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From: Neil F. <ne...@qu...> - 2008-07-07 15:18:44
|
I know a number of places use Flex/Bison or Lex/Yacc to implement payoff scripting. The advantages being that it is well tested, and very fast. A fast implementation is needed as the payoff scripting will be used inside an American Monte Carlo engine. http://www.monmouth.com/~wstreett/lex-yacc/lex-yacc.html Neil -----Original Message----- From: qua...@li... [mailto:qua...@li...] On Behalf Of Ferdinando Ametrano Sent: 07 July 2008 10:47 To: abdelkader ratnani Cc: qua...@li... Subject: Re: [Quantlib-dev] Question regarding range of strings inObjectHandler On Thu, Jun 26, 2008 at 2:02 PM, abdelkader ratnani <abd...@gm...> wrote: > Basically, I need this range of strings as a building blocks for scripted > payoffs, this is what some houses are using > to represent generic instruments where you defined your floating leg and > exotic legs using scripted payoffs. > > I want to know if there is any ongoing development project in quantlib to > price such instruments? We may think of using > boost meta-programming for example as a technical solution. > > Could you please send me your comments on this topic? As far as I know, nobody is working on payoff scripting, and this would be a very worth contribution to QuantLib ciao -- Nando ------------------------------------------------------------------------ - Sponsored by: SourceForge.net Community Choice Awards: VOTE NOW! Studies have shown that voting for your favorite open source project, along with a healthy diet, reduces your potential for chronic lameness and boredom. Vote Now at http://www.sourceforge.net/community/cca08 _______________________________________________ QuantLib-dev mailing list Qua...@li... https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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From: Ferdinando A. <na...@am...> - 2008-07-07 09:47:05
|
On Thu, Jun 26, 2008 at 2:02 PM, abdelkader ratnani <abd...@gm...> wrote: > Basically, I need this range of strings as a building blocks for scripted > payoffs, this is what some houses are using > to represent generic instruments where you defined your floating leg and > exotic legs using scripted payoffs. > > I want to know if there is any ongoing development project in quantlib to > price such instruments? We may think of using > boost meta-programming for example as a technical solution. > > Could you please send me your comments on this topic? As far as I know, nobody is working on payoff scripting, and this would be a very worth contribution to QuantLib ciao -- Nando |
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From: Eric E. <eri...@na...> - 2008-07-05 20:45:52
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Hi All, I'm on vacation 8-18 June and will respond to any unanswered ObjectHandler / QuantLibAddin / QuantLibXL questions when I get back. Regards, Eric ------------------------- Eric Ehlers nazcatech sprl | Brussels | http://www.nazcatech.be Distributed computing for pricing analytics - Use Microsoft Excel as a client to the Grid |
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From: Simon I. <s.i...@gm...> - 2008-07-04 16:23:02
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Hi Calvin, I've done this (amortising bonds and risky bonds/engine), and will submít the code as soon as I return from holiday. All the best, Simon On Fri, Jul 4, 2008 at 4:09 PM, Calvin Lai <cy...@gm...> wrote: > Hi, > > I am trying to implement the modeling of a riskbond (ie. non-zero > probability of default). Any comments? So far I have updated my local files > for coupon and bond classes to accommodate the Issuer in a bond. > > Also, I am also planning to add the principal payments as cashflow entries > in a Leg. Currently it seems no principal repayments are added. Again, > comments are welcome. > > Regards, > Calvin > > ------------------------------------------------------------------------- > Sponsored by: SourceForge.net Community Choice Awards: VOTE NOW! > Studies have shown that voting for your favorite open source project, > along with a healthy diet, reduces your potential for chronic lameness > and boredom. Vote Now at http://www.sourceforge.net/community/cca08 > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > |
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From: Calvin L. <cy...@gm...> - 2008-07-04 15:09:06
|
Hi, I am trying to implement the modeling of a riskbond (ie. non-zero probability of default). Any comments? So far I have updated my local files for coupon and bond classes to accommodate the Issuer in a bond. Also, I am also planning to add the principal payments as cashflow entries in a Leg. Currently it seems no principal repayments are added. Again, comments are welcome. Regards, Calvin |
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From: Luigi B. <lui...@gm...> - 2008-07-04 14:50:04
|
On Fri, 2008-07-04 at 17:03 +0300, Harun Özkan wrote: > SWIG CSharp -as well as other target languages i guess- files are missing in > the 0.9.5 relase. I know---they're not stored in the Subversion repository. You have to generate them with SWIG. They will be included in the released tarball. Luigi -- Better to remain silent and be thought a fool than to speak out and remove all doubt. -- Abraham Lincoln |
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From: Harun Ö. <har...@gm...> - 2008-07-04 14:04:00
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SWIG CSharp -as well as other target languages i guess- files are missing in the 0.9.5 relase. ----- Original Message ----- From: "Luigi Ballabio" <lui...@gm...> To: "QuantLib developers" <qua...@li...> Sent: Thursday, July 03, 2008 12:00 PM Subject: [Quantlib-dev] 0.9.5 release branch > > Hi all, > since a new release is long overdue, and since I've only so much time, > I've created the 0.9.5 release branch; you can check it out from the > Subversion repository as > <https://quantlib.svn.sourceforge.net/svnroot/quantlib/branches/R000905-branch>. > > Apologies to those whose contributions didn't make into this release. > I'll try to add them shortly, and to make another release to get them > out in the open. > > For those with svn access: as usual, bug fixes should now go on the > 0.9.5 branch, while new features should be added on the trunk. > > Luigi > > > -- > > Westheimer's Discovery: > A couple of months in the laboratory can frequently save a > couple of hours in the library. > > > > ------------------------------------------------------------------------- > Sponsored by: SourceForge.net Community Choice Awards: VOTE NOW! > Studies have shown that voting for your favorite open source project, > along with a healthy diet, reduces your potential for chronic lameness > and boredom. Vote Now at http://www.sourceforge.net/community/cca08 > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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From: Luigi B. <lui...@gm...> - 2008-07-03 09:00:32
|
Hi all, since a new release is long overdue, and since I've only so much time, I've created the 0.9.5 release branch; you can check it out from the Subversion repository as <https://quantlib.svn.sourceforge.net/svnroot/quantlib/branches/R000905-branch>. Apologies to those whose contributions didn't make into this release. I'll try to add them shortly, and to make another release to get them out in the open. For those with svn access: as usual, bug fixes should now go on the 0.9.5 branch, while new features should be added on the trunk. Luigi -- Westheimer's Discovery: A couple of months in the laboratory can frequently save a couple of hours in the library. |
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From: Luigi B. <lui...@gm...> - 2008-07-01 10:47:52
