quantlib-dev — Discussion of QuantLib development

Re: [Quantlib-dev] Chinese calendar

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

As I get old, I tend to rely less and less on inheritance.  :)

In this case, instead of creating a new Impl class with, say, a
chineseNewYear() method and inherit calendar implementations from it, I
would just write a free chineseNewYear() function and call it from whatever
calendar implementations need it.  I would do the same with easterMonday if
it didn't break backwards compatibility...

Luigi

On Tue, Jun 30, 2015 at 10:39 AM BARONE RICCARDO <
ric...@ba...> wrote:

>  Hi everyone,
>
> I'm working on Chinese calendar and I want to share with you some ideas
> about it.
>
> I was thinking to create a derived class from Impl (like WesternImpl and
> OrthodoxImpl) with few methods for the most popular holidays i.e. Chinese
> New Year, Buddha's Birthday and Mid-Autumn Festival.
>
>
>
> Problems start when countries celebrate both Easter and lunisolar
> holidays: all classes implement the virtual method isWeekend(Weekday).
>
> After thinking about it for a while, I came to the following different
> conclusions:
>
>
>
> - Lazy way: copy in ChineseImpl the easterMonday method
>
>
>
> - Hard-working way: define Day easterMonday(Year y, string religion) as
> public method of the class Calendar. In this way the existence of the old
> classes WesternImpl and OrthodoxImpl doesn't have sense anymore and they
> could be replaced by something like Gregorian, Chinese, Islamic and Hebrew.
>
>
>
> - Mark all the Impl derived classes (WesternImpl, OrthodoxImpl and
> ChineseImpl) as virtual. This is the typical solution to the diamond
> problem, but I'm not so proficient in C++ language to understand if it
> makes sense and solves our problems.
>
>
>
> Any suggestions on how to proceed?
>
>
>
> Thanks
>
> Riccardo
>
>
> Prima di stampare, pensa all'ambiente ** Think about the environment
> before printing
>
> ------------------------------
>
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Re: [Quantlib-dev] Contribution to Quantlib - Portfolio optimization

[Karol P. <kpy...@gm...>]

Hi Greeshma,

Sure, I'd be interested in building such a system. I built something
similar commercially before, but I would love to contribute to quantlib.

Thanks,
Karol

2015-07-01 16:15 GMT+02:00 greeshma <gre...@gm...>:

> Hello,
>
> As the scope of library is more in derivative pricing,Can we extend it to
> portfolio optimisation. Is anyone interested in working on it?
>
> Greeshma
>
>
> ------------------------------------------------------------------------------
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>
>

[Quantlib-dev] Contribution to Quantlib - Portfolio optimization

[greeshma <gre...@gm...>]

Hello,

As the scope of library is more in derivative pricing,Can we extend it to
portfolio optimisation. Is anyone interested in working on it?

Greeshma

[Quantlib-dev] 答复: Chinese calendar

[Cheng L. <scr...@gm...>]

Hi Riccardo,

 

Oops, I am sorry. I am wrong. Virtual inheritance can solve the problem… So just omit the first line of my previous mail.

 

Regards,

Cheng

 

发件人: Cheng Li [mailto:scr...@gm...] 
发送时间: 2015年7月1日 11:42
收件人: 'BARONE RICCARDO'; qua...@li...
主题: 答复: [Quantlib-dev] Chinese calendar

 

Hi Riccardo,

 

Solutions 3 won’t help I think. Compiler will still complain about ambiguous definition of isWeekend.

 

If I made the choice, I may choose plan A. The reason is it is the most easy way:). It means duplicated codes and most of time it is a bad programming practices. 

 

But IMO Calendar is very tedious, it needs a lot of day booking and so many exception rule to handle. ( it is especially true for Chinese calendar. If you look into current implementation of China calendar, it directly inherited from base Calendar class and all the holidays are hard coded.)  So several lines of duplicated codes won’t hurt its beauty since it is already it is ugly enough…

 

Anyway it is only my 2 cents. 

 

Regards,

Cheng

 

发件人: BARONE RICCARDO [mailto:ric...@ba...] 
发送时间: 2015年6月29日 18:44
收件人: qua...@li... <mailto:qua...@li...> 
主题: [Quantlib-dev] Chinese calendar

 

Hi everyone,

I'm working on Chinese calendar and I want to share with you some ideas about it.

I was thinking to create a derived class from Impl (like WesternImpl and OrthodoxImpl) with few methods for the most popular holidays i.e. Chinese New Year, Buddha's Birthday and Mid-Autumn Festival.

 

Problems start when countries celebrate both Easter and lunisolar holidays: all classes implement the virtual method isWeekend(Weekday).

After thinking about it for a while, I came to the following different conclusions:

 

- Lazy way: copy in ChineseImpl the easterMonday method

 

- Hard-working way: define Day easterMonday(Year y, string religion) as public method of the class Calendar. In this way the existence of the old classes WesternImpl and OrthodoxImpl doesn't have sense anymore and they could be replaced by something like Gregorian, Chinese, Islamic and Hebrew.

 

- Mark all the Impl derived classes (WesternImpl, OrthodoxImpl and ChineseImpl) as virtual. This is the typical solution to the diamond problem, but I'm not so proficient in C++ language to understand if it makes sense and solves our problems.

 

Any suggestions on how to proceed?

 

Thanks

Riccardo



Prima di stampare, pensa all'ambiente ** Think about the environment before printing

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Nel Regno Unito Intesa Sanpaolo S.p.A. opera attraverso la filiale di Londra, sita in 90 Queen Street, London EC4N 1SA, registrata in Inghilterra & Galles sotto No.FC016201, Branch No.BR000036

In osservanza dei requisito imposti dal Internal Revenue Service (Agenzia delle Entrate degli Stati Uniti), qualunque discussione relativa a temi di natura fiscale contenuta in questo messaggio o nei suoi allegati non e’ intesa ne’ e’ stata scritta per essere utilizzata, ne’ puo’ essere utilizata per (i) evitare l’imposizione di gravami fiscali secondo il codice tributario vigente negli Stati Uniti o (ii) per promuovere, sollecitare o raccomandare una operazione finanziaria o altra transazione indirizzata ad un altro destinatario.

Nella Repubblica d’Irlanda, Intesa Sanpaolo Bank Ireland plc è regolamentata dalla Banca Centrale d’Irlanda ed è parte del Gruppo Bancario Intesa Sanpaolo S.p.A. Registrata in Irlanda come società numero 125216 – IVA Reg. IE4817418C IE, sita in, KBC House, 4 George Dock, IFSC, Dublino 1, Irlanda. 

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[Quantlib-dev] 答复: Chinese calendar

[Cheng L. <scr...@gm...>]

Hi Riccardo,

 

Solutions 3 won’t help I think. Compiler will still complain about ambiguous definition of isWeekend.

 

If I made the choice, I may choose plan A. The reason is it is the most easy way:). It means duplicated codes and most of time it is a bad programming practices. 

 

But IMO Calendar is very tedious, it needs a lot of day booking and so many exception rule to handle. ( it is especially true for Chinese calendar. If you look into current implementation of China calendar, it directly inherited from base Calendar class and all the holidays are hard coded.)  So several lines of duplicated codes won’t hurt its beauty since it is already it is ugly enough…

 

Anyway it is only my 2 cents. 

 

Regards,

Cheng

 

发件人: BARONE RICCARDO [mailto:ric...@ba...] 
发送时间: 2015年6月29日 18:44
收件人: qua...@li...
主题: [Quantlib-dev] Chinese calendar

 

Hi everyone,

I'm working on Chinese calendar and I want to share with you some ideas about it.

I was thinking to create a derived class from Impl (like WesternImpl and OrthodoxImpl) with few methods for the most popular holidays i.e. Chinese New Year, Buddha's Birthday and Mid-Autumn Festival.

