCalendar() const", referenced from: vtable for QuantLib::InflationIndex in BermudanSwaption-4140a1.o "QuantLib::OneAssetOption::fetchResults(QuantLib::PricingEngine::results const*) const", referenced from: vtable for QuantLib::VanillaStorageOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneAssetOption-in-QuantLib::VanillaStorageOption in BermudanSwaption-4140a1.o vtable for QuantLib::EuropeanOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::VanillaOption-in-QuantLib::EuropeanOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneAssetOption-in-QuantLib::EuropeanOption in BermudanSwaption-4140a1.o vtable for QuantLib::VanillaOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneAssetOption-in-QuantLib::VanillaOption in BermudanSwaption-4140a1.o ... "QuantLib::OneAssetOption::setupExpired() const", referenced from: vtable for QuantLib::VanillaStorageOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneAssetOption-in-QuantLib::VanillaStorageOption in BermudanSwaption-4140a1.o vtable for QuantLib::EuropeanOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::VanillaOption-in-QuantLib::EuropeanOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneAssetOption-in-QuantLib::EuropeanOption in BermudanSwaption-4140a1.o vtable for QuantLib::VanillaOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneAssetOption-in-QuantLib::VanillaOption in BermudanSwaption-4140a1.o ... "QuantLib::OneAssetOption::isExpired() const", referenced from: construction vtable for QuantLib::OneAssetOption-in-QuantLib::VanillaStorageOption in BermudanSwaption-4140a1.o vtable for QuantLib::EuropeanOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::VanillaOption-in-QuantLib::EuropeanOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneAssetOption-in-QuantLib::EuropeanOption in BermudanSwaption-4140a1.o vtable for QuantLib::VanillaOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneAssetOption-in-QuantLib::VanillaOption in BermudanSwaption-4140a1.o "QuantLib::SabrVolSurface::smileSectionImpl(double) const", referenced from: vtable for QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::AbcdAtmVolCurve::performCalculations() const", referenced from: vtable for QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o "QuantLib::BlackVolSurface::atmVolImpl(double) const", referenced from: vtable for QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o construction vtable for QuantLib::InterestRateVolSurface-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o construction vtable for QuantLib::BlackVolSurface-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::BlackVolSurface::atmVarianceImpl(double) const", referenced from: vtable for QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o construction vtable for QuantLib::InterestRateVolSurface-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o construction vtable for QuantLib::BlackVolSurface-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::CalibratedModel::params() const", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::ExerciseAdapter::clone() const", referenced from: vtable for QuantLib::ExerciseAdapter in BermudanSwaption-4140a1.o "QuantLib::InflationCoupon::fixingDate() const", referenced from: vtable for QuantLib::CPICoupon in BermudanSwaption-4140a1.o "QuantLib::InflationCoupon::accruedAmount(QuantLib::Date const&) const", referenced from: vtable for QuantLib::CPICoupon in BermudanSwaption-4140a1.o "QuantLib::InflationCoupon::rate() const", referenced from: vtable for QuantLib::CPICoupon in BermudanSwaption-4140a1.o "QuantLib::OneFactorCopula::cumulativeY(double) const", referenced from: construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorGaussianCopula in BermudanSwaption-4140a1.o vtable for QuantLib::OneFactorStudentCopula in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorStudentCopula in BermudanSwaption-4140a1.o vtable for QuantLib::OneFactorGaussianStudentCopula in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorGaussianStudentCopula in BermudanSwaption-4140a1.o vtable for QuantLib::OneFactorStudentGaussianCopula in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorStudentGaussianCopula in BermudanSwaption-4140a1.o ... "QuantLib::OneFactorCopula::inverseCumulativeY(double) const", referenced from: construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorGaussianCopula in BermudanSwaption-4140a1.o vtable for QuantLib::OneFactorStudentCopula in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorStudentCopula in BermudanSwaption-4140a1.o vtable for QuantLib::OneFactorGaussianStudentCopula in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorGaussianStudentCopula in BermudanSwaption-4140a1.o vtable for QuantLib::OneFactorStudentGaussianCopula in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorStudentGaussianCopula in BermudanSwaption-4140a1.o ... "QuantLib::OneStepForwards::clone() const", referenced from: vtable for QuantLib::OneStepForwards in BermudanSwaption-4140a1.o "QuantLib::MultiStepNothing::clone() const", referenced from: vtable for QuantLib::MultiStepNothing in BermudanSwaption-4140a1.o "QuantLib::MultiStepRatchet::clone() const", referenced from: vtable for QuantLib::MultiStepRatchet in BermudanSwaption-4140a1.o "QuantLib::CalibrationHelper::impliedVolatility(double, double, unsigned long, double, double) const", referenced from: calibrateModel(boost::shared_ptr<QuantLib::ShortRateModel> const&, std::__1::vector<boost::shared_ptr<QuantLib::CalibrationHelper>, std::__1::allocator<boost::shared_ptr<QuantLib::CalibrationHelper> > > const&) in BermudanSwaption-4140a1.o "QuantLib::InterestRateIndex::fixing(QuantLib::Date const&, bool) const", referenced from: vtable for QuantLib::InterestRateIndex in BermudanSwaption-4140a1.o vtable for QuantLib::SwapSpreadIndex in BermudanSwaption-4140a1.o vtable for QuantLib::ProxyIbor in BermudanSwaption-4140a1.o vtable for QuantLib::Euribor6M in BermudanSwaption-4140a1.o "QuantLib::MultiStepForwards::clone() const", referenced from: vtable for QuantLib::MultiStepForwards in BermudanSwaption-4140a1.o "QuantLib::MultiStepSwaption::clone() const", referenced from: vtable for QuantLib::MultiStepSwaption in BermudanSwaption-4140a1.o "QuantLib::OneStepOptionlets::clone() const", referenced from: vtable for QuantLib::OneStepOptionlets in BermudanSwaption-4140a1.o "QuantLib::StochasticProcess::time(QuantLib::Date const&) const", referenced from: vtable for QuantLib::OrnsteinUhlenbeckProcess in BermudanSwaption-4140a1.o "QuantLib::StochasticProcess::factors() const", referenced from: vtable for QuantLib::OrnsteinUhlenbeckProcess in BermudanSwaption-4140a1.o "QuantLib::BlackVarianceCurve::blackVarianceImpl(double, double) const", referenced from: vtable for QuantLib::BlackVarianceCurve in BermudanSwaption-4140a1.o "QuantLib::PlainVanillaPayoff::operator()(double) const", referenced from: QuantLib::EuropeanPathPricer::operator()(QuantLib::Path const&) const in BermudanSwaption-4140a1.o QuantLib::EuropeanHestonPathPricer::operator()(QuantLib::MultiPath const&) const in BermudanSwaption-4140a1.o QuantLib::EuropeanGJRGARCHPathPricer::operator()(QuantLib::MultiPath const&) const in BermudanSwaption-4140a1.o "QuantLib::YieldTermStructure::forwardRate(double, double, QuantLib::Compounding, QuantLib::Frequency, bool) const", referenced from: QuantLib::ForwardSpreadedTermStructure::forwardImpl(double) const in BermudanSwaption-4140a1.o "QuantLib::YieldTermStructure::discount(double, bool) const", referenced from: QuantLib::YieldTermStructure::discount(QuantLib::Date const&, bool) const in BermudanSwaption-4140a1.o QuantLib::ImpliedTermStructure::discountImpl(double) const in BermudanSwaption-4140a1.o QuantLib::ReplicatingVarianceSwapEngine::riskFreeDiscount() const in BermudanSwaption-4140a1.o "QuantLib::YieldTermStructure::zeroRate(double, QuantLib::Compounding, QuantLib::Frequency, bool) const", referenced from: QuantLib::QuantoTermStructure::zeroYieldImpl(double) const in BermudanSwaption-4140a1.o QuantLib::DriftTermStructure::zeroYieldImpl(double) const in BermudanSwaption-4140a1.o QuantLib::ForwardSpreadedTermStructure::zeroYieldImpl(double) const in BermudanSwaption-4140a1.o QuantLib::ZeroSpreadedTermStructure::zeroYieldImpl(double) const in BermudanSwaption-4140a1.o QuantLib::ReplicatingVarianceSwapEngine::riskFreeRate() const in BermudanSwaption-4140a1.o "QuantLib::HazardRateStructure::survivalProbabilityImpl(double) const", referenced from: vtable for QuantLib::FactorSpreadedHazardRateCurve in BermudanSwaption-4140a1.o construction vtable for QuantLib::HazardRateStructure-in-QuantLib::FactorSpreadedHazardRateCurve in BermudanSwaption-4140a1.o vtable for QuantLib::SpreadedHazardRateCurve in BermudanSwaption-4140a1.o construction vtable for QuantLib::HazardRateStructure-in-QuantLib::SpreadedHazardRateCurve in BermudanSwaption-4140a1.o construction vtable for QuantLib::HazardRateStructure-in-QuantLib::FlatHazardRate in BermudanSwaption-4140a1.o "QuantLib::MultiProductOneStep::suggestedNumeraires() const", referenced from: vtable for QuantLib::OneStepCoinitialSwaps in BermudanSwaption-4140a1.o vtable for QuantLib::OneStepCoterminalSwaps in BermudanSwaption-4140a1.o vtable for QuantLib::OneStepForwards in BermudanSwaption-4140a1.o vtable for QuantLib::OneStepOptionlets in BermudanSwaption-4140a1.o "QuantLib::MultiProductOneStep::evolution() const", referenced from: vtable for QuantLib::OneStepCoinitialSwaps in BermudanSwaption-4140a1.o vtable for QuantLib::OneStepCoterminalSwaps in BermudanSwaption-4140a1.o vtable for QuantLib::OneStepForwards in BermudanSwaption-4140a1.o vtable for QuantLib::OneStepOptionlets in BermudanSwaption-4140a1.o "QuantLib::MultiStepOptionlets::clone() const", referenced from: vtable for QuantLib::MultiStepOptionlets in BermudanSwaption-4140a1.o "QuantLib::StochasticProcess1D::apply(double, double) const", referenced from: vtable for QuantLib::OrnsteinUhlenbeckProcess in BermudanSwaption-4140a1.o "QuantLib::StochasticProcess1D::evolve(double, double, double, double) const", referenced from: vtable for QuantLib::OrnsteinUhlenbeckProcess in BermudanSwaption-4140a1.o "QuantLib::StudentDistribution::operator()(double) const", referenced from: QuantLib::OneFactorStudentCopula::density(double) const in BermudanSwaption-4140a1.o QuantLib::OneFactorStudentGaussianCopula::density(double) const in BermudanSwaption-4140a1.o "QuantLib::BlackVarianceSurface::blackVarianceImpl(double, double) const", referenced from: vtable for QuantLib::BlackVarianceSurface in BermudanSwaption-4140a1.o "QuantLib::CapFloorTermVolCurve::performCalculations() const", referenced from: vtable for QuantLib::CapFloorTermVolCurve in BermudanSwaption-4140a1.o "QuantLib::ForwardRateStructure::zeroYieldImpl(double) const", referenced from: construction vtable for QuantLib::ForwardRateStructure-in-QuantLib::ForwardSpreadedTermStructure in BermudanSwaption-4140a1.o "QuantLib::SpreadedSmileSection::volatilityImpl(double) const", referenced from: vtable for QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o "QuantLib::BlackVolTermStructure::blackForwardVariance(double, double, double, bool) const", referenced from: QuantLib::ImpliedVolTermStructure::blackVarianceImpl(double, double) const in BermudanSwaption-4140a1.o "QuantLib::MultiProductMultiStep::suggestedNumeraires() const", referenced from: vtable for QuantLib::ExerciseAdapter in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepCoinitialSwaps in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepCoterminalSwaps in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepCoterminalSwaptions in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepForwards in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepInverseFloater in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepNothing in BermudanSwaption-4140a1.o ... "QuantLib::MultiProductMultiStep::evolution() const", referenced from: vtable for QuantLib::MultiStepCoinitialSwaps in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepCoterminalSwaps in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepCoterminalSwaptions in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepForwards in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepInverseFloater in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepNothing in BermudanSwaption-4140a1.o vtable for QuantLib::MultiStepOptionlets in BermudanSwaption-4140a1.o ... "QuantLib::OneStepCoinitialSwaps::clone() const", referenced from: vtable for QuantLib::OneStepCoinitialSwaps in BermudanSwaption-4140a1.o "QuantLib::CapFloorTermVolSurface::performCalculations() const", referenced from: vtable for QuantLib::CapFloorTermVolSurface in BermudanSwaption-4140a1.o "QuantLib::OneFactorStudentCopula::performCalculations() const", referenced from: vtable for QuantLib::OneFactorStudentCopula in BermudanSwaption-4140a1.o "QuantLib::OneStepCoterminalSwaps::clone() const", referenced from: vtable for QuantLib::OneStepCoterminalSwaps in BermudanSwaption-4140a1.o "QuantLib::FittedBondDiscountCurve::performCalculations() const", referenced from: vtable for QuantLib::FittedBondDiscountCurve in BermudanSwaption-4140a1.o "QuantLib::MultiStepCoinitialSwaps::clone() const", referenced from: vtable for QuantLib::MultiStepCoinitialSwaps in BermudanSwaption-4140a1.o "QuantLib::MultiStepInverseFloater::clone() const", referenced from: vtable for QuantLib::MultiStepInverseFloater in BermudanSwaption-4140a1.o "QuantLib::VolatilityTermStructure::checkStrike(double, bool) const", referenced from: QuantLib::BlackVolTermStructure::blackVol(double, double, bool) const in