quantlib-dev — Discussion of QuantLib development

Re: [Quantlib-dev] btp.xml

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

I suppose the line gets interpreted as text inside the
<SupportedPlatforms> tag (so the XML is well-formed and the parser
doesn't throw) but gets ignored by gensrc which doesn't expect to find
text there.

Luigi


On Wed, Aug 6, 2014 at 11:23 AM,  <ja...@fr...> wrote:
> I know, and it still works, I use it. What I mean is there are no <....> brackets surrounding it in this case. Is this correct semantics?
> best
> pp
>
> ----- Original Message -----
>>
>> I don't know if it is still honored, but I guess so: it is a
>> directvive to avoid the input wizard to calculate the function.
>> Handy to avoid heavy computations to be triggered multiple times,
>> one per each input parameter
>>
>>
>>
>>
>> tel:+393358470410
>>
>> twitter.com/Ferdinando1970
>>
>>
>> facebook.com/ferdinando.ametrano
>>
>> google.com/+FerdinandoMAmetrano
>>
>> linkedin.com/in/ferdinandoametrano
>>
>> reddit.com/user/Nando1970/
>>
>>
>>
>>
>>
>> On Wed, Aug 6, 2014 at 11:10 AM, < ja...@fr... > wrote:
>>
>>
>> Hi,
>> at line 455
>> of
>> QuantLibAddin / gensrc / metadata / functions / btp.xml
>>
>> <Constructor name='qlRendistatoCalculator'>
>> <libraryFunction>RendistatoCalculator</libraryFunction>
>> <SupportedPlatforms>
>> !!! SupportedPlatform name='Excel' calcInWizard='false'/
>> <SupportedPlatform name='Excel'/>
>> <SupportedPlatform name='Cpp'/>
>> </SupportedPlatforms>
>> <ParameterList>
>> <Parameters>
>> ............
>>
>> Is this syntax ok? Is it taken as some sort of comment? Should it
>> have been failed?
>> Best
>> pp
>>
>>
>> ------------------------------------------------------------------------------
>> Infragistics Professional
>> Build stunning WinForms apps today!
>> Reboot your WinForms applications with our WinForms controls.
>> Build a bridge from your legacy apps to the future.
>> http://pubads.g.doubleclick.net/gampad/clk?id=153845071&iu=/4140/ostg.clktrk
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>>
>
> ------------------------------------------------------------------------------
> Infragistics Professional
> Build stunning WinForms apps today!
> Reboot your WinForms applications with our WinForms controls.
> Build a bridge from your legacy apps to the future.
> http://pubads.g.doubleclick.net/gampad/clk?id=153845071&iu=/4140/ostg.clktrk
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev



-- 
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Re: [Quantlib-dev] btp.xml

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

I know, and it still works, I use it. What I mean is there are no <....> brackets surrounding it in this case. Is this correct semantics?
best
pp

----- Original Message -----
> 
> I don't know if it is still honored, but I guess so: it is a
> directvive to avoid the input wizard to calculate the function.
> Handy to avoid heavy computations to be triggered multiple times,
> one per each input parameter
> 
> 
> 
> 
> tel:+393358470410
> 
> twitter.com/Ferdinando1970
> 
> 
> facebook.com/ferdinando.ametrano
> 
> google.com/+FerdinandoMAmetrano
> 
> linkedin.com/in/ferdinandoametrano
> 
> reddit.com/user/Nando1970/
> 
> 
> 
> 
> 
> On Wed, Aug 6, 2014 at 11:10 AM, < ja...@fr... > wrote:
> 
> 
> Hi,
> at line 455
> of
> QuantLibAddin / gensrc / metadata / functions / btp.xml
> 
> <Constructor name='qlRendistatoCalculator'>
> <libraryFunction>RendistatoCalculator</libraryFunction>
> <SupportedPlatforms>
> !!! SupportedPlatform name='Excel' calcInWizard='false'/
> <SupportedPlatform name='Excel'/>
> <SupportedPlatform name='Cpp'/>
> </SupportedPlatforms>
> <ParameterList>
> <Parameters>
> ............
> 
> Is this syntax ok? Is it taken as some sort of comment? Should it
> have been failed?
> Best
> pp
> 
> 
> ------------------------------------------------------------------------------
> Infragistics Professional
> Build stunning WinForms apps today!
> Reboot your WinForms applications with our WinForms controls.
> Build a bridge from your legacy apps to the future.
> http://pubads.g.doubleclick.net/gampad/clk?id=153845071&iu=/4140/ostg.clktrk
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> 
> 

[Quantlib-dev] btp.xml

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

Hi,
at line 455
of
QuantLibAddin / gensrc / metadata / functions / btp.xml

    <Constructor name='qlRendistatoCalculator'>
      <libraryFunction>RendistatoCalculator</libraryFunction>
      <SupportedPlatforms>
!!!        SupportedPlatform name='Excel' calcInWizard='false'/
        <SupportedPlatform name='Excel'/>
        <SupportedPlatform name='Cpp'/>
      </SupportedPlatforms>
      <ParameterList>
        <Parameters>
............

Is this syntax ok? Is it taken as some sort of comment? Should it have been failed?
Best
pp

Re: [Quantlib-dev] Multithreading and LazyObject

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

I briefly thought of declaring the block in LazyObject::calculate()
critical. Is that what you mean ? I did not try, but I would expect
that _all_ calculations on lazy object instances would then go in
single file ? Maybe one could create a lock based on the this ptr and
build a suitable synchronization on that though ?
Peter


On 22 July 2014 13:55, mkuklik <mk...@gm...> wrote:
> Hey there,
>
> Have you considered using CRITICAL directive in OpenMP? Basically, it
> specifies a region of code that must be executed by only one thread at a
> time.
>
> Cheers,
>
> mk
>
>
>
> --
> View this message in context: http://quantlib.10058.n7.nabble.com/Multithreading-and-LazyObject-tp15310p15631.html
> Sent from the quantlib-dev mailing list archive at Nabble.com.
>
> ------------------------------------------------------------------------------
> Want fast and easy access to all the code in your enterprise? Index and
> search up to 200,000 lines of code with a free copy of Black Duck
> Code Sight - the same software that powers the world's largest code
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> _______________________________________________
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> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] Multithreading and LazyObject

[mkuklik <mk...@gm...>]

Hey there,

Have you considered using CRITICAL directive in OpenMP? Basically, it
specifies a region of code that must be executed by only one thread at a
time.

Cheers,

mk



--
View this message in context: http://quantlib.10058.n7.nabble.com/Multithreading-and-LazyObject-tp15310p15631.html
Sent from the quantlib-dev mailing list archive at Nabble.com.

Re: [Quantlib-dev] Using Inflation Term Structure instead of CPI indices when they overlap

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

Ok, glad to hear it. So Napoleon was right---half of one's letters
actually do answer themselves if one doesn't answer...

Later,
    Luigi


On Fri, Jul 18, 2014 at 2:49 PM, Francois Botha <ig...@gm...> wrote:
> Thanks Luigi,
>
> I'm almost done with a Pull Request for this. It solves my usecase and
> you'll be glad to know that it concludes all my issues with bond yield curve
> bootstrapping :).
>
> Before I can submit this PR, I have to complete the CPI reference period fix
> that Peter and I are working on.
>
> Francois Botha
>
>
> On 18 July 2014 14:47, Luigi Ballabio <lui...@gm...> wrote:
>>
>> Hi Francois,
>>     sorry it took lo long---it seems that your post slipped through a
>> crack and I lost track of it. So, in case you haven't gone ahead or
>> given up yet: yes, I think you should enable the forecastTodaysFixing
>> parameter so it's used in the ZeroInflationIndex::fixing() method. As
>> for the CPICoupon, I'm not sure. A parameter that allows both
>> behaviors seems safer at this point. In any case, I suggest you check
>> if there are any test cases for this, and if not (as it's likely) you
>> might add a few of them so we're sure that you get your desired
>> behavior and nothing else breaks.
>>
>> Later,
>>     Luigi
>>
>>
>>
>> On Mon, Jun 9, 2014 at 12:33 PM, Francois Botha <ig...@gm...> wrote:
>> > Hi,
>> >
>> > This is a continuation of the discussion at
>> >
>> > http://quantlib.10058.n7.nabble.com/Valuing-CPI-Bond-at-real-yield-curve-td15354.html
>> > .
>> >
>> > To recap: I want to value a CPI Bond by discounting at the real yield
>> > curve
>> > and input a zero inflation curve consisting only of 0 rates. I've
>> > successfully constructed that curve using InterpolatedZeroCurve. This
>> > curve
>> > is used for forecasting CPI indices. I also input historic CPI indices
>> > from
>> > far back to the most recent available.
>> >
>> > I'm now in a tricky situation where there is a bit of overlap. Suppose
>> > my
>> > settlement date is 2014-05-27 and my observation lag is 4 months. What I
>> > want to do is use actual CPI indices up to the lagged date of 2014-01-27
>> > (calculated by linear interpolation between 2014-01-01 and 2014-02-01)
>> > and
>> > for anything after that I want to use the zero inflation curve, which
>> > implies any index that is looked up for a date after 2014-01-27 will be
>> > exactly the same (no growth).
>> >
>> > My zero inflation curve already has a base date of 2014-01-27, and my
>> > historic CPI indices go up to April 2014. So there is a bit of overlap.
>> > At
>> > the moment, the ZeroInflationIndex.fixing() method prefers to use CPI
>> > indices if they are available. I want to rather use the zero inflation
>> > curve. There is a forecastTodaysFixing parameter which is currently
>> > ignored.
>> >
>> > I propose to implement the forecastTodaysFixing so that when a 'true' is
>> > passed to it, the method will rather using the forecasting part and thus
>> > use
>> > the zero inflation curve. In CPICoupon, where this method is called, I
>> > will
>> > check whether the zero inflation curve base date is before the
>> > CPICoupon's
>> > fixing date and if so, pass 'true'. Or the alternative is to introduce a
>> > new
>> > parameter in the CPIBond constructor and pass this through to CPICoupon
>> > to
>> > determine which of the two curves get preference.
>> >
>> > I'm posting here to ask what I should look out for? I don't want to
>> > introduce a breaking change. The fixing date methods are quite tricky
>> > and it
>> > took me a while to get my head around it. Any advice will be
>> > appreciated.
>> >
>> > As a sidenote, limiting the historic CPI indices up to an earlier date
>> > doesn't solve the problem. The algorithm uses the availability and
>> > observation lags to deduce up to which date the CPI index should be
>> > used. So
>> > if I exclude indices after 2014-02-01, then a lookup error occurs.
>> >
>> > regards,
>> > Francois Botha
>> >
>> >
>> > ------------------------------------------------------------------------------
>> > HPCC Systems Open Source Big Data Platform from LexisNexis Risk
>> > Solutions
>> > Find What Matters Most in Your Big Data with HPCC Systems
>> > Open Source. Fast. Scalable. Simple. Ideal for Dirty Data.
>> > Leverages Graph Analysis for Fast Processing & Easy Data Exploration
>> > http://www.hpccsystems.com
>> > _______________________________________________
>> > QuantLib-dev mailing list
>> > Qua...@li...
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> >
>>
>>
>>
>> --
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>
>



-- 
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Re: [Quantlib-dev] Using Inflation Term Structure instead of CPI indices when they overlap

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

Thanks Luigi,

I'm almost done with a Pull Request for this. It solves my usecase and
you'll be glad to know that it concludes all my issues with bond yield
curve bootstrapping :).