 

Problems start when countries celebrate both Easter and lunisolar holidays: all classes implement the virtual method isWeekend(Weekday).

After thinking about it for a while, I came to the following different conclusions:

 

- Lazy way: copy in ChineseImpl the easterMonday method

 

- Hard-working way: define Day easterMonday(Year y, string religion) as public method of the class Calendar. In this way the existence of the old classes WesternImpl and OrthodoxImpl doesn't have sense anymore and they could be replaced by something like Gregorian, Chinese, Islamic and Hebrew.

 

- Mark all the Impl derived classes (WesternImpl, OrthodoxImpl and ChineseImpl) as virtual. This is the typical solution to the diamond problem, but I'm not so proficient in C++ language to understand if it makes sense and solves our problems.

 

Any suggestions on how to proceed?

 

Thanks

Riccardo



Prima di stampare, pensa all'ambiente ** Think about the environment before printing

  _____  


This e-mail is subject to terms available at the following link:
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Please read the hyperlink carefully as it contains the conditions governing any electronic communications between you and Banca IMI SpA. By messaging with Banca IMI SpA you agree to such terms and conditions of use. Banca IMI SpA may amend these terms and conditions at any time without notice. You should check the relevant webpage from time to time to review the current terms and conditions because they are binding on you. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Please note that, if you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is strictly prohibited and may be unlawful.

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Il presente messaggio, inclusi gli eventuali allegati, ha natura aziendale e potrebbe contenere informazioni confidenziali e/o riservate. Chiunque lo ricevesse per errore, è pregato di avvisare tempestivamente il mittente e di cancellarlo.
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Per lo svolgimento delle attività di investimento nel Regno Unito, la società è autorizzata da Banca d'Italia ed è soggetta alla vigilanza limitata della Financial Conduct Authority ( FCA ) e della Prudential Regulation Authority ( PRA ) . Maggiori informazioni in merito ai poteri di vigilanza della Financial Conduct Authority ( FCA ) e della Prudential Regulation Authority ( PRA ) sono a disposizione previa richiesta.

Nel Regno Unito Intesa Sanpaolo S.p.A. opera attraverso la filiale di Londra, sita in 90 Queen Street, London EC4N 1SA, registrata in Inghilterra & Galles sotto No.FC016201, Branch No.BR000036

In osservanza dei requisito imposti dal Internal Revenue Service (Agenzia delle Entrate degli Stati Uniti), qualunque discussione relativa a temi di natura fiscale contenuta in questo messaggio o nei suoi allegati non e’ intesa ne’ e’ stata scritta per essere utilizzata, ne’ puo’ essere utilizata per (i) evitare l’imposizione di gravami fiscali secondo il codice tributario vigente negli Stati Uniti o (ii) per promuovere, sollecitare o raccomandare una operazione finanziaria o altra transazione indirizzata ad un altro destinatario.

Nella Repubblica d’Irlanda, Intesa Sanpaolo Bank Ireland plc è regolamentata dalla Banca Centrale d’Irlanda ed è parte del Gruppo Bancario Intesa Sanpaolo S.p.A. Registrata in Irlanda come società numero 125216 – IVA Reg. IE4817418C IE, sita in, KBC House, 4 George Dock, IFSC, Dublino 1, Irlanda. 

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In the UK Intesa Sanpaolo S.p.A. operates through its London Branch, located at 90 Queen Street, London EC4N 1SA. Registered in England & Wales under No.FC016201, Branch No.BR000036

To comply with requirements imposed by the IRS, we inform you that any discussion of U.S. federal tax issues contained herein (including any attachments) was not intended or written to be used, and cannot be used by you, for the purpose of (i) avoiding penalties under the Internal Revenue Code or (ii) promoting, marketing or recommending any transaction or matter addressed herein to another party.

In the Republic of Ireland, Intesa Sanpaolo Bank Ireland plc is regulated by the Central Bank of Ireland and is a member of the Intesa Sanpaolo Group. It is registered in Ireland as company no.125216 – VAT Reg. No. IE 4817418C and located at, 3rd Floor, KBC House, 4 George’s Dock, IFSC, Dublin 1, Ireland.

Re: [Quantlib-dev] Default probability between 2 dates

[Francois B. <ig...@gm...>]

Thanks. Yes, I assumed that one would want the conditional probability. The
formula makes sense now.

much regards

Francois Botha

On 27 June 2015 at 18:20, Peter Caspers <pca...@gm...> wrote:

> Bonjour Francois,
>
> the value that is returned (i.e. p2-p1) is the probability to default
> between t1 and t2.
>
> Your expression simplifies to (p2-p1) / ( 1-p1 ) and is the
> probability to default between t1 and t2 *given that* (or *conditional
> on* to speak more mathematically) you survive until p1. I.e. it is P(
> A | B ) = P( A and B) / P( B ), where A is the event to default until
> t1 and B likewise the event to default until t2. Whereas the first
> expression is P( A and B ).
>
> Sometimes I get spontaneous headaches to spot the difference between
> the two (anybody else, too ?). But say you are likely to default until
> t1 (p1=90%) already and certain to die until t2 (p2=100%), then the
> value p2-p1 returned in QL is 10% (since until t1 a lot might happen
> already ...). Your expression is 100% on the other hand, i.e. if you
> are lucky and survive until t1, then you are really doomed and just
> heading for your final destintation on t2 for sure.
>
> Does it make sense that way ?
>
> Best regards and a beautiful weekend for you
> Peter
>
>
> On 27 June 2015 at 16:31, Francois Botha <ig...@gm...> wrote:
> > Hi,
> >
> > Shouldn't the calculation of the default probability between 2 dates (
> see
> >
> https://github.com/lballabio/quantlib/blob/master/QuantLib/ql/termstructures/defaulttermstructure.cpp#L117
> > ) be:
> >     return 1.0 - (1.0 - p2) / (1.0 - p1);
> >
> > Survival probabilities are cumulative / multiplicative, right?
> >
> > Francois Botha
> >
> >
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>

[Quantlib-dev] Chinese calendar

[BARONE R. <ric...@ba...>]

Hi everyone,
I'm working on Chinese calendar and I want to share with you some ideas about it.
I was thinking to create a derived class from Impl (like WesternImpl and OrthodoxImpl) with few methods for the most popular holidays i.e. Chinese New Year, Buddha's Birthday and Mid-Autumn Festival.

Problems start when countries celebrate both Easter and lunisolar holidays: all classes implement the virtual method isWeekend(Weekday).
After thinking about it for a while, I came to the following different conclusions:

- Lazy way: copy in ChineseImpl the easterMonday method

- Hard-working way: define Day easterMonday(Year y, string religion) as public method of the class Calendar. In this way the existence of the old classes WesternImpl and OrthodoxImpl doesn't have sense anymore and they could be replaced by something like Gregorian, Chinese, Islamic and Hebrew.

- Mark all the Impl derived classes (WesternImpl, OrthodoxImpl and ChineseImpl) as virtual. This is the typical solution to the diamond problem, but I'm not so proficient in C++ language to understand if it makes sense and solves our problems.

Any suggestions on how to proceed?

Thanks
Riccardo


Prima di stampare, pensa all'ambiente ** Think about the environment before printing

________________________________

This e-mail is subject to terms available at the following link:
http://www.bancaimi.com/bancaimi/email_disclaimer.html.
Please read the hyperlink carefully as it contains the conditions governing any electronic communications between you and Banca IMI SpA. By messaging with Banca IMI SpA you agree to such terms and conditions of use. Banca IMI SpA may amend these terms and conditions at any time without notice. You should check the relevant webpage from time to time to review the current terms and conditions because they are binding on you. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Please note that, if you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is strictly prohibited and may be unlawful.

