quantlib-dev — Discussion of QuantLib development

[Quantlib-dev] [ quantlib-Bugs-1878623 ] QuantLibXL-docs-0.9.0.chm broken?

[SourceForge.net <no...@so...>]

Bugs item #1878623, was opened at 2008-01-24 02:53
Message generated for change (Comment added) made by ericehlers
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1878623&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: Eric Ehlers (ericehlers)
Summary: QuantLibXL-docs-0.9.0.chm broken?

Initial Comment:
When clicking any page/link in  	QuantLibXL-docs-0.9.0.chm, it always hangs.

Tested on Windows XP Professonal.

----------------------------------------------------------------------

>Comment By: Eric Ehlers (ericehlers)
Date: 2008-06-12 21:14

Message:
Logged In: YES 
user_id=1143221
Originator: NO

A fix for this problem has been applied to the trunk of the subversion
source code repository for inclusion in the 0.9.5 release.

----------------------------------------------------------------------

Comment By: Eric Ehlers (ericehlers)
Date: 2008-01-25 12:10

Message:
Logged In: YES 
user_id=1143221
Originator: NO

I am looking for a fix to this problem.  For now please try the following
workaround:
1) Open the chm file
2) Click the Hide button at top left to close the left menu bar
3) Maximize the window
Hopefully you will find it is now possible to browse the chm file
normally.

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1878623&group_id=12740

Re: [Quantlib-dev] CdsHelper issues

[Simon I. <s.i...@gm...>]

Alternatively, if you set the period to be sufficiently long for the
IntegralCdsEngine, you should recover the MidpointCdsEngine. So, you could
deprecate the MidpointCdsEngine and set the default integration period to be
suitably long in the IntegralCdsEngine.

Simon


On 6/6/08, Luigi Ballabio <lui...@gm...> wrote:
>
> On Fri, 2008-06-06 at 14:12 +0100, Simon Ibbotson wrote:
> > Just a few warnings about the CdsHelper class.
> >
> > 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 wasn't aware of this--thanks for the info.
>
> > Also, if a tenor is quoted, this invariably runs to the 20th of the
> > next IMM month (roll convention of Following) or 20th of the month
> > (Emerging Markets). So a 5Y CDS quoted now would finish on the 20th
> > June 2013. Currently CdsHelper class would have it finishing on the
> > 10th June 2013.
>
> This goes together with the IMM schedule I mentioned in a recent post.
> I'll try and fix it before release.
>
>
> > In addition, if you strip the curve using the MidPointCdsEngine (which
> > is specified in the CdsHelper class) but price a CDS using the
> > IntegralCdsEngine you don't recover the par-rates.
>
> True. I'll have to add a warning to this effect to the docs.
>
> Thanks,
>        Luigi
>
>
> --
>
> Humphrey's Requirements Uncertainty Principle:
> For a new software system, the requirements will not be
> completely known until after the users have used it.
>
>
>

[Quantlib-dev] Missing in inaction

[Luigi B. <lui...@gm...>]

Hi all,
	I'll be on vacation and without an internet connection for the next two
weeks---therefore, I'll be later than usual in answering posts on the
mailing list.

When I come back, I'll try and get next release out of the door.

Later,
	Luigi


-- 

Glendower: I can call spirits from the vasty deep. 
Hotspur: Why, so can I, or so can any man; 
But will they come when you do call for them? 
-- King Henry the Fourth Part I, Act III, Scene I 

Re: [Quantlib-dev] Non copyable curves.

[Simon I. - S. <Sim...@st...>]

Good idea. I'll do that instead.



-----Original Message-----
From: Luigi Ballabio
To: Simon Ibbotson - Straumur
CC: qua...@li...
Sent: Fri Jun 06 14:54:30 2008
Subject: RE: [Quantlib-dev] Non copyable curves.


On Fri, 2008-05-30 at 14:41 +0000, Simon Ibbotson - Straumur wrote:
> I did think of that, but the new functionality I submitted
> (LocalBootstrap) relies on other information than just the data vectors
> (information created during the curve-stripping process).
> I'll continue testing this - unless you've got a particular preference
> for factory classes over polymorphic cloning?