Before I can submit this PR, I have to complete the CPI reference period
fix that Peter and I are working on.

Francois Botha


On 18 July 2014 14:47, Luigi Ballabio <lui...@gm...> wrote:

> Hi Francois,
>     sorry it took lo long---it seems that your post slipped through a
> crack and I lost track of it. So, in case you haven't gone ahead or
> given up yet: yes, I think you should enable the forecastTodaysFixing
> parameter so it's used in the ZeroInflationIndex::fixing() method. As
> for the CPICoupon, I'm not sure. A parameter that allows both
> behaviors seems safer at this point. In any case, I suggest you check
> if there are any test cases for this, and if not (as it's likely) you
> might add a few of them so we're sure that you get your desired
> behavior and nothing else breaks.
>
> Later,
>     Luigi
>
>
>
> On Mon, Jun 9, 2014 at 12:33 PM, Francois Botha <ig...@gm...> wrote:
> > Hi,
> >
> > This is a continuation of the discussion at
> >
> http://quantlib.10058.n7.nabble.com/Valuing-CPI-Bond-at-real-yield-curve-td15354.html
> > .
> >
> > To recap: I want to value a CPI Bond by discounting at the real yield
> curve
> > and input a zero inflation curve consisting only of 0 rates. I've
> > successfully constructed that curve using InterpolatedZeroCurve. This
> curve
> > is used for forecasting CPI indices. I also input historic CPI indices
> from
> > far back to the most recent available.
> >
> > I'm now in a tricky situation where there is a bit of overlap. Suppose my
> > settlement date is 2014-05-27 and my observation lag is 4 months. What I
> > want to do is use actual CPI indices up to the lagged date of 2014-01-27
> > (calculated by linear interpolation between 2014-01-01 and 2014-02-01)
> and
> > for anything after that I want to use the zero inflation curve, which
> > implies any index that is looked up for a date after 2014-01-27 will be
> > exactly the same (no growth).
> >
> > My zero inflation curve already has a base date of 2014-01-27, and my
> > historic CPI indices go up to April 2014. So there is a bit of overlap.
> At
> > the moment, the ZeroInflationIndex.fixing() method prefers to use CPI
> > indices if they are available. I want to rather use the zero inflation
> > curve. There is a forecastTodaysFixing parameter which is currently
> ignored.
> >
> > I propose to implement the forecastTodaysFixing so that when a 'true' is
> > passed to it, the method will rather using the forecasting part and thus
> use
> > the zero inflation curve. In CPICoupon, where this method is called, I
> will
> > check whether the zero inflation curve base date is before the
> CPICoupon's
> > fixing date and if so, pass 'true'. Or the alternative is to introduce a
> new
> > parameter in the CPIBond constructor and pass this through to CPICoupon
> to
> > determine which of the two curves get preference.
> >
> > I'm posting here to ask what I should look out for? I don't want to
> > introduce a breaking change. The fixing date methods are quite tricky
> and it
> > took me a while to get my head around it. Any advice will be appreciated.
> >
> > As a sidenote, limiting the historic CPI indices up to an earlier date
> > doesn't solve the problem. The algorithm uses the availability and
> > observation lags to deduce up to which date the CPI index should be
> used. So
> > if I exclude indices after 2014-02-01, then a lookup error occurs.
> >
> > regards,
> > Francois Botha
> >
> >
> ------------------------------------------------------------------------------
> > HPCC Systems Open Source Big Data Platform from LexisNexis Risk Solutions
> > Find What Matters Most in Your Big Data with HPCC Systems
> > Open Source. Fast. Scalable. Simple. Ideal for Dirty Data.
> > Leverages Graph Analysis for Fast Processing & Easy Data Exploration
> > http://www.hpccsystems.com
> > _______________________________________________
> > QuantLib-dev mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >
>
>
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>
>

Re: [Quantlib-dev] Using Inflation Term Structure instead of CPI indices when they overlap

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

Hi Francois,
    sorry it took lo long---it seems that your post slipped through a
crack and I lost track of it. So, in case you haven't gone ahead or
given up yet: yes, I think you should enable the forecastTodaysFixing
parameter so it's used in the ZeroInflationIndex::fixing() method. As
for the CPICoupon, I'm not sure. A parameter that allows both
behaviors seems safer at this point. In any case, I suggest you check
if there are any test cases for this, and if not (as it's likely) you
might add a few of them so we're sure that you get your desired
behavior and nothing else breaks.

Later,
    Luigi



On Mon, Jun 9, 2014 at 12:33 PM, Francois Botha <ig...@gm...> wrote:
> Hi,
>
> This is a continuation of the discussion at
> http://quantlib.10058.n7.nabble.com/Valuing-CPI-Bond-at-real-yield-curve-td15354.html
> .
>
> To recap: I want to value a CPI Bond by discounting at the real yield curve
> and input a zero inflation curve consisting only of 0 rates. I've
> successfully constructed that curve using InterpolatedZeroCurve. This curve
> is used for forecasting CPI indices. I also input historic CPI indices from
> far back to the most recent available.
>
> I'm now in a tricky situation where there is a bit of overlap. Suppose my
> settlement date is 2014-05-27 and my observation lag is 4 months. What I
> want to do is use actual CPI indices up to the lagged date of 2014-01-27
> (calculated by linear interpolation between 2014-01-01 and 2014-02-01) and
> for anything after that I want to use the zero inflation curve, which
> implies any index that is looked up for a date after 2014-01-27 will be
> exactly the same (no growth).
>
> My zero inflation curve already has a base date of 2014-01-27, and my
> historic CPI indices go up to April 2014. So there is a bit of overlap. At
> the moment, the ZeroInflationIndex.fixing() method prefers to use CPI
> indices if they are available. I want to rather use the zero inflation
> curve. There is a forecastTodaysFixing parameter which is currently ignored.
>
> I propose to implement the forecastTodaysFixing so that when a 'true' is
> passed to it, the method will rather using the forecasting part and thus use
> the zero inflation curve. In CPICoupon, where this method is called, I will
> check whether the zero inflation curve base date is before the CPICoupon's
> fixing date and if so, pass 'true'. Or the alternative is to introduce a new
> parameter in the CPIBond constructor and pass this through to CPICoupon to
> determine which of the two curves get preference.
>
> I'm posting here to ask what I should look out for? I don't want to
> introduce a breaking change. The fixing date methods are quite tricky and it
> took me a while to get my head around it. Any advice will be appreciated.
>
> As a sidenote, limiting the historic CPI indices up to an earlier date
> doesn't solve the problem. The algorithm uses the availability and
> observation lags to deduce up to which date the CPI index should be used. So
> if I exclude indices after 2014-02-01, then a lookup error occurs.
>
> regards,
> Francois Botha
>
> ------------------------------------------------------------------------------
> HPCC Systems Open Source Big Data Platform from LexisNexis Risk Solutions
> Find What Matters Most in Your Big Data with HPCC Systems
> Open Source. Fast. Scalable. Simple. Ideal for Dirty Data.
> Leverages Graph Analysis for Fast Processing & Easy Data Exploration
> http://www.hpccsystems.com
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>



-- 
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Re: [Quantlib-dev] Debugging dates

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

I'm still horribly old-fashioned. I write in Emacs and build with make
(and ccache). When I debug I either use gdb or (shudder) print
statements.

