[Quantlib-dev] Cannot build QuantLibAddin with QuantLib 0.9.6

SourceForge Headquarters 1320 Columbia Street Suite 310 San Diego, CA 92101 +1 (858) 422-6466

Greetings,

The QuantLibAddin project doesn't compile with QuantLib 0.9.6. I
downloaded all the projects from corresponding SourceForge page. The
version of QuantLibAddin project is 0.9.0.

When tried to compile I got a lot of error messages. A fragment of
compiler log below gives an idea what's wrong. I don't think a
compiler's vendor and version matter since it looks like the
QuantLibAddin source code doesn't reflect recent changes in QuantLib.

Could someone please take a look at it?

Thanks,

Slava Mazur

------ Build started: Project: QuantLibObjects, Configuration: Debug
CRTDLL Win32 ------

Compiling...

utilities.cpp

Will (need to) link to lib file: QuantLib-vc71-mt-gd-0_9_6.lib

timeseries.cpp

settings.cpp

schedule.cpp

quotes.cpp

processes.cpp

index.cpp

exercise.cpp

date.cpp

serializationfactory.cpp

create_volatility.cpp

create_volatilities.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_vo
latilities.cpp(33) : fatal error C1083: Cannot open include file:
'ql/experimental/abcdatmvolcurve.hpp': No such file or directory

create_vanillaswap.cpp

create_timeseries.cpp

create_termstructures.cpp

create_swaptionvolstructure.cpp

create_swaption.cpp

create_swap.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(37)
: error C2039: 'ModelOfYieldCurve' : is not a member of
'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp
(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33)
: error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33)
: error C2238: unexpected token(s) preceding ';'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(49)
: error C2039: 'ModelOfYieldCurve' : is not a member of
'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp
(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46)
: error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46)
: error C2238: unexpected token(s) preceding ';'

c:\Program Files\Microsoft Visual Studio .NET
2003\Vc7\include\xlocmon(231) : fatal error C1903: unable to recover
from previous error(s); stopping compilation

create_statistics.cpp

create_smilesection.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_sm
ilesection.cpp(32) : fatal error C1083: Cannot open include file:
'ql/experimental/sabrvolsurface.hpp': No such file or directory

create_simplecashflow.cpp

create_shortratemodels.cpp

create_sequencestatistics.cpp

create_schedule.cpp

create_ratehelpers.cpp

create_rangeaccrual.cpp

create_randomsequencegenerator.cpp

create_quotes.cpp

create_products.cpp

create_processes.cpp

create_pricingengines.cpp

create_piecewiseyieldcurve.cpp

create_payoffs.cpp

create_options.cpp

create_optimization.cpp

create_mathf.cpp

create_marketmodels.cpp

create_marketmodelevolvers.cpp

create_leg.cpp

create_interpolation.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\interpolation.hpp(24) :
fatal error C1083: Cannot open include file:
'ql/math/interpolations/cubicspline.hpp': No such file or directory

create_index.cpp

create_forwardrateagreement.cpp

create_exercise.cpp

create_evolutiondescription.cpp

create_driftcalculators.cpp

create_curvestate.cpp

create_ctsmmcapletcalibration.cpp

create_couponvectors.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(37)
: error C2039: 'ModelOfYieldCurve' : is not a member of
'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp
(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33)
: error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33)
: error C2238: unexpected token(s) preceding ';'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(49)
: error C2039: 'ModelOfYieldCurve' : is not a member of
'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp
(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46)
: error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46)
: error C2238: unexpected token(s) preceding ';'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(64) : error C2039: 'ModelOfYieldCurve' : is not a member
of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp
(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(64) : error C2146: syntax error : missing ';' before
identifier 'ModelOfYieldCurveEnum'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(64) : error C2065: 'ModelOfYieldCurveEnum' : undeclared
identifier

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(65) : error C2039: 'ModelOfYieldCurve' : is not a member
of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp
(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(65) : error C2923: 'ObjectHandler::Create' :
'ModelOfYieldCurve' is invalid as template argument '#1', type expected