________________________________

Il presente messaggio, inclusi gli eventuali allegati, ha natura aziendale e potrebbe contenere informazioni confidenziali e/o riservate. Chiunque lo ricevesse per errore, è pregato di avvisare tempestivamente il mittente e di cancellarlo.
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In osservanza dei requisito imposti dal Internal Revenue Service (Agenzia delle Entrate degli Stati Uniti), qualunque discussione relativa a temi di natura fiscale contenuta in questo messaggio o nei suoi allegati non e’ intesa ne’ e’ stata scritta per essere utilizzata, ne’ puo’ essere utilizata per (i) evitare l’imposizione di gravami fiscali secondo il codice tributario vigente negli Stati Uniti o (ii) per promuovere, sollecitare o raccomandare una operazione finanziaria o altra transazione indirizzata ad un altro destinatario.

Nella Repubblica d’Irlanda, Intesa Sanpaolo Bank Ireland plc è regolamentata dalla Banca Centrale d’Irlanda ed è parte del Gruppo Bancario Intesa Sanpaolo S.p.A. Registrata in Irlanda come società numero 125216 – IVA Reg. IE4817418C IE, sita in, KBC House, 4 George Dock, IFSC, Dublino 1, Irlanda.

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In the UK Intesa Sanpaolo S.p.A. operates through its London Branch, located at 90 Queen Street, London EC4N 1SA. Registered in England & Wales under No.FC016201, Branch No.BR000036

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[Quantlib-dev] suggested change to inflation seasonality adjustment

[BL BL <blq...@gm...>]

Hi,


while in need of the seasonality described in the Lehmann/Kerkhoff
Paper "Inflation Derivatives explained" i specialized the
multiplicativepriceseasonality class.


When overwriting the seasonal correction and the seasonalityFactor
Methods i found that the seasonal factor obtained from
seasonalityFactor() was not reproduced when i calculated the ratio of
the adjusted forecasted fixing (obtained by calling
setSeasonality("myseasonality") devided by the unadjusted value
(obtained with setSeasonality() thus removing seasonality).


But this is a basic requirement. I was able to track this down to a
(seemingly) mismatch in the call to the index forecast method. Which
is in intlationindex.cpp at line 186 (QL1.5). And the call to the
seasonalCorrction() at inflationtermstructure.cpp at line 173. They
use a different base for the zero rate sometimes. In my view it should
never differ.


So the quotient of adjusted index forecast/unadjusted index forecast
is no longer what it should be.

To make a long story short i would suggest either coying the behavior
in the forecast so to always pass the same baseDate to the seasonality
correction as the one used in forecasting the index.


Or, if we keep the call to seasoaalityCorretion() as it is, that is we
use a default, it seems to me a better default would be the first day
of the inflation reference month. That would at least fit well in case
of an uninterpolated HICP Index and an application of the kerhoff
paper seasonality.


Any Suggestions?

Re: [Quantlib-dev] Default probability between 2 dates

[Peter C. <pca...@gm...>]

I messed it up, right. A is the event to default until t2. B is the
event to survive until t1. Hopefully.
Peter

On 27 June 2015 at 18:20, Peter Caspers <pca...@gm...> wrote:
> Bonjour Francois,
>
> the value that is returned (i.e. p2-p1) is the probability to default
> between t1 and t2.
>
> Your expression simplifies to (p2-p1) / ( 1-p1 ) and is the
> probability to default between t1 and t2 *given that* (or *conditional
> on* to speak more mathematically) you survive until p1. I.e. it is P(
> A | B ) = P( A and B) / P( B ), where A is the event to default until
> t1 and B likewise the event to default until t2. Whereas the first
> expression is P( A and B ).
>
> Sometimes I get spontaneous headaches to spot the difference between
> the two (anybody else, too ?). But say you are likely to default until
> t1 (p1=90%) already and certain to die until t2 (p2=100%), then the
> value p2-p1 returned in QL is 10% (since until t1 a lot might happen
> already ...). Your expression is 100% on the other hand, i.e. if you
> are lucky and survive until t1, then you are really doomed and just
> heading for your final destintation on t2 for sure.
>
> Does it make sense that way ?
>
> Best regards and a beautiful weekend for you
> Peter
>
>
> On 27 June 2015 at 16:31, Francois Botha <ig...@gm...> wrote:
>> Hi,
>>
>> Shouldn't the calculation of the default probability between 2 dates ( see
>> https://github.com/lballabio/quantlib/blob/master/QuantLib/ql/termstructures/defaulttermstructure.cpp#L117
>> ) be:
>>     return 1.0 - (1.0 - p2) / (1.0 - p1);
>>
>> Survival probabilities are cumulative / multiplicative, right?
>>
>> Francois Botha
>>
>> ------------------------------------------------------------------------------
>> Monitor 25 network devices or servers for free with OpManager!
>> OpManager is web-based network management software that monitors
>> network devices and physical & virtual servers, alerts via email & sms
>> for fault. Monitor 25 devices for free with no restriction. Download now
>> http://ad.doubleclick.net/ddm/clk/292181274;119417398;o
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>

Re: [Quantlib-dev] Default probability between 2 dates

[Peter C. <pca...@gm...>]

Bonjour Francois,

the value that is returned (i.e. p2-p1) is the probability to default
between t1 and t2.

Your expression simplifies to (p2-p1) / ( 1-p1 ) and is the
probability to default between t1 and t2 *given that* (or *conditional
on* to speak more mathematically) you survive until p1. I.e. it is P(
A | B ) = P( A and B) / P( B ), where A is the event to default until
t1 and B likewise the event to default until t2. Whereas the first
expression is P( A and B ).

Sometimes I get spontaneous headaches to spot the difference between
the two (anybody else, too ?). But say you are likely to default until
t1 (p1=90%) already and certain to die until t2 (p2=100%), then the
value p2-p1 returned in QL is 10% (since until t1 a lot might happen
already ...). Your expression is 100% on the other hand, i.e. if you
are lucky and survive until t1, then you are really doomed and just
heading for your final destintation on t2 for sure.

Does it make sense that way ?

Best regards and a beautiful weekend for you
Peter


On 27 June 2015 at 16:31, Francois Botha <ig...@gm...> wrote:
> Hi,
>
> Shouldn't the calculation of the default probability between 2 dates ( see
> https://github.com/lballabio/quantlib/blob/master/QuantLib/ql/termstructures/defaulttermstructure.cpp#L117
> ) be:
>     return 1.0 - (1.0 - p2) / (1.0 - p1);
>
> Survival probabilities are cumulative / multiplicative, right?
>
> Francois Botha
>
> ------------------------------------------------------------------------------
> Monitor 25 network devices or servers for free with OpManager!
> OpManager is web-based network management software that monitors
> network devices and physical & virtual servers, alerts via email & sms
> for fault. Monitor 25 devices for free with no restriction. Download now
> http://ad.doubleclick.net/ddm/clk/292181274;119417398;o
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] Default probability between 2 dates

[Francois B. <ig...@gm...>]

Hi,

Shouldn't the calculation of the default probability between 2 dates ( see
https://github.com/lballabio/quantlib/blob/master/QuantLib/ql/termstructures/defaulttermstructure.cpp#L117
) be:
    return 1.0 - (1.0 - p2) / (1.0 - p1);

Survival probabilities are cumulative / multiplicative, right?

Francois Botha

[Quantlib-dev] proposal for inflation seasonality

[BL BL <blq...@gm...>]

Hi,

while in need of the seasonality described in the Lehmann Paper "Inflation
Derivatives explained" as can be found here
http://the.earth.li/~jon/junk/Kerkhoff.pdf i specialized the
multiplicativepriceseasonality class.

When overwriting the seasonal correcttion and the seasonalityFactor Methods
i found that the seasonal factor obtained from seasonalityFactor() was not
reproduced when i calculated the ratio of the undajusted forecasted fixing
(obtained by calling setSeasonality("myseasonality") devided by the
unadjusted value (obtained with setSeasonality() thus removing seasonality).

