Posted by
John Maiden on
Apr 03, 2011; 10:35pm
URL: http://quantlib.414.s1.nabble.com/Managed-Wrapper-tp8470.html
I'm working on a managed c++/cli wrapper for QuantLib that I can use it with
.net code. I'm using VS 2010 and have the latest code, where I downloaded the
2010 project using the advice from Quantcorner.
I've built the QuantLib code (with no problems) and included the library and
headers in the managed project as a reference. The code compiles, but I'm
getting linking errors that all seem to be centered around the FDM Heston code.
There are 12 linking errors in total; including three example errors for
reference. Hopefully someone will tell me what's going on:
Error 1 error LNK2019: unresolved external symbol "public: __thiscall
QuantLib::FdmSimpleProcess1dMesher::FdmSimpleProcess1dMesher(unsigned int,class
boost::shared_ptr<class QuantLib::StochasticProcess1D> const &,double,unsigned
int,double)"
(??0FdmSimpleProcess1dMesher@QuantLib@@QAE@IABV?$shared_ptr
@VStochasticProcess1D@QuantLib@@@boost@@NIN@Z)
referenced in function "public: virtual void __thiscall
QuantLib::FdHestonHullWhiteVanillaEngine::calculate(void)const "
(?calculate@FdHestonHullWhiteVanillaEngine@QuantLib@@UBEXXZ)
Error 2 error LNK2019: unresolved external symbol "public: __thiscall
QuantLib::Fdm3DimSolver::Fdm3DimSolver(struct QuantLib::FdmSolverDesc const
&,struct QuantLib::FdmSchemeDesc const &,class boost::shared_ptr<class
QuantLib::FdmLinearOpComposite> const &)"
(??0Fdm3DimSolver@QuantLib@@QAE@ABUFdmSolverDesc@1@ABUFdmSchemeDesc
@1@ABV?$shared_ptr@VFdmLinearOpComposite@QuantLib@@@boost@@@Z)
referenced in function "protected: virtual void __thiscall
QuantLib::FdmHestonHullWhiteSolver::performCalculations(void)const "
(?performCalculations@FdmHestonHullWhiteSolver@QuantLib@@MBEXXZ)
Error 12 error LNK2019: unresolved external symbol "public: double __thiscall
QuantLib::Fdm2DimSolver::thetaAt(double,double)const "
(?thetaAt@Fdm2DimSolver@QuantLib@@QBENNN@Z) referenced in function "public:
double __thiscall QuantLib::FdmHestonSolver::thetaAt(double,double)const "
(?thetaAt@FdmHestonSolver@QuantLib@@QBENNN@Z)
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