BermudanSwaption-4140a1.o QuantLib::BlackVolTermStructure::blackVariance(double, double, bool) const in BermudanSwaption-4140a1.o "QuantLib::MultiStepCoterminalSwaps::clone() const", referenced from: vtable for QuantLib::MultiStepCoterminalSwaps in BermudanSwaption-4140a1.o "QuantLib::OrnsteinUhlenbeckProcess::variance(double, double, double) const", referenced from: vtable for QuantLib::OrnsteinUhlenbeckProcess in BermudanSwaption-4140a1.o "QuantLib::ConstantSwaptionVolatility::volatilityImpl(QuantLib::Date const&, QuantLib::Period const&, double) const", referenced from: vtable for QuantLib::ConstantSwaptionVolatility in BermudanSwaption-4140a1.o "QuantLib::ConstantSwaptionVolatility::volatilityImpl(double, double, double) const", referenced from: vtable for QuantLib::ConstantSwaptionVolatility in BermudanSwaption-4140a1.o "QuantLib::ConstantSwaptionVolatility::smileSectionImpl(QuantLib::Date const&, QuantLib::Period const&) const", referenced from: vtable for QuantLib::ConstantSwaptionVolatility in BermudanSwaption-4140a1.o "QuantLib::ConstantSwaptionVolatility::smileSectionImpl(double, double) const", referenced from: vtable for QuantLib::ConstantSwaptionVolatility in BermudanSwaption-4140a1.o "QuantLib::ExtendedBlackVarianceCurve::blackVarianceImpl(double, double) const", referenced from: vtable for QuantLib::ExtendedBlackVarianceCurve in BermudanSwaption-4140a1.o "QuantLib::SpreadedSwaptionVolatility::volatilityImpl(QuantLib::Date const&, QuantLib::Period const&, double) const", referenced from: vtable for QuantLib::SpreadedSwaptionVolatility in BermudanSwaption-4140a1.o "QuantLib::SpreadedSwaptionVolatility::volatilityImpl(double, double, double) const", referenced from: vtable for QuantLib::SpreadedSwaptionVolatility in BermudanSwaption-4140a1.o "QuantLib::SpreadedSwaptionVolatility::smileSectionImpl(QuantLib::Date const&, QuantLib::Period const&) const", referenced from: vtable for QuantLib::SpreadedSwaptionVolatility in BermudanSwaption-4140a1.o "QuantLib::SpreadedSwaptionVolatility::smileSectionImpl(double, double) const", referenced from: vtable for QuantLib::SpreadedSwaptionVolatility in BermudanSwaption-4140a1.o "QuantLib::SwaptionVolatilityDiscrete::performCalculations() const", referenced from: QuantLib::SwaptionVolatilityCube::performCalculations() const in BermudanSwaption-4140a1.o construction vtable for QuantLib::SwaptionVolatilityDiscrete-in-QuantLib::SwaptionVolatilityCube in BermudanSwaption-4140a1.o "QuantLib::CPICapFloorTermPriceSurface::floorPrice(QuantLib::Period const&, double) const", referenced from: vtable for QuantLib::CPICapFloorTermPriceSurface in BermudanSwaption-4140a1.o "QuantLib::CPICapFloorTermPriceSurface::cpiOptionDateFromTenor(QuantLib::Period const&) const", referenced from: vtable for QuantLib::CPICapFloorTermPriceSurface in BermudanSwaption-4140a1.o "QuantLib::CPICapFloorTermPriceSurface::price(QuantLib::Period const&, double) const", referenced from: vtable for QuantLib::CPICapFloorTermPriceSurface in BermudanSwaption-4140a1.o "QuantLib::CPICapFloorTermPriceSurface::capPrice(QuantLib::Period const&, double) const", referenced from: vtable for QuantLib::CPICapFloorTermPriceSurface in BermudanSwaption-4140a1.o "QuantLib::ConstantOptionletVolatility::volatilityImpl(double, double) const", referenced from: vtable for QuantLib::ConstantOptionletVolatility in BermudanSwaption-4140a1.o "QuantLib::ConstantOptionletVolatility::smileSectionImpl(QuantLib::Date const&) const", referenced from: vtable for QuantLib::ConstantOptionletVolatility in BermudanSwaption-4140a1.o "QuantLib::ConstantOptionletVolatility::smileSectionImpl(double) const", referenced from: vtable for QuantLib::ConstantOptionletVolatility in BermudanSwaption-4140a1.o "QuantLib::SpreadedOptionletVolatility::volatilityImpl(double, double) const", referenced from: vtable for QuantLib::SpreadedOptionletVolatility in BermudanSwaption-4140a1.o "QuantLib::SpreadedOptionletVolatility::smileSectionImpl(QuantLib::Date const&) const", referenced from: vtable for QuantLib::SpreadedOptionletVolatility in BermudanSwaption-4140a1.o "QuantLib::SpreadedOptionletVolatility::smileSectionImpl(double) const", referenced from: vtable for QuantLib::SpreadedOptionletVolatility in BermudanSwaption-4140a1.o "QuantLib::SwaptionVolatilityStructure::swapLength(QuantLib::Period const&) const", referenced from: QuantLib::SwaptionVolatilityStructure::smileSectionImpl(QuantLib::Date const&, QuantLib::Period const&) const in BermudanSwaption-4140a1.o QuantLib::SwaptionVolatilityStructure::volatilityImpl(QuantLib::Date const&, QuantLib::Period const&, double) const in BermudanSwaption-4140a1.o "QuantLib::CumulativeNormalDistribution::operator()(double) const", referenced from: QuantLib::OneFactorGaussianCopula::cumulativeZ(double) const in BermudanSwaption-4140a1.o QuantLib::OneFactorGaussianCopula::cumulativeY(double) const in BermudanSwaption-4140a1.o QuantLib::OneFactorStudentGaussianCopula::cumulativeZ(double) const in BermudanSwaption-4140a1.o "QuantLib::ExtendedBlackVarianceSurface::blackVarianceImpl(double, double) const", referenced from: vtable for QuantLib::ExtendedBlackVarianceSurface in BermudanSwaption-4140a1.o "QuantLib::MultiStepCoterminalSwaptions::clone() const", referenced from: vtable for QuantLib::MultiStepCoterminalSwaptions in BermudanSwaption-4140a1.o "QuantLib::CumulativeStudentDistribution::operator()(double) const", referenced from: QuantLib::OneFactorStudentCopula::cumulativeZ(double) const in BermudanSwaption-4140a1.o QuantLib::OneFactorGaussianStudentCopula::cumulativeZ(double) const in BermudanSwaption-4140a1.o "QuantLib::G2::swaption(QuantLib::Swaption::arguments const&, double, double, unsigned long) const", referenced from: QuantLib::G2SwaptionEngine::calculate() const in BermudanSwaption-4140a1.o "QuantLib::CallableBondConstantVolatility::volatilityImpl(QuantLib::Date const&, QuantLib::Period const&, double) const", referenced from: vtable for QuantLib::CallableBondConstantVolatility in BermudanSwaption-4140a1.o "QuantLib::CallableBondConstantVolatility::volatilityImpl(double, double, double) const", referenced from: vtable for QuantLib::CallableBondConstantVolatility in BermudanSwaption-4140a1.o "QuantLib::CallableBondConstantVolatility::smileSectionImpl(double, double) const", referenced from: vtable for QuantLib::CallableBondConstantVolatility in BermudanSwaption-4140a1.o "QuantLib::ConstantCapFloorTermVolatility::volatilityImpl(double, double) const", referenced from: vtable for QuantLib::ConstantCapFloorTermVolatility in BermudanSwaption-4140a1.o "QuantLib::GeneralizedBlackScholesProcess::riskFreeRate() const", referenced from: QuantLib::ReplicatingVarianceSwapEngine::calculate() const in BermudanSwaption-4140a1.o QuantLib::ReplicatingVarianceSwapEngine::riskFreeRate() const in BermudanSwaption-4140a1.o