But this is a basic requirement. I was able to track this down to a
(seemingly) mismatch in the call to the index forecast method. Which is in
intlationindex.cpp at line 186 (QL1.5). And the call to the
seasonalCorrction() at inflationtermstructure.cpp at line 173.

So seasonal Correction is always called with d-uselag. While the base for
the forecasting might differ from that.

In my view it should never differ. Adjusting the zero-rate rate should
always reproduce the factor. And so the time implicitly used in this zero
rate adjustment should always be the time used in the application of the
zero rate for forecasting.

To make a long story short i would suggest either coying the behavior in
the forecast so to always pass the same baseDate to the seasonality as the
one used in forecasting.

Or, if we keep the call to seasoaalityCorretion() as it is, that is it gets
d-uselag, it seems to me a better default would be the first day of the
inflation reference month. That would at least fit well in case of an
uninterpolated HICP Index and an application of the kerhoff paper
seasonality.

Any Suggestions?

[Quantlib-dev] QuantLib 1.6 released

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

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.

Version 1.6 has been released and is available for download at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge bug
tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 1.6.

        The QuantLib group

Re: [Quantlib-dev] ASX futures tests

[Peter C. <pca...@gm...>]

Hi Ferdinando,

I created a suggestion to fix the test-case here

https://github.com/lballabio/quantlib/pull/271

since the suite fails again today and I just can't stand it any much longer ;-)

However I am wondering if IMM::nextDate() and ASX::nextDate() should
skip a future maturity where the underlying is fixed already anyway ?
What do you think ?

Thanks a lot
Peter



On 13 June 2015 at 23:44, Ferdinando M. Ametrano
<fer...@am...> wrote:
> Hi Peter
>
> I will look into this asap
>
> thx
>
> On Fri, Jun 12, 2015 at 3:56 PM, Peter Caspers <pca...@gm...>
> wrote:
>>
>> Hello Ferdinando,
>>
>> the PiecewiseYieldCurve tests from the current master fail on system
>> date 11-Jun-2015. The guilty code seems to be
>>
>> L476 asxStart is 12-Jun-2015 in some cases ...
>> L485 ... then asxFut.forwardRate() will ask for the Euribor 3M fixing
>> as of 10-Jun-2015
>>
>> which is not set. Should we just exclude the cases where the fixing
>> date is before the evaluation date ?
>>
>> Thanks
>> Peter
>>
>>
>> ------------------------------------------------------------------------------
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>

Re: [Quantlib-dev] ASX futures tests

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

Hi Peter

I will look into this asap

thx

On Fri, Jun 12, 2015 at 3:56 PM, Peter Caspers <pca...@gm...>
wrote:

> Hello Ferdinando,
>
> the PiecewiseYieldCurve tests from the current master fail on system
> date 11-Jun-2015. The guilty code seems to be
>
> L476 asxStart is 12-Jun-2015 in some cases ...
> L485 ... then asxFut.forwardRate() will ask for the Euribor 3M fixing
> as of 10-Jun-2015
>
> which is not set. Should we just exclude the cases where the fixing
> date is before the evaluation date ?
>
> Thanks
> Peter
>
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] ASX futures tests

[Peter C. <pca...@gm...>]

Hello Ferdinando,

the PiecewiseYieldCurve tests from the current master fail on system
date 11-Jun-2015. The guilty code seems to be

L476 asxStart is 12-Jun-2015 in some cases ...
L485 ... then asxFut.forwardRate() will ask for the Euribor 3M fixing
as of 10-Jun-2015

which is not set. Should we just exclude the cases where the fixing
date is before the evaluation date ?

Thanks
Peter

Re: [Quantlib-dev] Warnings in QLXL, QLObjects and OH

[MAZZOCCHI P. <pao...@es...>]

See pull request #262

From: Paolo Mazzocchi [mailto:maz...@li...]
Sent: 10 June 2015 16:05
To: qua...@li...
Subject: [Quantlib-dev] Warnings in QLXL, QLObjects and OH

Hi all,

I noticed that when I compile QuantLibObjects, QuantLibXL and ObjectHandler using vc12, I obtain al lot of warnings (attached the full list).

Any suggestion?

Thanks

Paolo



Prima di stampare, pensa all'ambiente ** Think about the environment before printing

________________________________

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E’ strettamente vietata qualsiasi forma di utilizzo, riproduzione o diffusione non autorizzata del contenuto di questo messaggio o di parte di esso.
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Per lo svolgimento delle attività di investimento nel Regno Unito, la società è autorizzata da Banca d'Italia ed è soggetta alla vigilanza limitata della Financial Conduct Authority ( FCA ) e della Prudential Regulation Authority ( PRA ) . Maggiori informazioni in merito ai poteri di vigilanza della Financial Conduct Authority ( FCA ) e della Prudential Regulation Authority ( PRA ) sono a disposizione previa richiesta.

Nel Regno Unito Intesa Sanpaolo S.p.A. opera attraverso la filiale di Londra, sita in 90 Queen Street, London EC4N 1SA, registrata in Inghilterra & Galles sotto No.FC016201, Branch No.BR000036

In osservanza dei requisito imposti dal Internal Revenue Service (Agenzia delle Entrate degli Stati Uniti), qualunque discussione relativa a temi di natura fiscale contenuta in questo messaggio o nei suoi allegati non e’ intesa ne’ e’ stata scritta per essere utilizzata, ne’ puo’ essere utilizata per (i) evitare l’imposizione di gravami fiscali secondo il codice tributario vigente negli Stati Uniti o (ii) per promuovere, sollecitare o raccomandare una operazione finanziaria o altra transazione indirizzata ad un altro destinatario.

Nella Repubblica d’Irlanda, Intesa Sanpaolo Bank Ireland plc è regolamentata dalla Banca Centrale d’Irlanda ed è parte del Gruppo Bancario Intesa Sanpaolo S.p.A. Registrata in Irlanda come società numero 125216 – IVA Reg. IE4817418C IE, sita in, KBC House, 4 George Dock, IFSC, Dublino 1, Irlanda.

***

________________________________

This email (including any attachment) is a corporate message and may contain confidential and/or privileged and/or proprietary information. If you have received this email in error, please notify the sender immediately, do not use or share it and destroy this email. Any unauthorised use, copying or disclosure of the material in this email or of parts hereof (including reliance thereon) is strictly forbidden.
We have taken precautions to minimize the risk of transmitting software viruses but nevertheless advise you to carry out your own virus checks on any attachment of this message. We accept no liability for loss or damage caused by software viruses.

For the conduct of investment business in the UK, the Company is authorised by Banca d’Italia and subject to limited regulation in the UK by the Financial Conduct Authority ( FCA ) and the Prudential Regulation Authority ( PRA ). Details about the extent of our regulation by the Financial Conduct Authority ( FCA ) and the Prudential Regulation Authority ( PRA ) are available from us on request.

In the UK Intesa Sanpaolo S.p.A. operates through its London Branch, located at 90 Queen Street, London EC4N 1SA. Registered in England & Wales under No.FC016201, Branch No.BR000036

To comply with requirements imposed by the IRS, we inform you that any discussion of U.S. federal tax issues contained herein (including any attachments) was not intended or written to be used, and cannot be used by you, for the purpose of (i) avoiding penalties under the Internal Revenue Code or (ii) promoting, marketing or recommending any transaction or matter addressed herein to another party.

In the Republic of Ireland, Intesa Sanpaolo Bank Ireland plc is regulated by the Central Bank of Ireland and is a member of the Intesa Sanpaolo Group. It is registered in Ireland as company no.125216 – VAT Reg. No. IE 4817418C and located at, 3rd Floor, KBC House, 4 George’s Dock, IFSC, Dublin 1, Ireland.