Nothing major, but the issue I have is that cloning would duplicate the
code in factory classes, and would have to be added to all
interpolations in order to cope with a single particular case (local
bootstrap and convex-monotone.) I'd rather try and adapt the single
case---for instance, could a call to ConvexMonotone::localInterpolate()
store in the interpolator the additional passed information so that it
could be retrieved after copying?

Luigi


-- 

Age is an issue of mind over matter. If you don't mind, it doesn't
matter. 
-- Mark Twain 

Re: [Quantlib-dev] CdsHelper issues

[Luigi B. <lui...@gm...>]

On Fri, 2008-06-06 at 14:12 +0100, Simon Ibbotson wrote:
> Just a few warnings about the CdsHelper class. 
>  
> 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 wasn't aware of this--thanks for the info.
 
> Also, if a tenor is quoted, this invariably runs to the 20th of the
> next IMM month (roll convention of Following) or 20th of the month
> (Emerging Markets). So a 5Y CDS quoted now would finish on the 20th
> June 2013. Currently CdsHelper class would have it finishing on the
> 10th June 2013.

This goes together with the IMM schedule I mentioned in a recent post.
I'll try and fix it before release.

 
> In addition, if you strip the curve using the MidPointCdsEngine (which
> is specified in the CdsHelper class) but price a CDS using the
> IntegralCdsEngine you don't recover the par-rates.

True. I'll have to add a warning to this effect to the docs.

Thanks,
	Luigi


-- 

Humphrey's Requirements Uncertainty Principle: 
For a new software system, the requirements will not be 
completely known until after the users have used it. 

Re: [Quantlib-dev] CDS upfront

[Luigi B. <lui...@gm...>]

On Tue, 2008-06-03 at 14:15 -0400, Luca Billi wrote:
> Since sometimes CDS quotes are based on upfront (price) rather then premium,
> it would be nice to have the possibility to use directly that upfront
> when bootstrapping credit curves and when pricing CDS contracts.
> 
> I was wondering if anyone has thought about adding this feature or is
> willing to share any ideas.

As far as I know, nobody has worked on it yet---you're welcome to give
it a try. The ideas that people shared in this thread seem a good
starting point...

Luigi


-- 

All generalizations are dangerous, even this one. 
-- Alexandre Dumas 

Re: [Quantlib-dev] Non copyable curves.

[Luigi B. <lui...@gm...>]

On Fri, 2008-05-30 at 14:41 +0000, Simon Ibbotson - Straumur wrote:
> I did think of that, but the new functionality I submitted
> (LocalBootstrap) relies on other information than just the data vectors
> (information created during the curve-stripping process).
> I'll continue testing this - unless you've got a particular preference
> for factory classes over polymorphic cloning?

Nothing major, but the issue I have is that cloning would duplicate the
code in factory classes, and would have to be added to all
interpolations in order to cope with a single particular case (local
bootstrap and convex-monotone.) I'd rather try and adapt the single
case---for instance, could a call to ConvexMonotone::localInterpolate()
store in the interpolator the additional passed information so that it
could be retrieved after copying?

Luigi


-- 

Age is an issue of mind over matter. If you don't mind, it doesn't
matter. 
-- Mark Twain 

Re: [Quantlib-dev] CDS

[Luigi B. <lui...@gm...>]

On Thu, 2008-05-22 at 09:30 +0100, Simon Ibbotson wrote:
> There's a function in QuantLib for deriving the next CME IMM date (3rd
> Wednesday). Is there anything similar for other exchanges?
> In particular, most CDS roll on the 20th of the IMM month (except
> emerging markets which roll on the 20th of every month). I could write
> some external code, but I guessed that it would be better within
> QuantLib - anyone done/doing this?

If I'm not mistaken, I've had a contribution for generating a schedule
on IMM dates. I'll have to check it.

Luigi


-- 

Olmstead's Law: 
After all is said and done, a hell of a lot more is said 
than done. 

[Quantlib-dev] CdsHelper issues

[Simon I. <s.i...@gm...>]

Hi guys,

Just a few warnings about the CdsHelper class.

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.

 Also, if a tenor is quoted, this invariably runs to the 20th of the next
IMM month (roll convention of Following) or 20th of the month (Emerging
Markets). So a 5Y CDS quoted now would finish on the 20th June 2013.
Currently CdsHelper class would have it finishing on the 10th June 2013.

