1>------ Build started: Project: QuantLib, Configuration: Debug Win32 ------
1>Build started 9/6/2014 10:24:18 PM.
1>InitializeBuildStatus:
1>  Creating ".\build\vc100\Win32\Debug\QuantLib.unsuccessfulbuild" because "AlwaysCreate" was specified.
1>ClCompile:
1>  cpicoupon.cpp
1>  cpicouponpricer.cpp
1>  rebatedexercise.cpp
1>  analyticpdfhestonengine.cpp
1>  dynprogvppintrinsicvalueengine.cpp
1>  fdextoujumpvanillaengine.cpp
1>  fdklugeextouspreadengine.cpp
1>  fdmblackscholesfwdop.cpp
1>  fdmextendedornsteinuhlenbeckop.cpp
1>  fdmextoujumpop.cpp
1>  fdmextoujumpsolver.cpp
1>  fdmhestonfwdop.cpp
1>  fdmklugeextouop.cpp
1>  fdmsquarerootfwdop.cpp
1>  fdmvppstartlimitstepcondition.cpp
1>  fdmvppstepcondition.cpp
1>  fdmvppstepconditionfactory.cpp
1>  fdsimpleextoujumpswingengine.cpp
1>  fdsimpleextoustorageengine.cpp
1>  fdsimpleklugeextouvppengine.cpp
1>  glued1dmesher.cpp
1>  vanillavppoption.cpp
1>  cpicapfloorengines.cpp
1>  cpicapfloortermpricesurface.cpp
1>  expm.cpp
1>  extouwithjumpsprocess.cpp
1>  gemanroncoroniprocess.cpp
1>  klugeextouprocess.cpp
1>  cpibond.cpp
1>  cpicapfloor.cpp
1>  cpiswap.cpp
1>  dividendbarrieroption.cpp
1>  vanillaswingoption.cpp
1>  bicgstab.cpp
1>  sparseilupreconditioner.cpp
1>  modifiedbessel.cpp
1>  differentialevolution.cpp
1>  sobolbrownianbridgersg.cpp
1>  richardsonextrapolation.cpp
1>  concentrating1dmesher.cpp
1>  exponentialjump1dmesher.cpp
1>  fdmblackscholesmesher.cpp
1>  fdmblackscholesmultistrikemesher.cpp
1>  fdmhestonvariancemesher.cpp
1>  fdmmeshercomposite.cpp
1>  fdmsimpleprocess1dmesher.cpp
1>  uniformgridmesher.cpp
1>  fdm2dblackscholesop.cpp
1>  fdmbatesop.cpp
1>  fdmblackscholesop.cpp
1>  fdmg2op.cpp
1>  fdmhestonhullwhiteop.cpp
1>  fdmhestonop.cpp
1>  fdmhullwhiteop.cpp
1>  fdmlinearoplayout.cpp
1>  firstderivativeop.cpp
1>  ninepointlinearop.cpp
1>  secondderivativeop.cpp
1>  secondordermixedderivativeop.cpp
1>  triplebandlinearop.cpp
1>  craigsneydscheme.cpp
1>  douglasscheme.cpp
1>  expliciteulerscheme.cpp
1>  hundsdorferscheme.cpp
1>  impliciteulerscheme.cpp
1>  modifiedcraigsneydscheme.cpp
1>  fdm1dimsolver.cpp
1>  fdm2dblackscholessolver.cpp
1>  fdm2dimsolver.cpp
1>  fdm3dimsolver.cpp
1>  fdmbackwardsolver.cpp
1>  fdmbatessolver.cpp
1>  fdmblackscholessolver.cpp
1>  fdmg2solver.cpp
1>  fdmhestonhullwhitesolver.cpp
1>  fdmhestonsolver.cpp
1>  fdmhullwhitesolver.cpp
1>  fdmsimple2dbssolver.cpp
1>  fdmamericanstepcondition.cpp
1>  fdmarithmeticaveragecondition.cpp
1>  fdmbermudanstepcondition.cpp
1>  fdmsimplestoragecondition.cpp
1>  fdmsimpleswingcondition.cpp
1>  fdmsnapshotcondition.cpp
1>  fdmstepconditioncomposite.cpp
1>  fdmaffinemodelswapinnervalue.cpp
1>  fdmaffinemodeltermstructure.cpp
1>  fdmdirichletboundary.cpp
1>  fdmdividendhandler.cpp
1>  fdmindicesonboundary.cpp
1>  fdminnervaluecalculator.cpp
1>  fdmquantohelper.cpp
1>  fdmtimedepdirichletboundary.cpp
1>  brownianbridge.cpp
1>  genericlsregression.cpp
1>  lsmbasissystem.cpp
1>  parametricexercise.cpp
1>  boundarycondition.cpp
1>  bsmoperator.cpp
1>  tridiagonaloperator.cpp
1>  binomialtree.cpp
1>  trinomialtree.cpp
1>  averagebmacoupon.cpp
1>  capflooredcoupon.cpp
1>  capflooredinflationcoupon.cpp
1>  cashflows.cpp
1>  cashflowvectors.cpp
1>  cmscoupon.cpp
1>  conundrumpricer.cpp
1>  coupon.cpp
1>  couponpricer.cpp
1>  digitalcmscoupon.cpp
1>  digitalcoupon.cpp
1>  digitaliborcoupon.cpp
1>  dividend.cpp
1>  duration.cpp
1>  fixedratecoupon.cpp
1>  floatingratecoupon.cpp
