Visual Studio 2010 compilation and link problems

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Visual Studio 2010 compilation and link problems

Alessandro Duci-2

Hallo,

compiling with Visual Studio 2010, both in Debug and in Release mode, the quantlib version at the moment in the repository I get the errors:

1>c1xx : fatal error C1083: Cannot open source file: 'ql\experimental\finitedifferences\fdmhestonlikesolverfactory.cpp': No such file or directory
1>c1xx : fatal error C1083: Cannot open source file: 'ql\experimental\finitedifferences\fdmhullwhitemesher.cpp': No such file or directory

Exluding the files above from the compilation I can produce the QuantLib library, but then I get the following LINK errors on testsuite

2>Link:
2> Creating library bin\QuantLib-test-suite-vc100-mt.lib and object bin\QuantLib-test-suite-vc100-mt.exp
2>quantlibtestsuite.obj : error LNK2019: unresolved external symbol "public: static class boost::unit_test::test_suite * __cdecl SwingOptionTest::suite(void)" (?suite@SwingOptionTest@@SAPAVtest_suite@unit_test@boost@@XZ) referenced in function "class boost::unit_test::test_suite * __cdecl init_unit_test_suite(int,char * * const)" (?init_unit_test_suite@@YAPAVtest_suite@unit_test@boost@@HQAPAD@Z)
2>quantlibtestsuite.obj : error LNK2019: unresolved external symbol "public: static class boost::unit_test::test_suite * __cdecl InflationCPICapFloorTest::suite(void)" (?suite@InflationCPICapFloorTest@@SAPAVtest_suite@unit_test@boost@@XZ) referenced in function "class boost::unit_test::test_suite * __cdecl init_unit_test_suite(int,char * * const)" (?init_unit_test_suite@@YAPAVtest_suite@unit_test@boost@@HQAPAD@Z)
2>quantlibtestsuite.obj : error LNK2019: unresolved external symbol "public: static class boost::unit_test::test_suite * __cdecl CPISwapTest::suite(void)" (?suite@CPISwapTest@@SAPAVtest_suite@unit_test@boost@@XZ) referenced in function "class boost::unit_test::test_suite * __cdecl init_unit_test_suite(int,char * * const)" (?init_unit_test_suite@@YAPAVtest_suite@unit_test@boost@@HQAPAD@Z)
2>QuantLib-vc100-mt.lib(fdmhestonsolver.obj) : error LNK2019: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::interpolateAt(double,double)const " (?interpolateAt@Fdm2DimSolver@QuantLib@@QBENNN@Z) referenced in function "public: double __thiscall QuantLib::FdmHestonSolver::valueAt(double,double)const " (?valueAt@FdmHestonSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmsimple2dbssolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::interpolateAt(double,double)const " (?interpolateAt@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdm2dblackscholessolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::interpolateAt(double,double)const " (?interpolateAt@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmbatessolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::interpolateAt(double,double)const " (?interpolateAt@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmhestonsolver.obj) : error LNK2019: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::derivativeX(double,double)const " (?derivativeX@Fdm2DimSolver@QuantLib@@QBENNN@Z) referenced in function "public: double __thiscall QuantLib::FdmHestonSolver::deltaAt(double,double)const " (?deltaAt@FdmHestonSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdm2dblackscholessolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::derivativeX(double,double)const " (?derivativeX@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmbatessolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::derivativeX(double,double)const " (?derivativeX@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmhestonsolver.obj) : error LNK2019: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::derivativeXX(double,double)const " (?derivativeXX@Fdm2DimSolver@QuantLib@@QBENNN@Z) referenced in function "public: double __thiscall QuantLib::FdmHestonSolver::gammaAt(double,double)const " (?gammaAt@FdmHestonSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdm2dblackscholessolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::derivativeXX(double,double)const " (?derivativeXX@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmbatessolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::derivativeXX(double,double)const " (?derivativeXX@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmhestonsolver.obj) : error LNK2019: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::thetaAt(double,double)const " (?thetaAt@Fdm2DimSolver@QuantLib@@QBENNN@Z) referenced in function "public: double __thiscall QuantLib::FdmHestonSolver::thetaAt(double,double)const " (?thetaAt@FdmHestonSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmsimple2dbssolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::thetaAt(double,double)const " (?thetaAt@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdm2dblackscholessolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::thetaAt(double,double)const " (?thetaAt@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmbatessolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::thetaAt(double,double)const " (?thetaAt@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmhestonsolver.obj) : error LNK2019: unresolved external symbol "public: __thiscall QuantLib::Fdm2DimSolver::Fdm2DimSolver(struct QuantLib::FdmSolverDesc const &,struct QuantLib::FdmSchemeDesc const &,class boost::shared_ptr<class QuantLib::FdmLinearOpComposite> const &)" (??0Fdm2DimSolver@QuantLib@@QAE@ABUFdmSolverDesc@1@ABUFdmSchemeDesc@1@ABV?$shared_ptr@VFdmLinearOpComposite@QuantLib@@@boost@@@Z) referenced in function "protected: virtual void __thiscall QuantLib::FdmHestonSolver::performCalculations(void)const " (?performCalculations@FdmHestonSolver@QuantLib@@MBEXXZ)
2>QuantLib-vc100-mt.lib(fdmsimple2dbssolver.obj) : error LNK2001: unresolved external symbol "public: __thiscall QuantLib::Fdm2DimSolver::Fdm2DimSolver(struct QuantLib::FdmSolverDesc const &,struct QuantLib::FdmSchemeDesc const &,class boost::shared_ptr<class QuantLib::FdmLinearOpComposite> const &)" (??0Fdm2DimSolver@QuantLib@@QAE@ABUFdmSolverDesc@1@ABUFdmSchemeDesc@1@ABV?$shared_ptr@VFdmLinearOpComposite@QuantLib@@@boost@@@Z)
2>QuantLib-vc100-mt.lib(fdm2dblackscholessolver.obj) : error LNK2001: unresolved external symbol "public: __thiscall QuantLib::Fdm2DimSolver::Fdm2DimSolver(struct QuantLib::FdmSolverDesc const &,struct QuantLib::FdmSchemeDesc const &,class boost::shared_ptr<class QuantLib::FdmLinearOpComposite> const &)" (??0Fdm2DimSolver@QuantLib@@QAE@ABUFdmSolverDesc@1@ABUFdmSchemeDesc@1@ABV?$shared_ptr@VFdmLinearOpComposite@QuantLib@@@boost@@@Z)
2>QuantLib-vc100-mt.lib(fdmbatessolver.obj) : error LNK2001: unresolved external symbol "public: __thiscall QuantLib::Fdm2DimSolver::Fdm2DimSolver(struct QuantLib::FdmSolverDesc const &,struct QuantLib::FdmSchemeDesc const &,class boost::shared_ptr<class QuantLib::FdmLinearOpComposite> const &)" (??0Fdm2DimSolver@QuantLib@@QAE@ABUFdmSolverDesc@1@ABUFdmSchemeDesc@1@ABV?$shared_ptr@VFdmLinearOpComposite@QuantLib@@@boost@@@Z)
