Re: Build fail in quantlib/trunk/QuantLib/Examples/BermudanSwaption

Posted by Gary Kennedy on Aug 12, 2011; 10:09am
URL: http://quantlib.414.s1.nabble.com/Build-fail-in-quantlib-trunk-QuantLib-Examples-BermudanSwaption-tp9036p9037.html

Seems to be a simple header file omitted.

adding this header

#include <ql/experimental/processes/klugeextouprocess.hpp>

to ql/experimental/finitedifferences/fdklugeextousspreadoption.hpp, seems to resolve it

gary

On 12 August 2011 10:56, Gary Kennedy <[hidden email]> wrote:

Hi,
I am setting up a build on a new machine using ubuntu 11.04 (64bit)
I found that one of the examples failed to build.

Gary

make[1]: Leaving directory `/home/gary/quantlib/trunk/QuantLib/Docs'
Making all in Examples
make[1]: Entering directory `/home/gary/quantlib/trunk/QuantLib/Examples'
Making all in BermudanSwaption
make[2]: Entering directory `/home/gary/quantlib/trunk/QuantLib/Examples/BermudanSwaption'
g++ -DHAVE_CONFIG_H -I. -I../../ql  -I../.. -I../..   -g -O2 -MT BermudanSwaption.o -MD -MP -MF .deps/BermudanSwaption.Tpo -c -o BermudanSwaption.o BermudanSwaption.cpp
In file included from ../../ql/experimental/finitedifferences/all.hpp:22:0,
                 from ../../ql/experimental/all.hpp:13,
                 from ../../ql/quantlib.hpp:42,
                 from BermudanSwaption.cpp:22:
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:48:39: error: ‘KlugeExtOUProcess’ was not declared in this scope
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:48:56: error: template argument 1 is invalid
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:60:33: error: ‘KlugeExtOUProcess’ was not declared in this scope
../../ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp:60:50: error: template argument 1 is invalid
make[2]: *** [BermudanSwaption.o] Error 1
make[2]: Leaving directory `/home/gary/quantlib/trunk/QuantLib/Examples/BermudanSwaption'
make[1]: *** [all-recursive] Error 1
make[1]: Leaving directory `/home/gary/quantlib/trunk/QuantLib/Examples'
make: *** [all-recursive] Error 1
gary@kennedy-X200:~/quantlib/trunk/QuantLib$ gcc --version
gcc (Ubuntu/Linaro 4.5.2-8ubuntu4) 4.5.2
Copyright (C) 2010 Free Software Foundation, Inc.
This is free software; see the source for copying conditions.  There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

gary@kennedy-X200:~/quantlib/trunk/QuantLib$ uname -a
Linux kennedy-X200 2.6.38-10-generic #46-Ubuntu SMP Tue Jun 28 15:07:17 UTC 2011 x86_64 x86_64 x86_64 GNU/Linux

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