Luigi


On Fri, Jul 11, 2014 at 11:06 AM, Francois Botha <ig...@gm...> wrote:
> So, Luigi, if I may ask, which IDE do you use and how do you debug?
>
> Francois Botha
>
>
> On 11 July 2014 10:58, Luigi Ballabio <lui...@gm...> wrote:
>>
>> ...and forked :)  Now if I actually had time to fire up a virtual
>> Windows box and try it...
>>
>> Luigi
>>
>>
>> On Fri, Jul 11, 2014 at 10:48 AM, Francois Botha <ig...@gm...> wrote:
>> > Ok, published at https://github.com/igitur/QuantLibEE
>> >
>> >
>> > Francois Botha
>> >
>> >
>> > On 10 July 2014 17:07, Luigi Ballabio <lui...@gm...> wrote:
>> >>
>> >> The linker should be smart enough to only link what's needed. I'm not
>> >> familiar with the environment, though.
>> >>
>> >> On Thu, Jul 10, 2014 at 4:23 PM, Francois Botha <ig...@gm...>
>> >> wrote:
>> >> > The Arrays can be done by directly adding to the autoexp.dat file.
>> >> > But
>> >> > yes,
>> >> > maybe a consolidated place for all debug extensions is better. I can
>> >> > add
>> >> > a
>> >> > repo, but would like someone to double-check my code. Not sure if I
>> >> > linked
>> >> > to the Quantlib lib in the best way. The resulting QuantlibEE.dll
>> >> > file
>> >> > is
>> >> > quite big and I guess it's because it links the entire Quantlib lib,
>> >> > even
>> >> > though only Quantlib Date is required for now. Any optimisation that
>> >> > can
>> >> > be
>> >> > done?
>> >> >
>> >> > Francois Botha
>> >> >
>> >> >
>> >> > On 10 July 2014 16:19, Luigi Ballabio <lui...@gm...>
>> >> > wrote:
>> >> >>
>> >> >> Yes, it could at least be extended with Peter's code for Arrays.
>> >> >>
>> >> >> In fact, it looks exactly like a project for which you could create
>> >> >> a
>> >> >> new repository on GitHub :)
>> >> >>
>> >> >> Luigi
>> >> >>
>> >> >> On Thu, Jul 10, 2014 at 3:45 PM, Francois Botha <ig...@gm...>
>> >> >> wrote:
>> >> >> > I've managed to put together an EEAddIn. It works for me. I attach
>> >> >> > the
>> >> >> > source.
>> >> >> >
>> >> >> > You'll have to fix the references to QuantLib and Boost. After
>> >> >> > compilation,
>> >> >> > copy the .dll to your %ProgramFiles%\Microsoft Visual Studio
>> >> >> > 10.0\Common7\IDE\ directory and add this line to autoexp.dat:
>> >> >> >
>> >> >> > QuantLib::Date=$ADDIN(QuantLibEE.dll,AddIn_quantlibdate)
>> >> >> >
>> >> >> > Maybe this project can be extended for other types too.
>> >> >> >
>> >> >> > Francois Botha
>> >> >> >
>> >> >> >
>> >> >> > On 10 July 2014 11:58, Francois Botha <ig...@gm...> wrote:
>> >> >> >>
>> >> >> >> Thanks Michael and Peter.
>> >> >> >>
>> >> >> >> This is definitely a wonderful little hidden gem. Wish I knew
>> >> >> >> about
>> >> >> >> this
>> >> >> >> before. I adds a lot of value for the boost classes, but I can't
>> >> >> >> get
>> >> >> >> it
>> >> >> >> to
>> >> >> >> work for Date. It seems you can use only data members, and not
>> >> >> >> functions,
>> >> >> >> e.g. .dayOfMonth(). Do you know of a workaround? In the meantime
>> >> >> >> I'm
>> >> >> >> looking
>> >> >> >> into using EEAdIn (
>> >> >> >>
>> >> >> >> http://msdn.microsoft.com/en-us/library/8fwk67y3%28v=VS.90%29.aspx )
>> >> >> >>
>> >> >> >> Francois Botha
>> >> >> >>
>> >> >> >>
>> >> >> >> On 9 July 2014 21:02, Peter Caspers <pca...@gm...>
>> >> >> >> wrote:
>> >> >> >>>
>> >> >> >>> Kim wrote something in the same line for QuantLib::Array some
>> >> >> >>> time
>> >> >> >>> ago
>> >> >> >>> (which may also serve as an example)
>> >> >> >>>
>> >> >> >>>
>> >> >> >>>
>> >> >> >>>
>> >> >> >>>
>> >> >> >>> http://quantlib.10058.n7.nabble.com/Debugging-QuantLib-Array-in-msvc-td7565.html
>> >> >> >>>
>> >> >> >>> Maybe it would be nice to collect such pretty printers for
>> >> >> >>> QuantLib
>> >> >> >>> types in the repository (for msvc, gdb, ...) ?
>> >> >> >>>
>> >> >> >>>
>> >> >> >>>
>> >> >> >>> On 9 July 2014 17:37, Michael Sharpe <ma...@gm...> wrote:
>> >> >> >>> > I haven't done this myself for Quantlib, and I don't have the
>> >> >> >>> > time
>> >> >> >>> > at
>> >> >> >>> > the
>> >> >> >>> > moment to help, but if you're using Visual Studio you need to
>> >> >> >>> > add
>> >> >> >>> > a
>> >> >> >>> > section
>> >> >> >>> > to a file called autoexp.dat. Here's a post on Stack Overflow
>> >> >> >>> > with a
>> >> >> >>> > bunch
>> >> >> >>> > of links describing the process:
>> >> >> >>> > http://stackoverflow.com/q/4883238/1181561
>> >> >> >>> >
>> >> >> >>> >
>> >> >> >>> > On Wed, Jul 9, 2014 at 1:19 AM, Francois Botha
>> >> >> >>> > <ig...@gm...>
>> >> >> >>> > wrote:
>> >> >> >>> >>
>> >> >> >>> >> Hi,
>> >> >> >>> >>
>> >> >> >>> >> I was wondering how you guys debug Quantlib, specifically
>> >> >> >>> >> with
>> >> >> >>> >> reference
>> >> >> >>> >> to the dates. I'm from a .NET background, so when I put a
>> >> >> >>> >> breakpoint,
>> >> >> >>> >> and
>> >> >> >>> >> add some variables to my watches, the dates show in a human
>> >> >> >>> >> readable
>> >> >> >>> >> format.
>> >> >> >>> >>
>> >> >> >>> >> In C++, the Quantlib dates show only as the internal serial
>> >> >> >>> >> number.
>> >> >> >>> >> In
>> >> >> >>> >> the
>> >> >> >>> >> Visual Studio Immediate window, I can do someDate.year(),
>> >> >> >>> >> someDate.month()
>> >> >> >>> >> and someDate.dayOfMonth(), but that is quite cumbersome to do
>> >> >> >>> >> every
>> >> >> >>> >> time I
>> >> >> >>> >> want to see a dates human readable value.
>> >> >> >>> >>
>> >> >> >>> >> How do you guys do it?
>> >> >> >>> >>
>> >> >> >>> >> Francois Botha
>> >> >> >>> >>
>> >> >> >>> >>
>> >> >> >>> >>
>> >> >> >>> >>
>> >> >> >>> >>
>> >> >> >>> >>
>> >> >> >>> >> ------------------------------------------------------------------------------
>> >> >> >>> >> Open source business process management suite built on Java
>> >> >> >>> >> and
>> >> >> >>> >> Eclipse
>> >> >> >>> >> Turn processes into business applications with Bonita BPM
>> >> >> >>> >> Community
>> >> >> >>> >> Edition
>> >> >> >>> >> Quickly connect people, data, and systems into organized
>> >> >> >>> >> workflows
>> >> >> >>> >> Winner of BOSSIE, CODIE, OW2 and Gartner awards
>> >> >> >>> >> http://p.sf.net/sfu/Bonitasoft
>> >> >> >>> >> _______________________________________________
>> >> >> >>> >> QuantLib-dev mailing list
>> >> >> >>> >> Qua...@li...
>> >> >> >>> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> >> >> >>> >>
>> >> >> >>> >
>> >> >> >>> >
>> >> >> >>> >
>> >> >> >>> >
>> >> >> >>> >
>> >> >> >>> >
>> >> >> >>> > ------------------------------------------------------------------------------
>> >> >> >>> > Open source business process management suite built on Java
>> >> >> >>> > and
>> >> >> >>> > Eclipse
>> >> >> >>> > Turn processes into business applications with Bonita BPM
>> >> >> >>> > Community
>> >> >> >>> > Edition
>> >> >> >>> > Quickly connect people, data, and systems into organized
>> >> >> >>> > workflows
>> >> >> >>> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
>> >> >> >>> > http://p.sf.net/sfu/Bonitasoft
>> >> >> >>> > _______________________________________________
>> >> >> >>> > QuantLib-dev mailing list
>> >> >> >>> > Qua...@li...
>> >> >> >>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> >> >> >>> >
>> >> >> >>
>> >> >> >>
>> >> >> >
>> >> >> >
>> >> >> >
>> >> >> >
>> >> >> >
>> >> >> > ------------------------------------------------------------------------------
>> >> >> > Open source business process management suite built on Java and
>> >> >> > Eclipse
>> >> >> > Turn processes into business applications with Bonita BPM
>> >> >> > Community
>> >> >> > Edition
>> >> >> > Quickly connect people, data, and systems into organized workflows
>> >> >> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
>> >> >> > http://p.sf.net/sfu/Bonitasoft
>> >> >> > _______________________________________________
>> >> >> > QuantLib-dev mailing list
>> >> >> > Qua...@li...
>> >> >> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> >> >> >
>> >> >>
>> >> >>
>> >> >>
>> >> >> --
>> >> >> <https://implementingquantlib.blogspot.com>
>> >> >> <https://twitter.com/lballabio>
>> >> >
>> >> >
>> >>
>> >>
>> >>
>> >> --
>> >> <https://implementingquantlib.blogspot.com>
>> >> <https://twitter.com/lballabio>
>> >
>> >
>>
>>
>>
>> --
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>
>



-- 
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Re: [Quantlib-dev] Debugging dates

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

So, Luigi, if I may ask, which IDE do you use and how do you debug?

Francois Botha


On 11 July 2014 10:58, Luigi Ballabio <lui...@gm...> wrote:

> ...and forked :)  Now if I actually had time to fire up a virtual
> Windows box and try it...
>
> Luigi
>
>
> On Fri, Jul 11, 2014 at 10:48 AM, Francois Botha <ig...@gm...> wrote:
> > Ok, published at https://github.com/igitur/QuantLibEE
> >
> >
> > Francois Botha
> >
> >
> > On 10 July 2014 17:07, Luigi Ballabio <lui...@gm...> wrote:
> >>
> >> The linker should be smart enough to only link what's needed. I'm not
> >> familiar with the environment, though.
> >>
> >> On Thu, Jul 10, 2014 at 4:23 PM, Francois Botha <ig...@gm...>
> wrote:
> >> > The Arrays can be done by directly adding to the autoexp.dat file. But
> >> > yes,
> >> > maybe a consolidated place for all debug extensions is better. I can
> add
> >> > a
> >> > repo, but would like someone to double-check my code. Not sure if I
> >> > linked
> >> > to the Quantlib lib in the best way. The resulting QuantlibEE.dll file
> >> > is
> >> > quite big and I guess it's because it links the entire Quantlib lib,
> >> > even
> >> > though only Quantlib Date is required for now. Any optimisation that
> can
> >> > be
> >> > done?
> >> >
> >> > Francois Botha
> >> >
> >> >
> >> > On 10 July 2014 16:19, Luigi Ballabio <lui...@gm...>
> wrote:
> >> >>
> >> >> Yes, it could at least be extended with Peter's code for Arrays.
> >> >>
> >> >> In fact, it looks exactly like a project for which you could create a
> >> >> new repository on GitHub :)
> >> >>
> >> >> Luigi
> >> >>
> >> >> On Thu, Jul 10, 2014 at 3:45 PM, Francois Botha <ig...@gm...>
> >> >> wrote:
> >> >> > I've managed to put together an EEAddIn. It works for me. I attach
> >> >> > the
> >> >> > source.
> >> >> >
> >> >> > You'll have to fix the references to QuantLib and Boost. After
> >> >> > compilation,
> >> >> > copy the .dll to your %ProgramFiles%\Microsoft Visual Studio
> >> >> > 10.0\Common7\IDE\ directory and add this line to autoexp.dat:
> >> >> >
> >> >> > QuantLib::Date=$ADDIN(QuantLibEE.dll,AddIn_quantlibdate)
> >> >> >
> >> >> > Maybe this project can be extended for other types too.
> >> >> >
> >> >> > Francois Botha
> >> >> >
> >> >> >
> >> >> > On 10 July 2014 11:58, Francois Botha <ig...@gm...> wrote:
> >> >> >>
> >> >> >> Thanks Michael and Peter.
> >> >> >>
> >> >> >> This is definitely a wonderful little hidden gem. Wish I knew
> about
> >> >> >> this
> >> >> >> before. I adds a lot of value for the boost classes, but I can't
> get
> >> >> >> it
> >> >> >> to
> >> >> >> work for Date. It seems you can use only data members, and not
> >> >> >> functions,
> >> >> >> e.g. .dayOfMonth(). Do you know of a workaround? In the meantime
> I'm
> >> >> >> looking
> >> >> >> into using EEAdIn (
> >> >> >>
> http://msdn.microsoft.com/en-us/library/8fwk67y3%28v=VS.90%29.aspx )
> >> >> >>
> >> >> >> Francois Botha
> >> >> >>
> >> >> >>
> >> >> >> On 9 July 2014 21:02, Peter Caspers <pca...@gm...>
> wrote:
> >> >> >>>
> >> >> >>> Kim wrote something in the same line for QuantLib::Array some
> time
> >> >> >>> ago
> >> >> >>> (which may also serve as an example)
> >> >> >>>
> >> >> >>>
> >> >> >>>
> >> >> >>>
> >> >> >>>
> http://quantlib.10058.n7.nabble.com/Debugging-QuantLib-Array-in-msvc-td7565.html
> >> >> >>>
> >> >> >>> Maybe it would be nice to collect such pretty printers for
> QuantLib
> >> >> >>> types in the repository (for msvc, gdb, ...) ?
> >> >> >>>
> >> >> >>>
> >> >> >>>
> >> >> >>> On 9 July 2014 17:37, Michael Sharpe <ma...@gm...> wrote:
> >> >> >>> > I haven't done this myself for Quantlib, and I don't have the
> >> >> >>> > time
> >> >> >>> > at
> >> >> >>> > the
> >> >> >>> > moment to help, but if you're using Visual Studio you need to
> add
> >> >> >>> > a
> >> >> >>> > section
> >> >> >>> > to a file called autoexp.dat. Here's a post on Stack Overflow
> >> >> >>> > with a
> >> >> >>> > bunch
> >> >> >>> > of links describing the process:
> >> >> >>> > http://stackoverflow.com/q/4883238/1181561
> >> >> >>> >
> >> >> >>> >
> >> >> >>> > On Wed, Jul 9, 2014 at 1:19 AM, Francois Botha <
> ig...@gm...>
> >> >> >>> > wrote:
> >> >> >>> >>
> >> >> >>> >> Hi,
> >> >> >>> >>
> >> >> >>> >> I was wondering how you guys debug Quantlib, specifically with
> >> >> >>> >> reference
> >> >> >>> >> to the dates. I'm from a .NET background, so when I put a
> >> >> >>> >> breakpoint,
> >> >> >>> >> and
> >> >> >>> >> add some variables to my watches, the dates show in a human
> >> >> >>> >> readable
> >> >> >>> >> format.
> >> >> >>> >>
> >> >> >>> >> In C++, the Quantlib dates show only as the internal serial
> >> >> >>> >> number.
> >> >> >>> >> In
> >> >> >>> >> the
> >> >> >>> >> Visual Studio Immediate window, I can do someDate.year(),
> >> >> >>> >> someDate.month()
> >> >> >>> >> and someDate.dayOfMonth(), but that is quite cumbersome to do
> >> >> >>> >> every
> >> >> >>> >> time I
> >> >> >>> >> want to see a dates human readable value.
> >> >> >>> >>
> >> >> >>> >> How do you guys do it?
> >> >> >>> >>
> >> >> >>> >> Francois Botha
> >> >> >>> >>
> >> >> >>> >>
> >> >> >>> >>
> >> >> >>> >>
> >> >> >>> >>
> >> >> >>> >>
> ------------------------------------------------------------------------------
> >> >> >>> >> Open source business process management suite built on Java
> and
> >> >> >>> >> Eclipse
> >> >> >>> >> Turn processes into business applications with Bonita BPM
> >> >> >>> >> Community
> >> >> >>> >> Edition
> >> >> >>> >> Quickly connect people, data, and systems into organized
> >> >> >>> >> workflows
> >> >> >>> >> Winner of BOSSIE, CODIE, OW2 and Gartner awards
> >> >> >>> >> http://p.sf.net/sfu/Bonitasoft
> >> >> >>> >> _______________________________________________
> >> >> >>> >> QuantLib-dev mailing list
> >> >> >>> >> Qua...@li...
> >> >> >>> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >> >> >>> >>
> >> >> >>> >
> >> >> >>> >
> >> >> >>> >
> >> >> >>> >
> >> >> >>> >
> >> >> >>> >
> ------------------------------------------------------------------------------
> >> >> >>> > Open source business process management suite built on Java and
> >> >> >>> > Eclipse
> >> >> >>> > Turn processes into business applications with Bonita BPM
> >> >> >>> > Community
> >> >> >>> > Edition
> >> >> >>> > Quickly connect people, data, and systems into organized
> >> >> >>> > workflows
> >> >> >>> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
> >> >> >>> > http://p.sf.net/sfu/Bonitasoft
> >> >> >>> > _______________________________________________
> >> >> >>> > QuantLib-dev mailing list
> >> >> >>> > Qua...@li...
> >> >> >>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >> >> >>> >
> >> >> >>
> >> >> >>
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> >> >> >
> ------------------------------------------------------------------------------
> >> >> > Open source business process management suite built on Java and
> >> >> > Eclipse
> >> >> > Turn processes into business applications with Bonita BPM Community
> >> >> > Edition
> >> >> > Quickly connect people, data, and systems into organized workflows
> >> >> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
> >> >> > http://p.sf.net/sfu/Bonitasoft
> >> >> > _______________________________________________
> >> >> > QuantLib-dev mailing list
> >> >> > Qua...@li...
> >> >> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >> >> >
> >> >>
> >> >>
> >> >>
> >> >> --
> >> >> <https://implementingquantlib.blogspot.com>
> >> >> <https://twitter.com/lballabio>
> >> >
> >> >
> >>
> >>
> >>
> >> --
> >> <https://implementingquantlib.blogspot.com>
> >> <https://twitter.com/lballabio>
> >
> >
>
>
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>
>

Re: [Quantlib-dev] Debugging dates

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

...and forked :)  Now if I actually had time to fire up a virtual
Windows box and try it...

Luigi


On Fri, Jul 11, 2014 at 10:48 AM, Francois Botha <ig...@gm...> wrote:
> Ok, published at https://github.com/igitur/QuantLibEE
>
>
> Francois Botha
>
>
> On 10 July 2014 17:07, Luigi Ballabio <lui...@gm...> wrote:
>>
>> The linker should be smart enough to only link what's needed. I'm not
>> familiar with the environment, though.
>>
>> On Thu, Jul 10, 2014 at 4:23 PM, Francois Botha <ig...@gm...> wrote:
>> > The Arrays can be done by directly adding to the autoexp.dat file. But
>> > yes,
>> > maybe a consolidated place for all debug extensions is better. I can add
>> > a
>> > repo, but would like someone to double-check my code. Not sure if I
>> > linked
>> > to the Quantlib lib in the best way. The resulting QuantlibEE.dll file
>> > is
>> > quite big and I guess it's because it links the entire Quantlib lib,
>> > even
>> > though only Quantlib Date is required for now. Any optimisation that can
>> > be
>> > done?
>> >
>> > Francois Botha
>> >
>> >
>> > On 10 July 2014 16:19, Luigi Ballabio <lui...@gm...> wrote:
>> >>
>> >> Yes, it could at least be extended with Peter's code for Arrays.
>> >>
>> >> In fact, it looks exactly like a project for which you could create a
>> >> new repository on GitHub :)
>> >>
>> >> Luigi
>> >>
>> >> On Thu, Jul 10, 2014 at 3:45 PM, Francois Botha <ig...@gm...>
>> >> wrote:
>> >> > I've managed to put together an EEAddIn. It works for me. I attach
>> >> > the
>> >> > source.
>> >> >
>> >> > You'll have to fix the references to QuantLib and Boost. After
>> >> > compilation,
>> >> > copy the .dll to your %ProgramFiles%\Microsoft Visual Studio
>> >> > 10.0\Common7\IDE\ directory and add this line to autoexp.dat:
>> >> >
>> >> > QuantLib::Date=$ADDIN(QuantLibEE.dll,AddIn_quantlibdate)
>> >> >
>> >> > Maybe this project can be extended for other types too.
>> >> >
>> >> > Francois Botha
>> >> >
>> >> >
>> >> > On 10 July 2014 11:58, Francois Botha <ig...@gm...> wrote:
>> >> >>
>> >> >> Thanks Michael and Peter.
>> >> >>
>> >> >> This is definitely a wonderful little hidden gem. Wish I knew about
>> >> >> this
>> >> >> before. I adds a lot of value for the boost classes, but I can't get
>> >> >> it
>> >> >> to
>> >> >> work for Date. It seems you can use only data members, and not
>> >> >> functions,
>> >> >> e.g. .dayOfMonth(). Do you know of a workaround? In the meantime I'm
>> >> >> looking
>> >> >> into using EEAdIn (
>> >> >> http://msdn.microsoft.com/en-us/library/8fwk67y3%28v=VS.90%29.aspx )
>> >> >>
>> >> >> Francois Botha
>> >> >>
>> >> >>
>> >> >> On 9 July 2014 21:02, Peter Caspers <pca...@gm...> wrote:
>> >> >>>
>> >> >>> Kim wrote something in the same line for QuantLib::Array some time
>> >> >>> ago
>> >> >>> (which may also serve as an example)
>> >> >>>
>> >> >>>
>> >> >>>
>> >> >>>
>> >> >>> http://quantlib.10058.n7.nabble.com/Debugging-QuantLib-Array-in-msvc-td7565.html
>> >> >>>
>> >> >>> Maybe it would be nice to collect such pretty printers for QuantLib
>> >> >>> types in the repository (for msvc, gdb, ...) ?
>> >> >>>
>> >> >>>
>> >> >>>
>> >> >>> On 9 July 2014 17:37, Michael Sharpe <ma...@gm...> wrote:
>> >> >>> > I haven't done this myself for Quantlib, and I don't have the
>> >> >>> > time
>> >> >>> > at
>> >> >>> > the
>> >> >>> > moment to help, but if you're using Visual Studio you need to add
>> >> >>> > a
>> >> >>> > section
>> >> >>> > to a file called autoexp.dat. Here's a post on Stack Overflow
>> >> >>> > with a
>> >> >>> > bunch
>> >> >>> > of links describing the process:
>> >> >>> > http://stackoverflow.com/q/4883238/1181561
>> >> >>> >
>> >> >>> >
>> >> >>> > On Wed, Jul 9, 2014 at 1:19 AM, Francois Botha <ig...@gm...>
>> >> >>> > wrote:
>> >> >>> >>
>> >> >>> >> Hi,
>> >> >>> >>
>> >> >>> >> I was wondering how you guys debug Quantlib, specifically with
>> >> >>> >> reference
>> >> >>> >> to the dates. I'm from a .NET background, so when I put a
>> >> >>> >> breakpoint,
>> >> >>> >> and
>> >> >>> >> add some variables to my watches, the dates show in a human
>> >> >>> >> readable
>> >> >>> >> format.
>> >> >>> >>
>> >> >>> >> In C++, the Quantlib dates show only as the internal serial
>> >> >>> >> number.
>> >> >>> >> In
>> >> >>> >> the
>> >> >>> >> Visual Studio Immediate window, I can do someDate.year(),
>> >> >>> >> someDate.month()
>> >> >>> >> and someDate.dayOfMonth(), but that is quite cumbersome to do
>> >> >>> >> every
>> >> >>> >> time I
>> >> >>> >> want to see a dates human readable value.
>> >> >>> >>
>> >> >>> >> How do you guys do it?
>> >> >>> >>
>> >> >>> >> Francois Botha
>> >> >>> >>
>> >> >>> >>
>> >> >>> >>
>> >> >>> >>
>> >> >>> >>
>> >> >>> >> ------------------------------------------------------------------------------
>> >> >>> >> Open source business process management suite built on Java and
>> >> >>> >> Eclipse
>> >> >>> >> Turn processes into business applications with Bonita BPM
>> >> >>> >> Community
>> >> >>> >> Edition
>> >> >>> >> Quickly connect people, data, and systems into organized
>> >> >>> >> workflows
>> >> >>> >> Winner of BOSSIE, CODIE, OW2 and Gartner awards
>> >> >>> >> http://p.sf.net/sfu/Bonitasoft
>> >> >>> >> _______________________________________________
>> >> >>> >> QuantLib-dev mailing list
>> >> >>> >> Qua...@li...
>> >> >>> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> >> >>> >>
>> >> >>> >
>> >> >>> >
>> >> >>> >
>> >> >>> >
>> >> >>> >
>> >> >>> > ------------------------------------------------------------------------------
>> >> >>> > Open source business process management suite built on Java and
>> >> >>> > Eclipse
>> >> >>> > Turn processes into business applications with Bonita BPM
>> >> >>> > Community
>> >> >>> > Edition
>> >> >>> > Quickly connect people, data, and systems into organized
>> >> >>> > workflows
>> >> >>> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
>> >> >>> > http://p.sf.net/sfu/Bonitasoft
>> >> >>> > _______________________________________________
>> >> >>> > QuantLib-dev mailing list
>> >> >>> > Qua...@li...
>> >> >>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> >> >>> >
>> >> >>
>> >> >>
>> >> >
>> >> >
>> >> >
>> >> >
>> >> > ------------------------------------------------------------------------------
>> >> > Open source business process management suite built on Java and
>> >> > Eclipse
>> >> > Turn processes into business applications with Bonita BPM Community
>> >> > Edition
>> >> > Quickly connect people, data, and systems into organized workflows
>> >> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
>> >> > http://p.sf.net/sfu/Bonitasoft
>> >> > _______________________________________________
>> >> > QuantLib-dev mailing list
>> >> > Qua...@li...
>> >> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> >> >
>> >>
>> >>
>> >>
>> >> --
>> >> <https://implementingquantlib.blogspot.com>
>> >> <https://twitter.com/lballabio>
>> >
>> >
>>
>>
>>
>> --
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>
>