2>QuantLib-vc100-mt.lib(fdmhestonsolver.obj) : error LNK2019: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::derivativeY(double,double)const " (?derivativeY@Fdm2DimSolver@QuantLib@@QBENNN@Z) referenced in function "public: double __thiscall QuantLib::FdmHestonSolver::meanVarianceDeltaAt(double,double)const " (?meanVarianceDeltaAt@FdmHestonSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdm2dblackscholessolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::derivativeY(double,double)const " (?derivativeY@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmhestonsolver.obj) : error LNK2019: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::derivativeXY(double,double)const " (?derivativeXY@Fdm2DimSolver@QuantLib@@QBENNN@Z) referenced in function "public: double __thiscall QuantLib::FdmHestonSolver::meanVarianceGammaAt(double,double)const " (?meanVarianceGammaAt@FdmHestonSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdmhestonsolver.obj) : error LNK2019: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::derivativeYY(double,double)const " (?derivativeYY@Fdm2DimSolver@QuantLib@@QBENNN@Z) referenced in function "public: double __thiscall QuantLib::FdmHestonSolver::meanVarianceGammaAt(double,double)const " (?meanVarianceGammaAt@FdmHestonSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdm2dblackscholessolver.obj) : error LNK2001: unresolved external symbol "public: double __thiscall QuantLib::Fdm2DimSolver::derivativeYY(double,double)const " (?derivativeYY@Fdm2DimSolver@QuantLib@@QBENNN@Z)
2>QuantLib-vc100-mt.lib(fdhestonhullwhitevanillaengine.obj) : error LNK2019: unresolved external symbol "public: __thiscall QuantLib::FdmSimpleProcess1dMesher::FdmSimpleProcess1dMesher(unsigned int,class boost::shared_ptr<class QuantLib::StochasticProcess1D> const &,double,unsigned int,double)" (??0FdmSimpleProcess1dMesher@QuantLib@@QAE@IABV?$shared_ptr@VStochasticProcess1D@QuantLib@@@boost@@NIN@Z)referenced in function "public: virtual void __thiscall QuantLib::FdHestonHullWhiteVanillaEngine::calculate(void)const " (?calculate@FdHestonHullWhiteVanillaEngine@QuantLib@@UBEXXZ)
2>QuantLib-vc100-mt.lib(fdmhestonhullwhitesolver.obj) : error LNK2019: unresolved external symbol "public: double __thiscall QuantLib::Fdm3DimSolver::interpolateAt(double,double,double)const " (?interpolateAt@Fdm3DimSolver@QuantLib@@QBENNNN@Z) referenced in function "public: double __thiscall QuantLib::FdmHestonHullWhiteSolver::valueAt(double,double,double)const " (?valueAt@FdmHestonHullWhiteSolver@QuantLib@@QBENNNN@Z)
2>QuantLib-vc100-mt.lib(fdmhestonhullwhitesolver.obj) : error LNK2019: unresolved external symbol "public: double __thiscall QuantLib::Fdm3DimSolver::thetaAt(double,double,double)const " (?thetaAt@Fdm3DimSolver@QuantLib@@QBENNNN@Z) referenced in function "public: double __thiscall QuantLib::FdmHestonHullWhiteSolver::thetaAt(double,double,double)const " (?thetaAt@FdmHestonHullWhiteSolver@QuantLib@@QBENNNN@Z)
2>QuantLib-vc100-mt.lib(fdmhestonhullwhitesolver.obj) : error LNK2019: unresolved external symbol "public: __thiscall QuantLib::Fdm3DimSolver::Fdm3DimSolver(struct QuantLib::FdmSolverDesc const &,struct QuantLib::FdmSchemeDesc const &,class boost::shared_ptr<class QuantLib::FdmLinearOpComposite> const &)" (??0Fdm3DimSolver@QuantLib@@QAE@ABUFdmSolverDesc@1@ABUFdmSchemeDesc@1@ABV?$shared_ptr@VFdmLinearOpComposite@QuantLib@@@boost@@@Z) referenced in function "protected: virtual void __thiscall QuantLib::FdmHestonHullWhiteSolver::performCalculations(void)const " (?performCalculations@FdmHestonHullWhiteSolver@QuantLib@@MBEXXZ)
2>bin\QuantLib-test-suite-vc100-mt.exe : fatal error LNK1120: 15 unresolved externals
2>
2>Build FAILED.
2>
2>Time Elapsed 00:00:02.64
========== Build: 1 succeeded, 1 failed, 0 up-to-date, 0 skipped ==========


