On 7 August 2008 at 19:42, Lucas Nussbaum wrote:
| Package: quantlib-swig
| Version: 0.9.0-1
| Severity: serious
| User: [EMAIL PROTECTED]
| Usertags: qa-ftbfs-20080807 qa-ftbfs
| Justification: FTBFS on i386
Yes, but a rebuild is pending the move of libquantlib 0.9.6 from NEW to
unstable.
Dirk
| Hi,
|
| During a rebuild of all packages in sid, your package failed to build on
| i386.
|
| Relevant part:
| > g++ -fno-strict-aliasing -DNDEBUG -g -fwrapv -O2 -Wall -Wstrict-prototypes
-O2 -Wall -Wno-strict-aliasing -fPIC -I/usr/include/python2.5 -I/usr/include -c
QuantLib/quantlib_wrap.cpp -o
build/temp.linux-i686-2.5/QuantLib/quantlib_wrap.o -Wno-unused -O2 -Wall
-Wno-strict-aliasing
| > cc1plus: warning: command line option "-Wstrict-prototypes" is valid for
Ada/C/ObjC but not for C++
| > QuantLib/quantlib_wrap.cpp: In constructor
'swig::PyObject_ptr::PyObject_ptr(PyObject*, bool)':
| > QuantLib/quantlib_wrap.cpp:3183: warning: suggest explicit braces to avoid
ambiguous 'else'
| > QuantLib/quantlib_wrap.cpp: In destructor
'swig::PySequence_Cont<T>::~PySequence_Cont()':
| > QuantLib/quantlib_wrap.cpp:4695: warning: suggest explicit braces to avoid
ambiguous 'else'
| > QuantLib/quantlib_wrap.cpp: In member function 'QuantLib::Real
UnaryFunction::operator()(QuantLib::Real) const':
| > QuantLib/quantlib_wrap.cpp:5721: warning: deprecated conversion from string
constant to 'char*'
| > QuantLib/quantlib_wrap.cpp: In member function 'QuantLib::Real
UnaryFunction::derivative(QuantLib::Real) const':
| > QuantLib/quantlib_wrap.cpp:5729: warning: deprecated conversion from string
constant to 'char*'
| > QuantLib/quantlib_wrap.cpp:5729: warning: deprecated conversion from string
constant to 'char*'
| > QuantLib/quantlib_wrap.cpp: In member function 'QuantLib::Real
BinaryFunction::operator()(QuantLib::Real, QuantLib::Real) const':
| > QuantLib/quantlib_wrap.cpp:5761: warning: deprecated conversion from string
constant to 'char*'
| > QuantLib/quantlib_wrap.cpp: At global scope:
| > QuantLib/quantlib_wrap.cpp:6127: error: 'NaturalCubicSpline' is not a
member of 'QuantLib'
| > QuantLib/quantlib_wrap.cpp:6127: error: 'NaturalCubicSpline' is not a
member of 'QuantLib'
| > QuantLib/quantlib_wrap.cpp:6127: error: template argument 1 is invalid
| > QuantLib/quantlib_wrap.cpp:6127: error: invalid type in declaration before
';' token
| > QuantLib/quantlib_wrap.cpp: In function 'QuantLib::Real
SafeNaturalCubicSpline_derivative__SWIG_0(SafeNaturalCubicSpline*,
QuantLib::Real, bool)':
| > QuantLib/quantlib_wrap.cpp:6130: error: request for member 'f_' in '*
self', which is of non-class type 'int'
| > QuantLib/quantlib_wrap.cpp: In function 'QuantLib::Real
SafeNaturalCubicSpline_secondDerivative__SWIG_0(SafeNaturalCubicSpline*,
QuantLib::Real, bool)':
| > QuantLib/quantlib_wrap.cpp:6133: error: request for member 'f_' in '*
self', which is of non-class type 'int'
| > QuantLib/quantlib_wrap.cpp: At global scope:
| > QuantLib/quantlib_wrap.cpp:6136: error: 'NaturalMonotonicCubicSpline' is
not a member of 'QuantLib'
| > QuantLib/quantlib_wrap.cpp:6136: error: 'NaturalMonotonicCubicSpline' is
not a member of 'QuantLib'
| > QuantLib/quantlib_wrap.cpp:6136: error: template argument 1 is invalid
| > QuantLib/quantlib_wrap.cpp:6136: error: invalid type in declaration before
';' token
| > QuantLib/quantlib_wrap.cpp: In function 'QuantLib::Real
SafeNaturalMonotonicCubicSpline_derivative__SWIG_0(SafeNaturalMonotonicCubicSpline*,
QuantLib::Real, bool)':
| > QuantLib/quantlib_wrap.cpp:6139: error: request for member 'f_' in '*
self', which is of non-class type 'int'
| > QuantLib/quantlib_wrap.cpp: In function 'QuantLib::Real
SafeNaturalMonotonicCubicSpline_secondDerivative__SWIG_0(SafeNaturalMonotonicCubicSpline*,
QuantLib::Real, bool)':
| > QuantLib/quantlib_wrap.cpp:6142: error: request for member 'f_' in '*
self', which is of non-class type 'int'
| > QuantLib/quantlib_wrap.cpp: At global scope:
| > QuantLib/quantlib_wrap.cpp:6171: error: 'QuantLib::CubicSpline' has not
been declared
| > QuantLib/quantlib_wrap.cpp:6364: error: 'QuantLib::ConstantOptionletVol'
has not been declared
| > QuantLib/quantlib_wrap.cpp: In function 'ConstantOptionletVolPtr*
new_ConstantOptionletVolPtr__SWIG_0(const QuantLib::Date&,
QuantLib::Volatility, const QuantLib::Calendar&, const QuantLib::DayCounter&)':
| > QuantLib/quantlib_wrap.cpp:6370: error: expected type-specifier before
'ConstantOptionletVol'
| > QuantLib/quantlib_wrap.cpp:6370: error: expected `)' before
'ConstantOptionletVol'
| > QuantLib/quantlib_wrap.cpp: In function 'ConstantOptionletVolPtr*
new_ConstantOptionletVolPtr__SWIG_1(const QuantLib::Date&, const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Calendar&, const
QuantLib::DayCounter&)':
| > QuantLib/quantlib_wrap.cpp:6375: error: expected type-specifier before
'ConstantOptionletVol'
| > QuantLib/quantlib_wrap.cpp:6375: error: expected `)' before
'ConstantOptionletVol'
| > QuantLib/quantlib_wrap.cpp: In function 'ConstantOptionletVolPtr*
new_ConstantOptionletVolPtr__SWIG_2(QuantLib::Volatility, const
QuantLib::Calendar&, const QuantLib::DayCounter&)':
| > QuantLib/quantlib_wrap.cpp:6380: error: expected type-specifier before
'ConstantOptionletVol'
| > QuantLib/quantlib_wrap.cpp:6380: error: expected `)' before
'ConstantOptionletVol'
| > QuantLib/quantlib_wrap.cpp: In function 'ConstantOptionletVolPtr*
