Re: [Quantlib-dev] upgrade solution to VC12 (Visual 2013)

[Ferdinando M. A. <fer...@am...>]

you're right my fault, "rebuild all" fixed the issue. I was sure I did a
rebuild all but that was not the case. thx


On Tue, Jun 24, 2014 at 5:48 PM, <ja...@fr...> wrote:

> Hi all, it has to be that, I pulled what it was on your master five days
> ago and ran the test suite (release and debug static) I am on VC9.
> Best
> pp
>
>
> ----- Original Message -----
> > Just 3 unresolved externals? Doesn't look like files are missing
> > (you'd have a lot more in that case).
> > I think a few default parameters were added to the unresolved
> > functions lately. Is it possible the test-suite files weren't
> > recompiled and are still trying to link the previous version of the
> > functions?
> >
> > Luigi
> >
> >
> > On Tue, Jun 24, 2014 at 3:37 PM, Ferdinando M. Ametrano
> > <fer...@am...> wrote:
> > > Hi
> > >
> > > I would like to upgrade to VC12. As I've got rusty at solution
> > > management I
> > > was wondering:
> > > 1) is anyone else willing to perform it
> > > 2) if I do it, should I allow VC12 to upgrade from V9, V10, or VC11
> > > solutions?
> > >
> > > Incidentally, the test-suite in the current VC9 solution does not
> > > link,
> > > probably because of missing CPIBond, SwaptionVolCube1, and
> > > FixedRateBondHelper files in the QuantLib project. I cannot figure
> > > out
> > > quickly the missing files, any help appreciated, error attached
> > > belo
> > >
> > > ciao -- Nando
> > >
> > > 2>------ Build started: Project: testsuite, Configuration: Release
> > > Win32
> > > ------
> > > 2>Linking...
> > > 2>   Creating library .\bin\QuantLib-test-suite-vc90-mt.lib and
> > > object
> > > .\bin\QuantLib-test-suite-vc90-mt.exp
> > > 2>inflationcpibond.obj : error LNK2019: unresolved external symbol
> > > "public:
> > > __thiscall QuantLib::CPIBond::CPIBond(unsigned
> > > int,double,bool,double,class
> > > QuantLib::Period const &,class boost::shared_ptr<class
> > > QuantLib::ZeroInflationIndex> const &,enum
> > > QuantLib::CPI::InterpolationType,class QuantLib::Schedule const
> > > &,class
> > > std::vector<double,class std::allocator<double> > const &,class
> > > QuantLib::DayCounter const &,enum
> > > QuantLib::BusinessDayConvention,class
> > > QuantLib::Date const &)"
> > > (??0CPIBond@QuantLib@@QAE@IN_NNABVPeriod@1@ABV
> ?$shared_ptr@VZeroInflationIndex@QuantLib@@@boost@@W4InterpolationType@CPI
> @1@ABVSchedule@1@ABV?$vector@NV?$allocator@N@std@@@std@@ABVDayCounter@1
> @W4BusinessDayConvention@1@ABVDate@1@@Z)
> > > referenced in function "public: static void __cdecl
> > > InflationCPIBondTest::testCleanPrice(void)"
> > > (?testCleanPrice@InflationCPIBondTest@@SAXXZ)
> > > 2>markovfunctional.obj : error LNK2019: unresolved external symbol
> > > "public:
> > > __thiscall QuantLib::SwaptionVolCube1::SwaptionVolCube1(class
> > > QuantLib::Handle<class QuantLib::SwaptionVolatilityStructure> const
> > > &,class
> > > std::vector<class QuantLib::Period,class std::allocator<class
> > > QuantLib::Period> > const &,class std::vector<class
> > > QuantLib::Period,class
> > > std::allocator<class QuantLib::Period> > const &,class
> > > std::vector<double,class std::allocator<double> > const &,class
> > > std::vector<class std::vector<class QuantLib::Handle<class
> > > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > > boost::shared_ptr<class QuantLib::SwapIndex> const &,class
> > > boost::shared_ptr<class QuantLib::SwapIndex> const &,bool,class