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(53) : see declaration of 'ModelOfYieldCurve'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(65) : error C2955: 'ObjectHandler::Create' : use of
class template requires template argument list

c:\Experimental\QuantLib-0.9.6\ObjectHandler\oh\Enumerations\typefactory
.hpp(146) : see declaration of 'ObjectHandler::Create'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(65) : error C2955: 'ObjectHandler::Create' : use of
class template requires template argument list

c:\Experimental\QuantLib-0.9.6\ObjectHandler\oh\Enumerations\typefactory
.hpp(146) : see declaration of 'ObjectHandler::Create'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(81) : error C3861: 'ModelOfYieldCurveEnum': identifier
not found, even with argument-dependent lookup

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(290) : error C2039: 'ModelOfYieldCurve' : is not a
member of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp
(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(290) : error C2146: syntax error : missing ';' before
identifier 'ModelOfYieldCurveEnum'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(291) : error C2039: 'ModelOfYieldCurve' : is not a
member of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp
(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(291) : error C2923: 'ObjectHandler::Create' :
'ModelOfYieldCurve' is invalid as template argument '#1', type expected

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(259) : see declaration of 'ModelOfYieldCurve'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(291) : error C2955: 'ObjectHandler::Create' : use of
class template requires template argument list

c:\Experimental\QuantLib-0.9.6\ObjectHandler\oh\Enumerations\typefactory
.hpp(146) : see declaration of 'ObjectHandler::Create'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(291) : error C2955: 'ObjectHandler::Create' : use of
class template requires template argument list

c:\Experimental\QuantLib-0.9.6\ObjectHandler\oh\Enumerations\typefactory
.hpp(146) : see declaration of 'ObjectHandler::Create'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(290) : error C3861: 'ModelOfYieldCurveEnum': identifier
not found, even with argument-dependent lookup

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(307) : error C3861: 'ModelOfYieldCurveEnum': identifier
not found, even with argument-dependent lookup

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_co
uponvectors.cpp(307) : error C2514:
'QuantLibAddin::ConundrumPricerByNumericalIntegration' : class has no
constructors

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(44)
: see declaration of
'QuantLibAddin::ConundrumPricerByNumericalIntegration'

create_correlation.cpp

create_cmsmarketcalibration.cpp

c:\work\workspace2\cpplibs\boost\boost_1_34_1\boost\shared_ptr.hpp(209)
: error C2680: 'boost::shared_ptr<T>::element_type *' : invalid target
type for dynamic_cast

        with

        [

            T=QuantLib::SwaptionVolatilityStructure

        ]

        'SwaptionVolatilityStructure' : class must be defined before
using in a dynamic_cast

c:\work\workspace2\cpplibs\boost\boost_1_34_1\boost\shared_ptr.hpp(462)
: see reference to function template instantiation
'boost::shared_ptr<T>::shared_ptr<LibraryClass>(const
boost::shared_ptr<LibraryClass> &,boost::detail::dynamic_cast_tag)'
being compiled

        with

        [

            T=QuantLib::SwaptionVolatilityStructure,

            LibraryClass=QuantLib::Extrapolator

        ]

c:\Experimental\QuantLib-0.9.6\ObjectHandler\oh\libraryobject.hpp(50) :
see reference to function template instantiation 'boost::shared_ptr<T>
boost::dynamic_pointer_cast<LibraryDerivedClass,LibraryClass>(const
boost::shared_ptr<LibraryClass> &)' being compiled

        with

        [

            T=QuantLib::SwaptionVolatilityStructure,

            LibraryDerivedClass=QuantLib::SwaptionVolatilityStructure,

            LibraryClass=QuantLib::Extrapolator

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Conversions\coercehandl
e.hpp(63) : see reference to function template instantiation 'void
ObjectHandler::LibraryObject<LibraryClass>::getLibraryObject<T>(boost::s
hared_ptr<T> &) const' being compiled