-- 
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Re: [Quantlib-dev] Debugging dates

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

Ok, published at https://github.com/igitur/QuantLibEE


Francois Botha


On 10 July 2014 17:07, Luigi Ballabio <lui...@gm...> wrote:

> The linker should be smart enough to only link what's needed. I'm not
> familiar with the environment, though.
>
> On Thu, Jul 10, 2014 at 4:23 PM, Francois Botha <ig...@gm...> wrote:
> > The Arrays can be done by directly adding to the autoexp.dat file. But
> yes,
> > maybe a consolidated place for all debug extensions is better. I can add
> a
> > repo, but would like someone to double-check my code. Not sure if I
> linked
> > to the Quantlib lib in the best way. The resulting QuantlibEE.dll file is
> > quite big and I guess it's because it links the entire Quantlib lib, even
> > though only Quantlib Date is required for now. Any optimisation that can
> be
> > done?
> >
> > Francois Botha
> >
> >
> > On 10 July 2014 16:19, Luigi Ballabio <lui...@gm...> wrote:
> >>
> >> Yes, it could at least be extended with Peter's code for Arrays.
> >>
> >> In fact, it looks exactly like a project for which you could create a
> >> new repository on GitHub :)
> >>
> >> Luigi
> >>
> >> On Thu, Jul 10, 2014 at 3:45 PM, Francois Botha <ig...@gm...>
> wrote:
> >> > I've managed to put together an EEAddIn. It works for me. I attach the
> >> > source.
> >> >
> >> > You'll have to fix the references to QuantLib and Boost. After
> >> > compilation,
> >> > copy the .dll to your %ProgramFiles%\Microsoft Visual Studio
> >> > 10.0\Common7\IDE\ directory and add this line to autoexp.dat:
> >> >
> >> > QuantLib::Date=$ADDIN(QuantLibEE.dll,AddIn_quantlibdate)
> >> >
> >> > Maybe this project can be extended for other types too.
> >> >
> >> > Francois Botha
> >> >
> >> >
> >> > On 10 July 2014 11:58, Francois Botha <ig...@gm...> wrote:
> >> >>
> >> >> Thanks Michael and Peter.
> >> >>
> >> >> This is definitely a wonderful little hidden gem. Wish I knew about
> >> >> this
> >> >> before. I adds a lot of value for the boost classes, but I can't get
> it
> >> >> to
> >> >> work for Date. It seems you can use only data members, and not
> >> >> functions,
> >> >> e.g. .dayOfMonth(). Do you know of a workaround? In the meantime I'm
> >> >> looking
> >> >> into using EEAdIn (
> >> >> http://msdn.microsoft.com/en-us/library/8fwk67y3%28v=VS.90%29.aspx )
> >> >>
> >> >> Francois Botha
> >> >>
> >> >>
> >> >> On 9 July 2014 21:02, Peter Caspers <pca...@gm...> wrote:
> >> >>>
> >> >>> Kim wrote something in the same line for QuantLib::Array some time
> ago
> >> >>> (which may also serve as an example)
> >> >>>
> >> >>>
> >> >>>
> >> >>>
> http://quantlib.10058.n7.nabble.com/Debugging-QuantLib-Array-in-msvc-td7565.html
> >> >>>
> >> >>> Maybe it would be nice to collect such pretty printers for QuantLib
> >> >>> types in the repository (for msvc, gdb, ...) ?
> >> >>>
> >> >>>
> >> >>>
> >> >>> On 9 July 2014 17:37, Michael Sharpe <ma...@gm...> wrote:
> >> >>> > I haven't done this myself for Quantlib, and I don't have the time
> >> >>> > at
> >> >>> > the
> >> >>> > moment to help, but if you're using Visual Studio you need to add
> a
> >> >>> > section
> >> >>> > to a file called autoexp.dat. Here's a post on Stack Overflow
> with a
> >> >>> > bunch
> >> >>> > of links describing the process:
> >> >>> > http://stackoverflow.com/q/4883238/1181561
> >> >>> >
> >> >>> >
> >> >>> > On Wed, Jul 9, 2014 at 1:19 AM, Francois Botha <ig...@gm...>
> >> >>> > wrote:
> >> >>> >>
> >> >>> >> Hi,
> >> >>> >>
> >> >>> >> I was wondering how you guys debug Quantlib, specifically with
> >> >>> >> reference
> >> >>> >> to the dates. I'm from a .NET background, so when I put a
> >> >>> >> breakpoint,
> >> >>> >> and
> >> >>> >> add some variables to my watches, the dates show in a human
> >> >>> >> readable
> >> >>> >> format.
> >> >>> >>
> >> >>> >> In C++, the Quantlib dates show only as the internal serial
> number.
> >> >>> >> In
> >> >>> >> the
> >> >>> >> Visual Studio Immediate window, I can do someDate.year(),
> >> >>> >> someDate.month()
> >> >>> >> and someDate.dayOfMonth(), but that is quite cumbersome to do
> every
> >> >>> >> time I
> >> >>> >> want to see a dates human readable value.
> >> >>> >>
> >> >>> >> How do you guys do it?
> >> >>> >>
> >> >>> >> Francois Botha
> >> >>> >>
> >> >>> >>
> >> >>> >>
> >> >>> >>
> >> >>> >>
> ------------------------------------------------------------------------------
> >> >>> >> Open source business process management suite built on Java and
> >> >>> >> Eclipse
> >> >>> >> Turn processes into business applications with Bonita BPM
> Community
> >> >>> >> Edition
> >> >>> >> Quickly connect people, data, and systems into organized
> workflows
> >> >>> >> Winner of BOSSIE, CODIE, OW2 and Gartner awards
> >> >>> >> http://p.sf.net/sfu/Bonitasoft
> >> >>> >> _______________________________________________
> >> >>> >> QuantLib-dev mailing list
> >> >>> >> Qua...@li...
> >> >>> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >> >>> >>
> >> >>> >
> >> >>> >
> >> >>> >
> >> >>> >
> >> >>> >
> ------------------------------------------------------------------------------
> >> >>> > Open source business process management suite built on Java and
> >> >>> > Eclipse
> >> >>> > Turn processes into business applications with Bonita BPM
> Community
> >> >>> > Edition
> >> >>> > Quickly connect people, data, and systems into organized workflows
> >> >>> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
> >> >>> > http://p.sf.net/sfu/Bonitasoft
> >> >>> > _______________________________________________
> >> >>> > QuantLib-dev mailing list
> >> >>> > Qua...@li...
> >> >>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >> >>> >
> >> >>
> >> >>
> >> >
> >> >
> >> >
> >> >
> ------------------------------------------------------------------------------
> >> > Open source business process management suite built on Java and
> Eclipse
> >> > Turn processes into business applications with Bonita BPM Community
> >> > Edition
> >> > Quickly connect people, data, and systems into organized workflows
> >> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
> >> > http://p.sf.net/sfu/Bonitasoft
> >> > _______________________________________________
> >> > QuantLib-dev mailing list
> >> > Qua...@li...
> >> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >> >
> >>
> >>
> >>
> >> --
> >> <https://implementingquantlib.blogspot.com>
> >> <https://twitter.com/lballabio>
> >
> >
>
>
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>
>

Re: [Quantlib-dev] Interpolated ZeroInflationIndexes

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

Hi Francois,

with your fix I get the correct interpolated value (115.883) in my
case below and the test suite seems to run without any regression, so
it looks like it is working well. I have to set the interpolation to
CPI::Linear in the coupon to get this though. With CPI::AsIndex (and
interpolation = true in the index definition) I get the original
(wrong) interpolated value (115.85774). Also indexFixing() always
returns this value no matter what interpolation is set in the coupon
(which is consistent then I guess). I don't know if this makes sense,
maybe we have to apply the same logic as for the coupon to the index
as well, i.e. in ZeroInflationIndex::fixing( aFixing, reference ) we
should take care of the reference date just in the same way as you did
in the coupon ?