In addition, if you strip the curve using the MidPointCdsEngine (which is
specified in the CdsHelper class) but price a CDS using the
IntegralCdsEngine you don't recover the par-rates.


Regards,

Simon

Re: [Quantlib-dev] CDS upfront

[Simon I. <s.i...@gm...>]

I don't understand why - if the market is quoting the upfront (as a %
notional) - we can't use this in a curve as a quote? Obviously, some work
would have to be done first to create an appropriate credit ratehelper
class.

Simon




On 6/4/08, a akpitidis <a_a...@ya...> wrote:
>
>   Hi ,
>
>
>
> The curve is always using  the real spread  (upfront+running), so, any
> bootstrapping should not deal with the upfront trades/quotes.
>
>
>
> Remember a financial institution may have a mixture of trades (upfront and
> not upfront ) for a single name(i.e. the non upfront trades booked year ago
> and the upfront trades the last few months), they have to MTM all those
> trades using the same curve.
>
>
>
>
>
>
>
> T.
>
>
> --- On *Wed, 4/6/08, Simon Ibbotson <s.i...@gm...>* wrote:
>
> From: Simon Ibbotson <s.i...@gm...>
> Subject: Re: [Quantlib-dev] CDS upfront
> To: "Luca Billi" <luc...@gm...>
> Cc: qua...@li...
> Date: Wednesday, 4 June, 2008, 8:15 AM
>
>  Just a quick note on this (if anyone is thinking of implementing
> something) - it is also quite common for a contract to be both... i.e. have
> an upfront payment plus a running spread. So, incorporating a simple payment
> at the front of a CDS could be the simplest way of allowing upfront prices.
>
> Simon
>
>
> On 6/3/08, Luca Billi <luc...@gm...> wrote:
>>
>> Since sometimes CDS quotes are based on upfront (price) rather then
>> premium,
>> it would be nice to have the possibility to use directly that upfront
>> when bootstrapping credit curves and when pricing CDS contracts.
>>
>> I was wondering if anyone has thought about adding this feature or is
>> willing to share any ideas.
>>
>> Thanks,
>> Luca
>>
>> -------------------------------------------------------------------------
>> This SF.net email is sponsored by: Microsoft
>> Defy all challenges. Microsoft(R) Visual Studio 2008.
>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>
>
>
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>
>
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Re: [Quantlib-dev] CDS upfront

[a a. <a_a...@ya...>]

Hi , 
 
The curve is always using  the real spread  (upfront+running), so, any bootstrapping should not deal with the upfront trades/quotes.
 
Remember a financial institution may have a mixture of trades (upfront and not upfront ) for a single name(i.e. the non upfront trades booked year ago and the upfront trades the last few months), they have to MTM all those trades using the same curve. 
 
 
 
T.

--- On Wed, 4/6/08, Simon Ibbotson <s.i...@gm...> wrote:

From: Simon Ibbotson <s.i...@gm...>
Subject: Re: [Quantlib-dev] CDS upfront
To: "Luca Billi" <luc...@gm...>
Cc: qua...@li...
Date: Wednesday, 4 June, 2008, 8:15 AM



Just a quick note on this (if anyone is thinking of implementing something) - it is also quite common for a contract to be both... i.e. have an upfront payment plus a running spread. So, incorporating a simple payment at the front of a CDS could be the simplest way of allowing upfront prices.
 
Simon

 
On 6/3/08, Luca Billi <luc...@gm...> wrote: 
Since sometimes CDS quotes are based on upfront (price) rather then premium,
it would be nice to have the possibility to use directly that upfront
when bootstrapping credit curves and when pricing CDS contracts.

I was wondering if anyone has thought about adding this feature or is
willing to share any ideas.

