Newbie problem with pricing an asian option

Posted by Simon Kronlund on Jan 31, 2008; 4:57pm
URL: http://quantlib.414.s1.nabble.com/Newbie-problem-with-pricing-an-asian-option-tp5440.html

Hi All,

 

I'am a newbie to C++ and QuantLib.

 

I'am trying to calculate a price for an asian option. I have used some code from the test-suite project, and have made some changes.

 

When I try to compile my project I receive the following errors:

 

Error 29 error LNK2019: unresolved external symbol "class boost::shared_ptr<class QuantLib::BlackVolTermStructure> __cdecl QuantLib::flatVol(class QuantLib::Date const &,class boost::shared_ptr<class QuantLib::Quote> const &,class QuantLib::DayCounter const &)" ([hidden email]) referenced in function "public: static void __cdecl SKAsianOption::SKMCDiscreteArithmeticAveragePrice(void)" ([hidden email]) asianpricer.obj 

 

Error 30 error LNK2019: unresolved external symbol "class boost::shared_ptr<class QuantLib::YieldTermStructure> __cdecl QuantLib::flatRate(class QuantLib::Date const &,class boost::shared_ptr<class QuantLib::Quote> const &,class QuantLib::DayCounter const &)" ([hidden email]) referenced in function "public: static void __cdecl SKAsianOption::SKMCDiscreteArithmeticAveragePrice(void)" ([hidden email]) asianpricer.obj 

 

 

I have located the error to the following lines:

boost::shared_ptr<YieldTermStructure> qTS = flatRate(today, qRate, dc);

boost::shared_ptr<BlackVolTermStructure> volTS = flatVol(today, vol, dc);

 

I have attached my project.

I deeply appreciate any help,

Best regards,

Simon Kronlund

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