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On Thu, 2008-06-26 at 01:28 +0800, Max wrote: > Given correlation matrix is symmetric and positive semidefinite, can I > use SalvagingAlgorithm::none method (which is essentially a Cholesky > decomposition) instead? Yes, you can. > And in this case, would the final results be equivelant for > SalvagingAlgorithm::Spectral and SalvagingAlgorithm::none methods? It should be. It would be nice if you made the experiment and reported back here... Luigi -- Ninety percent of everything is crap. --- Theodore Sturgeon |
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From: SourceForge.net <no...@so...> - 2008-06-30 16:24:11
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Bugs item #1947150, was opened at 2008-04-20 13:59 Message generated for change (Comment added) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1947150&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None >Status: Closed >Resolution: Fixed Priority: 5 Private: No Submitted By: Nobody/Anonymous (nobody) >Assigned to: Luigi Ballabio (lballabio) Summary: inflationPeriod incorrect for SemiAnnual and Quarterly frequ Initial Comment: Hi, inflationPeriod incorrect for SemiAnnual and Quarterly frequencies. It should read: case Semiannual: startMonth = Month(6*((month-1)/6) + 1) and case Quarterly: startMonth = Month(3*((month-1)/3) + 1) with the other lines unchanged. Best regards, chr...@ya... ---------------------------------------------------------------------- Comment By: Luigi Ballabio (lballabio) Date: 2008-06-30 18:24 Message: Logged In: YES user_id=75450 Originator: NO The bug is now fixed in the Subversion repository. Thank you for the report. ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1947150&group_id=12740 |
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From: SourceForge.net <no...@so...> - 2008-06-30 16:16:58
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Bugs item #1966376, was opened at 2008-05-18 10:36 Message generated for change (Comment added) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1966376&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None >Status: Closed >Resolution: Fixed Priority: 5 Private: No Submitted By: Nobody/Anonymous (nobody) >Assigned to: Luigi Ballabio (lballabio) Summary: Bug: isInSubset Initial Comment: Hello, the function isInSubset in ql/models/marketmodels/utilities.cpp crashes in some cases. Subset loop: while (true) { subsetElement = subset[j]; result[i] = false; if (setElement < subsetElement) break; if (setElement == subsetElement) { result[i] = true; break; } if (j > dimsubSet-1) break; ++j; } The largest allowed j in the line with the break is j==dimsubSet-1. In the next line j is increased by 1 and we have j==dimsubSet. The next statement at the beginning of the while-loop will exceed the array-boundary: subsetElement = subset[j]. I think a greater or equal would be a solution: if (j >= dimsubSet-1) break; Kind regards Jan van Heys email: ml...@va... ---------------------------------------------------------------------- Comment By: Luigi Ballabio (lballabio) Date: 2008-06-30 18:16 Message: Logged In: YES user_id=75450 Originator: NO The bug is now fixed in the Subversion repository. Thank you for the report. ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1966376&group_id=12740 |
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From: SourceForge.net <no...@so...> - 2008-06-30 13:31:46
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Bugs item #1981044, was opened at 2008-06-01 03:49 Message generated for change (Comment added) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1981044&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None >Status: Closed >Resolution: Rejected Priority: 5 Private: No Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: unable to install python bindings for quantlib Initial Comment: I am using Windows XP, Python 2.5 and have Boost installed. I also have MinGW set as the compiler. I am installing python bindings for quantlib from cmd with the line: python setup.py install from the folder QuantLib-SWIG-0.9.0\Python Here is the full error message: I am not sure what is wrong. C:\Documents and Settings\Your Name\Desktop\python stuff\QuantLib-SWIG-0.9.0\Pyt hon>python setup.py install running install running build running build_py running build_ext building 'QuantLib._QuantLib' extension C:\thisiscool-gcc\gcc-4.3\bin\gcc.exe -mno-cygwin -mdll -O -Wall -IC:\Python25\i nclude -IC:\Python25\PC -c QuantLib/quantlib_wrap.cpp -o build\temp.win32-2.5\Re lease\quantlib\quantlib_wrap.o QuantLib/quantlib_wrap.cpp:3230:28: error: ql/qldefines.hpp: No such file or dir ectory QuantLib/quantlib_wrap.cpp:3282:27: error: ql/quantlib.hpp: No such file or dire ctory QuantLib/quantlib_wrap.cpp:3285:6: error: #error using an old version of QuantLi b, please update QuantLib/quantlib_wrap.cpp:3661:48: error: boost/algorithm/string/case_conv.hpp: No such file or directory QuantLib/quantlib_wrap.cpp:3231: error: 'QL_HEX_VERSION' was not declared in thi s scope QuantLib/quantlib_wrap.cpp:3232: error: 'QL_VERSION' was not declared in this sc ope QuantLib/quantlib_wrap.cpp:3665: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3666: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3667: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3670: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3671: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3672: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3673: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3674: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3675: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3676: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3677: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3678: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3679: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3680: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3681: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3684: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3685: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3688: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3689: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3690: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3691: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3692: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3693: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3694: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3695: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3698: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3699: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3700: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3701: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3702: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3703: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3704: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3705: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3706: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3707: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3708: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3709: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3710: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3713: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3714: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3715: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3716: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3717: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3720: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3721: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3722: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3723: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3724: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3725: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3726: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3727: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3728: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3729: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3730: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3731: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3734: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3735: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:3846: error: expected initializer before '*' token QuantLib/quantlib_wrap.cpp:3849: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:3849: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:3849: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:3865: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:3865: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:3865: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:3870: error: 'Period' does not name a type QuantLib/quantlib_wrap.cpp:3873: error: 'Period' does not name a type QuantLib/quantlib_wrap.cpp:3876: error: 'Period' does not name a type QuantLib/quantlib_wrap.cpp:3879: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:3879: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:3879: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:3879: error: initializer expression list treated as c ompound expression QuantLib/quantlib_wrap.cpp:3879: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:4763: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4763: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4872: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4872: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4872: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4872: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4872: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4872: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4880: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4880: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4880: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp: In function 'swig::PySwigIterator* std_vector_Sl_Per iod_Sg__iterator(int*, PyObject**)': QuantLib/quantlib_wrap.cpp:4881: error: request for member 'begin' in '* self', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:4881: error: request for member 'begin' in '* self', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:4881: error: request for member 'end' in '* self', wh ich is of non-class type 'int' QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:4883: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4883: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4883: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp: In function 'bool std_vector_Sl_Period_Sg____nonzero __(const int*)': QuantLib/quantlib_wrap.cpp:4884: error: request for member 'empty' in '* self', which is of non-class type 'const int' QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:4886: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4886: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4886: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4886: error: expected initializer before 'std_vector_ Sl_Period_Sg____len__' QuantLib/quantlib_wrap.cpp:4904: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4904: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4904: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4904: error: expected initializer before 'std_vector_ Sl_Period_Sg__pop' QuantLib/quantlib_wrap.cpp:4911: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4911: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4911: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4911: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4911: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4911: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4911: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4911: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4911: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4911: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4911: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4911: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'int* std_vector_Sl_Period_Sg____getslic e__(int*, int)': QuantLib/quantlib_wrap.cpp:4912: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:4912: error: 'j' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:4914: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4914: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4914: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4914: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4914: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4914: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4914: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_Period_Sg____setslic e__(int*, int)': QuantLib/quantlib_wrap.cpp:4915: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:4915: error: 'j' was not declared in this scope QuantLib/quantlib_wrap.cpp:4915: error: 'v' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:4917: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4917: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4917: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4917: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4917: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4917: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4917: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_Period_Sg____delslic e__(int*, int)': QuantLib/quantlib_wrap.cpp:4918: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:4918: error: 'j' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:4920: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4920: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4920: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4920: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4920: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4920: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4920: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_Period_Sg____delitem __(int*, int)': QuantLib/quantlib_wrap.cpp:4921: error: request for member 'erase' in '* self', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:4921: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:4923: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4923: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4923: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4923: error: expected initializer before 'const' QuantLib/quantlib_wrap.cpp:4926: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4926: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4926: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4926: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4926: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4926: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4926: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_Period_Sg____setitem __(int*, int)': QuantLib/quantlib_wrap.cpp:4927: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:4927: error: 'x' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:4929: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4929: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4929: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4929: error: 'Period' was not declared in this scope QuantLib/quantlib_wrap.cpp:4929: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4929: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4929: error: expected ',' or '...' before 'const' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_Period_Sg__append(in t*, int)': QuantLib/quantlib_wrap.cpp:4930: error: request for member 'push_back' in '* sel f', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:4930: error: 'x' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:4933: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:4934: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:4936: error: expected initializer before '*' token QuantLib/quantlib_wrap.cpp:4939: error: 'Integer' does not name a type QuantLib/quantlib_wrap.cpp:4942: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4942: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:4942: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:4947: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4947: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:4947: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:4956: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4956: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:4956: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:4961: error: 'BigInteger' does not name a type QuantLib/quantlib_wrap.cpp:4964: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4964: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:4964: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4964: error: initializer expression list treated as c ompound expression QuantLib/quantlib_wrap.cpp:4964: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:4972: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4972: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:4972: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:4975: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4975: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:4975: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:4980: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4980: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4988: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4988: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4988: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4988: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4988: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:4988: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4996: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4996: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4996: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp: In function 'swig::PySwigIterator* std_vector_Sl_Dat e_Sg__iterator(int*, PyObject**)': QuantLib/quantlib_wrap.cpp:4997: error: request for member 'begin' in '* self', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:4997: error: request for member 'begin' in '* self', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:4997: error: request for member 'end' in '* self', wh ich is of non-class type 'int' QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:4999: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:4999: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:4999: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp: In function 'bool std_vector_Sl_Date_Sg____nonzero__ (const int*)': QuantLib/quantlib_wrap.cpp:5000: error: request for member 'empty' in '* self', which is of non-class type 'const int' QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5002: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5002: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5002: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5002: error: expected initializer before 'std_vector_ Sl_Date_Sg____len__' QuantLib/quantlib_wrap.cpp:5005: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5005: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5005: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5005: error: expected initializer before 'std_vector_ Sl_Date_Sg__pop' QuantLib/quantlib_wrap.cpp:5012: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5012: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5012: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5012: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5012: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5012: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5012: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5012: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5012: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5012: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5012: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5012: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'int* std_vector_Sl_Date_Sg____getslice_ _(int*, int)': QuantLib/quantlib_wrap.cpp:5013: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:5013: error: 'j' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5015: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5015: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5015: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5015: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5015: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5015: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5015: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_Date_Sg____setslice_ _(int*, int)': QuantLib/quantlib_wrap.cpp:5016: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:5016: error: 'j' was not declared in this scope QuantLib/quantlib_wrap.cpp:5016: error: 'v' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5018: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5018: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5018: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5018: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5018: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5018: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5018: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_Date_Sg____delslice_ _(int*, int)': QuantLib/quantlib_wrap.cpp:5019: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:5019: error: 'j' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5021: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5021: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5021: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5021: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5021: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5021: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5021: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_Date_Sg____delitem__ (int*, int)': QuantLib/quantlib_wrap.cpp:5022: error: request for member 'erase' in '* self', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:5022: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5024: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5024: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5024: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5024: error: expected initializer before 'const' QuantLib/quantlib_wrap.cpp:5027: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5027: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5027: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5027: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5027: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5027: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5027: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_Date_Sg____setitem__ (int*, int)': QuantLib/quantlib_wrap.cpp:5028: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:5028: error: 'x' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5030: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5030: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5030: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5030: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5030: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5030: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5030: error: expected ',' or '...' before 'const' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_Date_Sg__append(int* , int)': QuantLib/quantlib_wrap.cpp:5031: error: request for