Re: QLXL 1.5 - unified project discovery?

Posted by Peter Caspers-4 on
URL: http://quantlib.414.s1.nabble.com/QLXL-1-5-unified-project-discovery-tp16312p16328.html

you are trying to use QuantLib 1.5 with QuantLibXL 1.4, right ? I
remember these two fixes were necessary for qlxl in order to work with
ql 1.5

https://github.com/lballabio/quantlib/commit/2c4cd34bdbf3a514ffff121f085938be29197b83
https://github.com/lballabio/quantlib/commit/384595ec875734c69a8747add6a42125d74e4928

so basically you need to update qlo / cmsmarket.hpp and qlo /
cmsmarket.cpp to the versions in the 1.5 release.

Does that help ?

Peter



On 6 March 2015 at 17:34, Nicholas Manganaro <[hidden email]> wrote:

> Hi, Peter.
> I thought that would be the item of most general interest.
> That was the full error message(see below), but there was an "IntelliSence" message as well:
>
> IntelliSense: no instance of constructor "QuantLib::CmsMarket::CmsMarket" matches the argument list
>          argument types are: (const std::vector<QuantLib::Period, std::allocator<QuantLib::Period>>, const std::vector<boost::shared_ptr<QuantLib::SwapIndex>,
> std::allocator<boost::shared_ptr<QuantLib::SwapIndex>>>, const boost::shared_ptr<QuantLib::IborIndex>,
> const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote>>>,
> std::allocator<std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote>>>>>,
> std::vector<boost::shared_ptr<QuantLib::HaganPricer>, std::allocator<boost::shared_ptr<QuantLib::HaganPricer>>>,
> const QuantLib::Handle<QuantLib::YieldTermStructure>)
>
> from file: c:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, line 56, column 32, in QuantLibObjects
>
> I hope this provides you what you were hoping for. If not, I am willing to look elsewhere for info, if told where to look. Although I've had Visual Studio for a while, I have typically run it by following specific directions .
>
> -Nick
> -----Original Message-----
> From: Peter Caspers [mailto:[hidden email]]
> Sent: Friday, March 06, 2015 5:19 AM
> To: [hidden email]
> Cc: Luigi Ballabio; QuantLib users
> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>
> can you send the complete message for this one (I remember there were fixes recently) Peter
>
> error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty> &,const std::vector<boost::shared_ptr<T>> &,const boost::shared_ptr<QuantLib::IborIndex> &,const std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
>
> On 6 March 2015 at 01:34, Nicholas Manganaro <[hidden email]> wrote:
>> That made the project visible.
>>
>> Thanks for the quick response.
>>
>>
>>
>> Now the process raises two processing errors and one fatal errors.
>>
>> If you have the patience and inclination, I could use some additional help.
>>
>>
>>
>> Errors:
>>
>>>
>>
>> error C2664: 'QuantLib::CmsMarket::CmsMarket(const std::vector<_Ty>
>> &,const std::vector<boost::shared_ptr<T>> &,const
>> boost::shared_ptr<QuantLib::IborIndex> &,const
>> std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const
>> std::vector<boost::shared_ptr<QuantLib::CmsCouponPricer>> &,const
>> QuantLib::Handle<QuantLib::YieldTermStructure> &)' : cannot convert
>> parameter 5 from 'std::vector<_Ty>' to 'const std::vector<_Ty> &'
>>
>> <
>>
>> From file: C:\build_ql_1_4_0\QuantLibAddin\qlo\cmsmarket.cpp, Line:61,
>> Column Number: 1, Project: QuantLibObjects
>>
>>
>>
>>>
>>
>> Fatal error LNK1181: cannot open input file
>> 'C:\build_ql_1_4_0\QuantLibAddin\lib\QuantLibObjects-vc110-mt-s-1_4_0.lib'
>>
>> <
>>
>> From file: C:\build_ql_1_4_0\QuantLibXL\qlxl\LINK         Project:
>> QuantLibXLStatic
>>
>>
>>
>> Note: The file QuantLibObjects-vc110-mt-s-1_4_0.lib does not exist,
>> and perhaps should have been created in an earlier part in the
>> process, but there was a fatal error in its creation.