1>  iborcoupon.cpp
1>  indexedcashflow.cpp
1>  inflationcoupon.cpp
1>  inflationcouponpricer.cpp
1>  overnightindexedcoupon.cpp
1>  rangeaccrual.cpp
1>  replication.cpp
1>  simplecashflow.cpp
1>  timebasket.cpp
1>  yoyinflationcoupon.cpp
1>  bmaindex.cpp
1>  iborindex.cpp
1>  indexmanager.cpp
1>  inflationindex.cpp
1>  interestrateindex.cpp
1>  region.cpp
1>  swapindex.cpp
1>  eonia.cpp
1>  euribor.cpp
1>  eurlibor.cpp
1>  libor.cpp
1>  sonia.cpp
1>  chfliborswap.cpp
1>  euriborswap.cpp
1>  eurliborswap.cpp
1>  gbpliborswap.cpp
1>  jpyliborswap.cpp
1>  usdliborswap.cpp
1>  asianoption.cpp
1>  assetswap.cpp
1>  averagetype.cpp
1>  barrieroption.cpp
1>  barriertype.cpp
1>  basketoption.cpp
1>  bmaswap.cpp
1>  bond.cpp
1>  capfloor.cpp
1>  claim.cpp
1>  cliquetoption.cpp
1>  compositeinstrument.cpp
1>  creditdefaultswap.cpp
1>  dividendvanillaoption.cpp
1>  europeanoption.cpp
1>  fixedratebondforward.cpp
1>  forward.cpp
1>  forwardrateagreement.cpp
1>  forwardvanillaoption.cpp
1>  impliedvolatility.cpp
1>  inflationcapfloor.cpp
1>  lookbackoption.cpp
1>  makecapfloor.cpp
1>  makecms.cpp
1>  makeois.cpp
1>  makeswaption.cpp
1>  makevanillaswap.cpp
1>  makeyoyinflationcapfloor.cpp
1>  multiassetoption.cpp
1>  oneassetoption.cpp
1>  overnightindexedswap.cpp
1>  payoffs.cpp
1>  quantobarrieroption.cpp
1>  quantoforwardvanillaoption.cpp
1>  quantovanillaoption.cpp
1>  stickyratchet.cpp
1>  stock.cpp
1>  swap.cpp
1>  swaption.cpp
1>  vanillaoption.cpp
1>  vanillaswap.cpp
1>  varianceswap.cpp
1>  yearonyearinflationswap.cpp
1>  zerocouponinflationswap.cpp
1>  btp.cpp
1>  cmsratebond.cpp
1>  fixedratebond.cpp
1>  floatingratebond.cpp
1>  zerocouponbond.cpp
1>  bernsteinpolynomial.cpp
1>  beta.cpp
1>  bspline.cpp
1>  errorfunction.cpp
1>  factorial.cpp
1>  incompletegamma.cpp
1>  matrix.cpp
1>  primenumbers.cpp
1>  quadratic.cpp
1>  rounding.cpp
1>  sampledcurve.cpp
1>  surface.cpp
1>  discrepancystatistics.cpp
1>  generalstatistics.cpp
1>  histogram.cpp
1>  incrementalstatistics.cpp
1>  bivariatenormaldistribution.cpp
1>  chisquaredistribution.cpp
1>  gammadistribution.cpp
1>  normaldistribution.cpp
1>  studenttdistribution.cpp
1>  gaussianorthogonalpolynomial.cpp
1>  gaussianquadratures.cpp
1>  gausslobattointegral.cpp
1>  integral.cpp
1>  kronrodintegral.cpp
1>  segmentintegral.cpp
1>  basisincompleteordered.cpp
1>  choleskydecomposition.cpp
1>  factorreduction.cpp
1>  getcovariance.cpp
1>  pseudosqrt.cpp
1>  qrdecomposition.cpp
1>  svd.cpp
1>  symmetricschurdecomposition.cpp
1>  tapcorrelations.cpp
1>  tqreigendecomposition.cpp
1>  faurersg.cpp
1>  haltonrsg.cpp
1>  knuthuniformrng.cpp
1>  latticersg.cpp
1>  latticerules.cpp
1>  lecuyeruniformrng.cpp
1>  mt19937uniformrng.cpp
1>  seedgenerator.cpp
1>  sobolrsg.cpp
1>  armijo.cpp
1>  bfgs.cpp
1>  conjugategradient.cpp
1>  constraint.cpp
1>  endcriteria.cpp
1>  leastsquare.cpp
1>  levenbergmarquardt.cpp
1>  linesearch.cpp
1>  linesearchbasedmethod.cpp
1>  lmdif.cpp
1>  projectedcostfunction.cpp
1>  projection.cpp
1>  simplex.cpp
1>  spherecylinder.cpp
1>  steepestdescent.cpp
1>  alimikhailhaqcopula.cpp
1>  claytoncopula.cpp
1>  farliegumbelmorgensterncopula.cpp
1>  frankcopula.cpp
1>  galamboscopula.cpp
1>  gaussiancopula.cpp
1>  gumbelcopula.cpp
1>  huslerreisscopula.cpp
1>  independentcopula.cpp
1>  marshallolkincopula.cpp
1>  maxcopula.cpp
1>  mincopula.cpp
1>  plackettcopula.cpp
1>  calibrationhelper.cpp
1>  model.cpp
1>  accountingengine.cpp