QuantLib::ReplicatingVarianceSwapEngine::riskFreeDiscount() const in BermudanSwaption-4140a1.o "QuantLib::MultiStepPeriodCapletSwaptions::clone() const", referenced from: vtable for QuantLib::MultiStepPeriodCapletSwaptions in BermudanSwaption-4140a1.o "QuantLib::OneFactorGaussianStudentCopula::performCalculations() const", referenced from: vtable for QuantLib::OneFactorGaussianStudentCopula in BermudanSwaption-4140a1.o "QuantLib::OneFactorStudentGaussianCopula::performCalculations() const", referenced from: vtable for QuantLib::OneFactorStudentGaussianCopula in BermudanSwaption-4140a1.o "QuantLib::CallableBondVolatilityStructure::convertDates(QuantLib::Date const&, QuantLib::Period const&) const", referenced from: vtable for QuantLib::CallableBondConstantVolatility in BermudanSwaption-4140a1.o construction vtable for QuantLib::CallableBondVolatilityStructure-in-QuantLib::CallableBondConstantVolatility in BermudanSwaption-4140a1.o "QuantLib::CallableBondVolatilityStructure::maxBondLength() const", referenced from: construction vtable for QuantLib::CallableBondVolatilityStructure-in-QuantLib::CallableBondConstantVolatility in BermudanSwaption-4140a1.o "QuantLib::DefaultProbabilityTermStructure::survivalProbability(double, bool) const", referenced from: QuantLib::DefaultProbabilityTermStructure::hazardRate(double, bool) const in BermudanSwaption-4140a1.o "QuantLib::RendistatoEquivalentSwapLengthQuote::isValid() const", referenced from: vtable for QuantLib::RendistatoEquivalentSwapLengthQuote in BermudanSwaption-4140a1.o "QuantLib::RendistatoEquivalentSwapSpreadQuote::isValid() const", referenced from: vtable for QuantLib::RendistatoEquivalentSwapSpreadQuote in BermudanSwaption-4140a1.o "QuantLib::Bond::fetchResults(QuantLib::PricingEngine::results const*) const", referenced from: vtable for QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::FloatingRateBond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o vtable for QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::FixedRateBond-in-QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::BTP in BermudanSwaption-4140a1.o vtable for QuantLib::FixedRateBond in BermudanSwaption-4140a1.o ... "QuantLib::Bond::setupExpired() const", referenced from: vtable for QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::FloatingRateBond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o vtable for QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::FixedRateBond-in-QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::BTP in BermudanSwaption-4140a1.o vtable for QuantLib::FixedRateBond in BermudanSwaption-4140a1.o ... "QuantLib::Bond::accruedAmount(QuantLib::Date) const", referenced from: QuantLib::CCTEU::accruedAmount(QuantLib::Date) const in BermudanSwaption-4140a1.o QuantLib::BTP::accruedAmount(QuantLib::Date) const in BermudanSwaption-4140a1.o construction vtable for QuantLib::FloatingRateBond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::FixedRateBond-in-QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::BTP in BermudanSwaption-4140a1.o vtable for QuantLib::FixedRateBond in BermudanSwaption-4140a1.o ... "QuantLib::Bond::nextCouponRate(QuantLib::Date) const", referenced from: vtable for QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::FloatingRateBond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o vtable for QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::FixedRateBond-in-QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::BTP in BermudanSwaption-4140a1.o vtable for QuantLib::FixedRateBond in BermudanSwaption-4140a1.o ... "QuantLib::Bond::setupArguments(QuantLib::PricingEngine::arguments*) const", referenced from: vtable for QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::FloatingRateBond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o vtable for QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::FixedRateBond-in-QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::BTP in BermudanSwaption-4140a1.o vtable for QuantLib::FixedRateBond in BermudanSwaption-4140a1.o ... "QuantLib::Bond::notional(QuantLib::Date) const", referenced from: vtable for QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::FloatingRateBond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o vtable for QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::FixedRateBond-in-QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::BTP in BermudanSwaption-4140a1.o vtable for QuantLib::FixedRateBond in BermudanSwaption-4140a1.o ... "QuantLib::Bond::isExpired() const", referenced from: vtable for QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::FloatingRateBond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o vtable for QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::FixedRateBond-in-QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::BTP in BermudanSwaption-4140a1.o vtable for QuantLib::FixedRateBond in BermudanSwaption-4140a1.o ... "QuantLib::Event::hasOccurred(QuantLib::Date const&, boost::optional<bool>) const", referenced from: vtable for QuantLib::Callability in BermudanSwaption-4140a1.o vtable for QuantLib::detail::simple_event in BermudanSwaption-4140a1.o "QuantLib::Coupon::accrualPeriod() const", referenced from: QuantLib::InflationCoupon::amount() const in BermudanSwaption-4140a1.o "QuantLib::Calendar::advance(QuantLib::Date const&, QuantLib::Period const&, QuantLib::BusinessDayConvention, bool) const", referenced from: QuantLib::VolatilityTermStructure::optionDateFromTenor(QuantLib::Period const&) const in BermudanSwaption-4140a1.o "QuantLib::Calendar::advance(QuantLib::Date const&, int, QuantLib::TimeUnit, QuantLib::BusinessDayConvention, bool) const", referenced from: _main in BermudanSwaption-4140a1.o QuantLib::InterestRateIndex::valueDate(QuantLib::Date const&) const in BermudanSwaption-4140a1.o "QuantLib::CashFlow::hasOccurred(QuantLib::Date const&, boost::optional<bool>) const", referenced from: vtable for QuantLib::SimpleCashFlow in BermudanSwaption-4140a1.o vtable for QuantLib::Redemption in BermudanSwaption-4140a1.o vtable for QuantLib::AmortizingPayment in BermudanSwaption-4140a1.o vtable for QuantLib::CPICoupon in BermudanSwaption-4140a1.o "QuantLib::Rounding::operator()(double) const", referenced from: QuantLib::CCTEU::accruedAmount(QuantLib::Date) const in BermudanSwaption-4140a1.o QuantLib::BTP::accruedAmount(QuantLib::Date) const in BermudanSwaption-4140a1.o "QuantLib::CPICoupon::indexFixing(QuantLib::Date const&) const", referenced from: QuantLib::CPICoupon::indexFixing() const in BermudanSwaption-4140a1.o "QuantLib::CPICoupon::checkPricerImpl(boost::shared_ptr<QuantLib::InflationCouponPricer> const&) const", referenced from: vtable for QuantLib::CPICoupon in BermudanSwaption-4140a1.o "QuantLib::IborIndex::maturityDate(QuantLib::Date