Package: rquantlib Version: 0.2.8-1 Severity: serious User: [EMAIL PROTECTED] Usertags: qa-ftbfs-20080807 qa-ftbfs Justification: FTBFS on i386
Hi, During a rebuild of all packages in sid, your package failed to build on i386. Relevant part: > g++ -I/usr/share/R/include -g -O2 -DUSING_QUANTLIB -I/usr/include > -I../RcppSrc -fpic -g0 -c curves.cpp -o curves.o > curves.cpp: In member function > 'boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > ObservableDB::getRateHelper(std::string&, QuantLib::Rate)': > curves.cpp:80: error: no matching function for call to > 'QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Handle<QuantLib::Quote>, > QuantLib::Period, QuantLib::Integer&, QuantLib::Calendar&, > QuantLib::BusinessDayConvention, bool, QuantLib::Integer&, > QuantLib::DayCounter&)' > /usr/include/ql/termstructures/yield/ratehelpers.hpp:121: note: candidates > are: QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Rate, const > boost::shared_ptr<QuantLib::IborIndex>&) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:119: note: > QuantLib::DepositRateHelper::DepositRateHelper(const > QuantLib::Handle<QuantLib::Quote>&, const > boost::shared_ptr<QuantLib::IborIndex>&) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:117: note: > QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Rate, const > QuantLib::Period&, QuantLib::Natural, const QuantLib::Calendar&, > QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:110: note: > QuantLib::DepositRateHelper::DepositRateHelper(const > QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Period&, > QuantLib::Natural, const QuantLib::Calendar&, > QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:102: note: > QuantLib::DepositRateHelper::DepositRateHelper(const > QuantLib::DepositRateHelper&) > curves.cpp:107: error: no matching function for call to > 'QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Handle<QuantLib::Quote>, > QuantLib::Date&, QuantLib::Integer&, QuantLib::Calendar&, > QuantLib::BusinessDayConvention, QuantLib::DayCounter&)' > /usr/include/ql/termstructures/yield/ratehelpers.hpp:69: note: candidates > are: QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real, const > QuantLib::Date&, const boost::shared_ptr<QuantLib::IborIndex>&, > QuantLib::Rate) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:65: note: > QuantLib::FuturesRateHelper::FuturesRateHelper(const > QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, const > boost::shared_ptr<QuantLib::IborIndex>&, const > QuantLib::Handle<QuantLib::Quote>&) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:61: note: > QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real, const > QuantLib::Date&, QuantLib::Size, const QuantLib::Calendar&, > QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&, > QuantLib::Rate) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:53: note: > QuantLib::FuturesRateHelper::FuturesRateHelper(const > QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, QuantLib::Size, > const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const > QuantLib::DayCounter&, const QuantLib::Handle<QuantLib::Quote>&) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:44: note: > QuantLib::FuturesRateHelper::FuturesRateHelper(const > QuantLib::FuturesRateHelper&) > curves.cpp:115: error: no matching function for call to > 'QuantLib::FraRateHelper::FraRateHelper(QuantLib::Handle<QuantLib::Quote>, > int&, int&, QuantLib::Integer&, QuantLib::Calendar&, > QuantLib::BusinessDayConvention, bool, QuantLib::Integer&, > QuantLib::DayCounter&)' > /usr/include/ql/termstructures/yield/ratehelpers.hpp:159: note: candidates > are: QuantLib::FraRateHelper::FraRateHelper(QuantLib::Rate, > QuantLib::Natural, const boost::shared_ptr<QuantLib::IborIndex>&) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:156: note: > QuantLib::FraRateHelper::FraRateHelper(const > QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural, const > boost::shared_ptr<QuantLib::IborIndex>&) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:153: note: > QuantLib::FraRateHelper::FraRateHelper(QuantLib::Rate, QuantLib::Natural, > QuantLib::Natural, QuantLib::Natural, const QuantLib::Calendar&, > QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:145: note: > QuantLib::FraRateHelper::FraRateHelper(const > QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural, QuantLib::Natural, > QuantLib::Natural, const QuantLib::Calendar&, > QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&) > /usr/include/ql/termstructures/yield/ratehelpers.hpp:136: note: > QuantLib::FraRateHelper::FraRateHelper(const QuantLib::FraRateHelper&) > curves.cpp: In function 'boost::shared_ptr<QuantLib::YieldTermStructure> > getTermStructure(std::string&, std::string&, const QuantLib::Date&, const > std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > >, > std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > > >&, QuantLib::DayCounter&, QuantLib::Real)': > curves.cpp:134: error: no matching function for call to > 'QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::Linear, > QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, > const > std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > >, > std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > > >&, QuantLib::DayCounter&, QuantLib::Real&)' > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: > candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, > const std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::Discount, Interpolator = QuantLib::Linear, Bootstrap > = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note: > QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const > std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::Discount, Interpolator = QuantLib::Linear, Bootstrap > = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note: > QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::Linear, > QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const > QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::Linear, > QuantLib::IterativeBootstrap>&) > curves.cpp:141: error: no matching function for call to > 'QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::LogLinear, > QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, > const > std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > >, > std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > > >&, QuantLib::DayCounter&, QuantLib::Real&)' > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: > candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, > const std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::Discount, Interpolator = QuantLib::LogLinear, > Bootstrap = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note: > QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const > std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::Discount, Interpolator = QuantLib::LogLinear, > Bootstrap = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note: > QuantLib::PiecewiseYieldCurve<QuantLib::Discount, > QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const > QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::LogLinear, > QuantLib::IterativeBootstrap>&) > curves.cpp:147: error: 'CubicSpline' was not declared in this scope > curves.cpp:147: error: template argument 2 is invalid > curves.cpp:148: error: new initializer expression list treated as compound > expression > curves.cpp:155: error: no matching function for call to > 'QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::Linear, > QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, > const > std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > >, > std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > > >&, QuantLib::DayCounter&, QuantLib::Real&)' > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: > candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, > const std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::Linear, > Bootstrap = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note: > QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const > std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::Linear, > Bootstrap = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note: > QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, > QuantLib::Linear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const > QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::Linear, > QuantLib::IterativeBootstrap>&) > curves.cpp:162: error: no matching function for call to > 'QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::LogLinear, > QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, > const > std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > >, > std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > > >&, QuantLib::DayCounter&, QuantLib::Real&)' > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: > candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, > const std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::LogLinear, > Bootstrap = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note: > QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const > std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::LogLinear, > Bootstrap = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note: > QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, > QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const > QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::LogLinear, > QuantLib::IterativeBootstrap>&) > curves.cpp:168: error: 'CubicSpline' was not declared in this scope > curves.cpp:168: error: template argument 2 is invalid > curves.cpp:169: error: new initializer expression list treated as compound > expression > curves.cpp:176: error: no matching function for call to > 'QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Linear, > QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, > const > std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > >, > std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > > >&, QuantLib::DayCounter&, QuantLib::Real&)' > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: > candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, > const std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::Linear, > Bootstrap = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note: > QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const > std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::Linear, > Bootstrap = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note: > QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Linear, > QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const > QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Linear, > QuantLib::IterativeBootstrap>&) > curves.cpp:183: error: no matching function for call to > 'QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::LogLinear, > QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, > const > std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > >, > std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > > >&, QuantLib::DayCounter&, QuantLib::Real&)' > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: > candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, > const std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::LogLinear, > Bootstrap = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note: > QuantLib::PiecewiseYieldCurve<Traits, Interpolator, > Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const > std::vector<boost::shared_ptr<typename Traits::helper>, > std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const > QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, > std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const > std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, > QuantLib::Real, const Interpolator&, const > Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) > [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::LogLinear, > Bootstrap = QuantLib::IterativeBootstrap] > /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note: > QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, > QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const > QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::LogLinear, > QuantLib::IterativeBootstrap>&) > curves.cpp:189: error: 'CubicSpline' was not declared in this scope > curves.cpp:189: error: template argument 2 is invalid > curves.cpp:190: error: new initializer expression list treated as compound > expression > /usr/include/boost/shared_ptr.hpp: In constructor > 'boost::shared_ptr<T>::shared_ptr(Y*) [with Y = int, T = > QuantLib::YieldTermStructure]': > curves.cpp:148: instantiated from here > /usr/include/boost/shared_ptr.hpp:149: error: cannot convert 'int*' to > 'QuantLib::YieldTermStructure*' in initialization > make[1]: *** [curves.o] Error 1 The full build log is available from: http://people.debian.org/~lucas/logs/2008/08/07 A list of current common problems and possible solutions is available at http://wiki.debian.org/qa.debian.org/FTBFS . You're welcome to contribute! About the archive rebuild: The rebuild was done on about 50 AMD64 nodes of the Grid'5000 platform, using a clean chroot containing a sid i386 environment. Internet was not accessible from the build systems. -- | Lucas Nussbaum | [EMAIL PROTECTED] http://www.lucas-nussbaum.net/ | | jabber: [EMAIL PROTECTED] GPG: 1024D/023B3F4F | -- To UNSUBSCRIBE, email to [EMAIL PROTECTED] with a subject of "unsubscribe". Trouble? Contact [EMAIL PROTECTED]
