1>------ Build started: Project: ohgensrc, Configuration: All Win32 ------
1>Performing Makefile project actions
2>------ Build started: Project: QuantLibObjects, Configuration: Release (static runtime) Win32 ------
3>------ Build started: Project: qlgensrc, Configuration: All Win32 ------
3>Performing Makefile project actions
1>Microsoft (R) Program Maintenance Utility Version 9.00.30729.01
1>Copyright (C) Microsoft Corporation.  All rights reserved.
3>Microsoft (R) Program Maintenance Utility Version 9.00.30729.01
3>Copyright (C) Microsoft Corporation.  All rights reserved.
2>Compiling...
1>Build log was saved at "file://c:\Yan\qladdin\build_ql_0_9_7\ObjectHandler\gensrc\build\vc\BuildLog.htm"
1>ohgensrc - 0 error(s), 0 warning(s)
3>Build log was saved at "file://c:\Yan\qladdin\build_ql_0_9_7\QuantLibAddin\gensrc\build\vc\BuildLog.htm"
2>utilities.cpp
3>qlgensrc - 0 error(s), 0 warning(s)
2>Will (need to) link to lib file: QuantLib-vc90-mt-s.lib
2>create_volatility.cpp
2>create_volatilities.cpp
2>create_vanillaswap.cpp
2>create_timeseries.cpp
2>create_termstructures.cpp
2>create_swaptionvolstructure.cpp
2>create_swaption.cpp
2>create_swap.cpp
2>create_statistics.cpp
2>create_smilesection.cpp
2>create_simplecashflow.cpp
2>create_shortratemodels.cpp
2>create_sequencestatistics.cpp
2>create_schedule.cpp
2>create_ratehelpers.cpp
2>create_rangeaccrual.cpp
2>create_randomsequencegenerator.cpp
2>create_quotes.cpp
2>create_products.cpp
2>Generating Code...
2>Compiling...
2>create_processes.cpp
2>create_pricingengines.cpp
2>create_piecewiseyieldcurve.cpp
2>create_payoffs.cpp
2>create_options.cpp
2>create_optimization.cpp
2>create_mathf.cpp
2>create_marketmodels.cpp
2>create_marketmodelevolvers.cpp
2>create_leg.cpp
2>create_interpolation.cpp
2>create_index.cpp
2>create_forwardrateagreement.cpp
2>create_exercise.cpp
2>create_evolutiondescription.cpp
2>create_driftcalculators.cpp
2>create_curvestate.cpp
2>create_ctsmmcapletcalibration.cpp
2>create_couponvectors.cpp
2>create_correlation.cpp
2>Generating Code...
2>Compiling...
2>create_cmsmarketcalibration.cpp
2>create_cmsmarket.cpp
2>create_capletvolstructure.cpp
2>create_capfloor.cpp
2>create_browniangenerators.cpp
2>create_bonds.cpp
2>create_assetswap.cpp
2>create_alphaform.cpp
2>create_accountingengines.cpp
2>create_abcd.cpp
2>conversions.cpp
2>conundrumpricer.cpp
2>enumeratedpairs.cpp
2>enumeratedclasses.cpp
2>.\qlo\enumerations\constructors\enumeratedclasses.cpp(215) : error C2955: 'QuantLib::FDAmericanEngine' : use of class template requires template argument list
2>        ../QuantLib\ql/pricingengines/vanilla/fdamericanengine.hpp(46) : see declaration of 'QuantLib::FDAmericanEngine'
2>.\qlo\enumerations\constructors\enumeratedclasses.cpp(215) : error C2514: 'QuantLib::FDAmericanEngine' : class has no constructors
2>        ../QuantLib\ql/pricingengines/vanilla/fdamericanengine.hpp(46) : see declaration of 'QuantLib::FDAmericanEngine'
2>.\qlo\enumerations\constructors\enumeratedclasses.cpp(220) : error C2514: 'QuantLib::FDBermudanEngine' : class has no constructors
2>        ../QuantLib\ql/pricingengines/vanilla/fdbermudanengine.hpp(36) : see declaration of 'QuantLib::FDBermudanEngine'
2>.\qlo\enumerations\constructors\enumeratedclasses.cpp(225) : error C2514: 'QuantLib::FDEuropeanEngine' : class has no constructors
2>        ../QuantLib\ql/pricingengines/vanilla/fdeuropeanengine.hpp(43) : see declaration of 'QuantLib::FDEuropeanEngine'
2>register_types.cpp
2>.\qlo\enumerations\register\register_types.cpp(184) : error C2039: 'ModifiedParabolic' : is not a member of 'QuantLib::CubicInterpolation'
2>        ../QuantLib\ql/math/interpolations/cubicinterpolation.hpp(100) : see declaration of 'QuantLib::CubicInterpolation'
2>.\qlo\enumerations\register\register_types.cpp(184) : error C2065: 'ModifiedParabolic' : undeclared identifier
2>register_pairs.cpp
2>register_classes.cpp
2>Generating Code...
