Posted by
Sylvain Bertrand on
URL: http://quantlib.414.s1.nabble.com/cubic-spline-with-overshooting-minimization-tp12064p12066.html
As I've done some coding I'd like to try it out with the test-suite... however, compiling the test-suite from HEAD gives:
=========================== CUT HERE =============================
marketmodel.o: In function `MarketModelTest::testPathwiseVegas()':
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2347: undefined reference to `QuantLib::RatePseudoRootJacobian::RatePseudoRootJacobian(QuantLib ::Matrix const&, unsigned int, unsigned int, std::vector<double, std::allocator< double> > const&, std::vector<QuantLib::Matrix, std::allocator<QuantLib::Matrix> > const&, std::vector<double, std::allocator<double> > const&)'
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2354: undefined reference to `QuantLib::RatePseudoRootJacobianNumerical::RatePseudoRootJacobian Numerical(QuantLib::Matrix const&, unsigned int, unsigned int, std::vector<doubl e, std::allocator<double> > const&, std::vector<QuantLib::Matrix, std::allocator <QuantLib::Matrix> > const&, std::vector<double, std::allocator<double> > const& )'
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2361: undefined reference to `QuantLib::RatePseudoRootJacobianNumerical::RatePseudoRootJacobian Numerical(QuantLib::Matrix const&, unsigned int, unsigned int, std::vector<doubl e, std::allocator<double> > const&, std::vector<QuantLib::Matrix, std::allocator <QuantLib::Matrix> > const&, std::vector<double, std::allocator<double> > const& )'
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2421: undefined reference to `QuantLib::RatePseudoRootJacobian::getBumps(std::vector<double, st d::allocator<double> > const&, std::vector<double, std::allocator<double> > cons t&, std::vector<double, std::allocator<double> > const&, std::vector<double, std ::allocator<double> > const&, QuantLib::Matrix&)'
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2422: undefined reference to `QuantLib::RatePseudoRootJacobianNumerical::getBumps(std::vector<d ouble, std::allocator<double> > const&, std::vector<double, std::allocator<doubl e> > const&, std::vector<double, std::allocator<double> > const&, std::vector<do uble, std::allocator<double> > const&, QuantLib::Matrix&)'
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2423: undefined reference to `QuantLib::RatePseudoRootJacobianNumerical::getBumps(std::vector<d ouble, std::allocator<double> > const&, std::vector<double, std::allocator<doubl e> > const&, std::vector<double, std::allocator<double> > const&, std::vector<do uble, std::allocator<double> > const&, QuantLib::Matrix&)'
collect2: ld returned 1 exit status
make[1]: *** [quantlib-test-suite] Error 1
make[1]: Leaving directory `/home/sylvain/quantlib/trunk/QuantLib/test-suite'
make: *** [all-recursive] Error 1
=========================== CUT HERE =============================
I was wondering if that's something that needs to be fixed?
Sylvain
On 7/11/08, Luigi Ballabio <[hidden email]> wrote:
On Fri, 2008-07-11 at 09:44 -0400, Sylvain Bertrand wrote:
> For those who don't remember, those are cubic splines that minimize
> the integral of the first (or second) derivatives.
> As they're widely used, I was wondering if that would be a feature
> that you would like to see in QuantLib?
Yes, it would be nice.
Luigi
--
Within C++, there is a much smaller and cleaner language struggling to
get out.
-- Bjarne Stroustrup
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