In any case, your fix is a step forward. I didn't really check the
code changes you made but noticed that you changed the reference date
in TermStructure from private to protected. Is there a particular
reason for that (you don't seem to need or even use this) ?

Thanks a lot
Peter

On 10 July 2014 16:36, Francois Botha <ig...@gm...> wrote:
> Peter,
>
> Here is my first attempt at solving this bug. Can you confirm whether it
> solves your problem?
> https://github.com/igitur/quantlib/tree/inflation_reference_period_fix
>
> Francois Botha
>
>
> On 18 June 2014 17:27, Francois Botha <ig...@gm...> wrote:
>>
>> Haha. I actually did read your email the other day, but I didn't make the
>> connection when I discovered the issue now. No fix yet, but I'll see if I
>> can get something together. It will have to  involve passing the original
>> reference date through to the fixing algorithm.
>>
>> F
>>
>> Francois Botha
>>
>>
>> On 18 June 2014 17:17, Peter Caspers <pca...@gm...> wrote:
>>>
>>> Hi Francois,
>>>
>>> yes, you have to use June's 30 days. This is corresponding to the
>>> question I sent earlier (see below), the second (Murex) way of doing
>>> the interpolation is the correct one.
>>>
>>> Do you have a fix for that ? This would be great.
>>>
>>> best
>>> Peter
>>>
>>> I am comparing Murex and QuantLib concerning Inflation Pricing. I
>>> observe a difference in the way an index fixing is interpolated
>>> between known (i.e. already fixed) values. Here is an example:
>>> Take the EUHICP XT index which has fixings
>>> 01.08.2012 (Aug 12) 115.10
>>> 01.09.2012 (Sep 12) 115.97
>>> Now I want to look up the fixing on 28.08.2012 belonging to an
>>> observation date on 28.11.2012 (3m observation lag). In QL the
>>> interpolation is done as follows:
>>> Days between 01.08. and 01.09. = 31, Days between 01.08. and 28.08. =
>>> 27, Interpolated Fixing = 115.10 + 27/31 * ( 115.97 - 115.10 )
>>> In Murex on the opposite:
>>> Days between 01.11. and 01.12. = 30, Days between 01.11. and 28.11. =
>>> 27, Interpolated Fixing = 115.10 + 27/30 * ( 115.97 - 115.10 )
>>>
>>> On 18 June 2014 16:50, Francois Botha <ig...@gm...> wrote:
>>> > Hi,
>>> >
>>> > I think the interpolation in ZeroInflationIndex::fixing isn't exactly
>>> > correctly.
>>> >
>>> > Consider a linearly interpolated Zero Inflation Index with observation
>>> > lag
>>> > of 4 months. If the reference date is in June, the observation date
>>> > will be
>>> > in February, which has only 28 days. I believe the interpolation should
>>> > use
>>> > June's 30 days instead of February's 28 days. As it is, the
>>> > interpolation
>>> > will be "maxed out" by 28 June and will remain flat until 30 June.  Do
>>> > you
>>> > guys agree?
>>> >
>>> > regards
>>> > Francois Botha
>>> >
>>> >
>>> > ------------------------------------------------------------------------------
>>> > HPCC Systems Open Source Big Data Platform from LexisNexis Risk
>>> > Solutions
>>> > Find What Matters Most in Your Big Data with HPCC Systems
>>> > Open Source. Fast. Scalable. Simple. Ideal for Dirty Data.
>>> > Leverages Graph Analysis for Fast Processing & Easy Data Exploration
>>> > http://p.sf.net/sfu/hpccsystems
>>> > _______________________________________________
>>> > QuantLib-dev mailing list
>>> > Qua...@li...
>>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>> >
>>
>>
>

Re: [Quantlib-dev] Debugging dates

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

The linker should be smart enough to only link what's needed. I'm not
familiar with the environment, though.

On Thu, Jul 10, 2014 at 4:23 PM, Francois Botha <ig...@gm...> wrote:
> The Arrays can be done by directly adding to the autoexp.dat file. But yes,
> maybe a consolidated place for all debug extensions is better. I can add a
> repo, but would like someone to double-check my code. Not sure if I linked
> to the Quantlib lib in the best way. The resulting QuantlibEE.dll file is
> quite big and I guess it's because it links the entire Quantlib lib, even
> though only Quantlib Date is required for now. Any optimisation that can be
> done?
>
> Francois Botha
>
>
> On 10 July 2014 16:19, Luigi Ballabio <lui...@gm...> wrote:
>>
>> Yes, it could at least be extended with Peter's code for Arrays.
>>
>> In fact, it looks exactly like a project for which you could create a
>> new repository on GitHub :)
>>
>> Luigi
>>
>> On Thu, Jul 10, 2014 at 3:45 PM, Francois Botha <ig...@gm...> wrote:
>> > I've managed to put together an EEAddIn. It works for me. I attach the
>> > source.
>> >
>> > You'll have to fix the references to QuantLib and Boost. After
>> > compilation,
>> > copy the .dll to your %ProgramFiles%\Microsoft Visual Studio
>> > 10.0\Common7\IDE\ directory and add this line to autoexp.dat:
>> >
>> > QuantLib::Date=$ADDIN(QuantLibEE.dll,AddIn_quantlibdate)
>> >
>> > Maybe this project can be extended for other types too.
>> >
>> > Francois Botha
>> >
>> >
>> > On 10 July 2014 11:58, Francois Botha <ig...@gm...> wrote:
>> >>
>> >> Thanks Michael and Peter.
>> >>
>> >> This is definitely a wonderful little hidden gem. Wish I knew about
>> >> this
>> >> before. I adds a lot of value for the boost classes, but I can't get it
>> >> to
>> >> work for Date. It seems you can use only data members, and not
>> >> functions,
>> >> e.g. .dayOfMonth(). Do you know of a workaround? In the meantime I'm
>> >> looking
>> >> into using EEAdIn (
>> >> http://msdn.microsoft.com/en-us/library/8fwk67y3%28v=VS.90%29.aspx )
>> >>
>> >> Francois Botha
>> >>
>> >>
>> >> On 9 July 2014 21:02, Peter Caspers <pca...@gm...> wrote:
>> >>>
>> >>> Kim wrote something in the same line for QuantLib::Array some time ago
>> >>> (which may also serve as an example)
>> >>>
>> >>>
>> >>>
>> >>> http://quantlib.10058.n7.nabble.com/Debugging-QuantLib-Array-in-msvc-td7565.html
>> >>>
>> >>> Maybe it would be nice to collect such pretty printers for QuantLib
>> >>> types in the repository (for msvc, gdb, ...) ?
>> >>>
>> >>>
>> >>>
>> >>> On 9 July 2014 17:37, Michael Sharpe <ma...@gm...> wrote:
>> >>> > I haven't done this myself for Quantlib, and I don't have the time
>> >>> > at
>> >>> > the
>> >>> > moment to help, but if you're using Visual Studio you need to add a
>> >>> > section
>> >>> > to a file called autoexp.dat. Here's a post on Stack Overflow with a
>> >>> > bunch
>> >>> > of links describing the process:
>> >>> > http://stackoverflow.com/q/4883238/1181561
>> >>> >
>> >>> >
>> >>> > On Wed, Jul 9, 2014 at 1:19 AM, Francois Botha <ig...@gm...>
>> >>> > wrote:
>> >>> >>
>> >>> >> Hi,
>> >>> >>
>> >>> >> I was wondering how you guys debug Quantlib, specifically with
>> >>> >> reference
>> >>> >> to the dates. I'm from a .NET background, so when I put a
>> >>> >> breakpoint,
>> >>> >> and
>> >>> >> add some variables to my watches, the dates show in a human
>> >>> >> readable
>> >>> >> format.
>> >>> >>
>> >>> >> In C++, the Quantlib dates show only as the internal serial number.
>> >>> >> In
>> >>> >> the
>> >>> >> Visual Studio Immediate window, I can do someDate.year(),
>> >>> >> someDate.month()
>> >>> >> and someDate.dayOfMonth(), but that is quite cumbersome to do every
>> >>> >> time I
>> >>> >> want to see a dates human readable value.
>> >>> >>
>> >>> >> How do you guys do it?
>> >>> >>
>> >>> >> Francois Botha
>> >>> >>
>> >>> >>
>> >>> >>
>> >>> >>
>> >>> >> ------------------------------------------------------------------------------
>> >>> >> Open source business process management suite built on Java and
>> >>> >> Eclipse
>> >>> >> Turn processes into business applications with Bonita BPM Community
>> >>> >> Edition
>> >>> >> Quickly connect people, data, and systems into organized workflows
>> >>> >> Winner of BOSSIE, CODIE, OW2 and Gartner awards
>> >>> >> http://p.sf.net/sfu/Bonitasoft
>> >>> >> _______________________________________________
>> >>> >> QuantLib-dev mailing list
>> >>> >> Qua...@li...
>> >>> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> >>> >>
>> >>> >
>> >>> >
>> >>> >
>> >>> >
>> >>> > ------------------------------------------------------------------------------
>> >>> > Open source business process management suite built on Java and
>> >>> > Eclipse
>> >>> > Turn processes into business applications with Bonita BPM Community
>> >>> > Edition
>> >>> > Quickly connect people, data, and systems into organized workflows
>> >>> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
>> >>> > http://p.sf.net/sfu/Bonitasoft
>> >>> > _______________________________________________
>> >>> > QuantLib-dev mailing list
>> >>> > Qua...@li...
>> >>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> >>> >
>> >>
>> >>
>> >
>> >
>> >
>> > ------------------------------------------------------------------------------
>> > Open source business process management suite built on Java and Eclipse
>> > Turn processes into business applications with Bonita BPM Community
>> > Edition
>> > Quickly connect people, data, and systems into organized workflows
>> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
>> > http://p.sf.net/sfu/Bonitasoft
>> > _______________________________________________
>> > QuantLib-dev mailing list
>> > Qua...@li...
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> >
>>
>>
>>
>> --
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>
>