Thanks,
Luca

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Re: [Quantlib-dev] CDS upfront

[<ja...@fr...>]

True for the accuracy question but the pricer integrates over the coupon periods
in the schedule. If we have no schedule we want to do the same from start to
end. The upfront should be easier to incorporate here than to the midpoint; we
can do a test on the schedule, if none choose the integration dates and set a
period.
pp

Quoting Simon Ibbotson <s.i...@gm...>:

> I think this has already been done in
> ql\pricingengines\credit\integralcdsengine where you can choose an
> integration periodicity.
>
> Simon
>
> PS You have to look at the files - I don't think they've been added to the
> VC++ project file.
>
>
>
> On 6/4/08, ja...@fr... <ja...@fr...> wrote:
> >
> > This is what happens with junior tranches. It makes sense when they are
> > very
> > risky. Cant we add the upfront as a member to the cds? and then
> > price/calibrate:
> >
> > CL = upfront * DF (settlement) + \sum [c_i df_i psurv_i + accrued_i] = DL
> >
> > Of course if there r no coupons, and this is your point I guess, we are
> > left
> > with arbitrarily timed integration points in the default leg. We only have
> > the
> > CDS tenors and will not interpolate for coupon dates (no coupons). (
> > Curiously
> > it means the CL is independent of the interpolator we choose) But then the
> > tenors can jump 5Y and that will make the DL integration innacurate.
> >
> > A quick one is to have a zero spread schedule with coupons every 3M or 1M
> > for
> > the DL computation (and incompatible with paysAtDefaultTime since these are
> > fictitious points), but thats just a dirty trick. Since we construct the
> > schedule outside the CDS I can not see a lib user setting schedules for a
> > zero
> > spread....... Besides, it will burden the CL calculation with zero
> > products...
> >
> > what if coupon schedule = void THEN create 3M/1M empty schedule? Not
> > elegant,
> > hum?
> >
> > This question rises also the one of how accurate is to calculate the DL
> > with the
> > coupons schedule, it might contain periods which are too long for accuracy.
> >
> > pp
> >
> > Quoting Simon Ibbotson <s.i...@gm...>:
> >
> > > Just a quick note on this (if anyone is thinking of implementing
> > something)
> > > - it is also quite common for a contract to be both... i.e. have an
> > upfront
> > > payment plus a running spread. So, incorporating a simple payment at the
> > > front of a CDS could be the simplest way of allowing upfront prices.
> > >
> > > Simon
> > >
> > >
> > > On 6/3/08, Luca Billi <luc...@gm...> wrote:
> > > >
> > > > Since sometimes CDS quotes are based on upfront (price) rather then
> > > > premium,
> > > > it would be nice to have the possibility to use directly that upfront
> > > > when bootstrapping credit curves and when pricing CDS contracts.
> > > >
> > > > I was wondering if anyone has thought about adding this feature or is
> > > > willing to share any ideas.
> > > >
> > > > Thanks,
> > > > Luca
> > > >
> > > >
> > -------------------------------------------------------------------------
> > > > This SF.net email is sponsored by: Microsoft
> > > > Defy all challenges. Microsoft(R) Visual Studio 2008.
> > > > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> > > > _______________________________________________
> > > > QuantLib-dev mailing list
> > > > Qua...@li...
> > > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> > > >
> > >
> >
> >
> >
>

Re: [Quantlib-dev] CDS upfront

[Simon I. <s.i...@gm...>]

I think this has already been done in
ql\pricingengines\credit\integralcdsengine where you can choose an
integration periodicity.

Simon

PS You have to look at the files - I don't think they've been added to the
VC++ project file.



