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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