new_ConstantOptionletVolPtr__SWIG_3(const QuantLib::Handle<QuantLib::Quote>&,
const QuantLib::Calendar&, const QuantLib::DayCounter&)':
| > QuantLib/quantlib_wrap.cpp:6384: error: expected type-specifier before
'ConstantOptionletVol'
| > QuantLib/quantlib_wrap.cpp:6384: error: expected `)' before
'ConstantOptionletVol'
| > QuantLib/quantlib_wrap.cpp: In function 'DepositRateHelperPtr*
new_DepositRateHelperPtr__SWIG_0(const QuantLib::Handle<QuantLib::Quote>&,
const QuantLib::Period&, QuantLib::Natural, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention, bool, QuantLib::Natural, const
QuantLib::DayCounter&)':
| > QuantLib/quantlib_wrap.cpp:9481: error: no matching function for call to
'QuantLib::DepositRateHelper::DepositRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Period&,
QuantLib::Natural&, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention&, bool&, QuantLib::Natural&, const
QuantLib::DayCounter&)'
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:121: note: candidates
are: QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Rate, const
boost::shared_ptr<QuantLib::IborIndex>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:119: note:
QuantLib::DepositRateHelper::DepositRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const
boost::shared_ptr<QuantLib::IborIndex>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:117: note:
QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Rate, const
QuantLib::Period&, QuantLib::Natural, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:110: note:
QuantLib::DepositRateHelper::DepositRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Period&, QuantLib::Natural,
const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const
QuantLib::DayCounter&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:102: note:
QuantLib::DepositRateHelper::DepositRateHelper(const
QuantLib::DepositRateHelper&)
| > QuantLib/quantlib_wrap.cpp: In function 'DepositRateHelperPtr*
new_DepositRateHelperPtr__SWIG_1(QuantLib::Rate, const QuantLib::Period&,
QuantLib::Natural, const QuantLib::Calendar&, QuantLib::BusinessDayConvention,
bool, QuantLib::Natural, const QuantLib::DayCounter&)':
| > QuantLib/quantlib_wrap.cpp:9488: error: no matching function for call to
'QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Rate&, const
QuantLib::Period&, QuantLib::Natural&, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention&, bool&, QuantLib::Natural&, const
QuantLib::DayCounter&)'
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:121: note: candidates
are: QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Rate, const
boost::shared_ptr<QuantLib::IborIndex>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:119: note:
QuantLib::DepositRateHelper::DepositRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const
boost::shared_ptr<QuantLib::IborIndex>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:117: note:
QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Rate, const
QuantLib::Period&, QuantLib::Natural, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:110: note:
QuantLib::DepositRateHelper::DepositRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Period&, QuantLib::Natural,
const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const
QuantLib::DayCounter&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:102: note:
QuantLib::DepositRateHelper::DepositRateHelper(const
QuantLib::DepositRateHelper&)
| > QuantLib/quantlib_wrap.cpp: In function 'FraRateHelperPtr*
new_FraRateHelperPtr__SWIG_0(const QuantLib::Handle<QuantLib::Quote>&,
QuantLib::Natural, QuantLib::Natural, QuantLib::Natural, const
QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, QuantLib::Natural,
const QuantLib::DayCounter&)':
| > QuantLib/quantlib_wrap.cpp:9495: error: no matching function for call to
'QuantLib::FraRateHelper::FraRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural&, QuantLib::Natural&,
QuantLib::Natural&, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention&, bool&, QuantLib::Natural&, const
QuantLib::DayCounter&)'
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:159: note: candidates
are: QuantLib::FraRateHelper::FraRateHelper(QuantLib::Rate, QuantLib::Natural,
const boost::shared_ptr<QuantLib::IborIndex>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:156: note:
QuantLib::FraRateHelper::FraRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural, const
boost::shared_ptr<QuantLib::IborIndex>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:153: note:
QuantLib::FraRateHelper::FraRateHelper(QuantLib::Rate, QuantLib::Natural,
QuantLib::Natural, QuantLib::Natural, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:145: note:
QuantLib::FraRateHelper::FraRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural, QuantLib::Natural,
QuantLib::Natural, const QuantLib::Calendar&, QuantLib::BusinessDayConvention,
bool, const QuantLib::DayCounter&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:136: note:
QuantLib::FraRateHelper::FraRateHelper(const QuantLib::FraRateHelper&)
| > QuantLib/quantlib_wrap.cpp: In function 'FraRateHelperPtr*
new_FraRateHelperPtr__SWIG_1(QuantLib::Rate, QuantLib::Natural,
QuantLib::Natural, QuantLib::Natural, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention, bool, QuantLib::Natural, const
QuantLib::DayCounter&)':
| > QuantLib/quantlib_wrap.cpp:9502: error: no matching function for call to