On 6/4/08, ja...@fr... <ja...@fr...> wrote:
>
> This is what happens with junior tranches. It makes sense when they are
> very
> risky. Cant we add the upfront as a member to the cds? and then
> price/calibrate:
>
> CL = upfront * DF (settlement) + \sum [c_i df_i psurv_i + accrued_i] = DL
>
> Of course if there r no coupons, and this is your point I guess, we are
> left
> with arbitrarily timed integration points in the default leg. We only have
> the
> CDS tenors and will not interpolate for coupon dates (no coupons). (
> Curiously
> it means the CL is independent of the interpolator we choose) But then the
> tenors can jump 5Y and that will make the DL integration innacurate.
>
> A quick one is to have a zero spread schedule with coupons every 3M or 1M
> for
> the DL computation (and incompatible with paysAtDefaultTime since these are
> fictitious points), but thats just a dirty trick. Since we construct the
> schedule outside the CDS I can not see a lib user setting schedules for a
> zero
> spread....... Besides, it will burden the CL calculation with zero
> products...
>
> what if coupon schedule = void THEN create 3M/1M empty schedule? Not
> elegant,
> hum?
>
> This question rises also the one of how accurate is to calculate the DL
> with the
> coupons schedule, it might contain periods which are too long for accuracy.
>
> pp
>
> Quoting Simon Ibbotson <s.i...@gm...>:
>
> > Just a quick note on this (if anyone is thinking of implementing
> something)
> > - it is also quite common for a contract to be both... i.e. have an
> upfront
> > payment plus a running spread. So, incorporating a simple payment at the
> > front of a CDS could be the simplest way of allowing upfront prices.
> >
> > Simon
> >
> >
> > On 6/3/08, Luca Billi <luc...@gm...> wrote:
> > >
> > > Since sometimes CDS quotes are based on upfront (price) rather then
> > > premium,
> > > it would be nice to have the possibility to use directly that upfront
> > > when bootstrapping credit curves and when pricing CDS contracts.
> > >
> > > I was wondering if anyone has thought about adding this feature or is
> > > willing to share any ideas.
> > >
> > > Thanks,
> > > Luca
> > >
> > >
> -------------------------------------------------------------------------
> > > This SF.net email is sponsored by: Microsoft
> > > Defy all challenges. Microsoft(R) Visual Studio 2008.
> > > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> > > _______________________________________________
> > > QuantLib-dev mailing list
> > > Qua...@li...
> > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> > >
> >
>
>
>

Re: [Quantlib-dev] CDS upfront

[<ja...@fr...>]

This is what happens with junior tranches. It makes sense when they are very
risky. Cant we add the upfront as a member to the cds? and then price/calibrate:

CL = upfront * DF (settlement) + \sum [c_i df_i psurv_i + accrued_i] = DL

Of course if there r no coupons, and this is your point I guess, we are left
with arbitrarily timed integration points in the default leg. We only have the
CDS tenors and will not interpolate for coupon dates (no coupons). ( Curiously
it means the CL is independent of the interpolator we choose) But then the
tenors can jump 5Y and that will make the DL integration innacurate.

A quick one is to have a zero spread schedule with coupons every 3M or 1M for
the DL computation (and incompatible with paysAtDefaultTime since these are
fictitious points), but thats just a dirty trick. Since we construct the
schedule outside the CDS I can not see a lib user setting schedules for a zero
spread....... Besides, it will burden the CL calculation with zero products...

what if coupon schedule = void THEN create 3M/1M empty schedule? Not elegant,
hum?

This question rises also the one of how accurate is to calculate the DL with the
coupons schedule, it might contain periods which are too long for accuracy.

pp

Quoting Simon Ibbotson <s.i...@gm...>:

> Just a quick note on this (if anyone is thinking of implementing something)
> - it is also quite common for a contract to be both... i.e. have an upfront
> payment plus a running spread. So, incorporating a simple payment at the
> front of a CDS could be the simplest way of allowing upfront prices.
>
> Simon
>
>
> On 6/3/08, Luca Billi <luc...@gm...> wrote:
> >
> > Since sometimes CDS quotes are based on upfront (price) rather then
> > premium,
> > it would be nice to have the possibility to use directly that upfront
> > when bootstrapping credit curves and when pricing CDS contracts.
> >
> > I was wondering if anyone has thought about adding this feature or is
> > willing to share any ideas.
> >
> > Thanks,
> > Luca
> >
> > -------------------------------------------------------------------------
> > This SF.net email is sponsored by: Microsoft
> > Defy all challenges. Microsoft(R) Visual Studio 2008.
> > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> > _______________________________________________
> > QuantLib-dev mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >
>

Re: [Quantlib-dev] CDS upfront

[Simon I. <s.i...@gm...>]

Just a quick note on this (if anyone is thinking of implementing something)
- it is also quite common for a contract to be both... i.e. have an upfront
payment plus a running spread. So, incorporating a simple payment at the
front of a CDS could be the simplest way of allowing upfront prices.

Simon


On 6/3/08, Luca Billi <luc...@gm...> wrote:
>
> Since sometimes CDS quotes are based on upfront (price) rather then
> premium,
> it would be nice to have the possibility to use directly that upfront
> when bootstrapping credit curves and when pricing CDS contracts.
>
> I was wondering if anyone has thought about adding this feature or is
> willing to share any ideas.
>
> Thanks,
> Luca
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] CDS upfront

[Luca B. <luc...@gm...>]

Since sometimes CDS quotes are based on upfront (price) rather then premium,
it would be nice to have the possibility to use directly that upfront
when bootstrapping credit curves and when pricing CDS contracts.