1>  curvestate.cpp
1>  discounter.cpp
1>  evolutiondescription.cpp
1>  forwardforwardmappings.cpp
1>  historicalratesanalysis.cpp
1>  marketmodel.cpp
1>  marketmodeldifferences.cpp
1>  pathwiseaccountingengine.cpp
1>  pathwisediscounter.cpp
1>  proxygreekengine.cpp
1>  swapforwardmappings.cpp
1>  utilities.cpp
1>  mtbrowniangenerator.cpp
1>  sobolbrowniangenerator.cpp
1>  cmswapcurvestate.cpp
1>  coterminalswapcurvestate.cpp
1>  lmmcurvestate.cpp
1>  cmsmmdriftcalculator.cpp
1>  lmmdriftcalculator.cpp
1>  lmmnormaldriftcalculator.cpp
1>  smmdriftcalculator.cpp
1>  lognormalcmswapratepc.cpp
1>  lognormalcotswapratepc.cpp
1>  lognormalfwdrateballand.cpp
1>  lognormalfwdrateeuler.cpp
1>  lognormalfwdrateeulerconstrained.cpp
1>  lognormalfwdrateiballand.cpp
1>  lognormalfwdrateipc.cpp
1>  lognormalfwdratepc.cpp
1>  marketmodelvolprocess.cpp
1>  normalfwdratepc.cpp
1>  svddfwdratepc.cpp
1>  squarerootandersen.cpp
1>  abcdvol.cpp
1>  alphafinder.cpp
1>  alphaformconcrete.cpp
1>  capletcoterminalalphacalibration.cpp
1>  capletcoterminalmaxhomogeneity.cpp
1>  capletcoterminalperiodic.cpp
1>  capletcoterminalswaptioncalibration.cpp
1>  cotswaptofwdadapter.cpp
1>  ctsmmcapletcalibration.cpp
1>  flatvol.cpp
1>  fwdperiodadapter.cpp
1>  fwdtocotswapadapter.cpp
1>  piecewiseconstantabcdvariance.cpp
1>  piecewiseconstantvariance.cpp
1>  pseudorootfacade.cpp
1>  volatilityinterpolationspecifier.cpp
1>  volatilityinterpolationspecifierabcd.cpp
1>  compositeproduct.cpp
1>  multiproductcomposite.cpp
1>  multiproductmultistep.cpp
1>  multiproductonestep.cpp
1>  singleproductcomposite.cpp
1>  callspecifiedmultiproduct.cpp
1>  cashrebate.cpp
1>  exerciseadapter.cpp
1>  multistepcoinitialswaps.cpp
1>  multistepcoterminalswaps.cpp
1>  multistepcoterminalswaptions.cpp
1>  multistepforwards.cpp
1>  multistepinversefloater.cpp
1>  multistepnothing.cpp
1>  multistepoptionlets.cpp
1>  multisteppathwisewrapper.cpp
1>  multistepperiodcapletswaptions.cpp
1>  multistepratchet.cpp
1>  multistepswap.cpp
1>  multistepswaption.cpp
1>  multisteptarn.cpp
1>  onestepcoinitialswaps.cpp
1>  onestepcoterminalswaps.cpp
1>  onestepforwards.cpp
1>  onestepoptionlets.cpp
1>  pathwiseproductcallspecified.cpp
1>  pathwiseproductcaplet.cpp
1>  pathwiseproductcashrebate.cpp
1>  pathwiseproductinversefloater.cpp
1>  pathwiseproductswap.cpp
1>  pathwiseproductswaption.cpp
1>  cotswapfromfwdcorrelation.cpp
1>  expcorrelations.cpp
1>  timehomogeneousforwardcorrelation.cpp
1>  bermudanswaptionexercisevalue.cpp
1>  collectnodedata.cpp
1>  lsstrategy.cpp
1>  nothingexercisevalue.cpp
1>  parametricexerciseadapter.cpp
1>  swapbasissystem.cpp
1>  swapforwardbasissystem.cpp
1>  swapratetrigger.cpp
1>  triggeredswapexercise.cpp
1>  upperboundengine.cpp
1>  bumpinstrumentjacobian.cpp
1>  ratepseudorootjacobian.cpp
1>  swaptionpseudojacobian.cpp
1>  vegabumpcluster.cpp
1>  onefactormodel.cpp
1>  twofactormodel.cpp
1>  caphelper.cpp
1>  swaptionhelper.cpp
1>  blackkarasinski.cpp
1>  coxingersollross.cpp
1>  extendedcoxingersollross.cpp
1>  hullwhite.cpp
1>  vasicek.cpp
1>  g2.cpp
1>  constantestimator.cpp
1>  garch.cpp
1>  batesmodel.cpp
1>  gjrgarchmodel.cpp
1>  hestonmodel.cpp
1>  hestonmodelhelper.cpp
1>  piecewisetimedependenthestonmodel.cpp
1>  fdblackscholesasianengine.cpp
1>  fdblackscholesbarrierengine.cpp
1>  fdblackscholesrebateengine.cpp
1>  fdhestonbarrierengine.cpp
1>  fdhestonrebateengine.cpp
1>  fd2dblackscholesvanillaengine.cpp
