[Quantlib-users] varainceswap testsuit

[Mehdi K. <moz...@gm...>]

Hi,
I am a new user of quantlib (3 days). I am trying to build a variance swap
pricer.
when i create a new empty project with utilities.hpp et cpp and
varianceswaps.hpp cpp and try to buil it i have many link errors.
is possible to have a tutorial do build a varswaps pricer inspired by the
testsuit exmple?

Regards

1>------ Début de la génération : Projet : VarSwap, Configuration : Release
Win32 ------
1>  varswap.cpp
1>utilities.obj : error LNK2001: symbole externe non résolu "void __cdecl
boost::assertion_failed(char const *,char const *,char const *,long)"
(?assertion_failed@boost@@YAXPBD00J@Z)
1>utilities.obj : error LNK2001: symbole externe non résolu "public:
__thiscall
QuantLib::BlackVolatilityTermStructure::BlackVolatilityTermStructure(class
QuantLib::Date const &,class QuantLib::Calendar const &,enum
QuantLib::BusinessDayConvention,class QuantLib::DayCounter const &)"
(??0BlackVolatilityTermStructure@QuantLib@@QAE@ABVDate@1@ABVCalendar
@1@W4BusinessDayConvention@1@ABVDayCounter@1@@Z)
1>utilities.obj : error LNK2001: symbole externe non résolu "public:
__thiscall
QuantLib::BlackVolatilityTermStructure::BlackVolatilityTermStructure(unsigned
int,class QuantLib::Calendar const &,enum
QuantLib::BusinessDayConvention,class QuantLib::DayCounter const &)"
(??0BlackVolatilityTermStructure@QuantLib@@QAE@IABVCalendar
@1@W4BusinessDayConvention@1@ABVDayCounter@1@@Z)
1>utilities.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::FlatForward::FlatForward(class QuantLib::Date const
&,class QuantLib::Handle<class QuantLib::Quote> const &,class
QuantLib::DayCounter const &,enum QuantLib::Compounding,enum
QuantLib::Frequency)" (??0FlatForward@QuantLib@@QAE@ABVDate@1@ABV
?$Handle@VQuote@QuantLib@@@1@ABVDayCounter@1@W4Compounding@1@W4Frequency@1@
@Z)
1>utilities.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::FlatForward::FlatForward(unsigned int,class
QuantLib::Calendar const &,class QuantLib::Handle<class QuantLib::Quote>
const &,class QuantLib::DayCounter const &,enum QuantLib::Compounding,enum
QuantLib::Frequency)" (??0FlatForward@QuantLib@@QAE@IABVCalendar@1@ABV
?$Handle@VQuote@QuantLib@@@1@ABVDayCounter@1@W4Compounding@1@W4Frequency@1@
@Z)
1>utilities.obj : error LNK2001: symbole externe non résolu "public: void
__thiscall QuantLib::IndexManager::clearHistories(void)"
(?clearHistories@IndexManager@QuantLib@@QAEXXZ)
1>utilities.obj : error LNK2001: symbole externe non résolu "public: static
class QuantLib::Date __cdecl QuantLib::Date::maxDate(void)" (?maxDate@Date
@QuantLib@@SA?AV12@XZ)
1>utilities.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::Date::Date(void)" (??0Date@QuantLib@@QAE@XZ)
1>utilities.obj : error LNK2001: symbole externe non résolu "public:
virtual void __thiscall QuantLib::TermStructure::update(void)"
(?update@TermStructure@QuantLib@@UAEXXZ)
1>utilities.obj : error LNK2001: symbole externe non résolu "public:
virtual class QuantLib::Date const & __thiscall
QuantLib::TermStructure::referenceDate(void)const "
(?referenceDate@TermStructure@QuantLib@@UBEABVDate@2@XZ)
1>utilities.obj : error LNK2001: symbole externe non résolu "public:
virtual char const * __thiscall QuantLib::Error::what(void)const "
(?what@Error@QuantLib@@UBEPBDXZ)
1>utilities.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::Error::Error(class std::basic_string<char,struct
std::char_traits<char>,class std::allocator<char> > const &,long,class
std::basic_string<char,struct std::char_traits<char>,class
std::allocator<char> > const &,class std::basic_string<char,struct
std::char_traits<char>,class std::allocator<char> > const &)"
(??0Error@QuantLib@@QAE@ABV?$basic_string@DU?$char_traits@D@std@
@V?$allocator@D@2@@std@@J00@Z)
1>utilities.obj : error LNK2001: symbole externe non résolu "public: void
