| Build Log |
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| Environment Space |
ALLUSERSPROFILE=C:\Documents and Settings\All Users
APPDATA=C:\Documents and Settings\droach\Application Data
CLASSPATH="C:\WINDOWS\System32\QTJava.zip"
CommonProgramFiles=C:\Program Files\Common Files
COMPUTERNAME=EDIGDEV2
ComSpec=C:\WINDOWS\system32\cmd.exe
FP_NO_HOST_CHECK=NO
HOMEDRIVE=C:
HOMEPATH=\Documents and Settings\droach
INCLUDE=D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\atlmfc\include;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\PlatformSDK\include\prerelease;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\PlatformSDK\include;D:\Program Files\Microsoft Visual Studio .NET 2003\SDK\v1.1\include
LIB=E:\boost\lib;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\lib;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\atlmfc\lib;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\PlatformSDK\lib\prerelease;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\PlatformSDK\lib;D:\Program Files\Microsoft Visual Studio .NET 2003\SDK\v1.1\lib
LIBPATH=C:\WINDOWS\Microsoft.NET\Framework\v1.1.4322
LOGONSERVER=\\EDIGDEV2
NUMBER_OF_PROCESSORS=2
OS=Windows_NT
Path=D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\bin;C:\Program Files\Microsoft Visual Studio .NET 2003\Common7\Tools\bin\prerelease;C:\Program Files\Microsoft Visual Studio .NET 2003\Common7\Tools\bin;C:\Program Files\Microsoft Visual Studio .NET 2003\Common7\tools;C:\Program Files\Microsoft Visual Studio .NET 2003\Common7\ide;C:\Program Files\HTML Help Workshop\;D:\Program Files\Microsoft Visual Studio .NET 2003\SDK\v1.1\bin;C:\WINDOWS\Microsoft.NET\Framework\v1.1.4322;C:\blp\API\dde;C:\WINDOWS\system32;C:\WINDOWS;C:\WINDOWS\System32\Wbem;C:\Program Files\ATI Technologies\ATI Control Panel;C:\blp\API
PATHEXT=.COM;.EXE;.BAT;.CMD;.VBS;.VBE;.JS;.JSE;.WSF;.WSH
PROCESSOR_ARCHITECTURE=x86
PROCESSOR_IDENTIFIER=x86 Family 15 Model 3 Stepping 3, GenuineIntel
PROCESSOR_LEVEL=15
PROCESSOR_REVISION=0303
ProgramFiles=C:\Program Files
QTJAVA="C:\WINDOWS\System32\QTJava.zip"
SESSIONNAME=Console
SystemDrive=C:
SystemRoot=C:\WINDOWS
TEMP=C:\DOCUME~1\droach\LOCALS~1\Temp
TMP=C:\DOCUME~1\droach\LOCALS~1\Temp
USERDOMAIN=EDIGDEV2
USERNAME=droach
USERPROFILE=C:\Documents and Settings\droach
VS71COMNTOOLS=D:\Program Files\Microsoft Visual Studio .NET 2003\Common7\Tools\
windir=C:\WINDOWS
_ACP_ATLPROV=D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\bin\ATLPROV.DLL
_ACP_INCLUDE=D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\atlmfc\include;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\PlatformSDK\include\prerelease;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\PlatformSDK\include;D:\Program Files\Microsoft Visual Studio .NET 2003\SDK\v1.1\include