This seems to be due to recently added code. Can you please check if something is missing?
Thanks a lot

Alessandro Duci
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Re: Visual Studio 2010 compilation and link problems

Luigi Ballabio
On Fri, 2011-02-04 at 16:55 +0000, Alessandro Duci wrote:
> compiling with Visual Studio 2010, both in Debug and in Release mode,
> the quantlib version at the moment in the repository I get the errors:
>
> 1>c1xx : fatal error C1083: Cannot open source file: 'ql\experimental
> \finitedifferences\fdmhestonlikesolverfactory.cpp': No such file or
> directory
> 1>c1xx : fatal error C1083: Cannot open source file: 'ql\experimental
> \finitedifferences\fdmhullwhitemesher.cpp': No such file or directory

The projects might be out of date.  Instead of trunk, check out
branches/R01010x-branch (from which I'll release 1.1 this month, I
hope.)  It should compile correctly.

Luigi


--

Testing can never demonstrate the absence of errors in software, only
their presence.
-- W.E. Dijkstra



------------------------------------------------------------------------------
The modern datacenter depends on network connectivity to access resources
and provide services. The best practices for maximizing a physical server's
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rules translate into the virtual world?
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Re: Visual Studio 2010 compilation and link problems

John Maiden
Luigi-

I see a VC 2010 project in the branches/R01010x-branch; which version of boost
are you using with this?

John


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Re: Visual Studio 2010 compilation and link problems

Luigi Ballabio
On Tue, 2011-04-05 at 03:27 +0000, John Maiden wrote:
> I see a VC 2010 project in the branches/R01010x-branch; which version of boost
> are you using with this?

I've been using Boost 1.44, mostly because it was the latest version for
which a binary installer was available and I didn't bother to compile
the thing myself---I'm doing very little development on Windows these
days.  I see there's a binary installer for 1.46.1 available now, so I
might try that one instead.  I'll let you know if it works.

Luigi


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Re: Visual Studio 2010 compilation and link problems

Luigi Ballabio
On Tue, 2011-04-05 at 09:01 +0200, Luigi Ballabio wrote:
> On Tue, 2011-04-05 at 03:27 +0000, John Maiden wrote:
> > I see a VC 2010 project in the branches/R01010x-branch; which version of boost
> > are you using with this?
>
> I've been using Boost 1.44, mostly because it was the latest version for
> which a binary installer was available and I didn't bother to compile
> the thing myself---I'm doing very little development on Windows these
> days.  I see there's a binary installer for 1.46.1 available now, so I
> might try that one instead.  I'll let you know if it works.

It seems to have worked--I have only compiled the QuantLib solution,
though, not the QuantLibAddin stuff.

Luigi


--

A child of five would understand this. Send someone to fetch a child of
five.
-- Groucho Marx



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Re: Visual Studio 2010 compilation and link problems

John Maiden
Luigi-

Great. Thanks. As you can see in my post in the User list, I was having trouble getting QuantLib to work using VC 2010 and boost 1.46.1. I'll test it later with my managed wrapper to see how well it works.
 
Regards,

John Maiden



From: Luigi Ballabio <[hidden email]>
To: John Maiden <[hidden email]>
Cc: [hidden email]
Sent: Tue, April 5, 2011 12:36:54 PM
Subject: Re: [Quantlib-dev] Visual Studio 2010 compilation and link problems

On Tue, 2011-04-05 at 09:01 +0200, Luigi Ballabio wrote:
> On Tue, 2011-04-05 at 03:27 +0000, John Maiden wrote:
> > I see a VC 2010 project in the branches/R01010x-branch; which version of boost
> > are you using with this?
>
> I've been using Boost 1.44, mostly because it was the latest version for
> which a binary installer was available and I didn't bother to compile
> the thing myself---I'm doing very little development on Windows these
> days.  I see there's a binary installer for 1.46.1 available now, so I
> might try that one instead.  I'll let you know if it works.

It seems to have worked--I have only compiled the QuantLib solution,
though, not the QuantLibAddin stuff.

Luigi


--

A child of five would understand this. Send someone to fetch a child of
five.
-- Groucho Marx



------------------------------------------------------------------------------
Xperia(TM) PLAY
It's a major breakthrough. An authentic gaming
smartphone on the nation's most reliable network.
And it wants your games.
http://p.sf.net/sfu/verizon-sfdev
_______________________________________________
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