Re: [Quantlib-dev] cubic spline with overshooting minimization

[Sylvain B. <syl...@gm...>]

As I've done some coding I'd like to try it out with the test-suite...
however, compiling the test-suite from HEAD gives:

=========================== CUT HERE =============================
marketmodel.o: In function `MarketModelTest::testPathwiseVegas()':
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2347:
undefined
reference to
`QuantLib::RatePseudoRootJacobian::RatePseudoRootJacobian(QuantLib
::Matrix const&, unsigned int, unsigned int, std::vector<double,
std::allocator<
double> > const&, std::vector<QuantLib::Matrix,
std::allocator<QuantLib::Matrix>
> const&, std::vector<double, std::allocator<double> > const&)'
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2354:
undefined
reference to
`QuantLib::RatePseudoRootJacobianNumerical::RatePseudoRootJacobian
Numerical(QuantLib::Matrix const&, unsigned int, unsigned int,
std::vector<doubl
e, std::allocator<double> > const&, std::vector<QuantLib::Matrix,
std::allocator
<QuantLib::Matrix> > const&, std::vector<double, std::allocator<double> >
const&
)'
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2361:
undefined
reference to
`QuantLib::RatePseudoRootJacobianNumerical::RatePseudoRootJacobian
Numerical(QuantLib::Matrix const&, unsigned int, unsigned int,
std::vector<doubl
e, std::allocator<double> > const&, std::vector<QuantLib::Matrix,
std::allocator
<QuantLib::Matrix> > const&, std::vector<double, std::allocator<double> >
const&
)'
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2421:
undefined
reference to `QuantLib::RatePseudoRootJacobian::getBumps(std::vector<double,
st
d::allocator<double> > const&, std::vector<double, std::allocator<double> >
cons
t&, std::vector<double, std::allocator<double> > const&, std::vector<double,
std
::allocator<double> > const&, QuantLib::Matrix&)'
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2422:
undefined
reference to
`QuantLib::RatePseudoRootJacobianNumerical::getBumps(std::vector<d
ouble, std::allocator<double> > const&, std::vector<double,
std::allocator<doubl
e> > const&, std::vector<double, std::allocator<double> > const&,
std::vector<do
uble, std::allocator<double> > const&, QuantLib::Matrix&)'
/home/sylvain/quantlib/trunk/QuantLib/test-suite/marketmodel.cpp:2423:
undefined
reference to
`QuantLib::RatePseudoRootJacobianNumerical::getBumps(std::vector<d
ouble, std::allocator<double> > const&, std::vector<double,
std::allocator<doubl
e> > const&, std::vector<double, std::allocator<double> > const&,
std::vector<do
uble, std::allocator<double> > const&, QuantLib::Matrix&)'
collect2: ld returned 1 exit status
make[1]: *** [quantlib-test-suite] Error 1
make[1]: Leaving directory
`/home/sylvain/quantlib/trunk/QuantLib/test-suite'
make: *** [all-recursive] Error 1
=========================== CUT HERE =============================

I was wondering if that's something that needs to be fixed?

Sylvain


On 7/11/08, Luigi Ballabio <lui...@gm...> wrote:
>
> On Fri, 2008-07-11 at 09:44 -0400, Sylvain Bertrand wrote:
> > For those who don't remember, those are cubic splines that minimize
> > the integral of the first (or second) derivatives.
> > As they're widely used, I was wondering if that would be a feature
> > that you would like to see in QuantLib?
>
> Yes, it would be nice.
>
> Luigi
>
>
> --
>
> Within C++, there is a much smaller and cleaner language struggling to
> get out.
> -- Bjarne Stroustrup
>
>
>