        with

        [

            LibraryClass=QuantLib::Extrapolator,

            T=QuantLib::SwaptionVolatilityStructure

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Conversions\coercehandl
e.hpp(83) : see reference to function template instantiation 'bool
QuantLibAddin::wrapObject<ObjectClass,LibraryClass>(const
boost::shared_ptr<T>
&,QuantLib::Handle<QuantLib::SwaptionVolatilityStructure> &)' being
compiled

        with

        [

            ObjectClass=QuantLibAddin::SwaptionVolatilityStructure,

            LibraryClass=QuantLib::SwaptionVolatilityStructure,

            T=ObjectHandler::Object

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Conversions\coercehandl
e.hpp(80) : while compiling class-template member function
'QuantLibAddin::CoerceHandle<ObjectClass,LibraryClass>::Conversion
*QuantLibAddin::CoerceHandle<ObjectClass,LibraryClass>::getConversions(v
oid) '

        with

        [

            ObjectClass=QuantLibAddin::SwaptionVolatilityStructure,

            LibraryClass=QuantLib::SwaptionVolatilityStructure

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\Serialization\create_cm
smarketcalibration.cpp(73) : see reference to class template
instantiation 'QuantLibAddin::CoerceHandle<ObjectClass,LibraryClass>'
being compiled

        with

        [

            ObjectClass=QuantLibAddin::SwaptionVolatilityStructure,

            LibraryClass=QuantLib::SwaptionVolatilityStructure

        ]

c:\work\workspace2\cpplibs\boost\boost_1_34_1\boost\shared_ptr.hpp(210)
: fatal error C1903: unable to recover from previous error(s); stopping
compilation

create_cmsmarket.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(37)
: error C2039: 'ModelOfYieldCurve' : is not a member of
'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp
(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33)
: error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(33)
: error C2238: unexpected token(s) preceding ';'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(49)
: error C2039: 'ModelOfYieldCurve' : is not a member of
'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\conundrumpricer.hpp
(71) : see declaration of 'QuantLib::GFunctionFactory'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46)
: error C2226: syntax error : unexpected type 'boost::shared_ptr<T>'

        with

        [

            T=ObjectHandler::ValueObject

        ]

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\conundrumpricer.hpp(46)
: error C2238: unexpected token(s) preceding ';'

c:\Program Files\Microsoft Visual Studio .NET
2003\Vc7\include\xlocmon(231) : fatal error C1903: unable to recover
from previous error(s); stopping compilation

create_capletvolstructure.cpp

create_capfloor.cpp

create_browniangenerators.cpp

create_bonds.cpp

create_assetswap.cpp

create_alphaform.cpp

create_accountingengines.cpp

create_abcd.cpp

optimization.cpp

conversions.cpp

yieldtermstructures.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\yieldtermstructures.cpp
(31) : fatal error C1083: Cannot open include file:
'ql/math/interpolations/cubicspline.hpp': No such file or directory

ratehelpers.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\ratehelpers.cpp(50) :
error C2661: 'QuantLib::DepositRateHelper::DepositRateHelper' : no
overloaded function takes 8 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\ratehelpers.cpp(73) :
error C2664: 'QuantLib::FuturesRateHelper::FuturesRateHelper(const
QuantLib::Handle<T> &,const QuantLib::Date &,QuantLib::Size,const
QuantLib::Calendar &,QuantLib::BusinessDayConvention,bool,const
QuantLib::DayCounter &,const QuantLib::Handle<T> &)' : cannot convert
parameter 6 from 'const QuantLib::DayCounter' to 'bool'

        with

        [

            T=QuantLib::Quote

        ]

        No user-defined-conversion operator available that can perform
this conversion, or the operator cannot be called