> > > std::vector<class std::vector<class QuantLib::Handle<class
> > > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > > std::vector<bool,class std::allocator<bool> > const &,bool,class
> > > boost::shared_ptr<class QuantLib::EndCriteria> const &,double,class
> > > boost::shared_ptr<class QuantLib::OptimizationMethod> const
> > > &,double,bool,unsigned int)"
> > > (??0SwaptionVolCube1@QuantLib@@QAE@ABV
> ?$Handle@VSwaptionVolatilityStructure@QuantLib@@@1@ABV?$vector@VPeriod
> @QuantLib@@V?$allocator@VPeriod@QuantLib@@@std@@@std@@1ABV?$vector@NV
> ?$allocator@N@std@@@4@ABV?$vector@V?$vector@V?$Handle@VQuote@QuantLib@
> @@QuantLib@@V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@
> @V?$allocator@V?$vector@V?$Handle@VQuote@QuantLib@@@QuantLib@
> @V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@@@2@@4@ABV
> ?$shared_ptr@VSwapIndex@QuantLib@@@boost@@4_N3ABV?$vector@_NV?$allocator@
> _N@std@@@4@5ABV?$shared_ptr@VEndCriteria@QuantLib@@@8@NABV
> ?$shared_ptr@VOptimizationMethod@QuantLib@@@8@N_NI@Z)
> > > referenced in function "class QuantLib::Handle<class
> > > QuantLib::SwaptionVolatilityStructure> __cdecl `anonymous
> > > namespace'::md0SwaptionVts(void)"
> > > (?md0SwaptionVts@?A0xcaf0c29a@
> @YA?AV?$Handle@VSwaptionVolatilityStructure@QuantLib@@@QuantLib@@XZ)
> > > 2>rangeaccrual.obj : error LNK2001: unresolved external symbol
> > > "public:
> > > __thiscall QuantLib::SwaptionVolCube1::SwaptionVolCube1(class
> > > QuantLib::Handle<class QuantLib::SwaptionVolatilityStructure> const
> > > &,class
> > > std::vector<class QuantLib::Period,class std::allocator<class
> > > QuantLib::Period> > const &,class std::vector<class
> > > QuantLib::Period,class
> > > std::allocator<class QuantLib::Period> > const &,class
> > > std::vector<double,class std::allocator<double> > const &,class
> > > std::vector<class std::vector<class QuantLib::Handle<class
> > > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > > boost::shared_ptr<class QuantLib::SwapIndex> const &,class
> > > boost::shared_ptr<class QuantLib::SwapIndex> const &,bool,class
> > > std::vector<class std::vector<class QuantLib::Handle<class
> > > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > > std::vector<bool,class std::allocator<bool> > const &,bool,class
> > > boost::shared_ptr<class QuantLib::EndCriteria> const &,double,class
> > > boost::shared_ptr<class QuantLib::OptimizationMethod> const
> > > &,double,bool,unsigned int)"
> > > (??0SwaptionVolCube1@QuantLib@@QAE@ABV
> ?$Handle@VSwaptionVolatilityStructure@QuantLib@@@1@ABV?$vector@VPeriod
> @QuantLib@@V?$allocator@VPeriod@QuantLib@@@std@@@std@@1ABV?$vector@NV
> ?$allocator@N@std@@@4@ABV?$vector@V?$vector@V?$Handle@VQuote@QuantLib@
> @@QuantLib@@V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@
> @V?$allocator@V?$vector@V?$Handle@VQuote@QuantLib@@@QuantLib@
> @V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@@@2@@4@ABV
> ?$shared_ptr@VSwapIndex@QuantLib@@@boost@@4_N3ABV?$vector@_NV?$allocator@
> _N@std@@@4@5ABV?$shared_ptr@VEndCriteria@QuantLib@@@8@NABV
> ?$shared_ptr@VOptimizationMethod@QuantLib@@@8@N_NI@Z)
> > > 2>swaptionvolatilitycube.obj : error LNK2001: unresolved external
> > > symbol
> > > "public: __thiscall
> > > QuantLib::SwaptionVolCube1::SwaptionVolCube1(class
> > > QuantLib::Handle<class QuantLib::SwaptionVolatilityStructure> const
> > > &,class
> > > std::vector<class QuantLib::Period,class std::allocator<class
