http://quantlib.414.s1.nabble.com/SwingOption-reproduction-error-messages-in-compiling-swing-option-code-tp6005p6006.html
>From the error message I'd guess that a few newer files are missing in your QL
version. You have to download the latest version from the SVN trunk to get
this code running. There are several header and cpp files that are new/have
changed since the 1.1 release.
> 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-dynami>c-programming/
>
http://hpcquantlib.wordpress.com/2011/05/29/swing-option-i-linear-vs-dynami>c-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?$shared_ptr@VExtOUWithJu
>mpsProcess@QuantLib@@@boost@@ABV?$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@VExtendedOrnsteinUh
>lenbeckProcess@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@VD
>ate@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)
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