member 'push_back' in '* sel f', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:5031: error: 'x' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5034: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:5383: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5383: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5383: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5393: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5393: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5393: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5393: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5393: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5393: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5393: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5393: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5401: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5401: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5401: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5401: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp: In function 'swig::PySwigIterator* std_vector_Sl_std _pair_Sl_Date_Sc_double_Sg__Sg__iterator(int*, PyObject**)': QuantLib/quantlib_wrap.cpp:5402: error: request for member 'begin' in '* self', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:5402: error: request for member 'begin' in '* self', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:5402: error: request for member 'end' in '* self', wh ich is of non-class type 'int' QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5404: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5404: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5404: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5404: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp: In function 'bool std_vector_Sl_std_pair_Sl_Date_Sc_ double_Sg__Sg____nonzero__(const int*)': QuantLib/quantlib_wrap.cpp:5405: error: request for member 'empty' in '* self', which is of non-class type 'const int' QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5407: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5407: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5407: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5407: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5407: error: expected initializer before 'std_vector_ Sl_std_pair_Sl_Date_Sc_double_Sg__Sg____len__' QuantLib/quantlib_wrap.cpp:5410: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5410: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5410: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5410: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5410: error: expected initializer before 'std_vector_ Sl_std_pair_Sl_Date_Sc_double_Sg__Sg__pop' QuantLib/quantlib_wrap.cpp:5417: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5417: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5417: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5417: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5417: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5417: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5417: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5417: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5417: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5417: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5417: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5417: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5417: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5417: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5417: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5417: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'int* std_vector_Sl_std_pair_Sl_Date_Sc_ double_Sg__Sg____getslice__(int*, int)': QuantLib/quantlib_wrap.cpp:5418: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:5418: error: 'j' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5420: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5420: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5420: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5420: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5420: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5420: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5420: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5420: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5420: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_std_pair_Sl_Date_Sc_ double_Sg__Sg____setslice__(int*, int)': QuantLib/quantlib_wrap.cpp:5421: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:5421: error: 'j' was not declared in this scope QuantLib/quantlib_wrap.cpp:5421: error: 'v' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5423: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5423: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5423: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5423: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5423: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5423: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5423: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5423: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5423: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_std_pair_Sl_Date_Sc_ double_Sg__Sg____delslice__(int*, int)': QuantLib/quantlib_wrap.cpp:5424: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:5424: error: 'j' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5426: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5426: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5426: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5426: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5426: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5426: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5426: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5426: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5426: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_std_pair_Sl_Date_Sc_ double_Sg__Sg____delitem__(int*, int)': QuantLib/quantlib_wrap.cpp:5427: error: request for member 'erase' in '* self', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:5427: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5429: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5429: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5429: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5429: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5429: error: expected initializer before 'const' QuantLib/quantlib_wrap.cpp:5432: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5432: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5432: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5432: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5432: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5432: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5432: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5432: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5432: error: expected ',' or '...' before 'i' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_std_pair_Sl_Date_Sc_ double_Sg__Sg____setitem__(int*, int)': QuantLib/quantlib_wrap.cpp:5433: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:5433: error: 'x' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5435: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5435: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5435: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5435: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5435: error: 'Date' was not declared in this scope QuantLib/quantlib_wrap.cpp:5435: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5435: error: template argument 1 is invalid QuantLib/quantlib_wrap.cpp:5435: error: template argument 2 is invalid QuantLib/quantlib_wrap.cpp:5435: error: expected ',' or '...' before 'const' QuantLib/quantlib_wrap.cpp: In function 'void std_vector_Sl_std_pair_Sl_Date_Sc_ double_Sg__Sg__append(int*, int)': QuantLib/quantlib_wrap.cpp:5436: error: request for member 'push_back' in '* sel f', which is of non-class type 'int' QuantLib/quantlib_wrap.cpp:5436: error: 'x' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5439: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:5441: error: 'boost' has not been declared QuantLib/quantlib_wrap.cpp:5441: error: 'Exercise' was not declared in this scop e QuantLib/quantlib_wrap.cpp:5441: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:5441: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:5445: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:5446: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:5447: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:5448: error: 'boost' has not been declared QuantLib/quantlib_wrap.cpp:5448: error: expected initializer before '<' token QuantLib/quantlib_wrap.cpp:5449: error: 'boost' has not been declared QuantLib/quantlib_wrap.cpp:5449: error: expected initializer before '<' token QuantLib/quantlib_wrap.cpp:5450: error: 'boost' has not been declared QuantLib/quantlib_wrap.cpp:5450: error: expected initializer before '<' token QuantLib/quantlib_wrap.cpp:5452: error: expected initializer before '*' token QuantLib/quantlib_wrap.cpp:5455: error: expected initializer before '*' token QuantLib/quantlib_wrap.cpp:5461: error: expected initializer before '*' token QuantLib/quantlib_wrap.cpp:5467: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:5468: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:5470: error: 'boost' has not been declared QuantLib/quantlib_wrap.cpp:5470: error: 'Observable' was not declared in this sc ope QuantLib/quantlib_wrap.cpp:5470: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:5470: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:5475: error: expected class-name before '{' token QuantLib/quantlib_wrap.cpp: In member function 'void PyObserver::update()': QuantLib/quantlib_wrap.cpp:5503: error: 'QL_ENSURE' was not declared in this sco pe QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5511: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:5512: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:5513: error: 'QuantLib' has not been declared QuantLib/quantlib_wrap.cpp:5516: error: 'Array' has not been declared QuantLib/quantlib_wrap.cpp: In function 'bool extractArray(PyObject*, int*)': QuantLib/quantlib_wrap.cpp:5518: error: 'Size' was not declared in this scope QuantLib/quantlib_wrap.cpp:5518: error: expected `;' before 'size' QuantLib/quantlib_wrap.cpp:5521: error: 'size' was not declared in this scope QuantLib/quantlib_wrap.cpp:5521: error: 'Array' was not declared in this scope QuantLib/quantlib_wrap.cpp:5522: error: expected `;' before 'i' QuantLib/quantlib_wrap.cpp:5522: error: 'i' was not declared in this scope QuantLib/quantlib_wrap.cpp:5528: error: 'Real' was not declared in this scope QuantLib/quantlib_wrap.cpp: At global scope: QuantLib/quantlib_wrap.cpp:5541: error: 'Array' was not declared in this scope QuantLib/quantlib_wrap.cpp:5541: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:5541: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:5546: error: 'Array' does not name a type QuantLib/quantlib_wrap.cpp:5549: error: 'Array' does not name a type QuantLib/quantlib_wrap.cpp:5552: error: 'Array' does not name a type QuantLib/quantlib_wrap.cpp:5555: error: 'Real' does not name a type QuantLib/quantlib_wrap.cpp:5558: error: 'Array' does not name a type QuantLib/quantlib_wrap.cpp:5561: error: 'Array' does not name a type QuantLib/quantlib_wrap.cpp:5564: error: 'Array' does not name a type QuantLib/quantlib_wrap.cpp:5567: error: 'Array' does not name a type QuantLib/quantlib_wrap.cpp:5579: error: variable or field 'Array___setslice__' d eclared void QuantLib/quantlib_wrap.cpp:5579: error: 'Array' was not declared in this scope QuantLib/quantlib_wrap.cpp:5579: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:5579: error: 'Integer' was not declared in this scope QuantLib/quantlib_wrap.cpp:5579: error: 'Integer' was not declared in this scope QuantLib/quantlib_wrap.cpp:5579: error: 'Array' was not declared in this scope QuantLib/quantlib_wrap.cpp:5591: error: 'Array' was not declared in this scope QuantLib/quantlib_wrap.cpp:5591: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:5591: error: expected ',' or ';' before '{' token QuantLib/quantlib_wrap.cpp:5594: error: 'Real' does not name a type QuantLib/quantlib_wrap.cpp:5604: error: variable or field 'Array___setitem__' de clared void QuantLib/quantlib_wrap.cpp:5604: error: 'Array' was not declared in this scope QuantLib/quantlib_wrap.cpp:5604: error: 'self' was not declared in this scope QuantLib/quantlib_wrap.cpp:5604: error: 'Integer' was not declared in this scope QuantLib/quantlib_wrap.cpp:5604: error: 'Real' was not declared in this scope error: command 'gcc' failed with exit status 1 ---------------------------------------------------------------------- >Comment By: Luigi Ballabio (lballabio) Date: 2008-06-30 15:31 Message: Logged In: YES user_id=75450 Originator: NO You compiler doesn't know where to find the QuantLib headers. You can look up its documentation to find out how to add a directory to the default include path, or you can use python setup.py build_ext -I/path/to/quantlib python setup.py build ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1981044&group_id=12740 |
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From: SourceForge.net <no...@so...> - 2008-06-30 13:25:00
|
Bugs item #1904433, was opened at 2008-02-29 05:44 Message generated for change (Comment added) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1904433&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None >Status: Closed >Resolution: Works For Me Priority: 5 Private: No Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: complie bug or misunderstood? Initial Comment: everytime I compile the example in the quontlib, the following message I've seen. Is this misunderstood or complie bug or something different? ---------------------------------------------------- cannot find -lQuoantlib-mgw-0_9_0 Id returned 1 exit status [Build Error] [bin/FRA-mwg.exe] Error 1 ---------------------------------------------------------------------- >Comment By: Luigi Ballabio (lballabio) Date: 2008-06-30 15:24 Message: Logged In: YES user_id=75450 Originator: NO Also, you might have to specify the library location with the -L option. ---------------------------------------------------------------------- Comment By: Nobody/Anonymous (nobody) Date: 2008-04-20 16:27 Message: Logged In: NO You might have to update your compiler first. I got that message, too. ---------------------------------------------------------------------- Comment By: Luigi Ballabio (lballabio) Date: 2008-02-29 10:36 Message: Logged In: YES user_id=75450 Originator: NO Did you succesfully compile the library first? (The corresponding project is QuantLib.dev) ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1904433&group_id=12740 |
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From: SourceForge.net <no...@so...> - 2008-06-30 13:23:43
|