2>Build log was saved at "file://c:\Yan\qladdin\build_ql_0_9_7\QuantLibAddin\build\vc90\Release (static runtime)\BuildLog.htm"
2>QuantLibObjects - 6 error(s), 0 warning(s)
4>------ Build started: Project: QuantLibXLStatic, Configuration: Release (static runtime) Win32 ------
4>Compiling...
4>addin.cpp
4>Will (need to) link to lib file: QuantLibObjects-vc90-mt-s-0_9_7.lib
4>Will (need to) link to lib file: ObjectHandler-xllib-vc90-mt-s-0_9_7.lib
4>XLL_STATIC is defined
4>COMPILING_XLL_DYNAMIC is NOT defined
4>volatility.cpp
4>volatilities.cpp
4>vanillaswap.cpp
4>utilities.cpp
4>.\functions\utilities.cpp(108) : error C2440: 'initializing' : cannot convert from 'std::valarray<_Ty>' to 'std::vector<_Ty,_Ax>'
4>        with
4>        [
4>            _Ty=std::_Bool
4>        ]
4>        and
4>        [
4>            _Ty=bool,
4>            _Ax=std::allocator<bool>
4>        ]
4>        No constructor could take the source type, or constructor overload resolution was ambiguous
4>timeseries.cpp
4>termstructures.cpp
4>.\functions\termstructures.cpp(1186) : error C2039: 'parRate' : is not a member of 'QuantLib::YieldTermStructure'
4>        ../../QuantLib\ql/termstructures/yieldtermstructure.hpp(44) : see declaration of 'QuantLib::YieldTermStructure'
4>swaptionvolstructure.cpp
4>swaption.cpp
4>swap.cpp
4>statistics.cpp
4>smilesection.cpp
4>simplecashflow.cpp
4>shortratemodels.cpp
4>settings.cpp
4>sequencestatistics.cpp
4>schedule.cpp
4>ratehelpers.cpp
4>.\functions\ratehelpers.cpp(1046) : error C2039: 'quoteValue' : is not a member of 'QuantLib::BootstrapHelper<TS>'
4>        with
4>        [
4>            TS=QuantLib::YieldTermStructure
4>        ]
4>rangeaccrual.cpp
4>randomsequencegenerator.cpp
4>Generating Code...
4>Compiling...
4>quotes.cpp
4>products.cpp
4>processes.cpp
4>pricingengines.cpp
4>prices.cpp
4>piecewiseyieldcurve.cpp
4>payoffs.cpp
4>options.cpp
4>optimization.cpp
4>mathf.cpp
4>marketmodels.cpp
4>marketmodelevolvers.cpp
4>leg.cpp
4>interpolation.cpp
4>instruments.cpp
4>index.cpp
4>handles.cpp
4>forwardrateagreement.cpp
4>exercise.cpp
4>evolutiondescription.cpp
4>Generating Code...
4>Compiling...
4>driftcalculators.cpp
4>daycounter.cpp
4>date.cpp
4>curvestate.cpp
4>ctsmmcapletcalibration.cpp
4>couponvectors.cpp
4>correlation.cpp
4>cmsmarketcalibration.cpp
4>cmsmarket.cpp
4>capletvolstructure.cpp
4>capfloor.cpp
4>calendar.cpp
4>browniangenerators.cpp
4>bonds.cpp
4>.\functions\bonds.cpp(323) : error C2039: 'cleanPriceFromZSpread' : is not a member of 'QuantLib::Bond'
4>        ../../QuantLib\ql/instruments/bond.hpp(59) : see declaration of 'QuantLib::Bond'
4>.\functions\bonds.cpp(598) : error C2039: 'dirtyPriceFromZSpread' : is not a member of 'QuantLib::Bond'
4>        ../../QuantLib\ql/instruments/bond.hpp(59) : see declaration of 'QuantLib::Bond'
4>.\functions\bonds.cpp(738) : error C2039: 'nextCoupon' : is not a member of 'QuantLib::Bond'
4>        ../../QuantLib\ql/instruments/bond.hpp(59) : see declaration of 'QuantLib::Bond'
4>.\functions\bonds.cpp(791) : error C2039: 'previousCoupon' : is not a member of 'QuantLib::Bond'
4>        ../../QuantLib\ql/instruments/bond.hpp(59) : see declaration of 'QuantLib::Bond'
4>assetswap.cpp
4>.\functions\assetswap.cpp(238) : error C2039: 'fairPrice' : is not a member of 'QuantLib::AssetSwap'
4>        ../../QuantLib\ql/instruments/assetswap.hpp(52) : see declaration of 'QuantLib::AssetSwap'
4>alphaform.cpp
4>accountingengines.cpp
4>abcd.cpp
4>Generating Code...
4>Build log was saved at "file://c:\Yan\qladdin\build_ql_0_9_7\QuantLibXL\qlxl\buildStatic\vc90\Release (static runtime)\BuildLog.htm"
4>QuantLibXLStatic - 8 error(s), 0 warning(s)
========== Build: 2 succeeded, 2 failed, 6 up-to-date, 0 skipped ==========