const&) const", referenced from: vtable for QuantLib::ProxyIbor in BermudanSwaption-4140a1.o vtable for QuantLib::Euribor6M in BermudanSwaption-4140a1.o "QuantLib::IborIndex::forecastFixing(QuantLib::Date const&) const", referenced from: vtable for QuantLib::Euribor6M in BermudanSwaption-4140a1.o "QuantLib::IborIndex::clone(QuantLib::Handle<QuantLib::YieldTermStructure> const&) const", referenced from: vtable for QuantLib::ProxyIbor in BermudanSwaption-4140a1.o vtable for QuantLib::Euribor6M in BermudanSwaption-4140a1.o "typeinfo for QuantLib::Integrator", referenced from: typeinfo for QuantLib::SegmentIntegral in BermudanSwaption-4140a1.o "typeinfo for QuantLib::NullPayoff", referenced from: boost::shared_ptr<QuantLib::NullPayoff> boost::dynamic_pointer_cast<QuantLib::NullPayoff, QuantLib::Payoff>(boost::shared_ptr<QuantLib::Payoff> const&) in BermudanSwaption-4140a1.o "typeinfo for QuantLib::MarketModel", referenced from: typeinfo for QuantLib::AbcdVol in BermudanSwaption-4140a1.o typeinfo for QuantLib::CotSwapToFwdAdapter in BermudanSwaption-4140a1.o typeinfo for QuantLib::FlatVol in BermudanSwaption-4140a1.o typeinfo for QuantLib::FwdPeriodAdapter in BermudanSwaption-4140a1.o typeinfo for QuantLib::FwdToCotSwapAdapter in BermudanSwaption-4140a1.o typeinfo for QuantLib::PseudoRootFacade in BermudanSwaption-4140a1.o "typeinfo for QuantLib::SmileSection", referenced from: construction vtable for QuantLib::SmileSection-in-QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o typeinfo for QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o typeinfo for QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o "typeinfo for QuantLib::OneAssetOption", referenced from: construction vtable for QuantLib::OneAssetOption-in-QuantLib::VanillaStorageOption in BermudanSwaption-4140a1.o typeinfo for QuantLib::VanillaStorageOption in BermudanSwaption-4140a1.o typeinfo for QuantLib::VanillaOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneAssetOption-in-QuantLib::EuropeanOption in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneAssetOption-in-QuantLib::VanillaOption in BermudanSwaption-4140a1.o "typeinfo for QuantLib::BlackVolSurface", referenced from: construction vtable for QuantLib::BlackVolSurface-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "typeinfo for QuantLib::InflationCoupon", referenced from: typeinfo for QuantLib::CPICoupon in BermudanSwaption-4140a1.o "typeinfo for QuantLib::OneFactorCopula", referenced from: construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorGaussianCopula in BermudanSwaption-4140a1.o typeinfo for QuantLib::OneFactorGaussianCopula in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorStudentCopula in BermudanSwaption-4140a1.o typeinfo for QuantLib::OneFactorStudentCopula in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorGaussianStudentCopula in BermudanSwaption-4140a1.o typeinfo for QuantLib::OneFactorGaussianStudentCopula in BermudanSwaption-4140a1.o construction vtable for QuantLib::OneFactorCopula-in-QuantLib::OneFactorStudentGaussianCopula in BermudanSwaption-4140a1.o ... "typeinfo for QuantLib::BlackAtmVolCurve", referenced from: construction vtable for QuantLib::BlackAtmVolCurve-in-QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o typeinfo for QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o construction vtable for QuantLib::BlackAtmVolCurve-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "typeinfo for QuantLib::YieldTermStructure", referenced from: construction vtable for QuantLib::YieldTermStructure-in-QuantLib::FlatForward in BermudanSwaption-4140a1.o typeinfo for QuantLib::FlatForward in BermudanSwaption-4140a1.o construction vtable for QuantLib::YieldTermStructure-in-QuantLib::ImpliedTermStructure in BermudanSwaption-4140a1.o typeinfo for QuantLib::ImpliedTermStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::YieldTermStructure-in-QuantLib::ZeroYieldStructure in BermudanSwaption-4140a1.o typeinfo for QuantLib::ZeroYieldStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::YieldTermStructure-in-QuantLib::QuantoTermStructure in BermudanSwaption-4140a1.o ... "typeinfo for QuantLib::HazardRateStructure", referenced from: construction vtable for QuantLib::HazardRateStructure-in-QuantLib::FactorSpreadedHazardRateCurve in BermudanSwaption-4140a1.o typeinfo for QuantLib::FactorSpreadedHazardRateCurve in BermudanSwaption-4140a1.o construction vtable for QuantLib::HazardRateStructure-in-QuantLib::SpreadedHazardRateCurve in BermudanSwaption-4140a1.o typeinfo for QuantLib::SpreadedHazardRateCurve in BermudanSwaption-4140a1.o construction vtable for QuantLib::HazardRateStructure-in-QuantLib::FlatHazardRate in BermudanSwaption-4140a1.o typeinfo for QuantLib::FlatHazardRate in BermudanSwaption-4140a1.o "typeinfo for QuantLib::MultiProductOneStep", referenced from: typeinfo for QuantLib::OneStepCoinitialSwaps in BermudanSwaption-4140a1.o typeinfo for QuantLib::OneStepCoterminalSwaps in BermudanSwaption-4140a1.o typeinfo for QuantLib::OneStepForwards in BermudanSwaption-4140a1.o typeinfo for QuantLib::OneStepOptionlets in BermudanSwaption-4140a1.o "typeinfo for QuantLib::StochasticProcess1D", referenced from: typeinfo for QuantLib::OrnsteinUhlenbeckProcess in BermudanSwaption-4140a1.o "typeinfo for QuantLib::ForwardRateStructure", referenced from: construction vtable for QuantLib::ForwardRateStructure-in-QuantLib::ForwardSpreadedTermStructure in BermudanSwaption-4140a1.o typeinfo for QuantLib::ForwardSpreadedTermStructure in BermudanSwaption-4140a1.o "typeinfo for QuantLib::LocalVolTermStructure", referenced from: construction vtable for QuantLib::LocalVolTermStructure-in-QuantLib::LocalConstantVol in BermudanSwaption-4140a1.o typeinfo for QuantLib::LocalConstantVol in BermudanSwaption-4140a1.o construction vtable for QuantLib::LocalVolTermStructure-in-QuantLib::LocalVolCurve in BermudanSwaption-4140a1.o typeinfo for QuantLib::LocalVolCurve in BermudanSwaption-4140a1.o "typeinfo for QuantLib::MultiProductMultiStep", referenced from: typeinfo for QuantLib::ExerciseAdapter in BermudanSwaption-4140a1.o typeinfo for QuantLib::MultiStepCoinitialSwaps in BermudanSwaption-4140a1.o typeinfo for QuantLib::MultiStepCoterminalSwaps in BermudanSwaption-4140a1.o typeinfo for QuantLib::MultiStepCoterminalSwaptions in BermudanSwaption-4140a1.o typeinfo for QuantLib::MultiStepForwards in BermudanSwaption-4140a1.o typeinfo for QuantLib::MultiStepInverseFloater in BermudanSwaption-4140a1.o typeinfo for QuantLib::MultiStepNothing in BermudanSwaption-4140a1.o ... "typeinfo for QuantLib::InterestRateVolSurface", referenced from: construction vtable for QuantLib::InterestRateVolSurface-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o typeinfo for QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "typeinfo for