I was wondering if anyone has thought about adding this feature or is
willing to share any ideas.

Thanks,
Luca

[Quantlib-dev] [ quantlib-Bugs-1981044 ] unable to install python bindings for quantlib

[SourceForge.net <no...@so...>]

Bugs item #1981044, was opened at 2008-05-31 18:49
Message generated for change (Tracker Item Submitted) made by Item Submitter
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: Open
Resolution: None
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

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1981044&group_id=12740

Re: [Quantlib-dev] Newbie projects

[Luigi B. <lui...@gm...>]

Hi Abhishek,

On Tue, 2008-05-27 at 15:03 -0400, Abhishek Bharadwaj wrote:
> I am interested in some of the newbie projects at the following page:
> 
> http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjects

That page is a bit outdated---also, we might stress more the
"unofficial" status of the wiki...
A somewhat more official list is the task tracker on Sourceforge
(<https://sourceforge.net/pm/?group_id=12740>) but since we're trying to
go towards release 1.0, those tasks are more focused on consolidating
the existing code.

However: if you're interested in pricing engines, by all means do so.
You'll probably want to coordinate with Yee Man for the GARCH model, but
apart from that, feel free to propose anything you want to code.

Later,
	Luigi

P.S. If you're not yet familiar with the pricing-engine framework, you
might want to have a look at chapter 2 from
<http://luigi.ballabio.googlepages.com/qlbook>.


-- 

Vin: It's like this fellow I knew in El Paso. One day, he just took 
all his clothes off and jumped in a mess of cactus. I asked him that 
same question, "Why?" 
Calvera: And? 
Vin: He said, "It seemed like a good idea at the time." 
-- The Magnificent Seven 

Re: [Quantlib-dev] Non copyable curves.

[Simon I. - S. <Sim...@st...>]

I did think of that, but the new functionality I submitted
(LocalBootstrap) relies on other information than just the data vectors
(information created during the curve-stripping process).
I'll continue testing this - unless you've got a particular preference
for factory classes over polymorphic cloning?

Simon



-----Original Message-----
From: Luigi Ballabio [mailto:lui...@gm...] 
Sent: 30 May 2008 15:34
To: Simon Ibbotson - Straumur
Cc: qua...@li...
Subject: RE: [Quantlib-dev] Non copyable curves.


On Thu, 2008-05-29 at 10:50 +0000, Simon Ibbotson - Straumur wrote:
> For this improvement (copy-constructors for curves), I've developed
some
> code for this method. The current copy behaviour is to keep the
linkage
> to the original Interpolation::Impl object. We need to create a new
> object derived from Interpolation::Impl and link the new object to a
new
> vector of data.

Simon,
	it's probably easier than that. We can just use the interpolator
(which
the curves store) to recreate the interpolation based on the
newly-copied data vectors.

Luigi


-- 

If you can't convince them, confuse them. 
-- Harry S. Truman 

Re: [Quantlib-dev] Non copyable curves.

[Luigi B. <lui...@gm...>]

On Thu, 2008-05-29 at 10:50 +0000, Simon Ibbotson - Straumur wrote:
> For this improvement (copy-constructors for curves), I've developed some
> code for this method. The current copy behaviour is to keep the linkage
> to the original Interpolation::Impl object. We need to create a new
> object derived from Interpolation::Impl and link the new object to a new
> vector of data.

Simon,
	it's probably easier than that. We can just use the interpolator (which
the curves store) to recreate the interpolation based on the
newly-copied data vectors.

Luigi


-- 

If you can't convince them, confuse them. 
-- Harry S. Truman 

Re: [Quantlib-dev] Newbie projects

[Yee M. C. <ym...@ya...>]

Hi Abhishek

I implemented GJR-GARCH option pricing model code and submitted. So if you are interested in this area, you can implement the E-GARCH option pricing model. 

