Build Log
  

------- Build started: Project: QuantLib, Configuration: Debug|Win32 -------

Command Lines
  
Creating temporary file "c:\QuantLib-0.4.0\QuantLib-0.4.0\build\vc71\Debug\RSP000001.rsp" with contents
[
/Od /Op /I "C:\Program Files\boost\boost_1_33_1" /I "." /D "_DEBUG" /D "WIN32" /D "_LIB" /D "_MBCS" /FD /EHsc /RTC1 /MTd /Za /Zc:forScope /GR /YX"stdafx.h" /Fp".\build\vc71\Debug/QuantLib.pch" /Fo".\build\vc71\Debug/" /Fd".\lib\QuantLib-vc71-mt-sgd-0_4_0" /FR".\build\vc71\Debug/" /W3 /c /ZI
".\ql\timegrid.cpp"
".\ql\stochasticprocess.cpp"
".\ql\schedule.cpp"
".\ql\prices.cpp"
".\ql\period.cpp"
".\ql\money.cpp"
".\ql\interestrate.cpp"
".\ql\index.cpp"
".\ql\exercise.cpp"
".\ql\exchangerate.cpp"
".\ql\errors.cpp"
".\ql\discretizedasset.cpp"
".\ql\date.cpp"
".\ql\currency.cpp"
".\ql\calendar.cpp"
".\ql\Quotes\futuresconvadjustmentquote.cpp"
".\ql\Quotes\derivedquote.cpp"
".\ql\VolatilityModels\garch.cpp"
".\ql\VolatilityModels\constantestimator.cpp"
".\ql\Volatilities\swaptionvolmatrix.cpp"
".\ql\Volatilities\swaptionvoldiscrete.cpp"
".\ql\Volatilities\swaptionvolcube2.cpp"
".\ql\Volatilities\swaptionvolcube1.cpp"
".\ql\Volatilities\swaptionvolcube.cpp"
".\ql\Volatilities\smilesection.cpp"
".\ql\Volatilities\sabr.cpp"
".\ql\Volatilities\localvolsurface.cpp"
".\ql\Volatilities\cmsmarket.cpp"
".\ql\Volatilities\capstripper.cpp"
".\ql\Volatilities\capletvolatilitiesstructures.cpp"
".\ql\Volatilities\blackvariancesurface.cpp"
".\ql\Volatilities\blackvariancecurve.cpp"
".\ql\Volatilities\abcd.cpp"
".\ql\Utilities\tracing.cpp"
".\ql\Utilities\dataparsers.cpp"
".\ql\Utilities\dataformatters.cpp"
".\ql\TermStructures\ratehelpers.cpp"
".\ql\TermStructures\piecewiseyieldcurve.cpp"
".\ql\TermStructures\extendeddiscountcurve.cpp"
".\ql\TermStructures\compoundforward.cpp"
".\ql\TermStructures\bondhelpers.cpp"
".\ql\ShortRateModels\LiborMarketModels\lmvolmodel.cpp"
".\ql\ShortRateModels\LiborMarketModels\lmlinexpvolmodel.cpp"
".\ql\ShortRateModels\LiborMarketModels\lmlinexpcorrmodel.cpp"
".\ql\ShortRateModels\LiborMarketModels\lmfixedvolmodel.cpp"
".\ql\ShortRateModels\LiborMarketModels\lmextlinexpvolmodel.cpp"
".\ql\ShortRateModels\LiborMarketModels\lmexpcorrmodel.cpp"
".\ql\ShortRateModels\LiborMarketModels\lmcorrmodel.cpp"
".\ql\ShortRateModels\LiborMarketModels\liborforwardmodel.cpp"
".\ql\ShortRateModels\LiborMarketModels\lfmcovarproxy.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\Processes\stochasticprocessarray.cpp"
".\ql\Processes\squarerootprocess.cpp"
".\ql\Processes\ornsteinuhlenbeckprocess.cpp"
".\ql\Processes\merton76process.cpp"