_ACP_LIB=E:\boost\lib;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\lib;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\atlmfc\lib;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\PlatformSDK\lib\prerelease;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\PlatformSDK\lib;D:\Program Files\Microsoft Visual Studio .NET 2003\SDK\v1.1\lib;..\..;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\atlmfc\include;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\PlatformSDK\include\prerelease;D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\PlatformSDK\include;D:\Program Files\Microsoft Visual Studio .NET 2003\SDK\v1.1\include
_ACP_PATH=D:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\bin;C:\Program Files\Microsoft Visual Studio .NET 2003\Common7\Tools\bin\prerelease;C:\Program Files\Microsoft Visual Studio .NET 2003\Common7\Tools\bin;C:\Program Files\Microsoft Visual Studio .NET 2003\Common7\tools;C:\Program Files\Microsoft Visual Studio .NET 2003\Common7\ide;C:\Program Files\HTML Help Workshop\;D:\Program Files\Microsoft Visual Studio .NET 2003\SDK\v1.1\bin;C:\WINDOWS\Microsoft.NET\Framework\v1.1.4322;C:\blp\API\dde;C:\WINDOWS\system32;C:\WINDOWS;C:\WINDOWS\System32\Wbem;C:\Program Files\ATI Technologies\ATI Control Panel;C:\blp\API
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| Command Lines |
Creating temporary file "e:\QuantLib-0.3.11\QuantLib-0.3.11\build\vc71\Release\RSP000001.rsp" with contents [ /O2 /Op /Ot /I "." /D "NDEBUG" /D "WIN32" /D "_LIB" /D "_MBCS" /FD /EHsc /MT /Za /Zc:forScope /GR /YX"stdafx.h" /Fp".\build\vc71\Release/QuantLib.pch" /Fo".\build\vc71\Release/" /Fd".\build\vc71\Release/" /FR".\build\vc71\Release/" /W3 /c /Oi- ".\ql\timegrid.cpp" ".\ql\stochasticprocess.cpp" ".\ql\schedule.cpp" ".\ql\money.cpp" ".\ql\interestrate.cpp" ".\ql\exercise.cpp" ".\ql\exchangerate.cpp" ".\ql\errors.cpp" ".\ql\discretizedasset.cpp" ".\ql\date.cpp" ".\ql\currency.cpp" ".\ql\calendar.cpp" ".\ql\Processes\stochasticprocessarray.cpp" ".\ql\Processes\squarerootprocess.cpp" ".\ql\Processes\ornsteinuhlenbeckprocess.cpp" ".\ql\Processes\merton76process.cpp" ".\ql\Processes\hestonprocess.cpp" ".\ql\Processes\geometricbrownianprocess.cpp" ".\ql\Processes\eulerdiscretization.cpp" ".\ql\Processes\capletlmmprocess.cpp" ".\ql\Processes\blackscholesprocess.cpp" ".\ql\Currencies\exchangeratemanager.cpp" ".\ql\Volatilities\localvolsurface.cpp" ".\ql\Volatilities\blackvariancesurface.cpp" ".\ql\Volatilities\blackvariancecurve.cpp" ".\ql\Utilities\tracing.cpp" ".\ql\Utilities\strings.cpp" ".\ql\Utilities\dataparsers.cpp" ".\ql\Utilities\dataformatters.cpp" ".\ql\TermStructures\ratehelpers.cpp" ".\ql\TermStructures\piecewiseflatforward.cpp" ".