Yee Man


--- On Tue, 5/27/08, Abhishek Bharadwaj <abh...@gm...> wrote:

> From: Abhishek Bharadwaj <abh...@gm...>
> Subject: [Quantlib-dev] Newbie projects
> To: qua...@li...
> Date: Tuesday, May 27, 2008, 12:03 PM
> Hi,
> 
> I am interested in some of the newbie projects at the
> following page:
> 
> http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjects
> 
> Please let me know how I can get more involved.
> Specifically, implementing
> pricing engines, GARCH models sound interesting to me.
> 
> Hope to hear from you soon.
> 
> Thanks,
> 
> Abhishek-------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2008.
> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/_______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev


      

Re: [Quantlib-dev] Compiling ql as DLL

[Luigi B. <lui...@gm...>]

On Thu, 2008-05-29 at 16:04 -0400, Irakli Machabeli wrote:
> Is there any particular reason that auto_link.hpp contains this line ?
> 
> #define QL_LIB_NAME "QuantLib-" QL_LIB_TOOLSET QL_LIB_THREAD_OPT
> QL_LIB_RT_OPT "-" QL_LIB_VERSION ".lib" 
> #pragma comment(lib, QL_LIB_NAME)
> 
> This means that all programs have to link to static version (at least
> having lib extension) of library
> Besides project files for VS8 contain hardcoded name and even though
> configuration name says CRTDLL it is configured to make static lib

Hi Irakli,
	"CRTDLL" means that programs will link to the DLL version of the C++
runtime. As for QuantLib itself, it generates a static library in all
configurations (we were never able to create it as a DLL under
Windows...)

Luigi


-- 

The Feynman Problem Solving Algorithm: 
1) Write down the problem. 
2) Think very hard. 
3) Write down the solution. 

Re: [Quantlib-dev] Problems with QuantLib on Mac OSX 10.4

[Luigi B. <lui...@gm...>]

On Fri, 2008-05-30 at 09:42 +0200, Ralph Schreyer wrote:
> I used MacPorts to install the GNU binutils and GNU build system
> (autoconf, automake, libtool) and now everything works fine.

Ok, glad to hear it.

Luigi


-- 

Every solution breeds new problems. 
-- unknown 

Re: [Quantlib-dev] Problems with QuantLib on Mac OSX 10.4

[Ralph S. <ori...@we...>]

Hi,

I used MacPorts to install the GNU binutils and GNU build system (autoconf, automake, libtool)
and now everything works fine.

Ralph


> -----Ursprüngliche Nachricht-----
> Von: "Luigi Ballabio" <lui...@gm...>
> Gesendet: 29.05.08 15:55:10
> An: Ralph Schreyer <ori...@we...>
> CC: qua...@li...
> Betreff: Re: [Quantlib-dev] Problems with QuantLib on Mac OSX 10.4


> On Wed, 2008-05-28 at 19:16 +0200, Ralph Schreyer wrote:
> > What happens?
> > - Error message:
> > ...
> > ar cru .libs/libCashFlows.a  averagebmacoupon.o capflooredcoupon.o  
> > cashflows.o cashflowvectors.o cmscoupon.o conundrumpricer.o coupon.o  
> > couponpricer.o digitalcmscoupon.o digitalcoupon.o digitaliborcoupon.o  
> > dividend.o duration.o fixedratecoupon.o floatingratecoupon.o  
> > iborcoupon.o rangeaccrual.o replication.o timebasket.o~ranlib .libs/ 
> > libCashFlows.a
> > ar: .libs/libCashFlows.a: Invalid operation
> > make: *** [libCashFlows.la] Error 1
> > ...
> 
> Do you have any other error before this one?
> 
> Luigi
> 
> 
> -- 
> 
> There is no opinion so absurd that some philosopher will not 
> express it. 
> -- Marcus Tullius Cicero, "Ad familiares" 
> 
> 
> 


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[Quantlib-dev] Compiling ql as DLL

[Irakli M. <ima...@ho...>]

Is there any particular reason that auto_link.hpp contains this line ?

#define QL_LIB_NAME "QuantLib-" QL_LIB_TOOLSET QL_LIB_THREAD_OPT QL_LIB_RT_OPT "-" QL_LIB_VERSION ".lib" 
#pragma comment(lib, QL_LIB_NAME)

This means that all programs have to link to static version (at least having lib extension) of library
Besides project files for VS8 contain hardcoded name and even though configuration name says CRTDLL it is configured to make static lib



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