1>  fdg2swaptionengine.cpp
1>  fdhullwhiteswaptionengine.cpp
1>  analytich1hwengine.cpp
1>  fdbatesvanillaengine.cpp
1>  fdblackscholesvanillaengine.cpp
1>  fdhestonhullwhitevanillaengine.cpp
1>  fdhestonvanillaengine.cpp
1>  fdsimplebsswingengine.cpp
1>  defaulttermstructure.cpp
1>  inflationtermstructure.cpp
1>  voltermstructure.cpp
1>  yieldtermstructure.cpp
1>  abcd.cpp
1>  abcdcalibration.cpp
1>  flatsmilesection.cpp
1>  sabr.cpp
1>  sabrinterpolatedsmilesection.cpp
1>  sabrsmilesection.cpp
1>  smilesection.cpp
1>  spreadedsmilesection.cpp
1>  capfloortermvolatilitystructure.cpp
1>  capfloortermvolcurve.cpp
1>  capfloortermvolsurface.cpp
1>  constantcapfloortermvol.cpp
1>  blackvariancecurve.cpp
1>  blackvariancesurface.cpp
1>  blackvoltermstructure.cpp
1>  localvolsurface.cpp
1>  localvoltermstructure.cpp
1>  constantoptionletvol.cpp
1>  optionletstripper.cpp
1>  optionletstripper1.cpp
1>  optionletstripper2.cpp
1>  optionletvolatilitystructure.cpp
1>  spreadedoptionletvol.cpp
1>  strippedoptionlet.cpp
1>  strippedoptionletadapter.cpp
1>  cmsmarket.cpp
1>  cmsmarketcalibration.cpp
1>  spreadedswaptionvol.cpp
1>  swaptionconstantvol.cpp
1>  swaptionvolcube.cpp
1>  swaptionvolcube1.cpp
1>  swaptionvolcube2.cpp
1>  swaptionvoldiscrete.cpp
1>  swaptionvolmatrix.cpp
1>  swaptionvolstructure.cpp
1>  constantcpivolatility.cpp
1>  cpivolatilitystructure.cpp
1>  yoyinflationoptionletvolatilitystructure.cpp
1>  bondhelpers.cpp
1>  fittedbonddiscountcurve.cpp
1>  flatforward.cpp
1>  forwardstructure.cpp
1>  nonlinearfittingmethods.cpp
1>  oisratehelper.cpp
1>  ratehelpers.cpp
1>  zeroyieldstructure.cpp
1>  inflationhelpers.cpp
1>  seasonality.cpp
1>  defaultdensitystructure.cpp
1>  defaultprobabilityhelpers.cpp
1>  flathazardrate.cpp
1>  hazardratestructure.cpp
1>  survivalprobabilitystructure.cpp
1>  dataformatters.cpp
1>  dataparsers.cpp
1>  tracing.cpp
1>  africa.cpp
1>  america.cpp
1>  asia.cpp
1>  europe.cpp
1>  exchangeratemanager.cpp
1>  oceania.cpp
1>  batesprocess.cpp
1>  blackscholesprocess.cpp
1>  endeulerdiscretization.cpp
1>  eulerdiscretization.cpp
1>  forwardmeasureprocess.cpp
1>  g2process.cpp
1>  geometricbrownianprocess.cpp
1>  gjrgarchprocess.cpp
1>  hestonprocess.cpp
1>  hullwhiteprocess.cpp
1>  hybridhestonhullwhiteprocess.cpp
1>  jointstochasticprocess.cpp
1>  merton76process.cpp
1>  ornsteinuhlenbeckprocess.cpp
1>  squarerootprocess.cpp
1>  stochasticprocessarray.cpp
1>  americanpayoffatexpiry.cpp
1>  americanpayoffathit.cpp
1>  blackcalculator.cpp
1>  blackformula.cpp
1>  blackscholescalculator.cpp
1>  greeks.cpp
1>  analytic_cont_geom_av_price.cpp
1>  analytic_discr_geom_av_price.cpp
1>  analytic_discr_geom_av_strike.cpp
1>  mc_discr_arith_av_price.cpp
1>  mc_discr_arith_av_strike.cpp
1>  mc_discr_geom_av_price.cpp
1>  analyticbarrierengine.cpp
1>  mcbarrierengine.cpp
1>  mcamericanbasketengine.cpp
1>  mceuropeanbasketengine.cpp
1>  kirkengine.cpp
1>  stulzengine.cpp
1>  analyticbsmhullwhiteengine.cpp
1>  analyticdigitalamericanengine.cpp
1>  analyticdividendeuropeanengine.cpp
1>  analyticeuropeanengine.cpp
1>  analyticgjrgarchengine.cpp
1>  analytichestonengine.cpp
1>  analytichestonhullwhiteengine.cpp
1>  analyticptdhestonengine.cpp
1>  baroneadesiwhaleyengine.cpp
1>  batesengine.cpp
1>  bjerksundstenslandengine.cpp
1>  discretizedvanillaoption.cpp
1>  fdvanillaengine.cpp
1>  integralengine.cpp
1>  jumpdiffusionengine.cpp
1>  juquadraticengine.cpp
1>  mcamericanengine.cpp