> > > QuantLib::Period> > const &,class std::vector<class
> > > QuantLib::Period,class
> > > std::allocator<class QuantLib::Period> > const &,class
> > > std::vector<double,class std::allocator<double> > const &,class
> > > std::vector<class std::vector<class QuantLib::Handle<class
> > > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > > boost::shared_ptr<class QuantLib::SwapIndex> const &,class
> > > boost::shared_ptr<class QuantLib::SwapIndex> const &,bool,class
> > > std::vector<class std::vector<class QuantLib::Handle<class
> > > QuantLib::Quote>,class std::allocator<class QuantLib::Handle<class
> > > QuantLib::Quote> > >,class std::allocator<class std::vector<class
> > > QuantLib::Handle<class QuantLib::Quote>,class std::allocator<class
> > > QuantLib::Handle<class QuantLib::Quote> > > > > const &,class
> > > std::vector<bool,class std::allocator<bool> > const &,bool,class
> > > boost::shared_ptr<class QuantLib::EndCriteria> const &,double,class
> > > boost::shared_ptr<class QuantLib::OptimizationMethod> const
> > > &,double,bool,unsigned int)"
> > > (??0SwaptionVolCube1@QuantLib@@QAE@ABV
> ?$Handle@VSwaptionVolatilityStructure@QuantLib@@@1@ABV?$vector@VPeriod
> @QuantLib@@V?$allocator@VPeriod@QuantLib@@@std@@@std@@1ABV?$vector@NV
> ?$allocator@N@std@@@4@ABV?$vector@V?$vector@V?$Handle@VQuote@QuantLib@
> @@QuantLib@@V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@
> @V?$allocator@V?$vector@V?$Handle@VQuote@QuantLib@@@QuantLib@
> @V?$allocator@V?$Handle@VQuote@QuantLib@@@QuantLib@@@std@@@std@@@2@@4@ABV
> ?$shared_ptr@VSwapIndex@QuantLib@@@boost@@4_N3ABV?$vector@_NV?$allocator@
> _N@std@@@4@5ABV?$shared_ptr@VEndCriteria@QuantLib@@@8@NABV
> ?$shared_ptr@VOptimizationMethod@QuantLib@@@8@N_NI@Z)
> > > 2>piecewiseyieldcurve.obj : error LNK2019: unresolved external
> > > symbol
> > > "public: __thiscall
> > > QuantLib::FixedRateBondHelper::FixedRateBondHelper(class
> > > QuantLib::Handle<class QuantLib::Quote> const &,unsigned
> > > int,double,class
> > > QuantLib::Schedule const &,class std::vector<double,class
> > > std::allocator<double> > const &,class QuantLib::DayCounter const
> > > &,enum
> > > QuantLib::BusinessDayConvention,double,class QuantLib::Date const
> > > &)"
> > > (??0FixedRateBondHelper@QuantLib@@QAE@ABV?$Handle@VQuote@QuantLib@
> @@1@INABVSchedule@1@ABV?$vector@NV?$allocator@N@std@@@std@@ABVDayCounter@1
> @W4BusinessDayConvention@1@NABVDate@1@@Z)
> > > referenced in function "public: __thiscall `anonymous
> > > namespace'::CommonVars::CommonVars(void)"
> > > (??0CommonVars@?A0xdb80a3f2@@QAE@XZ)
> > > 2>.\bin\QuantLib-test-suite-vc90-mt.exe : fatal error LNK1120: 3
> > > unresolved
> > > externals
> > >
> > >
> ------------------------------------------------------------------------------
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> > >
> >
> >
> >
> > --
> > <https://implementingquantlib.blogspot.com>
> > <https://twitter.com/lballabio>
> >
> >
> ------------------------------------------------------------------------------
> > Open source business process management suite built on Java and
> > Eclipse
> > Turn processes into business applications with Bonita BPM Community
> > Edition
> > Quickly connect people, data, and systems into organized workflows
> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
> > http://p.sf.net/sfu/Bonitasoft
> > _______________________________________________
> > QuantLib-dev mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >
>