Posted by
cheng li on
URL: http://quantlib.414.s1.nabble.com/ql-experimental-math-latentmodel-hpp-failed-at-Line-750-on-visual-studio-tp15940p15945.html
Hi Luigi,
I have found more issues when I build the examples on windows with visual studio 2012
1. ql\experimental\credit\randomlosslatentmodel.hpp Line 103
#if !defined(QL_PATCH_MSVC90)
friend class RandomLM<RandomLossLM, copulaPolicy, USNG>;
protected:
#else
public:
#endif
Error 34 error C3200: 'QuantLib::RandomLossLM<copulaPolicy,USNG>' : invalid template argument for template parameter 'derivedRandomLM', expected a class template
This issue can be resolved by replacing QL_PATCH_MSVC90 with _MSC_VER as the comment says...
2. ql\experimental\credit\randomdefaultlatentmodel.hpp at Line 831
RandomLM<RandomDefaultLM, copulaPolicy, USNG>(copula->numFactors(), copula->size(), copula->copula(),
Error 1 error C3200: 'QuantLib::RandomDefaultLM<copulaPolicy>' : invalid template argument for template parameter 'derivedRandomLM', expected a class template
This issue also goes for the same file at line 814 and
This can be solved by replacing the original line with RandomLM(copula->numFactors(), copula->size(), copula->copula(),
3. ql\experimental\credit\binomiallossmodel.hpp at Line 394
distrib.insert(std::make_pair<Real, Probability>(lossPts[i],
//capped, some situations giving a very small probability over 1
std::min(sum+values[i],1.)
));
Error 9 error C2664: 'std::make_pair' : cannot convert parameter 1 from 'double' to 'QuantLib::Real &&'
This error is rather strange and the error message seems ridiculous...
The same issue goes for ql\experimental\credit\randomdefaultlatentmodel.hpp at Line 394 and 398.
This issue can be resolved by replacing make_pair with pair.
I am not sure all these above fix will work properly with gcc...
Regards,
Cheng
-----邮件原件-----
发件人: Luigi Ballabio [mailto:
[hidden email]]
发送时间: 2014年10月7日 15:51
收件人: cheng li
抄送: QuantLib users
主题: Re: [Quantlib-users] ql/experimental/math/latentmodel.hpp failed at Line 750 on visual studio
It's fixed now, thanks. Strange that gcc didn't catch this...
Luigi
On Tue, Oct 7, 2014 at 6:49 AM, cheng li <
[hidden email]> wrote:
> Hi Team,
>
>
>
> I find this line can’t be compiled:
>
>
>
> explicit FactorSampler(const LatentModel<TC>::copulaType& copula,
>
> BigNatural seed = 0)
>
>
>
> Without typename
>
>
>
> Regards,
>
> Cheng
>
>
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