1>  mcdigitalengine.cpp
1>  mchestonhullwhiteengine.cpp
1>  analyticcapfloorengine.cpp
1>  blackcapfloorengine.cpp
1>  discretizedcapfloor.cpp
1>  mchullwhiteengine.cpp
1>  treecapfloorengine.cpp
1>  blackswaptionengine.cpp
1>  discretizedswaption.cpp
1>  jamshidianswaptionengine.cpp
1>  treeswaptionengine.cpp
1>  analyticcliquetengine.cpp
1>  analyticperformanceengine.cpp
1>  mcperformanceengine.cpp
1>  analyticcontinuousfixedlookback.cpp
1>  analyticcontinuousfloatinglookback.cpp
1>  bondfunctions.cpp
1>  discountingbondengine.cpp
1>  discountingswapengine.cpp
1>  discretizedswap.cpp
1>  treeswapengine.cpp
1>  integralcdsengine.cpp
1>  midpointcdsengine.cpp
1>  inflationcapfloorengines.cpp
1>  eurodollarfuturesquote.cpp
1>  forwardswapquote.cpp
1>  forwardvaluequote.cpp
1>  futuresconvadjustmentquote.cpp
1>  impliedstddevquote.cpp
1>  lastfixingquote.cpp
1>  businessdayconvention.cpp
1>  calendar.cpp
1>  date.cpp
1>  dategenerationrule.cpp
1>  ecb.cpp
1>  frequency.cpp
1>  imm.cpp
1>  period.cpp
1>  schedule.cpp
1>  timeunit.cpp
1>  weekday.cpp
1>  argentina.cpp
1>  australia.cpp
1>  bespokecalendar.cpp
1>  brazil.cpp
1>  canada.cpp
1>  china.cpp
1>  czechrepublic.cpp
1>  denmark.cpp
1>  finland.cpp
1>  germany.cpp
1>  hongkong.cpp
1>  hungary.cpp
1>  iceland.cpp
1>  india.cpp
1>  indonesia.cpp
1>  italy.cpp
1>  japan.cpp
1>  jointcalendar.cpp
1>  mexico.cpp
1>  newzealand.cpp
1>  norway.cpp
1>  poland.cpp
1>  russia.cpp
1>  saudiarabia.cpp
1>  singapore.cpp
1>  slovakia.cpp
1>  southafrica.cpp
1>  southkorea.cpp
1>  sweden.cpp
1>  switzerland.cpp
1>  taiwan.cpp
1>  target.cpp
1>  turkey.cpp
1>  ukraine.cpp
1>  unitedkingdom.cpp
1>  unitedstates.cpp
1>  weekendsonly.cpp
1>  actualactual.cpp
1>  business252.cpp
1>  simpledaycounter.cpp
1>  thirty360.cpp
1>  lfmcovarparam.cpp
1>  lfmcovarproxy.cpp
1>  lfmhullwhiteparam.cpp
1>  lfmprocess.cpp
1>  lfmswaptionengine.cpp
1>  liborforwardmodel.cpp
1>  lmcorrmodel.cpp
1>  lmexpcorrmodel.cpp
1>  lmextlinexpvolmodel.cpp
1>  lmfixedvolmodel.cpp
1>  lmlinexpcorrmodel.cpp
1>  lmlinexpvolmodel.cpp
1>  lmvolmodel.cpp
1>  abcdatmvolcurve.cpp
1>  blackatmvolcurve.cpp
1>  blackvolsurface.cpp
1>  equityfxvolsurface.cpp
1>  extendedblackvariancecurve.cpp
1>  extendedblackvariancesurface.cpp
1>  interestratevolsurface.cpp
1>  sabrvolsurface.cpp
1>  volcube.cpp
1>  blackcallablebondengine.cpp
1>  callablebond.cpp
1>  callablebondconstantvol.cpp
1>  callablebondvolstructure.cpp
1>  discretizedcallablefixedratebond.cpp
1>  treecallablebondengine.cpp
1>  catbond.cpp
1>  catrisk.cpp
1>  montecarlocatbondengine.cpp
1>  riskynotional.cpp
1>  lineartsrpricer.cpp
1>  proxyibor.cpp
1>  quantocouponpricer.cpp
1>  subperiodcoupons.cpp
1>  blackdeltacalculator.cpp
1>  deltavolquote.cpp
1>  analyticamericanmargrabeengine.cpp
1>  analyticeuropeanmargrabeengine.cpp
1>  analyticsimplechooserengine.cpp
1>  analytictwoassetbarrierengine.cpp
1>  analyticwriterextensibleoptionengine.cpp
1>  continuousarithmeticasianlevyengine.cpp
1>  everestoption.cpp
1>  himalayaoption.cpp
1>  kirkspreadoptionengine.cpp
1>  margrabeoption.cpp
1>  mceverestengine.cpp
1>  mchimalayaengine.cpp
1>  mcpagodaengine.cpp
1>  pagodaoption.cpp
1>  simplechooseroption.cpp
1>  twoassetbarrieroption.cpp
1>  writerextensibleoption.cpp
1>  basket.cpp
1>  blackcdsoptionengine.cpp
1>  cdo.cpp
1>  cdsoption.cpp
1>  defaultevent.cpp
1>  defaultprobabilitykey.cpp
1>  defaulttype.cpp
1>  distribution.cpp