".\ql\Processes\lfmprocess.cpp"
".\ql\Processes\lfmhullwhiteparam.cpp"
".\ql\Processes\lfmcovarparam.cpp"
".\ql\Processes\hullwhiteprocess.cpp"
".\ql\Processes\hestonprocess.cpp"
".\ql\Processes\geometricbrownianprocess.cpp"
".\ql\Processes\g2process.cpp"
".\ql\Processes\forwardmeasureprocess.cpp"
".\ql\Processes\eulerdiscretization.cpp"
".\ql\Processes\blackscholesprocess.cpp"
".\ql\PricingEngines\Lookback\analyticcontinuousfloatinglookback.cpp"
".\ql\PricingEngines\Lookback\analyticcontinuousfixedlookback.cpp"
".\ql\PricingEngines\Hybrid\discretizedconvertible.cpp"
".\ql\PricingEngines\Cliquet\analyticperformanceengine.cpp"
".\ql\PricingEngines\Cliquet\analyticcliquetengine.cpp"
".\ql\PricingEngines\Swaption\treeswaptionengine.cpp"
".\ql\PricingEngines\Swaption\lfmswaptionengine.cpp"
".\ql\PricingEngines\Swaption\jamshidianswaptionengine.cpp"
".\ql\PricingEngines\Swaption\discretizedswaption.cpp"
".\ql\PricingEngines\Swaption\blackswaptionengine.cpp"
".\ql\PricingEngines\CapFloor\treecapfloorengine.cpp"
".\ql\PricingEngines\CapFloor\mchullwhiteengine.cpp"
".\ql\PricingEngines\CapFloor\discretizedcapfloor.cpp"
".\ql\PricingEngines\CapFloor\blackcapfloorengine.cpp"
".\ql\PricingEngines\CapFloor\analyticcapfloorengine.cpp"
".\ql\PricingEngines\Vanilla\mcdigitalengine.cpp"
".\ql\PricingEngines\Vanilla\mcamericanengine.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\blackscholescalculator.cpp"
".\ql\PricingEngines\blackformula.cpp"
".\ql\PricingEngines\blackcalculator.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\method.cpp"
".\ql\Optimization\lmdif.cpp"
".\ql\Optimization\linesearchbasedmethod.cpp"
".\ql\Optimization\linesearch.cpp"
".\ql\Optimization\levenbergmarquardt.cpp"
".\ql\Optimization\criteria.cpp"
".\ql\Optimization\conjugategradient.cpp"
".\ql\Optimization\armijo.cpp"
".\ql\MonteCarlo\lsmbasissystem.cpp"
".\ql\MonteCarlo\getcovariance.cpp"
".\ql\MonteCarlo\genericparametricearlyexercise.cpp"
".\ql\MonteCarlo\genericlsregression.cpp"
".\ql\MonteCarlo\brownianbridge.cpp"
".\ql\Math\tqreigendecomposition.cpp"
".\ql\Math\symmetricschurdecomposition.cpp"
".\ql\Math\svd.cpp"
".\ql\Math\surface.cpp"
".\ql\Math\sampledcurve.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\MarketModels\ExerciseStrategies\swapratetrigger.cpp"
".\ql\MarketModels\ExerciseStrategies\lsstrategy.cpp"
".\ql\MarketModels\ExerciseValues\nothingexercisevalue.cpp"
".\ql\MarketModels\ExerciseValues\bermudanswaptionexercisevalue.cpp"
".\ql\MarketModels\BrownianGenerators\sobolbrowniangenerator.cpp"
".\ql\MarketModels\BrownianGenerators\mtbrowniangenerator.cpp"