\ql\TermStructures\extendeddiscountcurve.cpp" ".\ql\TermStructures\compoundforward.cpp" ".\ql\TermStructures\bondhelpers.cpp" ".\ql\TermStructures\affinetermstructure.cpp" ".\ql\ShortRateModels\TwoFactorModels\hestonmodel.cpp" ".\ql\ShortRateModels\TwoFactorModels\g2.cpp" ".\ql\ShortRateModels\TwoFactorModels\batesmodel.cpp" ".\ql\ShortRateModels\OneFactorModels\vasicek.cpp" ".\ql\ShortRateModels\OneFactorModels\hullwhite.cpp" ".\ql\ShortRateModels\OneFactorModels\extendedcoxingersollross.cpp" ".\ql\ShortRateModels\OneFactorModels\coxingersollross.cpp" ".\ql\ShortRateModels\OneFactorModels\blackkarasinski.cpp" ".\ql\ShortRateModels\CalibrationHelpers\swaptionhelper.cpp" ".\ql\ShortRateModels\CalibrationHelpers\hestonmodelhelper.cpp" ".\ql\ShortRateModels\CalibrationHelpers\caphelper.cpp" ".\ql\ShortRateModels\twofactormodel.cpp" ".\ql\ShortRateModels\onefactormodel.cpp" ".\ql\ShortRateModels\model.cpp" ".\ql\ShortRateModels\calibrationhelper.cpp" ".\ql\RandomNumbers\sobolrsg.cpp" ".\ql\RandomNumbers\seedgenerator.cpp" ".\ql\RandomNumbers\primitivepolynomials.c" ".\ql\RandomNumbers\mt19937uniformrng.cpp" ".\ql\RandomNumbers\lecuyeruniformrng.cpp" ".\ql\RandomNumbers\knuthuniformrng.cpp" ".\ql\RandomNumbers\haltonrsg.cpp" ".\ql\RandomNumbers\faurersg.cpp" ".\ql\PricingEngines\Cliquet\analyticperformanceengine.cpp" ".\ql\PricingEngines\Cliquet\analyticcliquetengine.cpp" ".\ql\PricingEngines\Swaption\treeswaptionengine.cpp" ".\ql\PricingEngines\Swaption\jamshidianswaptionengine.cpp" ".\ql\PricingEngines\Swaption\discretizedswaption.cpp" ".\ql\PricingEngines\Swaption\blackswaptionengine.cpp" ".\ql\PricingEngines\CapFloor\treecapfloorengine.cpp" ".\ql\PricingEngines\CapFloor\discretizedcapfloor.cpp" ".\ql\PricingEngines\CapFloor\blackcapfloorengine.cpp" ".\ql\PricingEngines\CapFloor\analyticcapfloorengine.cpp" ".\ql\PricingEngines\Vanilla\mcdigitalengine.cpp" ".\ql\PricingEngines\Vanilla\juquadraticengine.cpp" ".\ql\PricingEngines\Vanilla\jumpdiffusionengine.cpp" ".\ql\PricingEngines\Vanilla\integralengine.cpp" ".\ql\PricingEngines\Vanilla\fdvanillaengine.cpp" ".\ql\PricingEngines\Vanilla\fdstepconditionengine.cpp" ".\ql\PricingEngines\Vanilla\fdmultiperiodengine.cpp" ".\ql\PricingEngines\Vanilla\fdeuropeanengine.cpp" ".\ql\PricingEngines\Vanilla\fddividendengine.cpp" ".\ql\PricingEngines\Vanilla\discretizedvanillaoption.cpp" ".\ql\PricingEngines\Vanilla\bjerksundstenslandengine.cpp" ".\ql\PricingEngines\Vanilla\batesengine.cpp" ".\ql\PricingEngines\Vanilla\baroneadesiwhaleyengine.cpp" ".\ql\PricingEngines\Vanilla\analytichestonengine.cpp" ".\ql\PricingEngines\Vanilla\analyticeuropeanengine.cpp" ".\ql\PricingEngines\Vanilla\analyticdividendeuropeanengine.cpp" ".\ql\PricingEngines\Vanilla\analyticdigitalamericanengine.cpp" ".