Bugs item #1857551, was opened at 2007-12-24 15:12 Message generated for change (Comment added) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1857551&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None >Status: Closed >Resolution: Fixed Priority: 5 Private: No Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: quantlib 0.9.0 PiecewiseYieldCurveTest problem Initial Comment: Error 1 fatal error in "PiecewiseYieldCurveTest::testLogLinearDiscountConsistency": std::exception: negative time (-0.00277778) given unknown location Error 2 fatal error in "PiecewiseYieldCurveTest::testLinearDiscountConsistency": std::exception: negative time (-0.00277778) given unknown location Error 3 fatal error in "PiecewiseYieldCurveTest::testLogLinearZeroConsistency": std::exception: negative time (-0.00277778) given unknown location Error 4 fatal error in "PiecewiseYieldCurveTest::testLinearZeroConsistency": std::exception: negative time (-0.00277778) given unknown location Error 5 fatal error in "PiecewiseYieldCurveTest::testSplineZeroConsistency": std::exception: negative time (-0.00277778) given unknown location Error 6 fatal error in "PiecewiseYieldCurveTest::testLinearForwardConsistency": std::exception: negative time (-0.00277778) given unknown location Error 7 fatal error in "PiecewiseYieldCurveTest::testFlatForwardConsistency": std::exception: negative time (-0.00277778) given unknown location Got this when I tried to compile quantlib 0.9.0 on Visual Studio 2005. - John Maiden ---------------------------------------------------------------------- >Comment By: Luigi Ballabio (lballabio) Date: 2008-06-30 15:23 Message: Logged In: YES user_id=75450 Originator: NO It should have been fixed in SVN. ---------------------------------------------------------------------- Comment By: Nobody/Anonymous (nobody) Date: 2008-01-18 22:58 Message: Logged In: NO -0.002778 year is one day. So in your calander the settlement date is one day later than one swap rate date earlst date. please see post http://sourceforge.net/mailarchive/forum.php?thread_name=389329.86356.qm%40web31410.mail.mud.yahoo.com&forum_name=quantlib-users ---------------------------------------------------------------------- Comment By: Nobody/Anonymous (nobody) Date: 2007-12-24 15:14 Message: Logged In: NO Forgot to add that this compiled with Debug CRTDLL without problems, but this popped up for Release CRTDLL. ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1857551&group_id=12740 |
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From: Simon I. <s.i...@gm...> - 2008-06-30 11:51:53
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Oh, I see. Well, the only issue is that most coupon-bearing instruments use the convention "first, not last" in that they accrue the first day of a period but not the last day. CDS have the convention "first and last", meaning that they accrue the last day of the CDS (not each period) as well as the first day. However, they also have default cover for the last day and the first day. Therefore, although the official "maturity date" for the 5Y CDS may be 20th September 2013, for the purposes of calculation (accrual and probabilities) it is one day longer. Most quant libraries (which normally don't include the time of day for calculations) simply extend the last CDS period by one day - to 21st September 2013 in this case. On 6/30/08, Luigi Ballabio <lui...@gm...> wrote: > > On Sun, 2008-06-29 at 16:25 +0100, Simon Ibbotson wrote: > > Okay - I'll write a patch to cover these issues. > > Thanks--"these issues" being the start and end of the cover. As for the > 20th convention, I've fixed that in the repository; you can now build > the schedule with the relevant convention (or pass the convention to the > CDS helper.) You might want to check my implementation to see that it > works correctly. > > Luigi > > > > On 6/27/08, Luigi Ballabio <lui...@gm...> wrote: > > > Simon, > > > as for this one: > > > > > > On Fri, 2008-06-06 at 14:12 +0100, Simon Ibbotson wrote: > > >> The standard market convention for CDS is that the default cover (and > > >> accrual) starts on the day after the valuation date - regardless of > > >> whether the start day is a holiday/weekend or not... currently the > > >> CdsHelper class counts only working days as valid. > > > > > > I'm not sure I follow. May you write a patch for this? > > > > > > Luigi > > > > > > > > > -- > > > > > > Zawinski's Law: > > > Every program attempts to expand until it can read mail. Those > > > programs which cannot so expand are replaced by ones which can. > > > > > > > > > > > > > -- > > A little inaccuracy sometimes saves tons of explanation. > -- H.H. Munro, "Saki" > > > |
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From: Luigi B. <lui...@gm...> - 2008-06-30 07:36:34
|
On Sun, 2008-06-29 at 16:25 +0100, Simon Ibbotson wrote: > Okay - I'll write a patch to cover these issues. Thanks--"these issues" being the start and end of the cover. As for the 20th convention, I've fixed that in the repository; you can now build the schedule with the relevant convention (or pass the convention to the CDS helper.) You might want to check my implementation to see that it works correctly. Luigi > On 6/27/08, Luigi Ballabio <lui...@gm...> wrote: > > Simon, > > as for this one: > > > > On Fri, 2008-06-06 at 14:12 +0100, Simon Ibbotson wrote: > >> The standard market convention for CDS is that the default cover (and > >> accrual) starts on the day after the valuation date - regardless of > >> whether the start day is a holiday/weekend or not... currently the > >> CdsHelper class counts only working days as valid. > > > > I'm not sure I follow. May you write a patch for this? > > > > Luigi > > > > > > -- > > > > Zawinski's Law: > > Every program attempts to expand until it can read mail. Those > > programs which cannot so expand are replaced by ones which can. > > > > > > > -- A little inaccuracy sometimes saves tons of explanation. -- H.H. Munro, "Saki" |
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From: Simon I. <s.i...@gm...> - 2008-06-29 15:25:27
|
Okay - I'll write a patch to cover these issues. On 6/27/08, Luigi Ballabio <lui...@gm...> wrote: > Simon, > as for this one: > > On Fri, 2008-06-06 at 14:12 +0100, Simon Ibbotson wrote: >> The standard market convention for CDS is that the default cover (and >> accrual) starts on the day after the valuation date - regardless of >> whether the start day is a holiday/weekend or not... currently the >> CdsHelper class counts only working days as valid. > > I'm not sure I follow. May you write a patch for this? > > Luigi > > > -- > > Zawinski's Law: > Every program attempts to expand until it can read mail. Those > programs which cannot so expand are replaced by ones which can. > > > -- Sent from Gmail for mobile | mobile.google.com |
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From: Luigi B. <lui...@gm...> - 2008-06-27 15:14:24
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Simon, as for this one: On Fri, 2008-06-06 at 14:12 +0100, Simon Ibbotson wrote: > The standard market convention for CDS is that the default cover (and > accrual) starts on the day after the valuation date - regardless of > whether the start day is a holiday/weekend or not... currently the > CdsHelper class counts only working days as valid. I'm not sure I follow. May you write a patch for this? Luigi -- Zawinski's Law: Every program attempts to expand until it can read mail. Those programs which cannot so expand are replaced by ones which can. |
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From: abdelkader r. <abd...@gm...> - 2008-06-26 12:02:36