".\ql\MarketModels\Evolvers\forwardratepcevolver.cpp"
".\ql\MarketModels\Evolvers\forwardrateipcevolver.cpp"
".\ql\MarketModels\Evolvers\forwardrateeulerevolver.cpp"
".\ql\MarketModels\Evolvers\forwardrateconstrainedeuler.cpp"
".\ql\MarketModels\Products\MultiStep\multistepswap.cpp"
".\ql\MarketModels\Products\MultiStep\multistepratchet.cpp"
".\ql\MarketModels\Products\MultiStep\multistepoptionlets.cpp"
".\ql\MarketModels\Products\MultiStep\multistepnothing.cpp"
".\ql\MarketModels\Products\MultiStep\multistepforwards.cpp"
".\ql\MarketModels\Products\MultiStep\multistepcoterminalswaptions.cpp"
".\ql\MarketModels\Products\MultiStep\multistepcoterminalswaps.cpp"
".\ql\MarketModels\Products\MultiStep\multistepcoinitialswaps.cpp"
".\ql\MarketModels\Products\MultiStep\exerciseadapter.cpp"
".\ql\MarketModels\Products\MultiStep\cashrebate.cpp"
".\ql\MarketModels\Products\MultiStep\callspecifiedmultiproduct.cpp"
".\ql\MarketModels\Products\OneStep\onestepoptionlets.cpp"
".\ql\MarketModels\Products\OneStep\onestepforwards.cpp"
".\ql\MarketModels\Products\OneStep\onestepcoterminalswaps.cpp"
".\ql\MarketModels\Products\OneStep\onestepcoinitialswaps.cpp"
".\ql\MarketModels\Products\singleproductcomposite.cpp"
".\ql\MarketModels\Products\multiproductonestep.cpp"
".\ql\MarketModels\Products\multiproductmultistep.cpp"
".\ql\MarketModels\Products\multiproductcomposite.cpp"
".\ql\MarketModels\Products\compositeproduct.cpp"
".\ql\MarketModels\utilities.cpp"
".\ql\MarketModels\upperboundengine.cpp"
".\ql\MarketModels\swapforwardmappings.cpp"
".\ql\MarketModels\swapforwardconversionmatrix.cpp"
".\ql\MarketModels\swapbasissystem.cpp"
".\ql\MarketModels\proxygreekengine.cpp"
".\ql\MarketModels\parametricswapexercise.cpp"
".\ql\MarketModels\parametricexerciseadapter.cpp"
".\ql\MarketModels\marketmodeldiscounter.cpp"
".\ql\MarketModels\lsdatacollector.cpp"
".\ql\MarketModels\evolutiondescription.cpp"
".\ql\MarketModels\driftcalculator.cpp"
".\ql\MarketModels\curvestate.cpp"
".\ql\MarketModels\accountingengine.cpp"
".\ql\Lattices\trinomialtree.cpp"
".\ql\Lattices\binomialtree.cpp"
".\ql\Instruments\zerocouponbond.cpp"
".\ql\Instruments\varianceswap.cpp"
".\ql\Instruments\vanillaswap.cpp"
".\ql\Instruments\vanillaoption.cpp"
".\ql\Instruments\swaption.cpp"
".\ql\Instruments\swap.cpp"
".\ql\Instruments\stock.cpp"
".\ql\Instruments\quantovanillaoption.cpp"
".\ql\Instruments\quantoforwardvanillaoption.cpp"
".\ql\Instruments\payoffs.cpp"
".\ql\Instruments\oneassetstrikedoption.cpp"
".\ql\Instruments\oneassetoption.cpp"
".\ql\Instruments\multiassetoption.cpp"