QuantLib::SwaptionVolatilityDiscrete", referenced from: construction vtable for QuantLib::SwaptionVolatilityDiscrete-in-QuantLib::SwaptionVolatilityCube in BermudanSwaption-4140a1.o typeinfo for QuantLib::SwaptionVolatilityCube in BermudanSwaption-4140a1.o "typeinfo for QuantLib::CallableBondVolatilityStructure", referenced from: construction vtable for QuantLib::CallableBondVolatilityStructure-in-QuantLib::CallableBondConstantVolatility in BermudanSwaption-4140a1.o typeinfo for QuantLib::CallableBondConstantVolatility in BermudanSwaption-4140a1.o "typeinfo for QuantLib::Bond", referenced from: typeinfo for QuantLib::FloatingRateBond in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::CCTEU in BermudanSwaption-4140a1.o typeinfo for QuantLib::FixedRateBond in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::BTP in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::FixedRateBond in BermudanSwaption-4140a1.o construction vtable for QuantLib::Bond-in-QuantLib::FloatingRateBond in BermudanSwaption-4140a1.o "typeinfo for QuantLib::Error", referenced from: QuantLib::DiscretizedOption::reset(unsigned long) in BermudanSwaption-4140a1.o QuantLib::Observable::notifyObservers() in BermudanSwaption-4140a1.o QuantLib::Instrument::setupArguments(QuantLib::PricingEngine::arguments*) const in BermudanSwaption-4140a1.o QuantLib::Option::setupArguments(QuantLib::PricingEngine::arguments*) const in BermudanSwaption-4140a1.o QuantLib::Payoff::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-4140a1.o QuantLib::BlackVolTermStructure::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-4140a1.o QuantLib::SimpleQuote::value() const in BermudanSwaption-4140a1.o ... "typeinfo for QuantLib::Event", referenced from: typeinfo for QuantLib::Callability in BermudanSwaption-4140a1.o typeinfo for QuantLib::detail::simple_event in BermudanSwaption-4140a1.o "typeinfo for QuantLib::Index", referenced from: typeinfo for QuantLib::InterestRateIndex in BermudanSwaption-4140a1.o typeinfo for QuantLib::InflationIndex in BermudanSwaption-4140a1.o "typeinfo for QuantLib::Coupon", referenced from: boost::shared_ptr<QuantLib::Coupon> boost::dynamic_pointer_cast<QuantLib::Coupon, QuantLib::CashFlow>(boost::shared_ptr<QuantLib::CashFlow> const&) in BermudanSwaption-4140a1.o "typeinfo for QuantLib::CashFlow", referenced from: boost::shared_ptr<QuantLib::Coupon> boost::dynamic_pointer_cast<QuantLib::Coupon, QuantLib::CashFlow>(boost::shared_ptr<QuantLib::CashFlow> const&) in BermudanSwaption-4140a1.o typeinfo for QuantLib::SimpleCashFlow in BermudanSwaption-4140a1.o "typeinfo for QuantLib::IborIndex", referenced from: typeinfo for QuantLib::ProxyIbor in BermudanSwaption-4140a1.o typeinfo for QuantLib::Euribor in BermudanSwaption-4140a1.o "VTT for QuantLib::VanillaSwap", referenced from: QuantLib::VanillaSwap::VanillaSwap(QuantLib::VanillaSwap const&) in BermudanSwaption-4140a1.o QuantLib::VanillaSwap::~VanillaSwap() in BermudanSwaption-4140a1.o "VTT for QuantLib::SmileSection", referenced from: QuantLib::SmileSection::~SmileSection() in BermudanSwaption-4140a1.o "VTT for QuantLib::VarianceSwap::arguments", referenced from: QuantLib::VarianceSwap::arguments::~arguments() in BermudanSwaption-4140a1.o "VTT for QuantLib::OneAssetOption", referenced from: QuantLib::OneAssetOption::~OneAssetOption() in BermudanSwaption-4140a1.o "VTT for QuantLib::BlackVolSurface", referenced from: QuantLib::BlackVolSurface::~BlackVolSurface() in BermudanSwaption-4140a1.o "VTT for QuantLib::OneFactorCopula", referenced from: QuantLib::OneFactorCopula::~OneFactorCopula() in BermudanSwaption-4140a1.o "VTT for QuantLib::BlackAtmVolCurve", referenced from: QuantLib::BlackAtmVolCurve::~BlackAtmVolCurve() in BermudanSwaption-4140a1.o "VTT for QuantLib::YieldTermStructure", referenced from: QuantLib::YieldTermStructure::~YieldTermStructure() in BermudanSwaption-4140a1.o "VTT for QuantLib::HazardRateStructure", referenced from: QuantLib::HazardRateStructure::~HazardRateStructure() in BermudanSwaption-4140a1.o "VTT for QuantLib::ForwardRateStructure", referenced from: QuantLib::ForwardRateStructure::~ForwardRateStructure() in BermudanSwaption-4140a1.o "VTT for QuantLib::LocalVolTermStructure", referenced from: QuantLib::LocalVolTermStructure::~LocalVolTermStructure() in BermudanSwaption-4140a1.o "VTT for QuantLib::InterestRateVolSurface", referenced from: QuantLib::InterestRateVolSurface::~InterestRateVolSurface() in BermudanSwaption-4140a1.o "VTT for QuantLib::SwaptionVolatilityDiscrete", referenced from: QuantLib::SwaptionVolatilityDiscrete::~SwaptionVolatilityDiscrete() in BermudanSwaption-4140a1.o "VTT for QuantLib::CallableBondVolatilityStructure", referenced from: QuantLib::CallableBondVolatilityStructure::~CallableBondVolatilityStructure() in BermudanSwaption-4140a1.o "VTT for QuantLib::Bond", referenced from: QuantLib::Bond::~Bond() in BermudanSwaption-4140a1.o "VTT for QuantLib::Swaption::arguments", referenced from: QuantLib::Swaption::arguments::~arguments() in BermudanSwaption-4140a1.o QuantLib::Swaption::arguments::arguments() in BermudanSwaption-4140a1.o "VTT for QuantLib::Swaption", referenced from: QuantLib::Swaption::~Swaption() in BermudanSwaption-4140a1.o "vtable for QuantLib::TypePayoff", referenced from: QuantLib::TypePayoff::TypePayoff(QuantLib::Option::Type) in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::MarketModel", referenced from: QuantLib::MarketModel::~MarketModel() in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::VanillaSwap", referenced from: QuantLib::VanillaSwap::VanillaSwap(QuantLib::VanillaSwap const&) in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::InflationCoupon", referenced from: QuantLib::InflationCoupon::~InflationCoupon() in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::StochasticProcess", referenced from: QuantLib::StochasticProcess::~StochasticProcess() in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::StrikedTypePayoff", referenced from: QuantLib::StrikedTypePayoff::StrikedTypePayoff(QuantLib::Option::Type, double) in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::LevenbergMarquardt", referenced from: QuantLib::LevenbergMarquardt::~LevenbergMarquardt() in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::PlainVanillaPayoff", referenced from: QuantLib::PlainVanillaPayoff::PlainVanillaPayoff(QuantLib::Option::Type, double) in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::MultiProductOneStep", referenced from: QuantLib::MultiProductOneStep::~MultiProductOneStep() in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::StochasticProcess1D", referenced from: QuantLib::StochasticProcess1D::~StochasticProcess1D() in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::MultiProductMultiStep", referenced from: QuantLib::MultiProductMultiStep::~MultiProductMultiStep() in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::JamshidianSwaptionEngine", referenced from: QuantLib::JamshidianSwaptionEngine::JamshidianSwaptionEngine(boost::shared_ptr<QuantLib::OneFactorAffineModel> const&, QuantLib::Handle<QuantLib::YieldTermStructure> const&) in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::Error", referenced from: QuantLib::Error::~Error() in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::Event", referenced from: QuantLib::Event::Event() in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::Swaption::arguments", referenced from: QuantLib::Swaption::arguments::arguments() in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "vtable for QuantLib::IborIndex", referenced from: QuantLib::IborIndex::~IborIndex() in BermudanSwaption-4140a1.o NOTE: a missing vtable usually means the first non-inline virtual member function has no definition. "non-virtual thunk to QuantLib::FittedBondDiscountCurve::performCalculations() const", referenced from: vtable for QuantLib::FittedBondDiscountCurve in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::CapFloorTermVolCurve::update()", referenced from: vtable for QuantLib::CapFloorTermVolCurve in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::CapFloorTermVolSurface::update()", referenced from: vtable for QuantLib::CapFloorTermVolSurface in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::SwaptionVolatilityDiscrete::update()", referenced from: vtable for QuantLib::SwaptionVolatilityCube in BermudanSwaption-4140a1.o construction vtable for QuantLib::SwaptionVolatilityDiscrete-in-QuantLib::SwaptionVolatilityCube in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::AbcdAtmVolCurve::update()", referenced from: vtable for QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::AbcdAtmVolCurve::performCalculations() const", referenced from: vtable for QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::SmileSection::update()", referenced from: vtable for QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::FlatSmileSection in BermudanSwaption-4140a1.o construction vtable for QuantLib::SmileSection-in-QuantLib::SpreadedSmileSection in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::TermStructure::update()", referenced from: vtable for QuantLib::TermStructure in BermudanSwaption-4140a1.o vtable for QuantLib::VolatilityTermStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::TermStructure-in-QuantLib::VolatilityTermStructure in BermudanSwaption-4140a1.o vtable for QuantLib::OptionletVolatilityStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::VolatilityTermStructure-in-QuantLib::OptionletVolatilityStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::TermStructure-in-QuantLib::OptionletVolatilityStructure in BermudanSwaption-4140a1.o vtable for QuantLib::SwaptionVolatilityStructure in BermudanSwaption-4140a1.o ... "non-virtual thunk to QuantLib::SabrVolSurface::update()", referenced from: vtable for QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::AbcdAtmVolCurve::update()", referenced from: vtable for QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::YieldTermStructure::update()", referenced from: construction vtable for QuantLib::YieldTermStructure-in-QuantLib::FlatForward in BermudanSwaption-4140a1.o vtable for QuantLib::ImpliedTermStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::YieldTermStructure-in-QuantLib::ImpliedTermStructure in BermudanSwaption-4140a1.o vtable for QuantLib::ZeroYieldStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::YieldTermStructure-in-QuantLib::ZeroYieldStructure in BermudanSwaption-4140a1.o vtable for QuantLib::QuantoTermStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::ZeroYieldStructure-in-QuantLib::QuantoTermStructure in BermudanSwaption-4140a1.o ... "non-virtual thunk to QuantLib::CapFloorTermVolCurve::update()", referenced from: vtable for QuantLib::CapFloorTermVolCurve in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::CapFloorTermVolSurface::update()", referenced from: vtable for QuantLib::CapFloorTermVolSurface in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::ExtendedBlackVarianceCurve::update()", referenced from: vtable for QuantLib::ExtendedBlackVarianceCurve in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::SwaptionVolatilityDiscrete::update()", referenced from: vtable for QuantLib::SwaptionVolatilityCube in BermudanSwaption-4140a1.o construction vtable for QuantLib::SwaptionVolatilityDiscrete-in-QuantLib::SwaptionVolatilityCube in BermudanSwaption-4140a1.o "non-virtual thunk to QuantLib::ExtendedBlackVarianceSurface::update()", referenced from: vtable for QuantLib::ExtendedBlackVarianceSurface in BermudanSwaption-4140a1.o ld: symbol(s) not found for architecture x86_64 clang: error: linker command failed with exit code 1 (use -v to see invocation) vpn-165-124-160-169:BermudanSwaption Will$ ------------------------------------------------------------------------------ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hi All, I’m new to QuantLib and trying to install it on my mac, I followed the site’s instructions here http://quantlib.org/install/macosx.shtml and used the following configuration. ./configure --enable-static --with-boost-include=/opt/local/include/ --with-boost-lib=/opt/local/lib/ --prefix=/opt/local/ CXXFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6" LDFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6” I used the following command to compile the example BermudanSwaption cd Examples/BermudanSwaption
g++ -I/opt/local/include/ -I/opt/local/include/boost BermudanSwaption.cpp \ -o bermudanswaption -L/opt/local/lib/ -lQuantLib
but I got the following error, I searched on Google all night but still cannot fix the issue. I also tried to use QuantLib in Xcode, no luck either. Any help would be greatly appreciated! Thanks, Will QuantLib-1.6 Will$ cd Examples/BermudanSwaption vpn-165-124-160-169:BermudanSwaption Will$ g++ -I/opt/local/include/ -I/opt/local/include/boost BermudanSwaption.cpp -o bermudanswaption -L/opt/local/lib/ -IQuantLib Undefined symbols for architecture x86_64: "boost::assertion_failed(char const*, char const*, char const*, long)", referenced from: boost::shared_ptr<QuantLib::Observable>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::DiscretizedAsset>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::SwapIndex>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::IborIndex>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::Quote>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::DefaultProbabilityTermStructure>::operator->() const in BermudanSwaption-4140a1.o boost::shared_ptr<QuantLib::Exercise>::operator->() const in BermudanSwaption-4140a1.o ... "boost::assertion_failed_msg(char const*, char const*, char