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\ratehelpers.cpp(135) :
error C2661: 'QuantLib::FraRateHelper::FraRateHelper' : no overloaded
function takes 9 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\ratehelpers.cpp(160) :
error C2661: 'QuantLib::FraRateHelper::FraRateHelper' : no overloaded
function takes 9 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\ratehelpers.cpp(184) :
error C2664: 'QuantLib::FixedRateBondHelper::FixedRateBondHelper(const
QuantLib::Handle<T> &,QuantLib::Natural,QuantLib::Real,const
QuantLib::Schedule &,const std::vector<_Ty> &,const QuantLib::DayCounter
&,QuantLib::BusinessDayConvention,QuantLib::Real,const QuantLib::Date
&)' : cannot convert parameter 3 from 'const QuantLib::Schedule' to
'QuantLib::Real'

        with

        [

            T=QuantLib::Quote,

            _Ty=double

        ]

        No user-defined-conversion operator available that can perform
this conversion, or the operator cannot be called

piecewiseyieldcurve.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(211) : error C2039: 'CubicSpline' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(211) : error C2065: 'CubicSpline' : undeclared identifier

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(211) : error C2783: 'void
QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)
' : could not deduce template argument for 'Traits'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(211) : error C2783: 'void
QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)
' : could not deduce template argument for 'Interpolator'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(219) : error C2039: 'CubicSpline' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(219) : error C3861: 'CubicSpline': identifier not found, even with
argument-dependent lookup

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(219) : error C2783: 'void
QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)
' : could not deduce template argument for 'Traits'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(219) : error C2783: 'void
QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)
' : could not deduce template argument for 'Interpolator'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(227) : error C2039: 'CubicSpline' : is not a member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(227) : error C3861: 'CubicSpline': identifier not found, even with
argument-dependent lookup

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(227) : error C2783: 'void
QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)
' : could not deduce template argument for 'Traits'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(227) : error C2783: 'void
QuantLibAddin::Call::CallerFactory::init(QuantLibAddin::Call::TokenPair)
' : could not deduce template argument for 'Interpolator'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\piecewiseyieldcurve.cpp
(200) : see declaration of 'QuantLibAddin::Call::CallerFactory::init'

volatility.cpp

products.cpp

marketmodels.cpp

marketmodelevolvers.cpp

evolutiondescription.cpp

driftcalculators.cpp

curvestate.cpp

ctsmmcapletcalibration.cpp

correlation.cpp

browniangenerators.cpp

alphaform.cpp

accountingengines.cpp

abcd.cpp

volatilities.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\volatilities.cpp(29) :
fatal error C1083: Cannot open include file:
'ql/experimental/abcdatmvolcurve.hpp': No such file or directory

swaptionvolstructure.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cp
p(45) : error C2039: 'SwaptionConstantVolatility' : is not a member of
'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cp
p(45) : error C2660:
'QuantLibAddin::SwaptionConstantVolatility::SwaptionConstantVolatility'
: function does not take 3 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cp
p(67) : error C2664:
'QuantLib::SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(const
QuantLib::Calendar &,QuantLib::BusinessDayConvention,const
std::vector<_Ty> &,const std::vector<_Ty> &,const
std::vector<std::vector<QuantLib::Handle<T>>> &,const
QuantLib::DayCounter &)' : cannot convert parameter 2 from 'const
std::vector<_Ty>' to 'QuantLib::BusinessDayConvention'

        with

        [

            _Ty=QuantLib::Period,

            T=QuantLib::Quote

        ]

        and

        [

            _Ty=QuantLib::Period

        ]

        No user-defined-conversion operator available that can perform
this conversion, or the operator cannot be called

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cp
p(100) : error C2661: 'QuantLib::SwaptionVolCube2::SwaptionVolCube2' :
no overloaded function takes 7 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cp
p(128) : error C2664:
'QuantLib::SwaptionVolCube1::SwaptionVolCube1(const QuantLib::Handle<T>
&,const std::vector<_Ty> &,const std::vector<_Ty> &,const
std::vector<double> &,const
std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const
boost::shared_ptr<QuantLib::SwapIndex> &,const
boost::shared_ptr<QuantLib::SwapIndex> &,bool,const
std::vector<std::vector<QuantLib::Handle<QuantLib::Quote>>> &,const
std::vector<bool,_Ax> &,bool,const
boost::shared_ptr<QuantLib::EndCriteria> &,QuantLib::Real,const
boost::shared_ptr<QuantLib::OptimizationMethod> &)' : cannot convert
parameter 7 from 'bool' to 'const boost::shared_ptr<T> &'

        with

        [

            T=QuantLib::SwaptionVolatilityStructure,

            _Ty=QuantLib::Period,

            _Ax=std::allocator<bool>

        ]

        and

        [

            T=QuantLib::SwapIndex

        ]

