Compilation of QuantLibAddin

Posted by Ortelli Claudio on
URL: http://quantlib.414.s1.nabble.com/Compilation-of-QuantLibAddin-tp561.html


Dear Quantlib users,

I would like to use QuantLib under MS Excel. To this end I
have followed the steps described in the "Build Tutorial" of
QuantLibAddin (http://quantlib.org/quantlibaddin/build_tutorial.html),
i.e. I have:

1) Installed Visual C++ and the SDK
2) Installed Python 2.4.4
3) Installed and Built Boost
4) Installed and Built QuantLib
   The QuantLib Testsuite ran successfully.

   However, the tutorial says that
   " ... In other words the QuantLibAddin compilation will expect to find
       * QuantLib header files in directory $(QL_DIR)\include
       * QuantLib lib file QuantLib-vc80-mt-s-0_3_14.lib in directory $(QL_DIR)\lib"
       
   But, after both compiling and successfully testing QuantLib the directory $(QL_DIR)\include does not
   exist. Is that normal?

5) Installed and built log4cxx
   the build process created the file "log4cxx-0.9.7b\msvc\lib\log4cxxs-vc80-mt-s.lib" as expected.
   
6) Installed gensrc
7) Installed and built ObjectHandler
   Compilation was successfully completed.
   However, while the tutorial says that
   * "The build process creates file ObjectHandler\ohxl\ohxllib\lib\ObjectHandler-vc80-mt-s-0_1_5.lib."
      the folder ObjectHandler-0.1.5 contains only "\ohxl\ohxllib\" and not "\lib\". Is that normal?

   * After compilation the ObjectHandler-0.1.5\lib\ folder contains two files:
     "ObjectHandler-xllib-vc80-mt-s-0_1_5.lib" and
     "xlsdk-vc80-mt-s.lib"
     but the file "ObjectHandler-vc80-mt-s-0_1_5.lib" does not exist.
8) Installed QuantLibAddin-0.3.14.exe and QuantLibXL-src-0.3.14.exe, built QuantLibAddin

   Compilation of QuantLibAddin failed. I obtained the following errors:
   
   1)
   couponvectors.cpp
   .\qlo\couponvectors.cpp(76) : error C2039: 'SimpleCashFlow' : is not a member of 'QuantLib'
   .\qlo\couponvectors.cpp(76) : error C2065: 'SimpleCashFlow' : undeclared identifier
   .\qlo\couponvectors.cpp(77) : error C2039: 'SimpleCashFlow' : is not a member of 'QuantLib'
   .\qlo\couponvectors.cpp(77) : error C2783: 'boost::shared_ptr<T> boost::dynamic_pointer_cast(const boost::shared_ptr<U> &)' : could not deduce template argument for 'T'
        C:\Boost\include\boost-1_33_1\boost/shared_ptr.hpp(385) : see declaration of 'boost::dynamic_pointer_cast'
   .\qlo\couponvectors.cpp(77) : error C2512: 'boost::shared_ptr' : no appropriate default constructor available
   .\qlo\couponvectors.cpp(78) : error C2451: conditional expression of type 'boost::shared_ptr' is illegal
        No user-defined-conversion operator available that can perform this conversion, or the operator cannot be called
               
   2)
   shortratemodels.cpp
   .\Functions\shortratemodels.cpp(71) : error C2039: 'convexityBias' : is not a member of 'QuantLib'
   .\Functions\shortratemodels.cpp(71) : error C3861: 'convexityBias': identifier not found
   

I'm new in QuantLib and in compiling source code. I followed exactly the tutorial but perhaps I do something wrong
or the compiler is not configured/installed correctly.

Do you have any idea of what is going wrong and how to correct it?

My System composed by

Window XP Professional, Version 2002, Service Pack 2
MS Visual Studio 2005 Version 8.0.50727.762 (SP.050727-7600)
Microsoft Visual C++ 2005 76542-000-0000011-00125
Microsoft .NET Framework Version 2.0.50727


Many thanks in advance

Claudio

         
     
   

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