1>  issuer.cpp
1>  lossdistribution.cpp
1>  nthtodefault.cpp
1>  onefactorcopula.cpp
1>  onefactorgaussiancopula.cpp
1>  onefactorstudentcopula.cpp
1>  pool.cpp
1>  randomdefaultmodel.cpp
1>  recoveryratemodel.cpp
1>  recoveryratequote.cpp
1>  riskyassetswap.cpp
1>  riskyassetswapoption.cpp
1>  riskybond.cpp
1>  syntheticcdo.cpp
1>  syntheticcdoengines.cpp
1>  adaptedpathpayoff.cpp
1>  longstaffschwartzmultipathpricer.cpp
1>  mcpathbasketengine.cpp
1>  pathmultiassetoption.cpp
1>  extendedblackscholesprocess.cpp
1>  extendedornsteinuhlenbeckprocess.cpp
1>  vegastressedblackscholesprocess.cpp
1>  sensitivityanalysis.cpp
1>  generalizedhullwhite.cpp
1>  generalizedornsteinuhlenbeckprocess.cpp
1>  haganirregularswaptionengine.cpp
1>  irregularswap.cpp
1>  irregularswaption.cpp
1>  integralhestonvarianceoptionengine.cpp
1>  varianceoption.cpp
1>  analyticvariancegammaengine.cpp
1>  fftengine.cpp
1>  fftvanillaengine.cpp
1>  fftvariancegammaengine.cpp
1>  variancegammamodel.cpp
1>  variancegammaprocess.cpp
1>  extendedbinomialtree.cpp
1>  commodity.cpp
1>  commoditycashflow.cpp
1>  commoditycurve.cpp
1>  commodityindex.cpp
1>  commoditypricinghelpers.cpp
1>  commoditysettings.cpp
1>  commoditytype.cpp
1>  commodityunitcost.cpp
1>  dateinterval.cpp
1>  energybasisswap.cpp
1>  energycommodity.cpp
1>  energyfuture.cpp
1>  energyswap.cpp
1>  energyvanillaswap.cpp
1>  paymentterm.cpp
1>  quantity.cpp
1>  unitofmeasure.cpp
1>  unitofmeasureconversion.cpp
1>  unitofmeasureconversionmanager.cpp
1>  amortizingcmsratebond.cpp
1>  amortizingfixedratebond.cpp
1>  amortizingfloatingratebond.cpp
1>  analyticdoublebarrierengine.cpp
1>  doublebarrieroption.cpp
1>  perturbativebarrieroptionengine.cpp
1>  vannavolgabarrierengine.cpp
1>  vannavolgadoublebarrierengine.cpp
1>  convertiblebond.cpp
1>  discretizedconvertible.cpp
1>  analyticcompoundoptionengine.cpp
1>  compoundoption.cpp
1>  yoycapfloortermpricesurface.cpp
1>  yoyoptionlethelpers.cpp
1>  zigguratrng.cpp
1>  atmadjustedsmilesection.cpp
1>  atmsmilesection.cpp
1>  basketgeneratingengine.cpp
1>  floatfloatswap.cpp
1>  floatfloatswaption.cpp
1>  gaussian1dmodel.cpp
1>  gaussian1dcapfloorengine.cpp
1>  gaussian1dfloatfloatswaptionengine.cpp
1>  gaussian1djamshidianswaptionengine.cpp
1>  gaussian1dnonstandardswaptionengine.cpp
1>  gaussian1dswaptionengine.cpp
1>  gsr.cpp
1>  gsrprocess.cpp
1>  kahalesmilesection.cpp
1>  markovfunctional.cpp
1>  mfstateprocess.cpp
1>  nonstandardswap.cpp
1>  nonstandardswaption.cpp
1>  smilesectionutils.cpp
1>  cashflow.cpp
1>  currency.cpp
1>  discretizedasset.cpp
1>  errors.cpp
1>  event.cpp
1>  exchangerate.cpp
1>  exercise.cpp
1>  index.cpp
1>  interestrate.cpp
1>  money.cpp
1>  position.cpp
1>  prices.cpp
1>  settings.cpp
1>  stochasticprocess.cpp
1>  termstructure.cpp
1>  timegrid.cpp
1>  primitivepolynomials.c
1>PreLinkEvent:
1>  Description: Make build directory
1>Lib:
1>  QuantLib_vc10.vcxproj -> C:\QuantLib-1.4\.\lib\QuantLib-vc100-mt-gd.lib
1>FinalizeBuildStatus:
1>  Deleting file ".\build\vc100\Win32\Debug\QuantLib.unsuccessfulbuild".
1>  Touching ".\build\vc100\Win32\Debug\QuantLib.lastbuildstate".
1>
1>Build succeeded.
1>
1>Time Elapsed 00:06:51.98
2>------ Build started: Project: Bonds, Configuration: Debug Win32 ------
3>------ Build started: Project: CDS, Configuration: Debug Win32 ------
4>------ Build started: Project: CallableBonds, Configuration: Debug Win32 ------
2>Build started 9/6/2014 10:31:10 PM.
