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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[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
connectivity to a physical network are well understood - see how these
rules translate into the virtual world?
http://p.sf.net/sfu/oracle-sfdevnlfb
_______________________________________________
QuantLib-dev mailing list
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[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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[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


--

The Feynman Problem Solving Algorithm:
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2) Think very hard.
3) Write down the solution.



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[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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[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
_______________________________________________
QuantLib-dev mailing list
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