[Quantlib-dev] Warnings in QLXL, QLObjects and OH

[Paolo M. <maz...@li...>]

Warning	1	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\conversions\scalartooper.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	2	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\conversions\scalartooper.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	3	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\conversions\scalartooper.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	4	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\callingrange.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	5	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\callingrange.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	6	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\callingrange.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	8	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\convert_oper.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	9	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\convert_oper.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	10	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\convert_oper.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	11	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functioncall.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	12	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functioncall.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	13	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functioncall.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	15	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\enumerations.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	16	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\enumerations.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	17	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\enumerations.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	19	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\garbagecollection.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	20	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\garbagecollection.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	21	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\garbagecollection.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	23	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\group.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	24	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\group.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	25	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\group.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	27	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\logging.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	28	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\logging.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	29	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\logging.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	31	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\manual.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	32	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\manual.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	33	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\manual.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	35	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\objects.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	36	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\objects.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	37	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\objects.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	39	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\ohutils.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	40	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\ohutils.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	41	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\ohutils.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	43	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\range.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	44	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\range.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	45	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\range.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	47	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\serialization.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	48	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\serialization.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	49	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\serialization.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	51	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\objectwrapperxl.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	52	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\objectwrapperxl.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	53	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\objectwrapperxl.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	54	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\valueobjects.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	55	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\valueobjects.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	56	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\functions\valueobjects.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	58	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\register\addin.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	59	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\register\addin.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	60	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\register\addin.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	62	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\utilities\xlutilities.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	63	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\utilities\xlutilities.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	64	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\utilities\xlutilities.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	65	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\repositoryxl.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	ohxll
Warning	66	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\repositoryxl.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	ohxll
Warning	67	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (..\repositoryxl.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	ohxll
Warning	73	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (conversions\opertovector.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	74	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (conversions\opertovector.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	75	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (conversions\opertovector.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	76	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\alphaform.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	77	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\alphaform.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	78	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\alphaform.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	80	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\accountingengines.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	81	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\accountingengines.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	82	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\accountingengines.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	84	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\abcd.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	85	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\abcd.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	86	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\abcd.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	88	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\bonds.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	89	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\bonds.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	90	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\bonds.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	92	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\assetswap.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	93	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\assetswap.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	94	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\assetswap.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	96	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\basketlossmodels.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	97	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\basketlossmodels.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	98	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\basketlossmodels.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	100	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\browniangenerators.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	101	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\browniangenerators.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	102	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\browniangenerators.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	104	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\calendar.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	105	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\calendar.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	106	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\calendar.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	108	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\btp.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	109	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\btp.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	110	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\btp.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	112	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\capfloor.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	113	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\capfloor.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	114	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\capfloor.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	116	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\capletvolstructure.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	117	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\capletvolstructure.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	118	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\capletvolstructure.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	120	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\cmsmarket.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	121	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\cmsmarket.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	122	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\cmsmarket.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	124	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\couponvectors.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	125	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\couponvectors.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	126	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\couponvectors.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	128	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\cmsmarketcalibration.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	129	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\cmsmarketcalibration.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	130	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\cmsmarketcalibration.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	132	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\ctsmmcapletcalibration.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	133	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\ctsmmcapletcalibration.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	134	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\ctsmmcapletcalibration.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	136	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\correlation.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	137	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\correlation.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	138	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\correlation.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	140	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\credit.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	141	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\credit.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	142	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\credit.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	144	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\curvestate.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	145	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\curvestate.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	146	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\curvestate.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	148	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\date.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	149	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\date.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	150	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\date.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	152	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\daycounter.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	153	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\daycounter.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	154	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\daycounter.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	156	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\defaulttermstructures.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	157	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\defaulttermstructures.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	158	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\defaulttermstructures.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	160	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\driftcalculators.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	161	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\driftcalculators.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	162	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\driftcalculators.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	164	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\defaultbasket.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	165	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\defaultbasket.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	166	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\defaultbasket.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	168	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\evolutiondescription.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	169	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\evolutiondescription.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	170	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\evolutiondescription.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	172	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\exercise.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	173	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\exercise.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	174	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\exercise.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	176	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\handles.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	177	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\handles.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	178	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\handles.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	180	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\forwardrateagreement.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	181	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\forwardrateagreement.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	182	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\forwardrateagreement.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	184	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\instruments.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	185	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\instruments.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	186	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\instruments.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	188	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\index.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	189	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\index.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	190	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\index.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	192	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\interpolation.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	193	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\interpolation.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	194	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\interpolation.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	196	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\manual.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	197	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\manual.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	198	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\manual.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	200	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\marketmodelevolvers.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	201	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\marketmodelevolvers.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	202	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\marketmodelevolvers.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	204	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\leg.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	205	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\leg.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	206	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\leg.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	208	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\latentmodels.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	209	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\latentmodels.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	210	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\latentmodels.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	212	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\marketmodels.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	213	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\marketmodels.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	214	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\marketmodels.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	216	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\mathf.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	217	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\mathf.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	218	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\mathf.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	220	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\optimization.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	221	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\optimization.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	222	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\optimization.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	224	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\payoffs.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	225	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\payoffs.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	226	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\payoffs.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	228	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\overnightindexedswap.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	229	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\overnightindexedswap.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	129	1	QuantLibXLDynamic
Warning	230	warning C4251: 'ObjectHandler::FunctionCall::refStr_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\overnightindexedswap.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	130	1	QuantLibXLDynamic
Warning	232	warning C4251: 'ObjectHandler::FunctionCall::functionName_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\options.cpp)	C:\projects\quantlib-dev\ObjectHandler\ohxl\functioncall.hpp	128	1	QuantLibXLDynamic
Warning	233	warning C4251: 'ObjectHandler::FunctionCall::address_' : class 'std::basic_string<char,std::char_traits<char>,std::allocator<char>>' needs to have dll-interface to be used by clients of class 'ObjectHandler::FunctionCall' (functions\options.cpp)	C:\projects\quantlib-...
 
[truncated message content]

[Quantlib-dev] 答复: QuantLib Solver

[Cheng L. <scr...@gm...>]

Hi Nigel,

 

Of cause it could. If you look at the implementation of the solver, the solve method’s first parameter is marked as template. You only need to make sure the VolatilityFunc accept a double and return a double.

 

Regards,

Cheng

 

发件人: Nigel Sperinck [mailto:nig...@gm...] 
发送时间: 2015年5月12日 6:20
收件人: qua...@li...
主题: [Quantlib-dev] QuantLib Solver

 

QuantLib Developers,

 

Reference

http://quantlib.org/slides/dima-ql-intro-2.pdf, page 23

 

In Dimitri Reiswich's QuantLib Solver example, he sets up a boost function and binds this to his function impliedVolProblem() which returns the calculation of the Black Scholes Option Price - price.

 

Are the following two steps required, or is there a way to refactor and simplify the code and use a function pointer directly in the QuantLib Solver.solve method without having to use the boost::function and boost::bind?

 

// Step 1 - Setup a boost function

boost::function < Real(Volatility) > VolatilityFunc ;

 

// Step 2 - Bind the boost function to all market parameters, keep volatility as variant

VolatilityFunc = boost::bind(&impliedVolatilityProblem, spot, strikeprice, rd, rf, _1, tau, phi, price);

 

Real res1 = bisectionSolver.solve(VolatilityFunc, accuracy, guess, min, max);

 

Very best regards

Nigel Sperinck

[Quantlib-dev] QuantLib Solver

[Nigel S. <nig...@gm...>]

QuantLib Developers,



Reference

http://quantlib.org/slides/dima-ql-intro-2.pdf, page 23



In Dimitri Reiswich's QuantLib Solver example, he sets up a boost function
and binds this to his function impliedVolProblem() which returns the
calculation of the Black Scholes Option Price - price.