5>------ Build started: Project: FittedBondCurve, Configuration: Debug Win32 ------
3>Build started 9/6/2014 10:31:10 PM.
6>------ Build started: Project: DiscreteHedging, Configuration: Debug Win32 ------
4>Build started 9/6/2014 10:31:10 PM.
7>------ Build started: Project: BermudanSwaption, Configuration: Debug Win32 ------
5>Build started 9/6/2014 10:31:11 PM.
4>InitializeBuildStatus:
4>  Creating ".\build\vc100\Win32\Debug\CallableBonds.unsuccessfulbuild" because "AlwaysCreate" was specified.
2>InitializeBuildStatus:
3>InitializeBuildStatus:
3>  Creating ".\build\vc100\Win32\Debug\CDS.unsuccessfulbuild" because "AlwaysCreate" was specified.
2>  Creating ".\build\vc100\Win32\Debug\Bonds.unsuccessfulbuild" because "AlwaysCreate" was specified.
6>Build started 9/6/2014 10:31:11 PM.
5>InitializeBuildStatus:
5>  Creating ".\build\vc100\Win32\Debug\FittedBondCurve.unsuccessfulbuild" because "AlwaysCreate" was specified.
6>InitializeBuildStatus:
6>  Creating ".\build\vc100\Win32\Debug\DiscreteHedging.unsuccessfulbuild" because "AlwaysCreate" was specified.
7>Build started 9/6/2014 10:31:11 PM.
7>InitializeBuildStatus:
7>  Creating ".\build\vc100\Win32\Debug\BermudanSwaption.unsuccessfulbuild" because "AlwaysCreate" was specified.
4>ClCompile:
4>  CallableBonds.cpp
3>ClCompile:
3>  CDS.cpp
5>ClCompile:
5>  FittedBondCurve.cpp
2>ClCompile:
2>  Bonds.cpp
6>ClCompile:
6>  DiscreteHedging.cpp
7>ClCompile:
7>  BermudanSwaption.cpp
5>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
3>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
6>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
4>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
5>
6>
3>
4>
4>Build FAILED.
4>
4>Time Elapsed 00:00:38.40
2>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
3>Build FAILED.
3>
3>Time Elapsed 00:00:38.52
8>------ Build started: Project: Replication, Configuration: Debug Win32 ------
6>Build FAILED.
6>
6>Time Elapsed 00:00:37.28
9>------ Build started: Project: Repo, Configuration: Debug Win32 ------
5>Build FAILED.
5>
5>Time Elapsed 00:00:37.82
2>
2>Build FAILED.
2>
2>Time Elapsed 00:00:38.83
10>------ Build started: Project: FRA, Configuration: Debug Win32 ------
11>------ Build started: Project: ConvertibleBonds, Configuration: Debug Win32 ------
9>Build started 9/6/2014 10:31:49 PM.
8>Build started 9/6/2014 10:31:49 PM.
10>Build started 9/6/2014 10:31:49 PM.
11>Build started 9/6/2014 10:31:49 PM.
10>InitializeBuildStatus:
10>  Creating ".\build\vc100\Win32\Debug\FRA.unsuccessfulbuild" because "AlwaysCreate" was specified.
8>InitializeBuildStatus:
8>  Creating ".\build\vc100\Win32\Debug\Replication.unsuccessfulbuild" because "AlwaysCreate" was specified.
11>InitializeBuildStatus:
11>  Creating ".\build\vc100\Win32\Debug\ConvertibleBonds.unsuccessfulbuild" because "AlwaysCreate" was specified.
9>InitializeBuildStatus:
9>  Creating ".\build\vc100\Win32\Debug\Repo.unsuccessfulbuild" because "AlwaysCreate" was specified.
7>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
7>
7>Build FAILED.
7>
7>Time Elapsed 00:00:37.36
12>------ Build started: Project: EquityOption, Configuration: Debug Win32 ------
13>------ Build started: Project: Swap, Configuration: Debug Win32 ------
13>Build started 9/6/2014 10:31:49 PM.
12>Build started 9/6/2014 10:31:49 PM.
13>InitializeBuildStatus:
13>  Creating ".\build\vc100\Win32\Debug\Swap.unsuccessfulbuild" because "AlwaysCreate" was specified.
12>InitializeBuildStatus:
12>  Creating ".\build\vc100\Win32\Debug\EquityOption.unsuccessfulbuild" because "AlwaysCreate" was specified.
9>ClCompile:
9>  Repo.cpp
11>ClCompile:
11>  ConvertibleBonds.cpp
10>ClCompile:
10>  FRA.cpp
12>ClCompile:
12>  EquityOption.cpp
8>ClCompile:
8>  Replication.cpp
13>ClCompile:
13>  swapvaluation.cpp
10>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
10>
10>Build FAILED.
10>
10>Time Elapsed 00:00:18.56
9>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
9>
9>Build FAILED.
9>
9>Time Elapsed 00:00:18.64
14>------ Build started: Project: testsuite, Configuration: Debug Win32 ------
14>Build started 9/6/2014 10:32:07 PM.
14>InitializeBuildStatus:
14>  Touching ".\build\vc100\Win32\Debug\testsuite.unsuccessfulbuild".
13>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
13>
13>Build FAILED.
13>
13>Time Elapsed 00:00:18.84
15>------ Build started: Project: MarketModels, Configuration: Debug Win32 ------
15>Build started 9/6/2014 10:32:08 PM.