__thiscall QuantLib::Observable::notifyObservers(void)"
(?notifyObservers@Observable@QuantLib@@QAEXXZ)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall
QuantLib::BlackScholesMertonProcess::BlackScholesMertonProcess(class
QuantLib::Handle<class QuantLib::Quote> const &,class
QuantLib::Handle<class QuantLib::YieldTermStructure> const &,class
QuantLib::Handle<class QuantLib::YieldTermStructure> const &,class
QuantLib::Handle<class QuantLib::BlackVolTermStructure> const &,class
boost::shared_ptr<class QuantLib::StochasticProcess1D::discretization>
const &)" (??0BlackScholesMertonProcess@QuantLib@@QAE@ABV?$Handle@VQuote
@QuantLib@@@1@ABV?$Handle@VYieldTermStructure@QuantLib@@@1@1ABV
?$Handle@VBlackVolTermStructure@QuantLib@@@1@ABV?$shared_ptr@Vdiscretization
@StochasticProcess1D@QuantLib@@@boost@@@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::a2_"
(?a2_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::EuropeanOption::EuropeanOption(class
boost::shared_ptr<class QuantLib::StrikedTypePayoff> const &,class
boost::shared_ptr<class QuantLib::Exercise> const &)"
(??0EuropeanOption@QuantLib@@QAE@ABV?$shared_ptr@VStrikedTypePayoff
@QuantLib@@@boost@@ABV?$shared_ptr@VExercise@QuantLib@@@3@@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double __cdecl QuantLib::InverseCumulativeNormal::tail_value(double)"
(?tail_value@InverseCumulativeNormal@QuantLib@@CANN@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::AnalyticEuropeanEngine::AnalyticEuropeanEngine(class
boost::shared_ptr<class QuantLib::GeneralizedBlackScholesProcess> const &)"
(??0AnalyticEuropeanEngine@QuantLib@@QAE@ABV
?$shared_ptr@VGeneralizedBlackScholesProcess@QuantLib@@@boost@@@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::a3_"
(?a3_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::x_high_"
(?x_high_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "class
std::basic_ostream<char,struct std::char_traits<char> > & __cdecl
QuantLib::operator<<(class std::basic_ostream<char,struct
std::char_traits<char> > &,class QuantLib::Date const &)" (??6QuantLib@
@YAAAV?$basic_ostream@DU?$char_traits@D@std@@@std@@AAV12@ABVDate@0@@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::BlackVarianceSurface::BlackVarianceSurface(class
QuantLib::Date const &,class QuantLib::Calendar const &,class
std::vector<class QuantLib::Date,class std::allocator<class QuantLib::Date>
> const &,class std::vector<double,class std::allocator<double> > const
&,class QuantLib::Matrix const &,class QuantLib::DayCounter const &,enum
QuantLib::BlackVarianceSurface::Extrapolation,enum
QuantLib::BlackVarianceSurface::Extrapolation)"
(??0BlackVarianceSurface@QuantLib@@QAE@ABVDate@1@ABVCalendar@1@ABV
?$vector@VDate@QuantLib@@V?$allocator@VDate@QuantLib@@@std@@@std@
@ABV?$vector@NV?$allocator@N@std@@@5@ABVMatrix@1@ABVDayCounter
@1@W4Extrapolation@01@6@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::EuropeanExercise::EuropeanExercise(class
QuantLib::Date const &)" (??0EuropeanExercise@QuantLib@@QAE@ABVDate@1@@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::b5_"
(?b5_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::b4_"
(?b4_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::b2_"
(?b2_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::a4_"
(?a4_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::a1_"
(?a1_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::b1_"
(?b1_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::x_low_"
(?x_low_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
bool __thiscall QuantLib::Integrator::integrationSuccess(void)const "
(?integrationSuccess@Integrator@QuantLib@@UBE_NXZ)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: double