\ql\PricingEngines\Basket\stulzengine.cpp" ".\ql\PricingEngines\Basket\mcbasketengine.cpp" ".\ql\PricingEngines\Basket\mcamericanbasketengine.cpp" ".\ql\PricingEngines\Barrier\mcbarrierengine.cpp" ".\ql\PricingEngines\Barrier\analyticbarrierengine.cpp" ".\ql\PricingEngines\Asian\mc_discr_geom_av_price.cpp" ".\ql\PricingEngines\Asian\mc_discr_arith_av_price.cpp" ".\ql\PricingEngines\Asian\analytic_discr_geom_av_price.cpp" ".\ql\PricingEngines\Asian\analytic_cont_geom_av_price.cpp" ".\ql\PricingEngines\greeks.cpp" ".\ql\PricingEngines\blackformula.cpp" ".\ql\PricingEngines\americanpayoffathit.cpp" ".\ql\PricingEngines\americanpayoffatexpiry.cpp" ".\ql\Pricers\singleassetoption.cpp" ".\ql\Pricers\mcperformanceoption.cpp" ".\ql\Pricers\mcpagoda.cpp" ".\ql\Pricers\mcmaxbasket.cpp" ".\ql\Pricers\mchimalaya.cpp" ".\ql\Pricers\mceverest.cpp" ".\ql\Pricers\mcdiscretearithmeticaso.cpp" ".\ql\Pricers\mccliquetoption.cpp" ".\ql\Pricers\discretegeometricaso.cpp" ".\ql\Optimization\steepestdescent.cpp" ".\ql\Optimization\simplex.cpp" ".\ql\Optimization\conjugategradient.cpp" ".\ql\Optimization\armijo.cpp" ".\ql\MonteCarlo\getcovariance.cpp" ".\ql\Math\tqreigendecomposition.cpp" ".\ql\Math\symmetricschurdecomposition.cpp" ".\ql\Math\svd.cpp" ".\ql\Math\rounding.cpp" ".\ql\Math\pseudosqrt.cpp" ".\ql\Math\primenumbers.cpp" ".\ql\Math\normaldistribution.cpp" ".\ql\Math\incrementalstatistics.cpp" ".\ql\Math\incompletegamma.cpp" ".\ql\Math\generalstatistics.cpp" ".\ql\Math\gaussianquadratures.cpp" ".\ql\Math\gaussianorthogonalpolynomial.cpp" ".\ql\Math\gammadistribution.cpp" ".\ql\Math\factorial.cpp" ".\ql\Math\errorfunction.cpp" ".\ql\Math\discrepancystatistics.cpp" ".\ql\Math\choleskydecomposition.cpp" ".\ql\Math\chisquaredistribution.cpp" ".\ql\Math\bivariatenormaldistribution.cpp" ".\ql\Math\beta.cpp" ".\ql\Lattices\trinomialtree.cpp" ".\ql\Lattices\binomialtree.cpp" ".\ql\Instruments\zerocouponbond.cpp" ".\ql\Instruments\vanillaoption.cpp" ".\ql\Instruments\swaption.cpp" ".\ql\Instruments\swap.cpp" ".\ql\Instruments\stock.cpp" ".\ql\Instruments\simpleswap.cpp" ".\ql\Instruments\quantovanillaoption.cpp" ".\ql\Instruments\quantoforwardvanillaoption.cpp" ".\ql\Instruments\oneassetstrikedoption.cpp" ".\ql\Instruments\oneassetoption.cpp" ".\ql\Instruments\multiassetoption.cpp" ".\ql\Instruments\forwardvanillaoption.cpp" ".\ql\Instruments\floatingratebond.cpp" ".\ql\Instruments\fixedcouponbond.cpp" ".\ql\Instruments\europeanoption.cpp" ".\ql\Instruments\dividendvanillaoption.cpp" ".\ql\Instruments\capfloor.cpp" ".\ql\Instruments\bond.cpp" ".\ql\Instruments\basketoption.cpp" ".\ql\Instruments\barrieroption.cpp" ".\ql\Instruments\asianoption.cpp" ".\ql\Indexes\xibor.cpp" ".\ql\Indexes\libor.cpp" ".\ql\Indexes\indexmanager.cpp" ".\ql\FiniteDifferences\valueatcenter.cpp" ".