'QuantLib::FraRateHelper::FraRateHelper(QuantLib::Rate&, QuantLib::Natural&,
QuantLib::Natural&, QuantLib::Natural&, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention&, bool&, QuantLib::Natural&, const
QuantLib::DayCounter&)'
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:159: note: candidates
are: QuantLib::FraRateHelper::FraRateHelper(QuantLib::Rate, QuantLib::Natural,
const boost::shared_ptr<QuantLib::IborIndex>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:156: note:
QuantLib::FraRateHelper::FraRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural, const
boost::shared_ptr<QuantLib::IborIndex>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:153: note:
QuantLib::FraRateHelper::FraRateHelper(QuantLib::Rate, QuantLib::Natural,
QuantLib::Natural, QuantLib::Natural, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:145: note:
QuantLib::FraRateHelper::FraRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural, QuantLib::Natural,
QuantLib::Natural, const QuantLib::Calendar&, QuantLib::BusinessDayConvention,
bool, const QuantLib::DayCounter&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:136: note:
QuantLib::FraRateHelper::FraRateHelper(const QuantLib::FraRateHelper&)
| > QuantLib/quantlib_wrap.cpp: In function 'FuturesRateHelperPtr*
new_FuturesRateHelperPtr__SWIG_0(const QuantLib::Handle<QuantLib::Quote>&,
const QuantLib::Date&, QuantLib::Natural, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention, const QuantLib::DayCounter&, const
QuantLib::Handle<QuantLib::Quote>&)':
| > QuantLib/quantlib_wrap.cpp:9508: error: no matching function for call to
'QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, QuantLib::Natural&,
const QuantLib::Calendar&, QuantLib::BusinessDayConvention&, const
QuantLib::DayCounter&, const QuantLib::Handle<QuantLib::Quote>&)'
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:69: note: candidates
are: QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real, const
QuantLib::Date&, const boost::shared_ptr<QuantLib::IborIndex>&, QuantLib::Rate)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:65: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, const
boost::shared_ptr<QuantLib::IborIndex>&, const
QuantLib::Handle<QuantLib::Quote>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:61: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real, const
QuantLib::Date&, QuantLib::Size, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&,
QuantLib::Rate)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:53: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, QuantLib::Size,
const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const
QuantLib::DayCounter&, const QuantLib::Handle<QuantLib::Quote>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:44: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::FuturesRateHelper&)
| > QuantLib/quantlib_wrap.cpp: In function 'FuturesRateHelperPtr*
new_FuturesRateHelperPtr__SWIG_1(const QuantLib::Handle<QuantLib::Quote>&,
const QuantLib::Date&, QuantLib::Natural, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention, const QuantLib::DayCounter&, QuantLib::Rate)':
| > QuantLib/quantlib_wrap.cpp:9514: error: no matching function for call to
'QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, QuantLib::Natural&,
const QuantLib::Calendar&, QuantLib::BusinessDayConvention&, const
QuantLib::DayCounter&, QuantLib::Rate&)'
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:69: note: candidates
are: QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real, const
QuantLib::Date&, const boost::shared_ptr<QuantLib::IborIndex>&, QuantLib::Rate)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:65: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, const
boost::shared_ptr<QuantLib::IborIndex>&, const
QuantLib::Handle<QuantLib::Quote>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:61: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real, const
QuantLib::Date&, QuantLib::Size, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&,
QuantLib::Rate)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:53: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, QuantLib::Size,
const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const
QuantLib::DayCounter&, const QuantLib::Handle<QuantLib::Quote>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:44: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::FuturesRateHelper&)
| > QuantLib/quantlib_wrap.cpp: In function 'FuturesRateHelperPtr*
new_FuturesRateHelperPtr__SWIG_3(QuantLib::Real, const QuantLib::Date&,
QuantLib::Natural, const QuantLib::Calendar&, QuantLib::BusinessDayConvention,
const QuantLib::DayCounter&, QuantLib::Rate)':
| > QuantLib/quantlib_wrap.cpp:9520: error: no matching function for call to
'QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real&, const
QuantLib::Date&, QuantLib::Natural&, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention&, const QuantLib::DayCounter&, QuantLib::Rate&)'
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:69: note: candidates
are: QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real, const
QuantLib::Date&, const boost::shared_ptr<QuantLib::IborIndex>&, QuantLib::Rate)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:65: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, const