__thiscall QuantLib::Integrator::operator()(class boost::function<double
__cdecl(double)> const &,double,double)const " (??RIntegrator@QuantLib
@@QBENABV?$function@$$A6ANN@Z@boost@@NN@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
void __thiscall QuantLib::PlainVanillaPayoff::accept(class
QuantLib::AcyclicVisitor &)" (?accept@PlainVanillaPayoff@QuantLib@
@UAEXAAVAcyclicVisitor@2@@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
double __thiscall QuantLib::PlainVanillaPayoff::operator()(double)const "
(??RPlainVanillaPayoff@QuantLib@@UBENN@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: static
class QuantLib::Date __cdecl QuantLib::Date::todaysDate(void)"
(?todaysDate@Date@QuantLib@@SA?AV12@XZ)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::Date::Date(long)" (??0Date@QuantLib@@QAE@J@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: class
QuantLib::Handle<class QuantLib::YieldTermStructure> const & __thiscall
QuantLib::GeneralizedBlackScholesProcess::riskFreeRate(void)const "
(?riskFreeRate@GeneralizedBlackScholesProcess@QuantLib@
@QBEABV?$Handle@VYieldTermStructure@QuantLib@@@2@XZ)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::SegmentIntegral::SegmentIntegral(unsigned int)"
(??0SegmentIntegral@QuantLib@@QAE@I@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::b3_"
(?b3_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "private:
__thiscall QuantLib::Settings::Settings(void)" (??0Settings@QuantLib@@AAE@XZ
)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::BlackVarianceCurve::BlackVarianceCurve(class
QuantLib::Date const &,class std::vector<class QuantLib::Date,class
std::allocator<class QuantLib::Date> > const &,class
std::vector<double,class std::allocator<double> > const &,class
QuantLib::DayCounter const &,bool)" (??0BlackVarianceCurve@QuantLib
@@QAE@ABVDate@1@ABV?$vector@VDate@QuantLib@@V?$allocator@VDate@QuantLib@
@@std@@@std@@ABV?$vector@NV?$allocator@N@std@@@4@ABVDayCounter@1@_N@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
class std::basic_string<char,struct std::char_traits<char>,class
std::allocator<char> > __thiscall
QuantLib::TypePayoff::description(void)const " (?description@TypePayoff
@QuantLib@@UBE?AV?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@
@std@@XZ)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::BrownianBridge::BrownianBridge(class
QuantLib::TimeGrid const &)" (??0BrownianBridge@QuantLib@@QAE@ABVTimeGrid@1@
@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::a6_"
(?a6_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: void
__thiscall QuantLib::MersenneTwisterUniformRng::twist(void)const "
(?twist@MersenneTwisterUniformRng@QuantLib@@ABEXXZ)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall
QuantLib::MersenneTwisterUniformRng::MersenneTwisterUniformRng(unsigned
long)" (??0MersenneTwisterUniformRng@QuantLib@@QAE@K@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "class
std::basic_ostream<char,struct std::char_traits<char> > & __cdecl
QuantLib::detail::operator<<(class std::basic_ostream<char,struct
std::char_traits<char> > &,struct QuantLib::detail::percent_holder const
&)" (??6detail@QuantLib@@YAAAV?$basic_ostream@DU?$char_traits@D@std@@@std@
@AAV23@ABUpercent_holder@01@@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "private: static
double const QuantLib::InverseCumulativeNormal::a5_"
(?a5_@InverseCumulativeNormal@QuantLib@@0NB)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: double
__thiscall QuantLib::GeneralStatistics::variance(void)const "
(?variance@GeneralStatistics@QuantLib@@QBENXZ)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: double
__thiscall QuantLib::GeneralStatistics::mean(void)const "
(?mean@GeneralStatistics@QuantLib@@QBENXZ)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::TimeGrid::TimeGrid(double,unsigned int)"