".\ql\Instruments\makevanillaswap.cpp"
".\ql\Instruments\makecms.cpp"
".\ql\Instruments\makecapfloor.cpp"
".\ql\Instruments\lookbackoption.cpp"
".\ql\Instruments\forwardvanillaoption.cpp"
".\ql\Instruments\forwardrateagreement.cpp"
".\ql\Instruments\forward.cpp"
".\ql\Instruments\floatingratebond.cpp"
".\ql\Instruments\fixedcouponbondforward.cpp"
".\ql\Instruments\fixedcouponbond.cpp"
".\ql\Instruments\europeanoption.cpp"
".\ql\Instruments\dividendvanillaoption.cpp"
".\ql\Instruments\convertiblebond.cpp"
".\ql\Instruments\compositeinstrument.cpp"
".\ql\Instruments\cmscouponbond.cpp"
".\ql\Instruments\capfloor.cpp"
".\ql\Instruments\bond.cpp"
".\ql\Instruments\basketoption.cpp"
".\ql\Instruments\barrieroption.cpp"
".\ql\Instruments\assetswap.cpp"
".\ql\Instruments\asianoption.cpp"
".\ql\Indexes\swapindex.cpp"
".\ql\Indexes\libor.cpp"
".\ql\Indexes\interestrateindex.cpp"
".\ql\Indexes\indexmanager.cpp"
".\ql\Indexes\iborindex.cpp"
".\ql\Indexes\eurliborswapfixifr.cpp"
".\ql\Indexes\eurliborswapfixb.cpp"
".\ql\Indexes\eurliborswapfixa.cpp"
".\ql\Indexes\euriborswapfixifr.cpp"
".\ql\Indexes\euriborswapfixa.cpp"
".\ql\FiniteDifferences\tridiagonaloperator.cpp"
".\ql\FiniteDifferences\bsmoperator.cpp"
".\ql\FiniteDifferences\boundarycondition.cpp"
".\ql\DayCounters\thirty360.cpp"
".\ql\DayCounters\simpledaycounter.cpp"
".\ql\DayCounters\actualactual.cpp"
".\ql\Currencies\exchangeratemanager.cpp"
".\ql\CashFlows\timebasket.cpp"
".\ql\CashFlows\shortfloatingcoupon.cpp"
".\ql\CashFlows\parcoupon.cpp"
".\ql\CashFlows\inarrearindexedcoupon.cpp"
".\ql\CashFlows\dividend.cpp"
".\ql\CashFlows\conundrumpricer.cpp"
".\ql\CashFlows\cmscoupon.cpp"
".\ql\CashFlows\cashflowvectors.cpp"
".\ql\CashFlows\capfloorlet.cpp"
".\ql\CashFlows\capflooredcoupon.cpp"
".\ql\CashFlows\analysis.cpp"
".\ql\Calendars\unitedstates.cpp"
".\ql\Calendars\unitedkingdom.cpp"
".\ql\Calendars\ukraine.cpp"
".\ql\Calendars\turkey.cpp"
".\ql\Calendars\target.cpp"
".\ql\Calendars\taiwan.cpp"
".\ql\Calendars\switzerland.cpp"
".\ql\Calendars\sweden.cpp"
".\ql\Calendars\southkorea.cpp"
".\ql\Calendars\southafrica.cpp"
".\ql\Calendars\slovakia.cpp"
".\ql\Calendars\singapore.cpp"
".\ql\Calendars\saudiarabia.cpp"
".\ql\Calendars\poland.cpp"
".\ql\Calendars\norway.cpp"
".\ql\Calendars\newzealand.cpp"
".\ql\Calendars\mexico.cpp"
".\ql\Calendars\jointcalendar.cpp"
".\ql\Calendars\japan.cpp"
".\ql\Calendars\italy.cpp"
".\ql\Calendars\indonesia.cpp"
".\ql\Calendars\india.cpp"
".\ql\Calendars\iceland.cpp"
".\ql\Calendars\hungary.cpp"
".\ql\Calendars\hongkong.cpp"
".\ql\Calendars\germany.cpp"
".\ql\Calendars\finland.cpp"