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Hi Eric, Thanks for your reply. I will try definitely this tomorrow (It is almost 9 pm Tokyo Time). Basically, I need this range of strings as a building blocks for scripted payoffs, this is what some houses are using to represent generic instruments where you defined your floating leg and exotic legs using scripted payoffs. I want to know if there is any ongoing development project in quantlib to price such instruments? We may think of using boost meta-programming for example as a technical solution. Could you please send me your comments on this topic? Regards, Abdel 2008/6/26 Eric Ehlers <eri...@na...>: > Hello, > > On Thu, June 19, 2008 14:48, abdelkader ratnani wrote: > > Hi, > > > > I have just started using ObjectHandler framework; and I am > > really amazed > > about the overall professional work that was done so far. > > Many thanks for the feedback. > > > Actually I am struggling to make a String Range; I would like > > to implement > > the same thing as the class Range (which derives from Object) > > with a vector of strings instead of doubles. I have an error > > regarding the > > operttomatrix. > > > > Do you guys have any idea how I can make this class or maybe > > improve the > > existing Range to accept all types from excel? > > Edit file ObjectHandler\gensrc\metadata\Functions\range.xml and > copy ohRange to a new class, say ohRange2, with datatype string > instead of double. > > You will also need to create a modified copy of file > ObjectHandler\oh\ValueObjects\vo_range.hpp. In the next > release of ObjectHandler this latter step will no longer be > necessary as this file is autogenerated. > > When you rebuild the project, the code for the addin functions > should be created automatically and you should get an Excel > addin with your new ohRange2 class. > > If you get stuck send another message and I'll send you a quick > demo project. > > Regards, > Eric > > -- Ratnani Abdelkader |
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From: Eric E. <eri...@na...> - 2008-06-26 11:01:54
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Hello, On Thu, June 19, 2008 14:48, abdelkader ratnani wrote: > Hi, > > I have just started using ObjectHandler framework; and I am > really amazed > about the overall professional work that was done so far. Many thanks for the feedback. > Actually I am struggling to make a String Range; I would like > to implement > the same thing as the class Range (which derives from Object) > with a vector of strings instead of doubles. I have an error > regarding the > operttomatrix. > > Do you guys have any idea how I can make this class or maybe > improve the > existing Range to accept all types from excel? Edit file ObjectHandler\gensrc\metadata\Functions\range.xml and copy ohRange to a new class, say ohRange2, with datatype string instead of double. You will also need to create a modified copy of file ObjectHandler\oh\ValueObjects\vo_range.hpp. In the next release of ObjectHandler this latter step will no longer be necessary as this file is autogenerated. When you rebuild the project, the code for the addin functions should be created automatically and you should get an Excel addin with your new ohRange2 class. If you get stuck send another message and I'll send you a quick demo project. Regards, Eric |
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From: xionghan <xio...@ho...> - 2008-06-26 02:42:55
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Hi Max, The Spectral method is just an eigenvalue decomposition. It is also called Principle Component Analysis. Best, Han Date: Thu, 26 Jun 2008 01:28:30 +0800From: ma...@gm...: qua...@li...; qua...@li...: Re: [Quantlib-users] Simulating multiple correlated stochastic processesHi,I studied the code further. And I realized that in StochasticProcessArray class, the correlation matrix L is decomposed into a lower triangular using SalvagingAlgorithm::Spectral. Then the new triangular matrix is applied to the array of independent normal random variables.I am not familiar with the "Spectral" analysis. However, I want to ask:Given correlation matrix is symmetric and positive semidefinite, can I use SalvagingAlgorithm::none method (which is essentially a Cholesky decomposition) instead? And in this case, would the final results be equivelant for SalvagingAlgorithm::Spectral and SalvagingAlgorithm::none methods? On Thu, Jun 26, 2008 at 12:08 AM, Max <ma...@gm...> wrote: Hi,I am trying to simulate the price dynamics of 4 different assets given the correlation among them (assuming all asset returns follow geometric Brownian motion).I have implemented the monte-carlo simulation using Quantlib classes, such as StochasticProcessArray, MultiPathGenerator, etc.However, I am not so sure how the StochasticProcessArray implementation ensures the correlation among the 4 assets is guaranteed, given the input 4x4 correlation matrix is positive defintie. Could someone help explain this from a theoretical perspective? or point me to the related reference?Thanks!Best regards,Max _________________________________________________________________ MSN 中文网，最新时尚生活资讯，白领聚集门户。 http://cn.msn.com |
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From: Max <ma...@gm...> - 2008-06-25 17:28:34
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Hi, I studied the code further. And I realized that in StochasticProcessArray class, the correlation matrix L is decomposed into a lower triangular using SalvagingAlgorithm::Spectral. Then the new triangular matrix is applied to the array of independent normal random variables. I am not familiar with the "Spectral" analysis. However, I want to ask: Given correlation matrix is symmetric and positive semidefinite, can I use SalvagingAlgorithm::none method (which is essentially a Cholesky decomposition) instead? And in this case, would the final results be equivelant for SalvagingAlgorithm::Spectral and SalvagingAlgorithm::none methods? On Thu, Jun 26, 2008 at 12:08 AM, Max <ma...@gm...> wrote: > Hi, > > I am trying to simulate the price dynamics of 4 different assets given the > correlation among them (assuming all asset returns follow geometric Brownian > motion). > > I have implemented the monte-carlo simulation using Quantlib classes, such > as StochasticProcessArray, MultiPathGenerator, etc. > > However, I am not so sure how the StochasticProcessArray implementation > ensures the correlation among the 4 assets is guaranteed, given the input > 4x4 correlation matrix is positive defintie. Could someone help explain this > from a theoretical perspective? or point me to the related reference? > > Thanks! > > Best regards, > Max > > |
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From: Max <ma...@gm...> - 2008-06-25 16:08:42
|
Hi, I am trying to simulate the price dynamics of 4 different assets given the correlation among them (assuming all asset returns follow geometric Brownian motion). I have implemented the monte-carlo simulation using Quantlib classes, such as StochasticProcessArray, MultiPathGenerator, etc. However, I am not so sure how the StochasticProcessArray implementation ensures the correlation among the 4 assets is guaranteed, given the input 4x4 correlation matrix is positive defintie. Could someone help explain this from a theoretical perspective? or point me to the related reference? Thanks! Best regards, Max |
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From: Adrian J. <adr...@go...> - 2008-06-20 14:51:09
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Hi, great library and mailing list – thank you all. Instead of using classes on a per-instrument basis would it not be more extensible to create a language to describe instruments, and necessarily the set of algorithms used to price those instruments. Presumably there has been work in this direction before. Any pointers? Thanks, -- Adrian Jones www.derivation.co.uk |
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From: abdelkader r. <abd...@gm...> - 2008-06-19 13:49:02
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Hi, I have just started using ObjectHandler framework; and I am really amazed about the overall professional work that was done so far. Actually I am struggling to make a String Range; I would like to implement the same thing as the class Range (which derives from Object) with a vector of strings instead of doubles. I have an error regarding the operttomatrix. Do you guys have any idea how I can make this class or maybe improve the existing Range to accept all types from excel? Thanks a lot for your help. Regards -- Ratnani Abdelkader |
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