(??0TimeGrid@QuantLib@@QAE@NI@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: class
QuantLib::InterestRate __thiscall
QuantLib::YieldTermStructure::zeroRate(double,enum
QuantLib::Compounding,enum QuantLib::Frequency,bool)const "
(?zeroRate@YieldTermStructure@QuantLib@@QBE?AVInterestRate@2
@NW4Compounding@2@W4Frequency@2@_N@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: double
__thiscall QuantLib::YieldTermStructure::discount(double,bool)const "
(?discount@YieldTermStructure@QuantLib@@QBENN_N@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
void __thiscall QuantLib::VarianceSwap::arguments::validate(void)const "
(?validate@arguments@VarianceSwap@QuantLib@@UBEXXZ)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: double
__thiscall QuantLib::VarianceSwap::variance(void)const "
(?variance@VarianceSwap@QuantLib@@QBENXZ)
1>varswap.obj : error LNK2001: symbole externe non résolu "public:
__thiscall QuantLib::VarianceSwap::VarianceSwap(enum
QuantLib::Position::Type,double,double,class QuantLib::Date const &,class
QuantLib::Date const &)" (??0VarianceSwap@QuantLib@@QAE@W4Type@Position@1
@NNABVDate@1@1@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
double __thiscall QuantLib::EulerDiscretization::variance(class
QuantLib::StochasticProcess1D const &,double,double,double)const "
(?variance@EulerDiscretization@QuantLib@@UBENABVStochasticProcess1D@2@NNN@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
class QuantLib::Disposable<class QuantLib::Matrix> __thiscall
QuantLib::EulerDiscretization::covariance(class QuantLib::StochasticProcess
const &,double,class QuantLib::Array const &,double)const "
(?covariance@EulerDiscretization@QuantLib@@UBE?AV?$Disposable@VMatrix
@QuantLib@@@2@ABVStochasticProcess@2@NABVArray@2@N@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
class QuantLib::Disposable<class QuantLib::Matrix> __thiscall
QuantLib::EulerDiscretization::diffusion(class QuantLib::StochasticProcess
const &,double,class QuantLib::Array const &,double)const "
(?diffusion@EulerDiscretization@QuantLib@@UBE?AV?$Disposable@VMatrix
@QuantLib@@@2@ABVStochasticProcess@2@NABVArray@2@N@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
double __thiscall QuantLib::EulerDiscretization::diffusion(class
QuantLib::StochasticProcess1D const &,double,double,double)const "
(?diffusion@EulerDiscretization@QuantLib@@UBENABVStochasticProcess1D@2@NNN@Z
)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
class QuantLib::Disposable<class QuantLib::Array> __thiscall
QuantLib::EulerDiscretization::drift(class QuantLib::StochasticProcess
const &,double,class QuantLib::Array const &,double)const "
(?drift@EulerDiscretization@QuantLib@@UBE?AV?$Disposable@VArray@QuantLib@
@@2@ABVStochasticProcess@2@NABVArray@2@N@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
double __thiscall QuantLib::EulerDiscretization::drift(class
QuantLib::StochasticProcess1D const &,double,double,double)const "
(?drift@EulerDiscretization@QuantLib@@UBENABVStochasticProcess1D@2@NNN@Z)
1>varswap.obj : error LNK2001: symbole externe non résolu "public: virtual
class std::basic_string<char,struct std::char_traits<char>,class
std::allocator<char> > __thiscall
QuantLib::StrikedTypePayoff::description(void)const "
(?description@StrikedTypePayoff@QuantLib@@UBE?AV?$basic_string@DU
?$char_traits@D@std@@V?$allocator@D@2@@std@@XZ)
1>libboost_unit_test_framework-vc140-mt-1_61.lib(unit_test_main.obj) :
error LNK2001: symbole externe non résolu "class
boost::unit_test::test_suite * __cdecl init_unit_test_suite(int,char * *
const)" (?init_unit_test_suite@@YAPAVtest_suite@unit_test@boost@@HQAPAD@Z)
1>C:\QuantLib\QuantLibVisual2015\project\exemple\Release\VarSwap.exe :
fatal error LNK1120: 64 externes non résolus
========== Génération : 0 a réussi, 1 a échoué, 0 mis à jour, 0 a été
ignoré ==========