".\ql\Calendars\denmark.cpp"
".\ql\Calendars\czechrepublic.cpp"
".\ql\Calendars\china.cpp"
".\ql\Calendars\canada.cpp"
".\ql\Calendars\brazil.cpp"
".\ql\Calendars\australia.cpp"
".\ql\Calendars\argentina.cpp"
]
Creating command line "cl.exe @"c:\QuantLib-0.4.0\QuantLib-0.4.0\build\vc71\Debug\RSP000001.rsp" /nologo"
Creating temporary file "c:\QuantLib-0.4.0\QuantLib-0.4.0\build\vc71\Debug\RSP000002.rsp" with contents
[
/Od /Op /I "C:\Program Files\boost\boost_1_33_1" /I "." /D "_DEBUG" /D "WIN32" /D "_LIB" /D "_MBCS" /FD /EHsc /RTC1 /MTd /Za /Zc:forScope /GR /YX"stdafx.h" /Fp".\build\vc71\Debug/QuantLib.pch" /Fo".\build\vc71\Debug/" /Fd".\lib\QuantLib-vc71-mt-sgd-0_4_0" /FR".\build\vc71\Debug/" /W3 /c /ZI
".\ql\voltermstructure.cpp"
]
Creating command line "cl.exe @"c:\QuantLib-0.4.0\QuantLib-0.4.0\build\vc71\Debug\RSP000002.rsp" /nologo"
Creating temporary file "c:\QuantLib-0.4.0\QuantLib-0.4.0\build\vc71\Debug\RSP000003.rsp" with contents
[
/Od /Op /I "C:\Program Files\boost\boost_1_33_1" /I "." /D "_DEBUG" /D "WIN32" /D "_LIB" /D "_MBCS" /FD /EHsc /RTC1 /MTd /Za /Zc:forScope /GR /YX"stdafx.h" /Fp".\build\vc71\Debug/QuantLib.pch" /Fo".\build\vc71\Debug/expcorrflatvol1.obj" /Fd".\lib\QuantLib-vc71-mt-sgd-0_4_0" /FR".\build\vc71\Debug/" /W3 /c /ZI
".\ql\MarketModels\Models\expcorrflatvol.cpp"
]
Creating command line "cl.exe @"c:\QuantLib-0.4.0\QuantLib-0.4.0\build\vc71\Debug\RSP000003.rsp" /nologo"
Creating temporary file "c:\QuantLib-0.4.0\QuantLib-0.4.0\build\vc71\Debug\RSP000004.rsp" with contents
[
/Od /Op /I "C:\Program Files\boost\boost_1_33_1" /I "." /D "_DEBUG" /D "WIN32" /D "_LIB" /D "_MBCS" /FD /EHsc /RTC1 /MTd /Za /Zc:forScope /GR /YX"stdafx.h" /Fp".\build\vc71\Debug/QuantLib.pch" /Fo".\build\vc71\Debug/expcorrabcdvol1.obj" /Fd".\lib\QuantLib-vc71-mt-sgd-0_4_0" /FR".\build\vc71\Debug/" /W3 /c /ZI
".\ql\MarketModels\Models\expcorrabcdvol.cpp"
]
Creating command line "cl.exe @"c:\QuantLib-0.4.0\QuantLib-0.4.0\build\vc71\Debug\RSP000004.rsp" /nologo"
Creating temporary file "c:\QuantLib-0.4.0\QuantLib-0.4.0\build\vc71\Debug\RSP000005.rsp" with contents
[
/Od /Op /I "C:\Program Files\boost\boost_1_33_1" /I "." /D "_DEBUG" /D "WIN32" /D "_LIB" /D "_MBCS" /FD /EHsc /RTC1 /MTd /Za /Zc:forScope /GR /YX"stdafx.h" /Fp".\build\vc71\Debug/QuantLib.pch" /Fo".\build\vc71\Debug/cliquetoption1.obj" /Fd".\lib\QuantLib-vc71-mt-sgd-0_4_0" /FR".\build\vc71\Debug/" /W3 /c /ZI
".\ql\Instruments\cliquetoption.cpp"
]
Creating command line "cl.exe @"c:\QuantLib-0.4.0\QuantLib-0.4.0\build\vc71\Debug\RSP000005.rsp" /nologo"
Output Window
  
Compiling...