15>InitializeBuildStatus:
15>  Creating ".\build\vc100\Win32\Debug\MarketModels.unsuccessfulbuild" because "AlwaysCreate" was specified.
14>ClCompile:
14>  americanoption.cpp
14>  array.cpp
14>  asianoptions.cpp
14>  assetswap.cpp
14>  autocovariances.cpp
14>  barrieroption.cpp
15>ClCompile:
15>  MarketModels.cpp
8>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
11>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
8>
8>Build FAILED.
8>
8>Time Elapsed 00:00:20.84
11>
11>Build FAILED.
11>
11>Time Elapsed 00:00:20.83
12>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
12>
12>Build FAILED.
12>
12>Time Elapsed 00:00:27.00
15>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
15>
15>Build FAILED.
15>
15>Time Elapsed 00:00:08.69
14>  basketoption.cpp
14>  batesmodel.cpp
14>  bermudanswaption.cpp
14>  blackdeltacalculator.cpp
14>  blackformula.cpp
14>  bonds.cpp
14>  brownianbridge.cpp
14>  calendars.cpp
14>  capfloor.cpp
14>  capflooredcoupon.cpp
14>  cashflows.cpp
14>  catbonds.cpp
14>  cdo.cpp
14>  cdsoption.cpp
14>  chooseroption.cpp
14>  cliquetoption.cpp
14>  cms.cpp
14>  commodityunitofmeasure.cpp
14>  compoundoption.cpp
14>  convertiblebonds.cpp
14>  covariance.cpp
14>  creditdefaultswap.cpp
14>  curvestates.cpp
14>  dates.cpp
14>  daycounters.cpp
14>  defaultprobabilitycurves.cpp
14>  digitalcoupon.cpp
14>  digitaloption.cpp
14>  distributions.cpp
14>  dividendoption.cpp
14>  europeanoption.cpp
14>  everestoption.cpp
14>  exchangerate.cpp
14>  extendedtrees.cpp
14>  functions.cpp
14>  fastfouriertransform.cpp
14>  fdheston.cpp
14>  fdmlinearop.cpp
14>  forwardoption.cpp
14>  garch.cpp
14>  gaussianquadratures.cpp
14>  gjrgarchmodel.cpp
14>  gsr.cpp
14>  hestonmodel.cpp
14>  himalayaoption.cpp
14>  hybridhestonhullwhiteprocess.cpp
14>  inflation.cpp
14>  inflationcapfloor.cpp
14>  inflationcapflooredcoupon.cpp
14>  inflationcpibond.cpp
14>  inflationcpicapfloor.cpp
14>  inflationcpiswap.cpp
14>  inflationvolatility.cpp
14>  instruments.cpp
14>  integrals.cpp
14>  interestrates.cpp
14>  interpolations.cpp
14>  jumpdiffusion.cpp
14>  libormarketmodel.cpp
14>  libormarketmodelprocess.cpp
14>  linearleastsquaresregression.cpp
14>  lookbackoptions.cpp
14>  lowdiscrepancysequences.cpp
14>  margrabeoption.cpp
14>  marketmodel.cpp
14>  marketmodel_cms.cpp
14>  marketmodel_smm.cpp
14>  marketmodel_smmcapletalphacalibration.cpp
14>  marketmodel_smmcapletcalibration.cpp
14>  marketmodel_smmcaplethomocalibration.cpp
14>  markovfunctional.cpp
14>  matrices.cpp
14>  mclongstaffschwartzengine.cpp
14>  mersennetwister.cpp
14>  money.cpp
14>  nthtodefault.cpp
14>  ode.cpp
14>  operators.cpp
14>  optimizers.cpp
14>  optionletstripper.cpp
14>  overnightindexedswap.cpp
14>  pagodaoption.cpp
14>  pathgenerator.cpp
14>  period.cpp
14>  piecewiseyieldcurve.cpp
14>  piecewisezerospreadedtermstructure.cpp
14>  quantooption.cpp
14>  quotes.cpp
14>  rangeaccrual.cpp
14>  riskstats.cpp
14>  rngtraits.cpp
14>  rounding.cpp
14>  sampledcurve.cpp
14>  schedule.cpp
14>  shortratemodels.cpp
14>  solvers.cpp
14>  spreadoption.cpp
14>  stats.cpp
14>  surface.cpp
14>  swap.cpp
14>  swapforwardmappings.cpp
14>  swaption.cpp
14>  swaptionvolatilitycube.cpp
14>  swaptionvolatilitymatrix.cpp
14>  swingoption.cpp
14>  termstructures.cpp
14>  timeseries.cpp
14>  tqreigendecomposition.cpp
14>  tracing.cpp
14>  transformedgrid.cpp
14>  twoassetbarrieroption.cpp
14>  utilities.cpp
14>  variancegamma.cpp
14>  varianceoption.cpp
14>  varianceswaps.cpp
14>  volatilitymodels.cpp
14>  vpp.cpp
14>  writerextensibleoption.cpp
14>  quantlibtestsuite.cpp
14>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
14>
14>Build FAILED.
14>
14>Time Elapsed 00:01:49.97
========== Build: 1 succeeded, 14 failed, 0 up-to-date, 0 skipped ==========