Hi all, it has to be that, I pulled what it was on your master five days ago and ran the test suite (release and debug static) I am on VC9.
Best
pp
----- Original Message -----
> Just 3 unresolved externals? Doesn't look like files are missing
> (you'd have a lot more in that case).
> I think a few default parameters were added to the unresolved
> functions lately. Is it possible the test-suite files weren't
> recompiled and are still trying to link the previous version of the
> functions?
>
> Luigi
>
>
> On Tue, Jun 24, 2014 at 3:37 PM, Ferdinando M. Ametrano
> <[hidden email]> wrote:
> > Hi
> >
> > I would like to upgrade to VC12. As I've got rusty at solution
> > management I
> > was wondering:
> > 1) is anyone else willing to perform it
> > 2) if I do it, should I allow VC12 to upgrade from V9, V10, or VC11
> > solutions?
> >
> > Incidentally, the test-suite in the current VC9 solution does not
> > link,
> > probably because of missing CPIBond, SwaptionVolCube1, and
> > FixedRateBondHelper files in the QuantLib project. I cannot figure
> > out
> > quickly the missing files, any help appreciated, error attached
> > belo
> >
> > ciao -- Nando
> >
> > 2>------ Build started: Project: testsuite, Configuration: Release
> > Win32
> > ------
> > 2>Linking...
> > 2> Creating library .\bin\QuantLib-test-suite-vc90-mt.lib and
> > object
> > .\bin\QuantLib-test-suite-vc90-mt.exp
> > 2>inflationcpibond.obj : error LNK2019: unresolved external symbol
> > "public:
> > __thiscall QuantLib::CPIBond::CPIBond(unsigned
> > int,double,bool,double,class
> > QuantLib::Period const &,class boost::shared_ptr<class
> > QuantLib::ZeroInflationIndex> const &,enum
> > QuantLib::CPI::InterpolationType,class QuantLib::Schedule const
> > &,class
> > std::vector<double,class std::allocator<double> > const &,class
> > QuantLib::DayCounter const &,enum
> > QuantLib::BusinessDayConvention,class
> > QuantLib::Date const &)"
> > (??0CPIBond@QuantLib@@QAE@IN_NNABVPeriod@1@ABV?$shared_ptr@VZeroInflationIndex@QuantLib@@@boost@@W4InterpolationType@CPI@1@ABVSchedule@1@ABV?$vector@NV?$allocator@N@std@@@std@@ABVDayCounter@1@W4BusinessDayConvention@1@ABVDate@1@@Z)
> > referenced in function "public: static void __cdecl
> > InflationCPIBondTest::testCleanPrice(void)"
> > (?testCleanPrice@InflationCPIBondTest@@SAXXZ)
> > 2>markovfunctional.obj : error LNK2019: unresolved external symbol
> > "public:
> > __thiscall QuantLib::SwaptionVolCube1::SwaptionVolCube1(class
> > QuantLib::Handle<class QuantLib::SwaptionVolatilityStructure> const
> > &,class
> > std::vector<class QuantLib::Period,class std::allocator<class
> > QuantLib::Period> > const &,class std::vector<class
> > QuantLib::Period,class
> > std::allocator<class QuantLib::Period> > const &,class
> > std::vector<double,class std::allocator<double> > const &,class
> > std::vector<class std::vector<class QuantLib::Handle<class
> > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > boost::shared_ptr<class QuantLib::SwapIndex> const &,class
> > boost::shared_ptr<class QuantLib::SwapIndex> const &,bool,class
> > std::vector<class std::vector<class QuantLib::Handle<class
> > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > std::vector<bool,class std::allocator<bool> > const &,bool,class
> > boost::shared_ptr<class QuantLib::EndCriteria> const &,double,class
> > boost::shared_ptr<class QuantLib::OptimizationMethod> const
> > &,double,bool,unsigned int)"
> > (??0SwaptionVolCube1@QuantLib@@QAE@ABV?$Handle@VSwaptionVolatilityStructure@QuantLib@@@1@ABV?$vector@VPeriod@QuantLib@@V?$allocator@VPeriod@QuantLib@@@std@@@std@@1ABV?$vector@NV?$allocator@N@std@@@4@ABV?$vector@V?$vector@V?$Handle@VQuote@QuantLib@@@QuantLib@@V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@@V?$allocator@V?$vector@V?$Handle@VQuote@QuantLib@@@QuantLib@@V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@@@2@@4@ABV?$shared_ptr@VSwapIndex@QuantLib@@@boost@@4_N3ABV?$vector@_NV?$allocator@_N@std@@@4@5ABV?$shared_ptr@VEndCriteria@QuantLib@@@8@NABV?$shared_ptr@VOptimizationMethod@QuantLib@@@8@N_NI@Z)
> > referenced in function "class QuantLib::Handle<class
> > QuantLib::SwaptionVolatilityStructure> __cdecl `anonymous
> > namespace'::md0SwaptionVts(void)"
> > (?md0SwaptionVts@?A0xcaf0c29a@@YA?AV?$Handle@VSwaptionVolatilityStructure@QuantLib@@@QuantLib@@XZ)
> > 2>rangeaccrual.obj : error LNK2001: unresolved external symbol
> > "public:
> > __thiscall QuantLib::SwaptionVolCube1::SwaptionVolCube1(class
> > QuantLib::Handle<class QuantLib::SwaptionVolatilityStructure> const
> > &,class
> > std::vector<class QuantLib::Period,class std::allocator<class
> > QuantLib::Period> > const &,class std::vector<class
> > QuantLib::Period,class
> > std::allocator<class QuantLib::Period> > const &,class
> > std::vector<double,class std::allocator<double> > const &,class
> > std::vector<class std::vector<class QuantLib::Handle<class
> > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > boost::shared_ptr<class QuantLib::SwapIndex> const &,class
> > boost::shared_ptr<class QuantLib::SwapIndex> const &,bool,class
> > std::vector<class std::vector<class QuantLib::Handle<class
> > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > std::vector<bool,class std::allocator<bool> > const &,bool,class
> > boost::shared_ptr<class QuantLib::EndCriteria> const &,double,class
> > boost::shared_ptr<class QuantLib::OptimizationMethod> const
> > &,double,bool,unsigned int)"
> > (??0SwaptionVolCube1@QuantLib@@QAE@ABV?$Handle@VSwaptionVolatilityStructure@QuantLib@@@1@ABV?$vector@VPeriod@QuantLib@@V?$allocator@VPeriod@QuantLib@@@std@@@std@@1ABV?$vector@NV?$allocator@N@std@@@4@ABV?$vector@V?$vector@V?$Handle@VQuote@QuantLib@@@QuantLib@@V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@@V?$allocator@V?$vector@V?$Handle@VQuote@QuantLib@@@QuantLib@@V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@@@2@@4@ABV?$shared_ptr@VSwapIndex@QuantLib@@@boost@@4_N3ABV?$vector@_NV?$allocator@_N@std@@@4@5ABV?$shared_ptr@VEndCriteria@QuantLib@@@8@NABV?$shared_ptr@VOptimizationMethod@QuantLib@@@8@N_NI@Z)
> > 2>swaptionvolatilitycube.obj : error LNK2001: unresolved external
> > symbol
> > "public: __thiscall
> > QuantLib::SwaptionVolCube1::SwaptionVolCube1(class
> > QuantLib::Handle<class QuantLib::SwaptionVolatilityStructure> const
> > &,class
> > std::vector<class QuantLib::Period,class std::allocator<class
> > QuantLib::Period> > const &,class std::vector<class
> > QuantLib::Period,class
> > std::allocator<class QuantLib::Period> > const &,class
> > std::vector<double,class std::allocator<double> > const &,class
> > std::vector<class std::vector<class QuantLib::Handle<class
> > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > boost::shared_ptr<class QuantLib::SwapIndex> const &,class
> > boost::shared_ptr<class QuantLib::SwapIndex> const &,bool,class
> > std::vector<class std::vector<class QuantLib::Handle<class
> > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > std::vector<bool,class std::allocator<bool> > const &,bool,class
> > boost::shared_ptr<class QuantLib::EndCriteria> const &,double,class
> > boost::shared_ptr<class QuantLib::OptimizationMethod> const
> > &,double,bool,unsigned int)"
> > (??0SwaptionVolCube1@QuantLib@@QAE@ABV?$Handle@VSwaptionVolatilityStructure@QuantLib@@@1@ABV?$vector@VPeriod@QuantLib@@V?$allocator@VPeriod@QuantLib@@@std@@@std@@1ABV?$vector@NV?$allocator@N@std@@@4@ABV?$vector@V?$vector@V?$Handle@VQuote@QuantLib@@@QuantLib@@V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@@V?$allocator@V?$vector@V?$Handle@VQuote@QuantLib@@@QuantLib@@V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@@@2@@4@ABV?$shared_ptr@VSwapIndex@QuantLib@@@boost@@4_N3ABV?$vector@_NV?$allocator@_N@std@@@4@5ABV?$shared_ptr@VEndCriteria@QuantLib@@@8@NABV?$shared_ptr@VOptimizationMethod@QuantLib@@@8@N_NI@Z)
> > 2>piecewiseyieldcurve.obj : error LNK2019: unresolved external
> > symbol
> > "public: __thiscall
> > QuantLib::FixedRateBondHelper::FixedRateBondHelper(class
> > QuantLib::Handle<class QuantLib::Quote> const &,unsigned
> > int,double,class
> > QuantLib::Schedule const &,class std::vector<double,class
> > std::allocator<double> > const &,class QuantLib::DayCounter const
> > &,enum
> > QuantLib::BusinessDayConvention,double,class QuantLib::Date const
> > &)"
> > (??0FixedRateBondHelper@QuantLib@@QAE@ABV?$Handle@VQuote@QuantLib@@@1@INABVSchedule@1@ABV?$vector@NV?$allocator@N@std@@@std@@ABVDayCounter@1@W4BusinessDayConvention@1@NABVDate@1@@Z)
> > referenced in function "public: __thiscall `anonymous
> > namespace'::CommonVars::CommonVars(void)"
> > (??0CommonVars@?A0xdb80a3f2@@QAE@XZ)
> > 2>.\bin\QuantLib-test-suite-vc90-mt.exe : fatal error LNK1120: 3
> > unresolved
> > externals
> >
> > ------------------------------------------------------------------------------
> > Open source business process management suite built on Java and
> > Eclipse
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> > Edition
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> > _______________________________________________
> > QuantLib-dev mailing list
> > [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >
>
>
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>
>
> ------------------------------------------------------------------------------
> Open source business process management suite built on Java and
> Eclipse
> Turn processes into business applications with Bonita BPM Community
> Edition
> Quickly connect people, data, and systems into organized workflows
> Winner of BOSSIE, CODIE, OW2 and Gartner awards
> http://p.sf.net/sfu/Bonitasoft
> _______________________________________________
> QuantLib-dev mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
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