-- 
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Re: [Quantlib-dev] Interpolated ZeroInflationIndexes

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

Peter,

Here is my first attempt at solving this bug. Can you confirm whether it
solves your problem?
https://github.com/igitur/quantlib/tree/inflation_reference_period_fix

Francois Botha


On 18 June 2014 17:27, Francois Botha <ig...@gm...> wrote:

> Haha. I actually did read your email the other day, but I didn't make the
> connection when I discovered the issue now. No fix yet, but I'll see if I
> can get something together. It will have to  involve passing the original
> reference date through to the fixing algorithm.
>
> F
>
> Francois Botha
>
>
> On 18 June 2014 17:17, Peter Caspers <pca...@gm...> wrote:
>
>> Hi Francois,
>>
>> yes, you have to use June's 30 days. This is corresponding to the
>> question I sent earlier (see below), the second (Murex) way of doing
>> the interpolation is the correct one.
>>
>> Do you have a fix for that ? This would be great.
>>
>> best
>> Peter
>>
>> I am comparing Murex and QuantLib concerning Inflation Pricing. I
>> observe a difference in the way an index fixing is interpolated
>> between known (i.e. already fixed) values. Here is an example:
>> Take the EUHICP XT index which has fixings
>> 01.08.2012 (Aug 12) 115.10
>> 01.09.2012 (Sep 12) 115.97
>> Now I want to look up the fixing on 28.08.2012 belonging to an
>> observation date on 28.11.2012 (3m observation lag). In QL the
>> interpolation is done as follows:
>> Days between 01.08. and 01.09. = 31, Days between 01.08. and 28.08. =
>> 27, Interpolated Fixing = 115.10 + 27/31 * ( 115.97 - 115.10 )
>> In Murex on the opposite:
>> Days between 01.11. and 01.12. = 30, Days between 01.11. and 28.11. =
>> 27, Interpolated Fixing = 115.10 + 27/30 * ( 115.97 - 115.10 )
>>
>> On 18 June 2014 16:50, Francois Botha <ig...@gm...> wrote:
>> > Hi,
>> >
>> > I think the interpolation in ZeroInflationIndex::fixing isn't exactly
>> > correctly.
>> >
>> > Consider a linearly interpolated Zero Inflation Index with observation
>> lag
>> > of 4 months. If the reference date is in June, the observation date
>> will be
>> > in February, which has only 28 days. I believe the interpolation should
>> use
>> > June's 30 days instead of February's 28 days. As it is, the
>> interpolation
>> > will be "maxed out" by 28 June and will remain flat until 30 June.  Do
>> you
>> > guys agree?
>> >
>> > regards
>> > Francois Botha
>> >
>> >
>> ------------------------------------------------------------------------------
>> > HPCC Systems Open Source Big Data Platform from LexisNexis Risk
>> Solutions
>> > Find What Matters Most in Your Big Data with HPCC Systems
>> > Open Source. Fast. Scalable. Simple. Ideal for Dirty Data.
>> > Leverages Graph Analysis for Fast Processing & Easy Data Exploration
>> > http://p.sf.net/sfu/hpccsystems
>> > _______________________________________________
>> > QuantLib-dev mailing list
>> > Qua...@li...
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> >
>>
>
>

Re: [Quantlib-dev] Debugging dates

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

The Arrays can be done by directly adding to the autoexp.dat file. But yes,
maybe a consolidated place for all debug extensions is better. I can add a
repo, but would like someone to double-check my code. Not sure if I linked
to the Quantlib lib in the best way. The resulting QuantlibEE.dll file is
quite big and I guess it's because it links the entire Quantlib lib, even
though only Quantlib Date is required for now. Any optimisation that can be
done?

Francois Botha


On 10 July 2014 16:19, Luigi Ballabio <lui...@gm...> wrote:

> Yes, it could at least be extended with Peter's code for Arrays.
>
> In fact, it looks exactly like a project for which you could create a
> new repository on GitHub :)
>
> Luigi
>
> On Thu, Jul 10, 2014 at 3:45 PM, Francois Botha <ig...@gm...> wrote:
> > I've managed to put together an EEAddIn. It works for me. I attach the
> > source.
> >
> > You'll have to fix the references to QuantLib and Boost. After
> compilation,
> > copy the .dll to your %ProgramFiles%\Microsoft Visual Studio
> > 10.0\Common7\IDE\ directory and add this line to autoexp.dat:
> >
> > QuantLib::Date=$ADDIN(QuantLibEE.dll,AddIn_quantlibdate)
> >
> > Maybe this project can be extended for other types too.
> >
> > Francois Botha
> >
> >
> > On 10 July 2014 11:58, Francois Botha <ig...@gm...> wrote:
> >>
> >> Thanks Michael and Peter.
> >>
> >> This is definitely a wonderful little hidden gem. Wish I knew about this
> >> before. I adds a lot of value for the boost classes, but I can't get it
> to
> >> work for Date. It seems you can use only data members, and not
> functions,
> >> e.g. .dayOfMonth(). Do you know of a workaround? In the meantime I'm
> looking
> >> into using EEAdIn (
> >> http://msdn.microsoft.com/en-us/library/8fwk67y3%28v=VS.90%29.aspx )
> >>
> >> Francois Botha
> >>
> >>
> >> On 9 July 2014 21:02, Peter Caspers <pca...@gm...> wrote:
> >>>
> >>> Kim wrote something in the same line for QuantLib::Array some time ago
> >>> (which may also serve as an example)
> >>>
> >>>
> >>>
> http://quantlib.10058.n7.nabble.com/Debugging-QuantLib-Array-in-msvc-td7565.html
> >>>
> >>> Maybe it would be nice to collect such pretty printers for QuantLib
> >>> types in the repository (for msvc, gdb, ...) ?
> >>>
> >>>
> >>>
> >>> On 9 July 2014 17:37, Michael Sharpe <ma...@gm...> wrote:
> >>> > I haven't done this myself for Quantlib, and I don't have the time at
> >>> > the
> >>> > moment to help, but if you're using Visual Studio you need to add a
> >>> > section
> >>> > to a file called autoexp.dat. Here's a post on Stack Overflow with a
> >>> > bunch
> >>> > of links describing the process:
> >>> > http://stackoverflow.com/q/4883238/1181561
> >>> >
> >>> >
> >>> > On Wed, Jul 9, 2014 at 1:19 AM, Francois Botha <ig...@gm...>
> >>> > wrote:
> >>> >>
> >>> >> Hi,
> >>> >>
> >>> >> I was wondering how you guys debug Quantlib, specifically with
> >>> >> reference
> >>> >> to the dates. I'm from a .NET background, so when I put a
> breakpoint,
> >>> >> and
> >>> >> add some variables to my watches, the dates show in a human readable
> >>> >> format.
> >>> >>
> >>> >> In C++, the Quantlib dates show only as the internal serial number.
> In
> >>> >> the
> >>> >> Visual Studio Immediate window, I can do someDate.year(),
> >>> >> someDate.month()
> >>> >> and someDate.dayOfMonth(), but that is quite cumbersome to do every
> >>> >> time I
> >>> >> want to see a dates human readable value.
> >>> >>
> >>> >> How do you guys do it?
> >>> >>
> >>> >> Francois Botha
> >>> >>
> >>> >>
> >>> >>
> >>> >>
> ------------------------------------------------------------------------------
> >>> >> Open source business process management suite built on Java and
> >>> >> Eclipse
> >>> >> Turn processes into business applications with Bonita BPM Community
> >>> >> Edition
> >>> >> Quickly connect people, data, and systems into organized workflows
> >>> >> Winner of BOSSIE, CODIE, OW2 and Gartner awards
> >>> >> http://p.sf.net/sfu/Bonitasoft
> >>> >> _______________________________________________
> >>> >> QuantLib-dev mailing list
> >>> >> Qua...@li...
> >>> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >>> >>
> >>> >
> >>> >
> >>> >
> >>> >
> ------------------------------------------------------------------------------
> >>> > Open source business process management suite built on Java and
> Eclipse
> >>> > Turn processes into business applications with Bonita BPM Community
> >>> > Edition
> >>> > Quickly connect people, data, and systems into organized workflows
> >>> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
> >>> > http://p.sf.net/sfu/Bonitasoft
> >>> > _______________________________________________
> >>> > QuantLib-dev mailing list
> >>> > Qua...@li...
> >>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >>> >
> >>
> >>
> >
> >
> >
> ------------------------------------------------------------------------------
> > Open source business process management suite built on Java and Eclipse
> > Turn processes into business applications with Bonita BPM Community
> Edition
> > Quickly connect people, data, and systems into organized workflows
> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
> > http://p.sf.net/sfu/Bonitasoft
> > _______________________________________________
> > QuantLib-dev mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >
>
>
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>
>

Re: [Quantlib-dev] Debugging dates

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

Yes, it could at least be extended with Peter's code for Arrays.

In fact, it looks exactly like a project for which you could create a
new repository on GitHub :)