boost::shared_ptr<QuantLib::IborIndex>&, const
QuantLib::Handle<QuantLib::Quote>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:61: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real, const
QuantLib::Date&, QuantLib::Size, const QuantLib::Calendar&,
QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&,
QuantLib::Rate)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:53: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, QuantLib::Size,
const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const
QuantLib::DayCounter&, const QuantLib::Handle<QuantLib::Quote>&)
| > /usr/include/ql/termstructures/yield/ratehelpers.hpp:44: note:
QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::FuturesRateHelper&)
| > QuantLib/quantlib_wrap.cpp: In function 'FixedRateBondHelperPtr*
new_FixedRateBondHelperPtr__SWIG_0(const QuantLib::Handle<QuantLib::Quote>&,
QuantLib::Size, const QuantLib::Schedule&, const std::vector<double,
std::allocator<double> >&, const QuantLib::DayCounter&,
QuantLib::BusinessDayConvention, QuantLib::Real, const QuantLib::Date&)':
| > QuantLib/quantlib_wrap.cpp:9543: error: no matching function for call to
'QuantLib::FixedRateBondHelper::FixedRateBondHelper(const
QuantLib::Handle<QuantLib::Quote>&, QuantLib::Size&, const QuantLib::Schedule&,
const std::vector<double, std::allocator<double> >&, const
QuantLib::DayCounter&, QuantLib::BusinessDayConvention&, QuantLib::Real&, const
QuantLib::Date&)'
| > /usr/include/ql/termstructures/yield/bondhelpers.hpp:56: note: candidates
are: QuantLib::FixedRateBondHelper::FixedRateBondHelper(const
QuantLib::Handle<QuantLib::Quote>&, const
boost::shared_ptr<QuantLib::FixedRateBond>&)
| > /usr/include/ql/termstructures/yield/bondhelpers.hpp:48: note:
QuantLib::FixedRateBondHelper::FixedRateBondHelper(const
QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural, QuantLib::Real, const
QuantLib::Schedule&, const std::vector<double, std::allocator<double> >&, const
QuantLib::DayCounter&, QuantLib::BusinessDayConvention, QuantLib::Real, const
QuantLib::Date&)
| > /usr/include/ql/termstructures/yield/bondhelpers.hpp:38: note:
QuantLib::FixedRateBondHelper::FixedRateBondHelper(const
QuantLib::FixedRateBondHelper&)
| > QuantLib/quantlib_wrap.cpp: In function 'PiecewiseFlatForwardPtr*
new_PiecewiseFlatForwardPtr__SWIG_0(const QuantLib::Date&, const
std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>,
std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
> > >&, const QuantLib::DayCounter&, QuantLib::Real, const
QuantLib::BackwardFlat&)':
| > QuantLib/quantlib_wrap.cpp:9615: error: no matching function for call to
'QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::BackwardFlat,
QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const
std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>,
std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
> > >&, const QuantLib::DayCounter&, QuantLib::Real&, const
QuantLib::BackwardFlat&)'
| > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note:
candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator,
Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&,
const std::vector<boost::shared_ptr<typename Traits::helper>,
std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const
QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>,
std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, QuantLib::Real,
const Interpolator&, const Bootstrap<QuantLib::PiecewiseYieldCurve<Traits,
Interpolator, Bootstrap> >&) [with Traits = QuantLib::ForwardRate, Interpolator
= QuantLib::BackwardFlat, Bootstrap = QuantLib::IterativeBootstrap]
| > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note:
QuantLib::PiecewiseYieldCurve<Traits, Interpolator,
Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const
std::vector<boost::shared_ptr<typename Traits::helper>,
std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const
QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>,
std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, QuantLib::Real,
const Interpolator&, const Bootstrap<QuantLib::PiecewiseYieldCurve<Traits,
Interpolator, Bootstrap> >&) [with Traits = QuantLib::ForwardRate, Interpolator
= QuantLib::BackwardFlat, Bootstrap = QuantLib::IterativeBootstrap]
| > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note:
QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate,
QuantLib::BackwardFlat,
QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const
QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::BackwardFlat,
QuantLib::IterativeBootstrap>&)
| > QuantLib/quantlib_wrap.cpp: In function 'PiecewiseFlatForwardPtr*
new_PiecewiseFlatForwardPtr__SWIG_3(QuantLib::Integer, const
QuantLib::Calendar&, const
std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>,
std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
> > >&, const QuantLib::DayCounter&, QuantLib::Real, const
QuantLib::BackwardFlat&)':
| > QuantLib/quantlib_wrap.cpp:9621: error: no matching function for call to
'QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::BackwardFlat,
QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(QuantLib::Integer&, const
QuantLib::Calendar&, const
std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>,
std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
> > >&, const QuantLib::DayCounter&, QuantLib::Real&, const
QuantLib::BackwardFlat&)'
| > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note:
candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator,
Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&,
const std::vector<boost::shared_ptr<typename Traits::helper>,
std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const
QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>,
std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, QuantLib::Real,
const Interpolator&, const Bootstrap<QuantLib::PiecewiseYieldCurve<Traits,
Interpolator, Bootstrap> >&) [with Traits = QuantLib::ForwardRate, Interpolator
= QuantLib::BackwardFlat, Bootstrap = QuantLib::IterativeBootstrap]
| > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note:
QuantLib::PiecewiseYieldCurve<Traits, Interpolator,
Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const
std::vector<boost::shared_ptr<typename Traits::helper>,
std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const
QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>,
std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, QuantLib::Real,
const Interpolator&, const Bootstrap<QuantLib::PiecewiseYieldCurve<Traits,
Interpolator, Bootstrap> >&) [with Traits = QuantLib::ForwardRate, Interpolator
= QuantLib::BackwardFlat, Bootstrap = QuantLib::IterativeBootstrap]
| > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note:
QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate,
QuantLib::BackwardFlat,
QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const
QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::BackwardFlat,
QuantLib::IterativeBootstrap>&)
| > QuantLib/quantlib_wrap.cpp: In function 'CapFloorTermVolCurvePtr*
new_CapFloorTermVolCurvePtr__SWIG_0(const QuantLib::Date&, const
QuantLib::Calendar&, const std::vector<QuantLib::Period,
std::allocator<QuantLib::Period> >&, const std::vector<double,
std::allocator<double> >&, QuantLib::BusinessDayConvention, const
QuantLib::DayCounter&)':
| > QuantLib/quantlib_wrap.cpp:9964: error: no matching function for call to
'QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const QuantLib::Date&,
const QuantLib::Calendar&, const std::vector<QuantLib::Period,
std::allocator<QuantLib::Period> >&, const std::vector<double,
std::allocator<double> >&, QuantLib::BusinessDayConvention&, const
QuantLib::DayCounter&)'
| >
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:76:
note: candidates are:
QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural, const
QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
std::vector<double, std::allocator<double> >&, const QuantLib::DayCounter&)
| >
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:69:
note:
QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const QuantLib::Date&,
const QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
std::vector<double, std::allocator<double> >&, const QuantLib::DayCounter&)
| >
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:62:
note:
QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const QuantLib::Date&,
const QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
std::vector<QuantLib::Handle<QuantLib::Quote>,
std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
QuantLib::DayCounter&)
| >
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:55:
note:
QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural, const
QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
std::vector<QuantLib::Handle<QuantLib::Quote>,
std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
QuantLib::DayCounter&)
| >
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:47:
note:
QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const
QuantLib::CapFloorTermVolCurve&)
| > QuantLib/quantlib_wrap.cpp: In function 'CapFloorTermVolCurvePtr*
new_CapFloorTermVolCurvePtr__SWIG_3(QuantLib::Natural, const
QuantLib::Calendar&, const std::vector<QuantLib::Period,
std::allocator<QuantLib::Period> >&, const std::vector<double,
std::allocator<double> >&, QuantLib::BusinessDayConvention, const
QuantLib::DayCounter&)':
| > QuantLib/quantlib_wrap.cpp:9969: error: no matching function for call to
'QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural&, const
QuantLib::Calendar&, const std::vector<QuantLib::Period,
std::allocator<QuantLib::Period> >&, const std::vector<double,
std::allocator<double> >&, QuantLib::BusinessDayConvention&, const
QuantLib::DayCounter&)'
| >
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:76:
note: candidates are:
QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural, const
QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
std::vector<double, std::allocator<double> >&, const QuantLib::DayCounter&)
| >
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:69:
note:
QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const QuantLib::Date&,
const QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
std::vector<double, std::allocator<double> >&, const QuantLib::DayCounter&)
| >
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:62:
note:
QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const QuantLib::Date&,
const QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
std::vector<QuantLib::Handle<QuantLib::Quote>,
std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
QuantLib::DayCounter&)
| >
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:55:
note:
QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural, const
QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
std::vector<QuantLib::Handle<QuantLib::Quote>,
std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
QuantLib::DayCounter&)
| >
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:47:
note:
QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const
QuantLib::CapFloorTermVolCurve&)
| > QuantLib/quantlib_wrap.cpp: At global scope:
| > QuantLib/quantlib_wrap.cpp:10049: error: 'QuantLib::McEverest' has not been
declared
| > QuantLib/quantlib_wrap.cpp:10050: error: 'QuantLib::McHimalaya' has not
been declared
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_new_CubicSplineInterpolation(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:52438: error: new initializer expression list
treated as compound expression
| > QuantLib/quantlib_wrap.cpp:52438: warning: left-hand operand of comma has
no effect
| > QuantLib/quantlib_wrap.cpp:52438: error: cannot convert 'const
QuantLib::Array' to 'int' in initialization
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_CubicSplineInterpolation___call____SWIG_0(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:52488: error: request for member 'operator()' in
'* arg1', which is of non-class type 'int'
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_CubicSplineInterpolation___call____SWIG_1(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:52529: error: request for member 'operator()' in
'* arg1', which is of non-class type 'int'
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_new_MonotonicCubicSpline(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:52952: error: new initializer expression list
treated as compound expression
| > QuantLib/quantlib_wrap.cpp:52952: warning: left-hand operand of comma has
no effect
| > QuantLib/quantlib_wrap.cpp:52952: error: cannot convert 'const
QuantLib::Array' to 'int' in initialization
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_MonotonicCubicSpline___call____SWIG_0(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:53002: error: request for member 'operator()' in
'* arg1', which is of non-class type 'int'
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_MonotonicCubicSpline___call____SWIG_1(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:53043: error: request for member 'operator()' in
'* arg1', which is of non-class type 'int'
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_new_CubicSpline(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:54333: error: 'CubicSpline' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:54333: error: 'result' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:54338: error: expected primary-expression before
')' token
| > QuantLib/quantlib_wrap.cpp:54338: error: expected `;' before 'new'
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_delete_CubicSpline(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:54356: error: 'CubicSpline' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:54356: error: 'arg1' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:54356: error: expected primary-expression before
')' token
| > QuantLib/quantlib_wrap.cpp:54356: error: expected `;' before numeric
constant
| > QuantLib/quantlib_wrap.cpp:54366: error: expected type-specifier before
'CubicSpline'
| > QuantLib/quantlib_wrap.cpp:54366: error: expected `>' before 'CubicSpline'
| > QuantLib/quantlib_wrap.cpp:54366: error: expected `(' before 'CubicSpline'
| > QuantLib/quantlib_wrap.cpp:54366: error: expected primary-expression before
'>' token
| > QuantLib/quantlib_wrap.cpp:54366: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp:54369: error: type '<type error>' argument given
to 'delete', expected pointer
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_new_McHimalaya__SWIG_0(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:169703: error: 'McHimalaya' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:169703: error: 'result' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:169852: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:169852: error: expected `;' before 'new'
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_new_McHimalaya__SWIG_1(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:169885: error: 'McHimalaya' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:169885: error: 'result' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170026: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170026: error: expected `;' before 'new'
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_McHimalaya_value__SWIG_0(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:170167: error: 'McHimalaya' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:170167: error: 'arg1' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170167: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170167: error: expected `;' before numeric
constant
| > QuantLib/quantlib_wrap.cpp:170186: error: expected type-specifier before
'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170186: error: expected `>' before 'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170186: error: expected `(' before 'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170186: error: expected primary-expression
before '>' token
| > QuantLib/quantlib_wrap.cpp:170186: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp:170199: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170199: error: expected `)' before 'const'