>>
>>
>>
>> The final process of building the add-in for Excel, identified as “10”
>> in Visual Studio 2012 Express, suffers an error with the message:
>>
>> The referenced project '..\QuantLib\QuantLib_vc11.vcxproj' does not exist.
>>
>> This seems to result from the same problem with the reference for the
>> file, which I would change, but I do not know where to find this one.
>>
>> I have been looking for much of the day for where this reference is,
>> but could not find it.
>>
>>
>>
>> -Nick
>>
>>
>>
>> From: Luigi Ballabio [mailto:[hidden email]]
>> Sent: Thursday, March 05, 2015 8:52 AM
>> To: [hidden email]
>> Cc: Eric Ehlers; QuantLib users
>> Subject: Re: [Quantlib-users] QLXL 1.5 - unified project discovery?
>>
>>
>>
>> I would try opening the solution file in a text editor and replacing
>> the old project references with the new ones (e.g.,
>> QuantLib_vc10.vcxproj should become QuantLib.vcxproj).
>>
>>
>>
>> Luigi
>>
>>
>>
>>
>>
>> On Thu, Mar 5, 2015 at 2:47 PM, Nicholas Manganaro
>> <[hidden email]>
>> wrote:
>>
>> Moving slowly forward. . .
>> I downloaded the modified files from Eric's links, below, updated
>> Boost to
>> 1.57 for good measure, but I have been unable to actually compile the
>> code, because Visual Studio cannot find the project file for QuantLib,
>> whether I try to build it in vs-10 or vs-11.
>> What do I have to change or set to enable the discovery of the unified
>> project, so I can move along with this effort?
>> Any help appreciated.
>> Thanks.
>> Nick
>> -----Original Message-----
>> From: Eric Ehlers [mailto:[hidden email]]
>> Sent: Friday, February 13, 2015 5:40 AM
>> To: Nicholas Manganaro
>> Cc: Luigi Ballabio; QuantLib users
>> Subject: Re: [Quantlib-users] QLXL 1.5
>>
>> There is a bug fix to QuantLibXL that you might want to pick up:
>>
>> https://github.com/eehlers/quantlib/commit/59b6cbd3fce3a28b1625dafe227
>> 522a94
>> bb5df08
>> https://github.com/eehlers/quantlib/commit/8c65551f376e7dbec7738f75925
>> dcc7d8
>> fdbf25e
>>
>> It fixes a problem where a spreadsheet opens up and calls qlSetQuote()
>> with an old, stale value, then if the real live value is #NA the quote
>> object does not get invalidated.  The bug fix allows #NA as an input
>> to
>> qlSetQuote() to invalidate the quote object.
>>
>> I plan to get QuantLibXL 1.5 out in March.
>>
>> Regards,
>> Eric
>>
>> On Fri, 13 Feb 2015 10:03:15 +0100
>> Luigi Ballabio <[hidden email]> wrote:
>>
>>> QuantLib 1.5 is backwards compatible, so you can build QuantLibXL 1.4
>>> with QuantLib 1.5 and get any bug fixes included in the release. Of
>>> course, new features won't be exported.
>>>
>>> Luigi
>>>
>>> On Thu, Feb 12, 2015 at 7:39 PM, Nicholas Manganaro <
>>> [hidden email]> wrote:
>>>
>>> > Have there been changes to the process for building QuantLibXL
>>> > since 1.4? At that time various auxiliary programs (gensrc,
>>> > ObjectHandler, and QuantLibAddin) all had version number 1.4.
>>> > There was also a QuantLibXL-1.4.0-framework.
>>> > Will I need to wait for the version 1.5 of these in order to build
>>> > QuantLibXL 1.5?
>>> > Thanks,
>>> > Nick
>>> >
>>> >
>>> > -------------------------------------------------------------------
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>>>
>>
>>
>>
>>
>>
>> --
>>
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>>
>>
>> ----------------------------------------------------------------------
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>> Media, is your hub for all things parallel software development, from
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news, videos, case studies, tutorials and more. Take a look and join the
conversation now. http://goparallel.sourceforge.net/
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