Luigi

On Thu, Jul 10, 2014 at 3:45 PM, Francois Botha <ig...@gm...> wrote:
> I've managed to put together an EEAddIn. It works for me. I attach the
> source.
>
> You'll have to fix the references to QuantLib and Boost. After compilation,
> copy the .dll to your %ProgramFiles%\Microsoft Visual Studio
> 10.0\Common7\IDE\ directory and add this line to autoexp.dat:
>
> QuantLib::Date=$ADDIN(QuantLibEE.dll,AddIn_quantlibdate)
>
> Maybe this project can be extended for other types too.
>
> Francois Botha
>
>
> On 10 July 2014 11:58, Francois Botha <ig...@gm...> wrote:
>>
>> Thanks Michael and Peter.
>>
>> This is definitely a wonderful little hidden gem. Wish I knew about this
>> before. I adds a lot of value for the boost classes, but I can't get it to
>> work for Date. It seems you can use only data members, and not functions,
>> e.g. .dayOfMonth(). Do you know of a workaround? In the meantime I'm looking
>> into using EEAdIn (
>> http://msdn.microsoft.com/en-us/library/8fwk67y3%28v=VS.90%29.aspx )
>>
>> Francois Botha
>>
>>
>> On 9 July 2014 21:02, Peter Caspers <pca...@gm...> wrote:
>>>
>>> Kim wrote something in the same line for QuantLib::Array some time ago
>>> (which may also serve as an example)
>>>
>>>
>>> http://quantlib.10058.n7.nabble.com/Debugging-QuantLib-Array-in-msvc-td7565.html
>>>
>>> Maybe it would be nice to collect such pretty printers for QuantLib
>>> types in the repository (for msvc, gdb, ...) ?
>>>
>>>
>>>
>>> On 9 July 2014 17:37, Michael Sharpe <ma...@gm...> wrote:
>>> > I haven't done this myself for Quantlib, and I don't have the time at
>>> > the
>>> > moment to help, but if you're using Visual Studio you need to add a
>>> > section
>>> > to a file called autoexp.dat. Here's a post on Stack Overflow with a
>>> > bunch
>>> > of links describing the process:
>>> > http://stackoverflow.com/q/4883238/1181561
>>> >
>>> >
>>> > On Wed, Jul 9, 2014 at 1:19 AM, Francois Botha <ig...@gm...>
>>> > wrote:
>>> >>
>>> >> Hi,
>>> >>
>>> >> I was wondering how you guys debug Quantlib, specifically with
>>> >> reference
>>> >> to the dates. I'm from a .NET background, so when I put a breakpoint,
>>> >> and
>>> >> add some variables to my watches, the dates show in a human readable
>>> >> format.
>>> >>
>>> >> In C++, the Quantlib dates show only as the internal serial number. In
>>> >> the
>>> >> Visual Studio Immediate window, I can do someDate.year(),
>>> >> someDate.month()
>>> >> and someDate.dayOfMonth(), but that is quite cumbersome to do every
>>> >> time I
>>> >> want to see a dates human readable value.
>>> >>
>>> >> How do you guys do it?
>>> >>
>>> >> Francois Botha
>>> >>
>>> >>
>>> >>
>>> >> ------------------------------------------------------------------------------
>>> >> Open source business process management suite built on Java and
>>> >> Eclipse
>>> >> Turn processes into business applications with Bonita BPM Community
>>> >> Edition
>>> >> Quickly connect people, data, and systems into organized workflows
>>> >> Winner of BOSSIE, CODIE, OW2 and Gartner awards
>>> >> http://p.sf.net/sfu/Bonitasoft
>>> >> _______________________________________________
>>> >> QuantLib-dev mailing list
>>> >> Qua...@li...
>>> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>> >>
>>> >
>>> >
>>> >
>>> > ------------------------------------------------------------------------------
>>> > Open source business process management suite built on Java and Eclipse
>>> > Turn processes into business applications with Bonita BPM Community
>>> > Edition
>>> > Quickly connect people, data, and systems into organized workflows
>>> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
>>> > http://p.sf.net/sfu/Bonitasoft
>>> > _______________________________________________
>>> > QuantLib-dev mailing list
>>> > Qua...@li...
>>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>> >
>>
>>
>
>
> ------------------------------------------------------------------------------
> Open source business process management suite built on Java and Eclipse
> Turn processes into business applications with Bonita BPM Community Edition
> Quickly connect people, data, and systems into organized workflows
> Winner of BOSSIE, CODIE, OW2 and Gartner awards
> http://p.sf.net/sfu/Bonitasoft
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>



-- 
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Re: [Quantlib-dev] Debugging dates

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

Thanks Michael and Peter.

This is definitely a wonderful little hidden gem. Wish I knew about this
before. I adds a lot of value for the boost classes, but I can't get it to
work for Date. It seems you can use only data members, and not functions,
e.g. .dayOfMonth(). Do you know of a workaround? In the meantime I'm
looking into using EEAdIn (
http://msdn.microsoft.com/en-us/library/8fwk67y3%28v=VS.90%29.aspx )

Francois Botha


On 9 July 2014 21:02, Peter Caspers <pca...@gm...> wrote:

> Kim wrote something in the same line for QuantLib::Array some time ago
> (which may also serve as an example)
>
>
> http://quantlib.10058.n7.nabble.com/Debugging-QuantLib-Array-in-msvc-td7565.html
>
> Maybe it would be nice to collect such pretty printers for QuantLib
> types in the repository (for msvc, gdb, ...) ?
>
>
>
> On 9 July 2014 17:37, Michael Sharpe <ma...@gm...> wrote:
> > I haven't done this myself for Quantlib, and I don't have the time at the
> > moment to help, but if you're using Visual Studio you need to add a
> section
> > to a file called autoexp.dat. Here's a post on Stack Overflow with a
> bunch
> > of links describing the process:
> http://stackoverflow.com/q/4883238/1181561
> >
> >
> > On Wed, Jul 9, 2014 at 1:19 AM, Francois Botha <ig...@gm...> wrote:
> >>
> >> Hi,
> >>
> >> I was wondering how you guys debug Quantlib, specifically with reference
> >> to the dates. I'm from a .NET background, so when I put a breakpoint,
> and
> >> add some variables to my watches, the dates show in a human readable
> format.
> >>
> >> In C++, the Quantlib dates show only as the internal serial number. In
> the
> >> Visual Studio Immediate window, I can do someDate.year(),
> someDate.month()
> >> and someDate.dayOfMonth(), but that is quite cumbersome to do every
> time I
> >> want to see a dates human readable value.
> >>
> >> How do you guys do it?
> >>
> >> Francois Botha
> >>
> >>
> >>
> ------------------------------------------------------------------------------
> >> Open source business process management suite built on Java and Eclipse
> >> Turn processes into business applications with Bonita BPM Community
> >> Edition
> >> Quickly connect people, data, and systems into organized workflows
> >> Winner of BOSSIE, CODIE, OW2 and Gartner awards
> >> http://p.sf.net/sfu/Bonitasoft
> >> _______________________________________________
> >> QuantLib-dev mailing list
> >> Qua...@li...
> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >>
> >
> >
> >
> ------------------------------------------------------------------------------
> > Open source business process management suite built on Java and Eclipse
> > Turn processes into business applications with Bonita BPM Community
> Edition
> > Quickly connect people, data, and systems into organized workflows
> > Winner of BOSSIE, CODIE, OW2 and Gartner awards
> > http://p.sf.net/sfu/Bonitasoft
> > _______________________________________________
> > QuantLib-dev mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >
>

Re: [Quantlib-dev] Debugging dates

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

Kim wrote something in the same line for QuantLib::Array some time ago
(which may also serve as an example)

http://quantlib.10058.n7.nabble.com/Debugging-QuantLib-Array-in-msvc-td7565.html

Maybe it would be nice to collect such pretty printers for QuantLib
types in the repository (for msvc, gdb, ...) ?



On 9 July 2014 17:37, Michael Sharpe <ma...@gm...> wrote:
> I haven't done this myself for Quantlib, and I don't have the time at the
> moment to help, but if you're using Visual Studio you need to add a section
> to a file called autoexp.dat. Here's a post on Stack Overflow with a bunch
> of links describing the process: http://stackoverflow.com/q/4883238/1181561
>
>
> On Wed, Jul 9, 2014 at 1:19 AM, Francois Botha <ig...@gm...> wrote:
>>
>> Hi,
>>
>> I was wondering how you guys debug Quantlib, specifically with reference
>> to the dates. I'm from a .NET background, so when I put a breakpoint, and
>> add some variables to my watches, the dates show in a human readable format.
>>
>> In C++, the Quantlib dates show only as the internal serial number. In the
>> Visual Studio Immediate window, I can do someDate.year(), someDate.month()
>> and someDate.dayOfMonth(), but that is quite cumbersome to do every time I
>> want to see a dates human readable value.
>>
>> How do you guys do it?
>>
>> Francois Botha
>>
>>
>> ------------------------------------------------------------------------------
>> Open source business process management suite built on Java and Eclipse
>> Turn processes into business applications with Bonita BPM Community
>> Edition
>> Quickly connect people, data, and systems into organized workflows
>> Winner of BOSSIE, CODIE, OW2 and Gartner awards
>> http://p.sf.net/sfu/Bonitasoft
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>
>
> ------------------------------------------------------------------------------
> Open source business process management suite built on Java and Eclipse
> Turn processes into business applications with Bonita BPM Community Edition
> Quickly connect people, data, and systems into organized workflows
> Winner of BOSSIE, CODIE, OW2 and Gartner awards
> http://p.sf.net/sfu/Bonitasoft
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Debugging dates

[Michael S. <ma...@gm...>]

I haven't done this myself for Quantlib, and I don't have the time at the
moment to help, but if you're using Visual Studio you need to add a section
to a file called autoexp.dat. Here's a post on Stack Overflow with a bunch
of links describing the process: http://stackoverflow.com/q/4883238/1181561


On Wed, Jul 9, 2014 at 1:19 AM, Francois Botha <ig...@gm...> wrote:

> Hi,
>
> I was wondering how you guys debug Quantlib, specifically with reference
> to the dates. I'm from a .NET background, so when I put a breakpoint, and
> add some variables to my watches, the dates show in a human readable format.
>
> In C++, the Quantlib dates show only as the internal serial number. In the
> Visual Studio Immediate window, I can do someDate.year(), someDate.month()
> and someDate.dayOfMonth(), but that is quite cumbersome to do every time I
> want to see a dates human readable value.
>
> How do you guys do it?
>
> Francois Botha
>
>
> ------------------------------------------------------------------------------
> Open source business process management suite built on Java and Eclipse
> Turn processes into business applications with Bonita BPM Community Edition
> Quickly connect people, data, and systems into organized workflows
> Winner of BOSSIE, CODIE, OW2 and Gartner awards
> http://p.sf.net/sfu/Bonitasoft
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>

[Quantlib-dev] Debugging dates

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

Hi,

I was wondering how you guys debug Quantlib, specifically with reference to
the dates. I'm from a .NET background, so when I put a breakpoint, and add
some variables to my watches, the dates show in a human readable format.

In C++, the Quantlib dates show only as the internal serial number. In the
Visual Studio Immediate window, I can do someDate.year(), someDate.month()
and someDate.dayOfMonth(), but that is quite cumbersome to do every time I
want to see a dates human readable value.

How do you guys do it?

Francois Botha

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

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

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


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

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

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

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

Hi all, it has to be that, I pulled what it was on your master five days ago and ran the test suite (release and debug static) I am on VC9.
Best
pp


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

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

[Jean-Mathieu V. <aja...@gm...>]

I’ve done the upgrade from the vc10 solution.

Once more, it’s very likely that the core library works well with the official release.

Best,

Jean-Mathieu Vermosen

On Jun 24, 2014, at 10:39 AM, Ferdinando M. Ametrano <fer...@am...> wrote:

> I did know about the boost 1.55 serialization issue, but I've read that it "can't compile because of a missing include", so I assumed it could have been an easy fix. Switching to boost's trunk is not feasible in my environment...
> 

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

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

Just 3 unresolved externals? Doesn't look like files are missing
(you'd have a lot more in that case).
I think a few default parameters were added to the unresolved
functions lately. Is it possible the test-suite files weren't
recompiled and are still trying to link the previous version of the
functions?

Luigi


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



-- 
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>