Are the following two steps required, or is there a way to refactor and
simplify the code and use a function pointer directly in the QuantLib
Solver.solve method without having to use the boost::function and
boost::bind?



// Step 1 - Setup a boost function

boost::function < Real(Volatility) > VolatilityFunc ;



// Step 2 - Bind the boost function to all market parameters, keep
volatility as variant

VolatilityFunc = boost::bind(&impliedVolatilityProblem, spot, strikeprice,
rd, rf, _1, tau, phi, price);



Real res1 = bisectionSolver.solve(VolatilityFunc, accuracy, guess, min,
max);



Very best regards

Nigel Sperinck

Re: [Quantlib-dev] Error in QuantLib Make Install

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

Hi, 
I don't remember which compiler I was trying to please but VC9 or gcc-?.? was requesting an explicit return type in the binding which I try never to write. Just in case it reappears.
I think I was using 1.55 then.

Best
Pepe

----- Original Message -----
> 
> 
> Hello,
> <sigh> boost::bind again. Sometimes it breaks from one Boost version
> to the next.</sigh>
> 
> 
> We have a fix in the latest code, but it didn't make it into a
> release yet. You can either:
> - get the unreleased code from GitHub;
> - use QuantLib 1.5 and stick with Boost 1.57 for the time being;
> - use QuantLib 1.5, but apply the patch at <
> https://github.com/lballabio/quantlib/commit/659addb2400442b356b1c194bf331cdc8bbb3c1d
> > first.
> 
> 
> Luigi
> 
> 
> 
> 
> On Tue, Apr 28, 2015 at 5:02 PM, Nigel Sperinck <
> nig...@gm... > wrote:
> 
> 
> 
> 
> QuantLib Developers,
> 
> 
> My attempt to install QuantLib on Ubuntu 14.04.2 LTS Desktop appear
> to have failed. The available information is as follows:
> 
> 
> 
> operating system:
> 
> Ubuntu 14.04.2 LTS Desktop
> 
> compiler (version number, patch level, etc.):
> 
> g++ version -gnu --host=x86_64_linux-gnu
> 
> gcc version 4.8.2 (Ubuntu 4.8.2-19ubuntu1)
> 
> Boost version:
> 
> boost 1.58.0
> 
> the compilation error and the file affected:
> 
> appears to be
> QuantLib/QuantLib-1.5/ql/experimental/math/convolvedstudentt.cpp or
> hpp
> 
> 
> 
> make install error reported:
> 
> 
> Making install in math
> 
> make[3]: Entering directory
> `/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql/experimental/math'
> 
> /bin/bash ../../../libtool --tag=CXX --mode=compile g++
> -DHAVE_CONFIG_H - I. -I../../../ql -I../../.. -I../../.. -g -O2 -MT
> convolvedstudentt.lo -MD -MP -MF . deps/convolvedstudentt .Tpo -c -o
> convolvedstudentt.lo convolvedstudentt.cpp
> 
> libtool: compile: g++ -DHAVE_CONFIG_H - I. -I../../../ql -I../../..
> -I../../.. -g -O2 -MT convolvedstudentt.lo -MD -MP -MF
> .deps/convolvedstudentt.Tpo -c convolvedstudentt.cpp -fPIC -DPIC -o
> .libs/convolvedstudentt.o
> 
> convolvedstudentt.cpp: In member function 'QuantLib::Real
> QuantLib::InverseCumulativeBehrensFisher::operator()(QuantLib::Probability)
> const':
> 
> convolvedstudentt.cpp:194:29: error: call of overloaded
> 'bind(QuantLib::Probability
> (QuantLib::CumulativeBehrensFisher::*)(QuantLib::Real)const,
> QuantLib::CumulativeBehrensFisher&, boost::arg<1>&)' is ambiguous
> 
> distrib_, _1)), accuracy_, (xMin+xMax)/2., xMin, xMax);
> 
> ^
> 
> convolvedstudentt.cpp:194:29: note: candidates are:
> 
> In file included from /usr/local/include/boost/bind.hpp:22:0,
> 
> from convolvedstudentt.cpp:30:
> 
> /usr/local/include/boost/bind/bind.hpp:1602:5: note:
> boost::_bi::bind_t<R, F, typename boost::_bi::list_av_2<A1,
> A2>::type> boost::bind(F, A1, A2) [with R = double; F = double
> (QuantLib::CumulativeBehrensFisher::*)(double)const; A1 =
> QuantLib::CumulativeBehrensFisher; A2 = boost::arg<1>; typename
> boost::_bi::list_av_2<A1, A2>::type =
> boost::_bi::list2<boost::_bi::value<QuantLib::CumulativeBehrensFisher>,
> boost::arg<1> >]
> 
> BOOST_BIND(F f, A1 a1, A2 a2)
> 
> ^
> 
> /usr/local/include/boost/bind/bind_mf_cc.hpp:74:5: note:
> boost::_bi::bind_t<R, boost::_mfi::cmf1<R, T, A1>, typename
> boost::_bi::list_av_2<A1, A2>::type> boost::bind(R (T::*)(B1)const,
> A1, A2) [with R = double; T = QuantLib::CumulativeBehrensFisher; B1
> = double; A1 = QuantLib::CumulativeBehrensFisher; A2 =
> boost::arg<1>; typename boost::_bi::list_av_2<A1, A2>::type =
> boost::_bi::list2<boost::_bi::value<QuantLib::CumulativeBehrensFisher>,
> boost::arg<1> >]
> 
> BOOST_BIND(R (BOOST_BIND_MF_CC T::*f) (B1) const, A1 a1, A2 a2)
> 
> ^
> 
> /usr/local/include/boost/bind/bind_mf_cc.hpp:96:5: note:
> boost::_bi::bind_t<Rt2, boost::_mfi::cmf1<R, T, B1>, typename
> boost::_bi::list_av_2<A1, A2>::type> boost::bind(R (T::*)(B1)const,
> A1, A2) [with Rt2 = double; R = double; T =
> QuantLib::CumulativeBehrensFisher; B1 = double; A1 =
> QuantLib::CumulativeBehrensFisher; A2 = boost::arg<1>; typename
> boost::_bi::list_av_2<A1, A2>::type =
> boost::_bi::list2<boost::_bi::value<QuantLib::CumulativeBehrensFisher>,
> boost::arg<1> >]
> 
> BOOST_BIND(R (BOOST_BIND_MF_CC T::*f) (B1) const, A1 a1, A2 a2)
> 
> ^
> 
> make[3]: *** [convolvedstudentt.lo] Error 1
> 
> make[3]: Leaving directory
> `/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql/experimental/math'
> 
> make[2]: *** [install-recursive] Error 1
> 
> make[2]: Leaving directory
> `/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql/experimental'
> 
> make[1]: *** [install-recursive] Error 1
> 
> make[1]: Leaving directory
> `/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql'
> 
> make: *** [install-recursive] Error 1
> 
> nigel@nigel-SATELLITE-02:~/Transfer/QuantLib/QuantLib-1.5$
> 
> Very best regards
> 
> Nigel Sperinck
> 
> ------------------------------------------------------------------------------
> One dashboard for servers and applications across
> Physical-Virtual-Cloud
> Widest out-of-the-box monitoring support with 50+ applications
> Performance metrics, stats and reports that give you Actionable
> Insights
> Deep dive visibility with transaction tracing using APM Insight.
> http://ad.doubleclick.net/ddm/clk/290420510;117567292;y
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> 
> 
> 
> 
> 
> --
> 
> 
> 
> 
> 
> < http://leanpub.com/implementingquantlib/ >
> < http://implementingquantlib.com >
> < http://twitter.com/lballabio >
> 
> ------------------------------------------------------------------------------
> One dashboard for servers and applications across
> Physical-Virtual-Cloud
> Widest out-of-the-box monitoring support with 50+ applications
> Performance metrics, stats and reports that give you Actionable
> Insights
> Deep dive visibility with transaction tracing using APM Insight.
> http://ad.doubleclick.net/ddm/clk/290420510;117567292;y
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> 

Re: [Quantlib-dev] Error in QuantLib Make Install

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

Hello,
    <sigh> boost::bind again. Sometimes it breaks from one Boost version to
the next.</sigh>

We have a fix in the latest code, but it didn't make it into a release yet.
You can either:
- get the unreleased code from GitHub;
- use QuantLib 1.5 and stick with Boost 1.57 for the time being;
- use QuantLib 1.5, but apply the patch at <
https://github.com/lballabio/quantlib/commit/659addb2400442b356b1c194bf331cdc8bbb3c1d>
first.