| > QuantLib/quantlib_wrap.cpp:170199: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_McHimalaya_value__SWIG_1(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:170217: error: 'McHimalaya' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:170217: error: 'arg1' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170217: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170217: error: expected `;' before numeric
constant
| > QuantLib/quantlib_wrap.cpp:170232: error: expected type-specifier before
'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170232: error: expected `>' before 'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170232: error: expected `(' before 'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170232: error: expected primary-expression
before '>' token
| > QuantLib/quantlib_wrap.cpp:170232: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp:170240: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170240: error: expected `)' before 'const'
| > QuantLib/quantlib_wrap.cpp:170240: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_McHimalaya_valueWithSamples(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:170310: error: 'McHimalaya' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:170310: error: 'arg1' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170310: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170310: error: expected `;' before numeric
constant
| > QuantLib/quantlib_wrap.cpp:170325: error: expected type-specifier before
'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170325: error: expected `>' before 'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170325: error: expected `(' before 'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170325: error: expected primary-expression
before '>' token
| > QuantLib/quantlib_wrap.cpp:170325: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp:170333: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170333: error: expected `)' before 'const'
| > QuantLib/quantlib_wrap.cpp:170333: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_McHimalaya_errorEstimate(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:170351: error: 'McHimalaya' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:170351: error: 'arg1' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170351: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170351: error: expected `;' before numeric
constant
| > QuantLib/quantlib_wrap.cpp:170362: error: expected type-specifier before
'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170362: error: expected `>' before 'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170362: error: expected `(' before 'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170362: error: expected primary-expression
before '>' token
| > QuantLib/quantlib_wrap.cpp:170362: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp:170365: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170365: error: expected `)' before 'const'
| > QuantLib/quantlib_wrap.cpp:170365: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_delete_McHimalaya(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:170383: error: 'McHimalaya' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:170383: error: 'arg1' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170383: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170383: error: expected `;' before numeric
constant
| > QuantLib/quantlib_wrap.cpp:170393: error: expected type-specifier before
'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170393: error: expected `>' before 'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170393: error: expected `(' before 'McHimalaya'
| > QuantLib/quantlib_wrap.cpp:170393: error: expected primary-expression
before '>' token
| > QuantLib/quantlib_wrap.cpp:170393: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp:170396: error: type '<type error>' argument
given to 'delete', expected pointer
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_new_McEverest__SWIG_0(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:170428: error: 'McEverest' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:170428: error: 'result' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170551: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170551: error: expected `;' before 'new'
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_new_McEverest__SWIG_1(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:170578: error: 'McEverest' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:170578: error: 'result' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170693: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170693: error: expected `;' before 'new'
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_McEverest_value__SWIG_0(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:170814: error: 'McEverest' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:170814: error: 'arg1' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170814: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170814: error: expected `;' before numeric
constant
| > QuantLib/quantlib_wrap.cpp:170833: error: expected type-specifier before
'McEverest'
| > QuantLib/quantlib_wrap.cpp:170833: error: expected `>' before 'McEverest'