const*, char const*, long)", referenced from: boost::array<long double, 171ul>::operator[](unsigned long) const in BermudanSwaption-4140a1.o "QuantLib::Constraint::Constraint(boost::shared_ptr<QuantLib::Constraint::Impl> const&)", referenced from: calibrateModel(boost::shared_ptr<QuantLib::ShortRateModel> const&, std::__1::vector<boost::shared_ptr<QuantLib::CalibrationHelper>, std::__1::allocator<boost::shared_ptr<QuantLib::CalibrationHelper> > > const&) in BermudanSwaption-4140a1.o "QuantLib::EndCriteria::EndCriteria(unsigned long, unsigned long, double, double, double)", referenced from: ption-4140a1.o "QuantLib::MultiStepSwap::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepSwap in BermudanSwaption-4140a1.o "QuantLib::TermStructure::update()", referenced from: QuantLib::DefaultProbabilityTermStructure::update() in BermudanSwaption-4140a1.o QuantLib::FittedBondDiscountCurve::update() in BermudanSwaption-4140a1.o QuantLib::ForwardSpreadedTermStructure::update() in BermudanSwaption-4140a1.o QuantLib::ZeroSpreadedTermStructure::update() in BermudanSwaption-4140a1.o vtable for QuantLib::TermStructure in BermudanSwaption-4140a1.o vtable for QuantLib::VolatilityTermStructure in BermudanSwaption-4140a1.o construction vtable for QuantLib::TermStructure-in-QuantLib::VolatilityTermStructure in BermudanSwaption-4140a1.o ... "QuantLib::EuropeanOption::EuropeanOption(boost::shared_ptr<QuantLib::StrikedTypePayoff> const&, boost::shared_ptr<QuantLib::Exercise> const&)", referenced from: QuantLib::ReplicatingVarianceSwapEngine::computeReplicatingPortfolio(std::__1::vector<std::__1::pair<boost::shared_ptr<QuantLib::StrikedTypePayoff>, double>, std::__1::allocator<std::__1::pair<boost::shared_ptr<QuantLib::StrikedTypePayoff>, double> > > const&) const in BermudanSwaption-4140a1.o "QuantLib::InflationIndex::addFixing(QuantLib::Date const&, double, bool)", referenced from: vtable for QuantLib::InflationIndex in BermudanSwaption-4140a1.o "QuantLib::SabrVolSurface::accept(QuantLib::AcyclicVisitor&)", referenced from: vtable for QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::SabrVolSurface::update()", referenced from: vtable for QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::SwaptionHelper::SwaptionHelper(QuantLib::Period const&, QuantLib::Period const&, QuantLib::Handle<QuantLib::Quote> const&, boost::shared_ptr<QuantLib::IborIndex> const&, QuantLib::Period const&, QuantLib::DayCounter const&, QuantLib::DayCounter const&, QuantLib::Handle<QuantLib::YieldTermStructure> const&, QuantLib::CalibrationHelper::CalibrationErrorType, double, double, double)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::AbcdAtmVolCurve::accept(QuantLib::AcyclicVisitor&)", referenced from: vtable for QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o "QuantLib::AbcdAtmVolCurve::update()", referenced from: vtable for QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o "QuantLib::BlackKarasinski::BlackKarasinski(QuantLib::Handle<QuantLib::YieldTermStructure> const&, double, double)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::BlackVolSurface::accept(QuantLib::AcyclicVisitor&)", referenced from: construction vtable for QuantLib::BlackVolSurface-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::ExerciseAdapter::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::ExerciseAdapter in BermudanSwaption-4140a1.o "QuantLib::OneStepForwards::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::OneStepForwards in BermudanSwaption-4140a1.o "QuantLib::SegmentIntegral::SegmentIntegral(unsigned long)", referenced from: QuantLib::VariancePathPricer::operator()(QuantLib::Path const&) const in BermudanSwaption-4140a1.o "QuantLib::BermudanExercise::BermudanExercise(std::__1::vector<QuantLib::Date, std::__1::allocator<QuantLib::Date> > const&, bool)", referenced from: _main in BermudanSwaption-4140a1.o "QuantLib::BlackAtmVolCurve::accept(QuantLib::AcyclicVisitor&)", referenced from: construction vtable for QuantLib::BlackAtmVolCurve-in-QuantLib::AbcdAtmVolCurve in BermudanSwaption-4140a1.o construction vtable for QuantLib::BlackAtmVolCurve-in-QuantLib::SabrVolSurface in BermudanSwaption-4140a1.o "QuantLib::EuropeanExercise::EuropeanExercise(QuantLib::Date const&)", referenced from: QuantLib::ReplicatingVarianceSwapEngine::computeReplicatingPortfolio(std::__1::vector<std::__1::pair<boost::shared_ptr<QuantLib::StrikedTypePayoff>, double>, std::__1::allocator<std::__1::pair<boost::shared_ptr<QuantLib::StrikedTypePayoff>, double> > > const&) const in BermudanSwaption-4140a1.o "QuantLib::FlatSmileSection::FlatSmileSection(double, double, QuantLib::DayCounter const&, double, double)", referenced from: QuantLib::CapletVarianceCurve::smileSectionImpl(double) const in BermudanSwaption-4140a1.o "QuantLib::MultiStepNothing::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepNothing in BermudanSwaption-4140a1.o "QuantLib::MultiStepRatchet::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepRatchet in BermudanSwaption-4140a1.o "QuantLib::DiscretizedOption::postAdjustValuesImpl()", referenced from: vtable for QuantLib::DiscretizedOption in BermudanSwaption-4140a1.o "QuantLib::MultiStepForwards::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepForwards in BermudanSwaption-4140a1.o "QuantLib::MultiStepSwaption::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepSwaption in BermudanSwaption-4140a1.o "QuantLib::OneStepOptionlets::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::OneStepOptionlets in BermudanSwaption-4140a1.o "QuantLib::StochasticProcess::update()", referenced from: vtable for QuantLib::OrnsteinUhlenbeckProcess in BermudanSwaption-4140a1.o "QuantLib::FdG2SwaptionEngine::FdG2SwaptionEngine(boost::shared_ptr<QuantLib::G2> const&, unsigned long, unsigned long, unsigned long, unsigned long, double, QuantLib::FdmSchemeDesc const&)", referenced from: ld: symbol(s) not found for architecture x86_64 clang: error: linker command failed with exit code 1 (use -v to see invocation) vpn-165-124-160-169:BermudanSwaption Will$ ------------------------------------------------------------------------------ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Fwd: QuantLib Installation Issue on Mac OSX 10.10
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Hi, Will The following configure option works for me. (builds with g++ (clang version) and your example code builds successfully.) Cheers, Takehiro $ CXXFLAGS="-std=c++0x" ./configure --enable-static --with-boost-include=INCLUDE_DIR --with-boost-lib=LIB_DIR --prefix= PREFIX_DIR On Thu, Jul 30, 2015 at 5:05 PM, Peng (Will) Chen <[hidden email]> wrote:
------------------------------------------------------------------------------ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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