\ql\FiniteDifferences\tridiagonaloperator.cpp" ".\ql\FiniteDifferences\onefactoroperator.cpp" ".\ql\FiniteDifferences\bsmtermoperator.cpp" ".\ql\FiniteDifferences\bsmoperator.cpp" ".\ql\FiniteDifferences\boundarycondition.cpp" ".\ql\DayCounters\thirty360.cpp" ".\ql\DayCounters\simpledaycounter.cpp" ".\ql\DayCounters\actualactual.cpp" ".\ql\CashFlows\timebasket.cpp" ".\ql\CashFlows\shortfloatingcoupon.cpp" ".\ql\CashFlows\parcoupon.cpp" ".\ql\CashFlows\inarrearindexedcoupon.cpp" ".\ql\CashFlows\cashflowvectors.cpp" ".\ql\CashFlows\basispointsensitivity.cpp" ".\ql\CashFlows\analysis.cpp" ".\ql\Calendars\zurich.cpp" ".\ql\Calendars\wellington.cpp" ".\ql\Calendars\warsaw.cpp" ".\ql\Calendars\unitedstates.cpp" ".\ql\Calendars\unitedkingdom.cpp" ".\ql\Calendars\toronto.cpp" ".\ql\Calendars\tokyo.cpp" ".\ql\Calendars\target.cpp" ".\ql\Calendars\taiwan.cpp" ".\ql\Calendars\taipei.cpp" ".\ql\Calendars\sydney.cpp" ".\ql\Calendars\stockholm.cpp" ".\ql\Calendars\singapore.cpp" ".\ql\Calendars\seoul.cpp" ".\ql\Calendars\riyadh.cpp" ".\ql\Calendars\prague.cpp" ".\ql\Calendars\oslo.cpp" ".\ql\Calendars\jointcalendar.cpp" ".\ql\Calendars\johannesburg.cpp" ".\ql\Calendars\italy.cpp" ".\ql\Calendars\istanbul.cpp" ".\ql\Calendars\hongkong.cpp" ".\ql\Calendars\helsinki.cpp" ".\ql\Calendars\germany.cpp" ".\ql\Calendars\copenhagen.cpp" ".\ql\Calendars\budapest.cpp" ".\ql\Calendars\bratislava.cpp" ".\ql\Calendars\bombay.cpp" ".\ql\Calendars\beijing.cpp" ] Creating command line "cl.exe @"e:\QuantLib-0.3.11\QuantLib-0.3.11\build\vc71\Release\RSP000001.rsp" /nologo" Creating temporary file "e:\QuantLib-0.3.11\QuantLib-0.3.11\build\vc71\Release\RSP000002.rsp" with contents [ /O2 /Op /Ot /I "." /D "NDEBUG" /D "WIN32" /D "_LIB" /D "_MBCS" /FD /EHsc /MT /Za /Zc:forScope /GR /YX"stdafx.h" /Fp".\build\vc71\Release/QuantLib.pch" /Fo".\build\vc71\Release/" /Fd".\build\vc71\Release/" /FR".\build\vc71\Release/" /W3 /c /Oi- ".\ql\voltermstructure.cpp" ] Creating command line "cl.exe @"e:\QuantLib-0.3.11\QuantLib-0.3.11\build\vc71\Release\RSP000002.rsp" /nologo" Creating temporary file "e:\QuantLib-0.3.11\QuantLib-0.3.11\build\vc71\Release\RSP000003.rsp" with contents [ /O2 /Op /Ot /I "." /D "NDEBUG" /D "WIN32" /D "_LIB" /D "_MBCS" /FD /EHsc /MT /Za /Zc:forScope /GR /YX"stdafx.h" /Fp".\build\vc71\Release/QuantLib.pch" /Fo".\build\vc71\Release/cliquetoption1.obj" /Fd".\build\vc71\Release/" /FR".\build\vc71\Release/" /W3 /c /Oi- ".\ql\Instruments\cliquetoption.cpp" ] Creating command line "cl.exe @"e:\QuantLib-0.3.11\QuantLib-0.3.11\build\vc71\Release\RSP000003.rsp" /nologo" |
| Output Window |
| Results |
Build log was saved at "file://e:\QuantLib-0.3.11\QuantLib-0.3.11\build\vc71\Release\BuildLog.htm" QuantLib - 1 error(s), 0 warning(s) |