timegrid.cpp
stochasticprocess.cpp
schedule.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\schedule.cpp(82) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
prices.cpp
period.cpp
money.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1460) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1459) : while compiling class-template member function 'std::vector<_Ty,_Ax>::reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\boost\boost_1_33_1\boost\format\format_class.hpp(128) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\boost\boost_1_33_1\boost\format\format_class.hpp(138) : see reference to class template instantiation 'boost::basic_format' being compiled
interestrate.cpp
index.cpp
exercise.cpp
exchangerate.cpp
errors.cpp
discretizedasset.cpp
date.cpp
currency.cpp
calendar.cpp
futuresconvadjustmentquote.cpp
derivedquote.cpp
garch.cpp
constantestimator.cpp
swaptionvolmatrix.cpp
swaptionvoldiscrete.cpp
swaptionvolcube2.cpp
swaptionvolcube1.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1455) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1454) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type) const'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\schedule.hpp(85) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
swaptionvolcube.cpp
smilesection.cpp
sabr.cpp
localvolsurface.cpp
cmsmarket.cpp
capstripper.cpp
capletvolatilitiesstructures.cpp
blackvariancesurface.cpp
blackvariancecurve.cpp
abcd.cpp
tracing.cpp
dataparsers.cpp
dataformatters.cpp
ratehelpers.cpp
piecewiseyieldcurve.cpp
extendeddiscountcurve.cpp
compoundforward.cpp
bondhelpers.cpp
lmvolmodel.cpp
lmlinexpvolmodel.cpp
lmlinexpcorrmodel.cpp
lmfixedvolmodel.cpp
lmextlinexpvolmodel.cpp
lmexpcorrmodel.cpp
lmcorrmodel.cpp
liborforwardmodel.cpp
lfmcovarproxy.cpp
hestonmodel.cpp
g2.cpp
batesmodel.cpp
vasicek.cpp
hullwhite.cpp
extendedcoxingersollross.cpp
coxingersollross.cpp
blackkarasinski.cpp
swaptionhelper.cpp
hestonmodelhelper.cpp
caphelper.cpp
twofactormodel.cpp
onefactormodel.cpp
model.cpp
calibrationhelper.cpp
sobolrsg.cpp
seedgenerator.cpp
primitivepolynomials.c
mt19937uniformrng.cpp
lecuyeruniformrng.cpp
knuthuniformrng.cpp
haltonrsg.cpp
faurersg.cpp
stochasticprocessarray.cpp
squarerootprocess.cpp
ornsteinuhlenbeckprocess.cpp
merton76process.cpp
lfmprocess.cpp
lfmhullwhiteparam.cpp
lfmcovarparam.cpp
hullwhiteprocess.cpp
hestonprocess.cpp
geometricbrownianprocess.cpp
g2process.cpp
forwardmeasureprocess.cpp
eulerdiscretization.cpp
blackscholesprocess.cpp
analyticcontinuousfloatinglookback.cpp
analyticcontinuousfixedlookback.cpp
discretizedconvertible.cpp
analyticperformanceengine.cpp
analyticcliquetengine.cpp
treeswaptionengine.cpp
lfmswaptionengine.cpp
jamshidianswaptionengine.cpp
discretizedswaption.cpp
blackswaptionengine.cpp
treecapfloorengine.cpp
mchullwhiteengine.cpp
discretizedcapfloor.cpp
blackcapfloorengine.cpp
analyticcapfloorengine.cpp
mcdigitalengine.cpp
mcamericanengine.cpp
juquadraticengine.cpp
jumpdiffusionengine.cpp
integralengine.cpp
fdvanillaengine.cpp
fdstepconditionengine.cpp
fdmultiperiodengine.cpp
fdeuropeanengine.cpp
fddividendengine.cpp
discretizedvanillaoption.cpp
bjerksundstenslandengine.cpp
batesengine.cpp
baroneadesiwhaleyengine.cpp
analytichestonengine.cpp
analyticeuropeanengine.cpp
analyticdividendeuropeanengine.cpp
analyticdigitalamericanengine.cpp
stulzengine.cpp
mcbasketengine.cpp
mcamericanbasketengine.cpp
mcbarrierengine.cpp
analyticbarrierengine.cpp
mc_discr_geom_av_price.cpp
mc_discr_arith_av_price.cpp
analytic_discr_geom_av_price.cpp
analytic_cont_geom_av_price.cpp
greeks.cpp
blackscholescalculator.cpp
blackformula.cpp
blackcalculator.cpp
americanpayoffathit.cpp
americanpayoffatexpiry.cpp
singleassetoption.cpp
mcperformanceoption.cpp
mcpagoda.cpp
mcmaxbasket.cpp
mchimalaya.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1460) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1459) : while compiling class-template member function 'std::vector<_Ty,_Ax>::reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\Pricers\mchimalaya.cpp(52) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
mceverest.cpp
mcdiscretearithmeticaso.cpp