Luigi


On Tue, Apr 28, 2015 at 5:02 PM, Nigel Sperinck <nig...@gm...>
wrote:

> QuantLib Developers,
>
> My attempt to install QuantLib on Ubuntu 14.04.2 LTS Desktop appear to
> have failed. The available information is as follows:
>
> *operating system:*
>
> Ubuntu 14.04.2 LTS Desktop
>
> *compiler (version number, patch level, etc.):*
>
> g++ version -gnu --host=x86_64_linux-gnu
>
> gcc version 4.8.2 (Ubuntu 4.8.2-19ubuntu1)
>
> *Boost version:*
>
> boost 1.58.0
>
> *the compilation error and the file affected:*
>
> appears to be
> QuantLib/QuantLib-1.5/ql/experimental/math/convolvedstudentt.cpp or hpp
>
> make install error reported:
>
> Making install in math
>
> make[3]: Entering directory
> `/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql/experimental/math'
>
> /bin/bash ../../../libtool  --tag=CXX   --mode=compile g++
> -DHAVE_CONFIG_H -I. -I../../../ql  -I../../.. -I../../..   -g -O2 -MT
> convolvedstudentt.lo -MD -MP -MF .deps/convolvedstudentt.Tpo -c -o
> convolvedstudentt.lo convolvedstudentt.cpp
>
> libtool: compile:  g++ -DHAVE_CONFIG_H -I. -I../../../ql -I../../..
> -I../../.. -g -O2 -MT convolvedstudentt.lo -MD -MP -MF
> .deps/convolvedstudentt.Tpo -c convolvedstudentt.cpp  -fPIC -DPIC -o
> .libs/convolvedstudentt.o
>
> convolvedstudentt.cpp: In member function 'QuantLib::Real
> QuantLib::InverseCumulativeBehrensFisher::operator()(QuantLib::Probability)
> const':
>
> convolvedstudentt.cpp:194:29: error: call of overloaded
> 'bind(QuantLib::Probability
> (QuantLib::CumulativeBehrensFisher::*)(QuantLib::Real)const,
> QuantLib::CumulativeBehrensFisher&, boost::arg<1>&)' is ambiguous
>
>                  distrib_, _1)), accuracy_, (xMin+xMax)/2., xMin, xMax);
>
>                              ^
>
> convolvedstudentt.cpp:194:29: note: candidates are:
>
> In file included from /usr/local/include/boost/bind.hpp:22:0,
>
>                  from convolvedstudentt.cpp:30:
>
> /usr/local/include/boost/bind/bind.hpp:1602:5: note: boost::_bi::bind_t<R,
> F, typename boost::_bi::list_av_2<A1, A2>::type> boost::bind(F, A1, A2)
> [with R = double; F = double
> (QuantLib::CumulativeBehrensFisher::*)(double)const; A1 =
> QuantLib::CumulativeBehrensFisher; A2 = boost::arg<1>; typename
> boost::_bi::list_av_2<A1, A2>::type =
> boost::_bi::list2<boost::_bi::value<QuantLib::CumulativeBehrensFisher>,
> boost::arg<1> >]
>
>      BOOST_BIND(F f, A1 a1, A2 a2)
>
>      ^
>
> /usr/local/include/boost/bind/bind_mf_cc.hpp:74:5: note:
> boost::_bi::bind_t<R, boost::_mfi::cmf1<R, T, A1>, typename
> boost::_bi::list_av_2<A1, A2>::type> boost::bind(R (T::*)(B1)const, A1, A2)
> [with R = double; T = QuantLib::CumulativeBehrensFisher; B1 = double; A1 =
> QuantLib::CumulativeBehrensFisher; A2 = boost::arg<1>; typename
> boost::_bi::list_av_2<A1, A2>::type =
> boost::_bi::list2<boost::_bi::value<QuantLib::CumulativeBehrensFisher>,
> boost::arg<1> >]
>
>      BOOST_BIND(R (BOOST_BIND_MF_CC T::*f) (B1) const, A1 a1, A2 a2)
>
>      ^
>
> /usr/local/include/boost/bind/bind_mf_cc.hpp:96:5: note:
> boost::_bi::bind_t<Rt2, boost::_mfi::cmf1<R, T, B1>, typename
> boost::_bi::list_av_2<A1, A2>::type> boost::bind(R (T::*)(B1)const, A1, A2)
> [with Rt2 = double; R = double; T = QuantLib::CumulativeBehrensFisher; B1 =
> double; A1 = QuantLib::CumulativeBehrensFisher; A2 = boost::arg<1>;
> typename boost::_bi::list_av_2<A1, A2>::type =
> boost::_bi::list2<boost::_bi::value<QuantLib::CumulativeBehrensFisher>,
> boost::arg<1> >]
>
>      BOOST_BIND(R (BOOST_BIND_MF_CC T::*f) (B1) const, A1 a1, A2 a2)
>
>      ^
>
> make[3]: *** [convolvedstudentt.lo] Error 1
>
> make[3]: Leaving directory
> `/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql/experimental/math'
>
> make[2]: *** [install-recursive] Error 1
>
> make[2]: Leaving directory
> `/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql/experimental'
>
> make[1]: *** [install-recursive] Error 1
>
> make[1]: Leaving directory `/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql'
>
> make: *** [install-recursive] Error 1
>
> nigel@nigel-SATELLITE-02:~/Transfer/QuantLib/QuantLib-1.5$
>
> Very best regards
> Nigel Sperinck
>
>
> ------------------------------------------------------------------------------
> One dashboard for servers and applications across Physical-Virtual-Cloud
> Widest out-of-the-box monitoring support with 50+ applications
> Performance metrics, stats and reports that give you Actionable Insights
> Deep dive visibility with transaction tracing using APM Insight.
> http://ad.doubleclick.net/ddm/clk/290420510;117567292;y
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>


-- 
<http://leanpub.com/implementingquantlib/>
<http://implementingquantlib.com>
<http://twitter.com/lballabio>

[Quantlib-dev] Error in QuantLib Make Install

[Nigel S. <nig...@gm...>]

QuantLib Developers,

My attempt to install QuantLib on Ubuntu 14.04.2 LTS Desktop appear to have
failed. The available information is as follows:

*operating system:*

Ubuntu 14.04.2 LTS Desktop

*compiler (version number, patch level, etc.):*

g++ version -gnu --host=x86_64_linux-gnu

gcc version 4.8.2 (Ubuntu 4.8.2-19ubuntu1)

*Boost version:*

boost 1.58.0

*the compilation error and the file affected:*

appears to be
QuantLib/QuantLib-1.5/ql/experimental/math/convolvedstudentt.cpp or hpp

make install error reported:

Making install in math

make[3]: Entering directory
`/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql/experimental/math'

