[SwingOption reproduction] error messages in compiling swing option code

Posted by Dennis Zhang on
URL: http://quantlib.414.s1.nabble.com/SwingOption-reproduction-error-messages-in-compiling-swing-option-code-tp6005.html

I have been trying to reproduce the Swing Options posted on Klaus Blog at

http://hpcquantlib.wordpress.com/2011/05/29/swing-option-i-linear-vs-dynamic-programming/

After adding those latest header files, the compiler gives out the following error message. I wonder if anybody runs into similar issues.

1>SwingOptionTest1.obj : error LNK2019: unresolved external symbol "public: __thiscall QuantLib::FdSimpleExtOUJumpSwingEngine::FdSimpleExtOUJumpSwingEngine(class boost::shared_ptr<class QuantLib::ExtOUWithJumpsProcess> const &,class boost::shared_ptr<class QuantLib::YieldTermStructure> const &,unsigned int,unsigned int,unsigned int,class boost::shared_ptr<class std::vector<struct std::pair<double,double>,class std::allocator<struct std::pair<double,double> > > > const &,struct QuantLib::FdmSchemeDesc const &)" (??0FdSimpleExtOUJumpSwingEngine@QuantLib@@QAE@ABV?$shared_ptr@VExtOUWithJumpsProcess@QuantLib@@@boost@@ABV?$shared_ptr@VYieldTermStructure@QuantLib@@@3@IIIABV?$shared_ptr@V?$vector@U?$pair@NN@std@@V?$allocator@U?$pair@NN@std@@@2@@std@@@3@ABUFdmSchemeDesc@1@@Z) referenced in function "public: void __thiscall `anonymous namespace'::Worker::operator()(void)" (??RWorker@?A0x1ea30ad1@@QAEXXZ)
1>SwingOptionTest1.obj : error LNK2019: unresolved external symbol _glp_delete_prob referenced in function "public: void __thiscall `anonymous namespace'::Worker::operator()(void)" (??RWorker@?A0x1ea30ad1@@QAEXXZ)
......
1>SwingOptionTest1.obj : error LNK2019: unresolved external symbol "public: __thiscall QuantLib::ExtOUWithJumpsProcess::ExtOUWithJumpsProcess(class boost::shared_ptr<class QuantLib::ExtendedOrnsteinUhlenbeckProcess> const &,double,double,double,double)" (??0ExtOUWithJumpsProcess@QuantLib@@QAE@ABV?$shared_ptr@VExtendedOrnsteinUhlenbeckProcess@QuantLib@@@boost@@NNNN@Z) referenced in function "public: void __thiscall `anonymous namespace'::Worker::operator()(void)" (??RWorker@?A0x1ea30ad1@@QAEXXZ)
1>SwingOptionTest1.obj : error LNK2019: unresolved external symbol "public: __thiscall QuantLib::SwingExercise::SwingExercise(class std::vector<class QuantLib::Date,class std::allocator<class QuantLib::Date> > const &,class std::vector<unsigned int,class std::allocator<unsigned int> > const &)" (??0SwingExercise@QuantLib@@QAE@ABV?$vector@VDate@QuantLib@@V?$allocator@VDate@QuantLib@@@std@@@std@@ABV?$vector@IV?$allocator@I@std@@@3@@Z) referenced in function "public: void __thiscall `anonymous namespace'::Worker::operator()(void)" (??RWorker@?A0x1ea30ad1@@QAEXXZ)