        Reason: cannot convert from 'bool' to 'const
boost::shared_ptr<T>'

        with

        [

            T=QuantLib::SwapIndex

        ]

        No constructor could take the source type, or constructor
overload resolution was ambiguous

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cp
p(268) : error C2039: 'SpreadedSwaptionVolatilityStructure' : is not a
member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cp
p(269) : error C2039: 'SpreadedSwaptionVolatilityStructure' : is not a
member of 'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\swaptionvolstructure.cp
p(269) : error C2660:
'QuantLibAddin::SpreadedSwaptionVolatilityStructure::SpreadedSwaptionVol
atilityStructure' : function does not take 2 arguments

smilesection.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\smilesection.cpp(28) :
fatal error C1083: Cannot open include file:
'ql/experimental/sabrvolsurface.hpp': No such file or directory

cmsmarketcalibration.cpp

cmsmarket.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\cmsmarket.cpp(39) :
error C2661: 'QuantLib::CmsMarket::CmsMarket' : no overloaded function
takes 5 arguments

capletvolstructure.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(
43) : error C2039: 'ConstantOptionletVol' : is not a member of
'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(
43) : error C2660:
'QuantLibAddin::ConstantOptionletVol::ConstantOptionletVol' : function
does not take 3 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(
63) : error C2039: 'SpreadedOptionletVol' : is not a member of
'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(
64) : error C2039: 'SpreadedOptionletVol' : is not a member of
'QuantLib'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(
64) : error C2660:
'QuantLibAddin::SpreadedOptionletVol::SpreadedOptionletVol' : function
does not take 2 arguments

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(
78) : error C2664:
'QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural,
const QuantLib::Calendar &,QuantLib::BusinessDayConvention,const
std::vector<_Ty> &,const std::vector<QuantLib::Handle<T>> &,const
QuantLib::DayCounter &)' : cannot convert parameter 3 from 'const
std::vector<_Ty>' to 'QuantLib::BusinessDayConvention'

        with

        [

            _Ty=QuantLib::Period,

            T=QuantLib::Quote

        ]

        and

        [

            _Ty=QuantLib::Period

        ]

        No user-defined-conversion operator available that can perform
this conversion, or the operator cannot be called

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\capletvolstructure.cpp(
97) : error C2664:
'QuantLib::CapFloorTermVolSurface::CapFloorTermVolSurface(QuantLib::Natu
ral,const QuantLib::Calendar &,QuantLib::BusinessDayConvention,const
std::vector<_Ty> &,const std::vector<double> &,const
std::vector<std::vector<QuantLib::Handle<T>>> &,const
QuantLib::DayCounter &)' : cannot convert parameter 3 from 'const
std::vector<_Ty>' to 'QuantLib::BusinessDayConvention'

        with

        [

            _Ty=QuantLib::Period,

            T=QuantLib::Quote

        ]

        and

        [

            _Ty=QuantLib::Period

        ]

        No user-defined-conversion operator available that can perform
this conversion, or the operator cannot be called

pricingengines.cpp

rangeaccrual.cpp

leg.cpp

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\leg.cpp(52) : error
C2039: 'currentCouponRate' : is not a member of 'QuantLib::CashFlows'

c:\Experimental\QuantLib-0.9.6\QuantLib\ql\cashflows\cashflows.hpp(42) :
see declaration of 'QuantLib::CashFlows'

c:\Experimental\QuantLib-0.9.6\QuantLibAddin\qlo\leg.cpp(52) : error
C2660: 'QuantLibAddin::Leg::currentCouponRate' : function does not take
2 arguments

flowanalysis.cpp

couponvectors.cpp

conundrumpricer.cpp