/bin/bash ../../../libtool  --tag=CXX   --mode=compile g++ -DHAVE_CONFIG_H -
I. -I../../../ql  -I../../.. -I../../..   -g -O2 -MT convolvedstudentt.lo
-MD -MP -MF .deps/convolvedstudentt.Tpo -c -o convolvedstudentt.lo
convolvedstudentt.cpp

libtool: compile:  g++ -DHAVE_CONFIG_H -I. -I../../../ql -I../../..
-I../../.. -g -O2 -MT convolvedstudentt.lo -MD -MP -MF
.deps/convolvedstudentt.Tpo -c convolvedstudentt.cpp  -fPIC -DPIC -o
.libs/convolvedstudentt.o

convolvedstudentt.cpp: In member function 'QuantLib::Real
QuantLib::InverseCumulativeBehrensFisher::operator()(QuantLib::Probability)
const':

convolvedstudentt.cpp:194:29: error: call of overloaded
'bind(QuantLib::Probability
(QuantLib::CumulativeBehrensFisher::*)(QuantLib::Real)const,
QuantLib::CumulativeBehrensFisher&, boost::arg<1>&)' is ambiguous

                 distrib_, _1)), accuracy_, (xMin+xMax)/2., xMin, xMax);

                             ^

convolvedstudentt.cpp:194:29: note: candidates are:

In file included from /usr/local/include/boost/bind.hpp:22:0,

                 from convolvedstudentt.cpp:30:

/usr/local/include/boost/bind/bind.hpp:1602:5: note: boost::_bi::bind_t<R,
F, typename boost::_bi::list_av_2<A1, A2>::type> boost::bind(F, A1, A2)
[with R = double; F = double
(QuantLib::CumulativeBehrensFisher::*)(double)const; A1 =
QuantLib::CumulativeBehrensFisher; A2 = boost::arg<1>; typename
boost::_bi::list_av_2<A1, A2>::type =
boost::_bi::list2<boost::_bi::value<QuantLib::CumulativeBehrensFisher>,
boost::arg<1> >]

     BOOST_BIND(F f, A1 a1, A2 a2)

     ^

/usr/local/include/boost/bind/bind_mf_cc.hpp:74:5: note:
boost::_bi::bind_t<R, boost::_mfi::cmf1<R, T, A1>, typename
boost::_bi::list_av_2<A1, A2>::type> boost::bind(R (T::*)(B1)const, A1, A2)
[with R = double; T = QuantLib::CumulativeBehrensFisher; B1 = double; A1 =
QuantLib::CumulativeBehrensFisher; A2 = boost::arg<1>; typename
boost::_bi::list_av_2<A1, A2>::type =
boost::_bi::list2<boost::_bi::value<QuantLib::CumulativeBehrensFisher>,
boost::arg<1> >]

     BOOST_BIND(R (BOOST_BIND_MF_CC T::*f) (B1) const, A1 a1, A2 a2)

     ^

/usr/local/include/boost/bind/bind_mf_cc.hpp:96:5: note:
boost::_bi::bind_t<Rt2, boost::_mfi::cmf1<R, T, B1>, typename
boost::_bi::list_av_2<A1, A2>::type> boost::bind(R (T::*)(B1)const, A1, A2)
[with Rt2 = double; R = double; T = QuantLib::CumulativeBehrensFisher; B1 =
double; A1 = QuantLib::CumulativeBehrensFisher; A2 = boost::arg<1>;
typename boost::_bi::list_av_2<A1, A2>::type =
boost::_bi::list2<boost::_bi::value<QuantLib::CumulativeBehrensFisher>,
boost::arg<1> >]

     BOOST_BIND(R (BOOST_BIND_MF_CC T::*f) (B1) const, A1 a1, A2 a2)

     ^

make[3]: *** [convolvedstudentt.lo] Error 1

make[3]: Leaving directory
`/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql/experimental/math'

make[2]: *** [install-recursive] Error 1

make[2]: Leaving directory
`/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql/experimental'

make[1]: *** [install-recursive] Error 1

make[1]: Leaving directory `/home/nigel/Transfer/QuantLib/QuantLib-1.5/ql'

make: *** [install-recursive] Error 1

nigel@nigel-SATELLITE-02:~/Transfer/QuantLib/QuantLib-1.5$

Very best regards
Nigel Sperinck

Re: [Quantlib-dev] 答复: Adjoint Greeks

[Peter C. <pca...@gm...>]

Thanks Alex, great.
Peter

On 15 April 2015 at 15:07, Alexander Sokol <so...@co...> wrote:
> Hi Peter:
>
> We were able to solve the errors such as the one you mentioned in your post
> by operator overloading in boost namespace. The code sample is below in this
> email.
>
> Best regards
> Alex
>
> Sample error message:
>
> 1>c:\projects\quantlib\dependencies\cpp\boost\numeric\ublas\detail\matrix_assign.hpp(34):
> error C2678: binary '<' : no operator found which takes a left-hand operand
> of type 'boost::numeric::ublas::matrix_scalar_unary<E,F>' (or there is no
> acceptable conversion)
>
> Code snippet which fixes this error:
>
> #include <cppad/cppad.hpp>
>
> namespace boost {
>        namespace numeric {
>               namespace ublas
>               {
>                      template<class M>
>                      class sparse_matrix_element;
>
>                      template<class T, class L, std::size_t IB, class IA,
> class TA>
>                      class compressed_matrix;
>
>                      template<class T, class ALLOC>
>                      class unbounded_array;
>
>                      namespace detail {
>
>                            template <typename Left, typename Right>
>                            inline bool operator < (Left const& left,
> CppAD::AD<Right> const& right)
>                            {
>
> #pragma message ("overload operator < : " __FUNCSIG__)
>                                   // This is only for demonstrate
>                                   // Ensure that adjoint logic will workable
>                                   return left < CppAD::Value(right);
>                            }
>                      }
>               }
>        }
> }
>
> #include <boost/numeric/ublas/lu.hpp>
> using namespace std;
>
>
> int main() {
>     typedef CppAD::AD<double> T;
>     boost::numeric::ublas::matrix<T> a(5, 5);
>     boost::numeric::ublas::permutation_matrix<std::size_t> pert(5);
>     // lu decomposition
>     const std::size_t s = lu_factorize(a, pert);
>
>     return 0;
> }
>
>
>
>
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Re: [Quantlib-dev] 答复: Adjoint Greeks

[Alexander S. <so...@co...>]

Hi Peter:

We were able to solve the errors such as the one you mentioned in your post
by operator overloading in boost namespace. The code sample is below in this
email.

Best regards
Alex

Sample error message:

1>c:\projects\quantlib\dependencies\cpp\boost\numeric\ublas\detail\matrix_assign.hpp(34):
error C2678: binary '<' : no operator found which takes a left-hand operand
of type 'boost::numeric::ublas::matrix_scalar_unary<E,F>' (or there is no
acceptable conversion)

Code snippet which fixes this error:

#include <cppad/cppad.hpp>

namespace boost {
       namespace numeric {
              namespace ublas
              {
                     template<class M>
                     class sparse_matrix_element;

                     template<class T, class L, std::size_t IB, class IA,
class TA>
                     class compressed_matrix;

                     template<class T, class ALLOC>
                     class unbounded_array;

                     namespace detail {

                           template <typename Left, typename Right>
                           inline bool operator < (Left const& left,
CppAD::AD<Right> const& right)
                           {

#pragma message ("overload operator < : " __FUNCSIG__)
                                  // This is only for demonstrate 
                                  // Ensure that adjoint logic will workable
                                  return left < CppAD::Value(right);
                           }
                     }
              }
       }
}

#include <boost/numeric/ublas/lu.hpp>
using namespace std;


int main() {
    typedef CppAD::AD<double> T;
    boost::numeric::ublas::matrix<T> a(5, 5);
    boost::numeric::ublas::permutation_matrix<std::size_t> pert(5);
    // lu decomposition
    const std::size_t s = lu_factorize(a, pert);

    return 0;
}




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