mccliquetoption.cpp
discretegeometricaso.cpp
steepestdescent.cpp
simplex.cpp
method.cpp
lmdif.cpp
linesearchbasedmethod.cpp
linesearch.cpp
levenbergmarquardt.cpp
criteria.cpp
conjugategradient.cpp
armijo.cpp
lsmbasissystem.cpp
getcovariance.cpp
genericparametricearlyexercise.cpp
genericlsregression.cpp
brownianbridge.cpp
tqreigendecomposition.cpp
symmetricschurdecomposition.cpp
svd.cpp
surface.cpp
sampledcurve.cpp
rounding.cpp
pseudosqrt.cpp
primenumbers.cpp
normaldistribution.cpp
incrementalstatistics.cpp
incompletegamma.cpp
generalstatistics.cpp
gaussianquadratures.cpp
gaussianorthogonalpolynomial.cpp
gammadistribution.cpp
factorial.cpp
errorfunction.cpp
discrepancystatistics.cpp
choleskydecomposition.cpp
chisquaredistribution.cpp
bivariatenormaldistribution.cpp
beta.cpp
swapratetrigger.cpp
lsstrategy.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1460) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1459) : while compiling class-template member function 'std::vector<_Ty,_Ax>::reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\MarketModels\ExerciseStrategies\lsstrategy.hpp(59) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
nothingexercisevalue.cpp
bermudanswaptionexercisevalue.cpp
sobolbrowniangenerator.cpp
mtbrowniangenerator.cpp
forwardratepcevolver.cpp
forwardrateipcevolver.cpp
forwardrateeulerevolver.cpp
forwardrateconstrainedeuler.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1460) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1459) : while compiling class-template member function 'std::vector<_Ty,_Ax>::reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\MarketModels\Evolvers\forwardrateconstrainedeuler.hpp(72) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
multistepswap.cpp
multistepratchet.cpp
multistepoptionlets.cpp
multistepnothing.cpp
multistepforwards.cpp
multistepcoterminalswaptions.cpp
multistepcoterminalswaps.cpp
multistepcoinitialswaps.cpp
exerciseadapter.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1460) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1459) : while compiling class-template member function 'std::vector<_Ty,_Ax>::reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\MarketModels\Products\MultiStep\exerciseadapter.hpp(53) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
cashrebate.cpp
callspecifiedmultiproduct.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1460) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1459) : while compiling class-template member function 'std::vector<_Ty,_Ax>::reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\MarketModels\Products\MultiStep\callspecifiedmultiproduct.cpp(119) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
onestepoptionlets.cpp
onestepforwards.cpp
onestepcoterminalswaps.cpp
onestepcoinitialswaps.cpp
singleproductcomposite.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1460) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1459) : while compiling class-template member function 'std::vector<_Ty,_Ax>::reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\MarketModels\Products\singleproductcomposite.cpp(46) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
multiproductonestep.cpp
multiproductmultistep.cpp
multiproductcomposite.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1460) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1459) : while compiling class-template member function 'std::vector<_Ty,_Ax>::reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\MarketModels\Products\multiproductcomposite.cpp(51) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
compositeproduct.cpp
utilities.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1412) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1410) : while compiling class-template member function 'void std::vector<_Ty,_Ax>::resize(std::vector<_Ty,_Ax>::size_type,bool)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\MarketModels\utilities.cpp(49) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