| > QuantLib/quantlib_wrap.cpp:170833: error: expected `(' before 'McEverest'
| > QuantLib/quantlib_wrap.cpp:170833: error: expected primary-expression
before '>' token
| > QuantLib/quantlib_wrap.cpp:170833: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp:170846: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170846: error: expected `)' before 'const'
| > QuantLib/quantlib_wrap.cpp:170846: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_McEverest_value__SWIG_1(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:170864: error: 'McEverest' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:170864: error: 'arg1' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170864: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170864: error: expected `;' before numeric
constant
| > QuantLib/quantlib_wrap.cpp:170879: error: expected type-specifier before
'McEverest'
| > QuantLib/quantlib_wrap.cpp:170879: error: expected `>' before 'McEverest'
| > QuantLib/quantlib_wrap.cpp:170879: error: expected `(' before 'McEverest'
| > QuantLib/quantlib_wrap.cpp:170879: error: expected primary-expression
before '>' token
| > QuantLib/quantlib_wrap.cpp:170879: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp:170887: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170887: error: expected `)' before 'const'
| > QuantLib/quantlib_wrap.cpp:170887: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_McEverest_valueWithSamples(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:170957: error: 'McEverest' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:170957: error: 'arg1' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170957: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170957: error: expected `;' before numeric
constant
| > QuantLib/quantlib_wrap.cpp:170972: error: expected type-specifier before
'McEverest'
| > QuantLib/quantlib_wrap.cpp:170972: error: expected `>' before 'McEverest'
| > QuantLib/quantlib_wrap.cpp:170972: error: expected `(' before 'McEverest'
| > QuantLib/quantlib_wrap.cpp:170972: error: expected primary-expression
before '>' token
| > QuantLib/quantlib_wrap.cpp:170972: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp:170980: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170980: error: expected `)' before 'const'
| > QuantLib/quantlib_wrap.cpp:170980: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_McEverest_errorEstimate(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:170998: error: 'McEverest' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:170998: error: 'arg1' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:170998: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:170998: error: expected `;' before numeric
constant
| > QuantLib/quantlib_wrap.cpp:171009: error: expected type-specifier before
'McEverest'
| > QuantLib/quantlib_wrap.cpp:171009: error: expected `>' before 'McEverest'
| > QuantLib/quantlib_wrap.cpp:171009: error: expected `(' before 'McEverest'
| > QuantLib/quantlib_wrap.cpp:171009: error: expected primary-expression
before '>' token
| > QuantLib/quantlib_wrap.cpp:171009: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp:171012: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:171012: error: expected `)' before 'const'
| > QuantLib/quantlib_wrap.cpp:171012: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp: In function 'PyObject*
_wrap_delete_McEverest(PyObject*, PyObject*)':
| > QuantLib/quantlib_wrap.cpp:171030: error: 'McEverest' was not declared in
this scope
| > QuantLib/quantlib_wrap.cpp:171030: error: 'arg1' was not declared in this
scope
| > QuantLib/quantlib_wrap.cpp:171030: error: expected primary-expression
before ')' token
| > QuantLib/quantlib_wrap.cpp:171030: error: expected `;' before numeric
constant
| > QuantLib/quantlib_wrap.cpp:171040: error: expected type-specifier before
'McEverest'
| > QuantLib/quantlib_wrap.cpp:171040: error: expected `>' before 'McEverest'
| > QuantLib/quantlib_wrap.cpp:171040: error: expected `(' before 'McEverest'
| > QuantLib/quantlib_wrap.cpp:171040: error: expected primary-expression
before '>' token
| > QuantLib/quantlib_wrap.cpp:171040: error: expected `)' before ';' token
| > QuantLib/quantlib_wrap.cpp:171043: error: type '<type error>' argument
given to 'delete', expected pointer
| > /usr/include/boost/shared_ptr.hpp: In constructor
'boost::shared_ptr<T>::shared_ptr(Y*) [with Y = int, T =
QuantLib::OptionletVolatilityStructure]':
| > QuantLib/quantlib_wrap.cpp:6371: instantiated from here
| > /usr/include/boost/shared_ptr.hpp:149: error: cannot convert 'int*' to
'QuantLib::OptionletVolatilityStructure*' in initialization
| > error: command 'g++' failed with exit status 1
| > make: *** [build-stamp] Error 1
|
| The full build log is available from:
| http://people.debian.org/~lucas/logs/2008/08/07
|
| A list of current common problems and possible solutions is available at
| http://wiki.debian.org/qa.debian.org/FTBFS . You're welcome to contribute!
|
| About the archive rebuild: The rebuild was done on about 50 AMD64 nodes
| of the Grid'5000 platform, using a clean chroot containing a sid i386
| environment. Internet was not accessible from the build systems.
|
| --
| | Lucas Nussbaum
| | [EMAIL PROTECTED] http://www.lucas-nussbaum.net/ |
| | jabber: [EMAIL PROTECTED] GPG: 1024D/023B3F4F |
|
|
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