upperboundengine.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1460) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1459) : while compiling class-template member function 'std::vector<_Ty,_Ax>::reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\MarketModels\upperboundengine.hpp(71) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
swapforwardmappings.cpp
swapforwardconversionmatrix.cpp
swapbasissystem.cpp
proxygreekengine.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\MarketModels\proxygreekengine.cpp(141) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
parametricswapexercise.cpp
parametricexerciseadapter.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1460) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1459) : while compiling class-template member function 'std::vector<_Ty,_Ax>::reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\MarketModels\parametricexerciseadapter.hpp(46) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
marketmodeldiscounter.cpp
lsdatacollector.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1205) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1460) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1459) : while compiling class-template member function 'std::vector<_Ty,_Ax>::reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\MarketModels\lsdatacollector.cpp(89) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
evolutiondescription.cpp
driftcalculator.cpp
curvestate.cpp
accountingengine.cpp
trinomialtree.cpp
binomialtree.cpp
zerocouponbond.cpp
varianceswap.cpp
vanillaswap.cpp
vanillaoption.cpp
swaption.cpp
swap.cpp
c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1112) : error C2065: '_Myoff' : undeclared identifier
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1102) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_iterator &std::vector<_Ty,_Ax>::const_iterator::operator +=(std::vector<_Ty,_Ax>::const_iterator::difference_type)'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1455) : see reference to class template instantiation 'std::vector<_Ty,_Ax>::const_iterator' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\include\vector(1454) : while compiling class-template member function 'std::vector<_Ty,_Ax>::const_reference std::vector<_Ty,_Ax>::operator [](std::vector<_Ty,_Ax>::size_type) const'
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
        c:\QuantLib-0.4.0\QuantLib-0.4.0\ql\Instruments\swap.cpp(52) : see reference to class template instantiation 'std::vector<_Ty,_Ax>' being compiled
        with
        [
            _Ty=bool,
            _Ax=std::allocator
        ]
stock.cpp
quantovanillaoption.cpp
quantoforwardvanillaoption.cpp
payoffs.cpp
oneassetstrikedoption.cpp
oneassetoption.cpp
multiassetoption.cpp
makevanillaswap.cpp
makecms.cpp
makecapfloor.cpp
lookbackoption.cpp
forwardvanillaoption.cpp
forwardrateagreement.cpp
forward.cpp
floatingratebond.cpp
fixedcouponbondforward.cpp
fixedcouponbond.cpp
europeanoption.cpp
dividendvanillaoption.cpp
convertiblebond.cpp
compositeinstrument.cpp
cmscouponbond.cpp
capfloor.cpp
bond.cpp
basketoption.cpp
barrieroption.cpp
assetswap.cpp
asianoption.cpp
swapindex.cpp
libor.cpp
interestrateindex.cpp
indexmanager.cpp
iborindex.cpp
eurliborswapfixifr.cpp
eurliborswapfixb.cpp
eurliborswapfixa.cpp
euriborswapfixifr.cpp
euriborswapfixa.cpp
tridiagonaloperator.cpp
bsmoperator.cpp
boundarycondition.cpp
thirty360.cpp
simpledaycounter.cpp
actualactual.cpp
exchangeratemanager.cpp
timebasket.cpp
shortfloatingcoupon.cpp
parcoupon.cpp
inarrearindexedcoupon.cpp
dividend.cpp
conundrumpricer.cpp
cmscoupon.cpp
cashflowvectors.cpp
capfloorlet.cpp
capflooredcoupon.cpp
analysis.cpp
unitedstates.cpp
unitedkingdom.cpp
ukraine.cpp
turkey.cpp
target.cpp
taiwan.cpp
switzerland.cpp
sweden.cpp
southkorea.cpp
southafrica.cpp
slovakia.cpp
singapore.cpp
saudiarabia.cpp
poland.cpp
norway.cpp
newzealand.cpp
mexico.cpp
jointcalendar.cpp
japan.cpp
italy.cpp
indonesia.cpp
india.cpp
iceland.cpp
hungary.cpp
hongkong.cpp
germany.cpp
finland.cpp
denmark.cpp
czechrepublic.cpp
china.cpp
canada.cpp
brazil.cpp
australia.cpp
argentina.cpp
Results
  
Build log was saved at "file://c:\QuantLib-0.4.0\QuantLib-0.4.0\build\vc71\Debug\BuildLog.htm"
QuantLib - 16 error(s), 0 warning(s)