Package: quantlib-swig
Version: 0.9.0-1
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++ -fno-strict-aliasing -DNDEBUG -g -fwrapv -O2 -Wall -Wstrict-prototypes
> -O2 -Wall -Wno-strict-aliasing -fPIC -I/usr/include/python2.5 -I/usr/include
> -c QuantLib/quantlib_wrap.cpp -o
> build/temp.linux-i686-2.5/QuantLib/quantlib_wrap.o -Wno-unused -O2 -Wall
> -Wno-strict-aliasing
> cc1plus: warning: command line option "-Wstrict-prototypes" is valid for
> Ada/C/ObjC but not for C++
> QuantLib/quantlib_wrap.cpp: In constructor
> 'swig::PyObject_ptr::PyObject_ptr(PyObject*, bool)':
> QuantLib/quantlib_wrap.cpp:3183: warning: suggest explicit braces to avoid
> ambiguous 'else'
> QuantLib/quantlib_wrap.cpp: In destructor
> 'swig::PySequence_Cont<T>::~PySequence_Cont()':
> QuantLib/quantlib_wrap.cpp:4695: warning: suggest explicit braces to avoid
> ambiguous 'else'
> QuantLib/quantlib_wrap.cpp: In member function 'QuantLib::Real
> UnaryFunction::operator()(QuantLib::Real) const':
> QuantLib/quantlib_wrap.cpp:5721: warning: deprecated conversion from string
> constant to 'char*'
> QuantLib/quantlib_wrap.cpp: In member function 'QuantLib::Real
> UnaryFunction::derivative(QuantLib::Real) const':
> QuantLib/quantlib_wrap.cpp:5729: warning: deprecated conversion from string
> constant to 'char*'
> QuantLib/quantlib_wrap.cpp:5729: warning: deprecated conversion from string
> constant to 'char*'
> QuantLib/quantlib_wrap.cpp: In member function 'QuantLib::Real
> BinaryFunction::operator()(QuantLib::Real, QuantLib::Real) const':
> QuantLib/quantlib_wrap.cpp:5761: warning: deprecated conversion from string
> constant to 'char*'
> QuantLib/quantlib_wrap.cpp: At global scope:
> QuantLib/quantlib_wrap.cpp:6127: error: 'NaturalCubicSpline' is not a member
> of 'QuantLib'
> QuantLib/quantlib_wrap.cpp:6127: error: 'NaturalCubicSpline' is not a member
> of 'QuantLib'
> QuantLib/quantlib_wrap.cpp:6127: error: template argument 1 is invalid
> QuantLib/quantlib_wrap.cpp:6127: error: invalid type in declaration before
> ';' token
> QuantLib/quantlib_wrap.cpp: In function 'QuantLib::Real
> SafeNaturalCubicSpline_derivative__SWIG_0(SafeNaturalCubicSpline*,
> QuantLib::Real, bool)':
> QuantLib/quantlib_wrap.cpp:6130: error: request for member 'f_' in '* self',
> which is of non-class type 'int'
> QuantLib/quantlib_wrap.cpp: In function 'QuantLib::Real
> SafeNaturalCubicSpline_secondDerivative__SWIG_0(SafeNaturalCubicSpline*,
> QuantLib::Real, bool)':
> QuantLib/quantlib_wrap.cpp:6133: error: request for member 'f_' in '* self',
> which is of non-class type 'int'
> QuantLib/quantlib_wrap.cpp: At global scope:
> QuantLib/quantlib_wrap.cpp:6136: error: 'NaturalMonotonicCubicSpline' is not
> a member of 'QuantLib'
> QuantLib/quantlib_wrap.cpp:6136: error: 'NaturalMonotonicCubicSpline' is not
> a member of 'QuantLib'
> QuantLib/quantlib_wrap.cpp:6136: error: template argument 1 is invalid
> QuantLib/quantlib_wrap.cpp:6136: error: invalid type in declaration before
> ';' token
> QuantLib/quantlib_wrap.cpp: In function 'QuantLib::Real
> SafeNaturalMonotonicCubicSpline_derivative__SWIG_0(SafeNaturalMonotonicCubicSpline*,
> QuantLib::Real, bool)':
> QuantLib/quantlib_wrap.cpp:6139: error: request for member 'f_' in '* self',
> which is of non-class type 'int'
> QuantLib/quantlib_wrap.cpp: In function 'QuantLib::Real
> SafeNaturalMonotonicCubicSpline_secondDerivative__SWIG_0(SafeNaturalMonotonicCubicSpline*,
> QuantLib::Real, bool)':
> QuantLib/quantlib_wrap.cpp:6142: error: request for member 'f_' in '* self',
> which is of non-class type 'int'
> QuantLib/quantlib_wrap.cpp: At global scope:
> QuantLib/quantlib_wrap.cpp:6171: error: 'QuantLib::CubicSpline' has not been
> declared
> QuantLib/quantlib_wrap.cpp:6364: error: 'QuantLib::ConstantOptionletVol' has
> not been declared
> QuantLib/quantlib_wrap.cpp: In function 'ConstantOptionletVolPtr*
> new_ConstantOptionletVolPtr__SWIG_0(const QuantLib::Date&,
> QuantLib::Volatility, const QuantLib::Calendar&, const
> QuantLib::DayCounter&)':
> QuantLib/quantlib_wrap.cpp:6370: error: expected type-specifier before
> 'ConstantOptionletVol'
> QuantLib/quantlib_wrap.cpp:6370: error: expected `)' before
> 'ConstantOptionletVol'
> QuantLib/quantlib_wrap.cpp: In function 'ConstantOptionletVolPtr*
> new_ConstantOptionletVolPtr__SWIG_1(const QuantLib::Date&, const
> QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Calendar&, const
> QuantLib::DayCounter&)':
> QuantLib/quantlib_wrap.cpp:6375: error: expected type-specifier before
> 'ConstantOptionletVol'
> QuantLib/quantlib_wrap.cpp:6375: error: expected `)' before
> 'ConstantOptionletVol'
> QuantLib/quantlib_wrap.cpp: In function 'ConstantOptionletVolPtr*
> new_ConstantOptionletVolPtr__SWIG_2(QuantLib::Volatility, const
> QuantLib::Calendar&, const QuantLib::DayCounter&)':
> QuantLib/quantlib_wrap.cpp:6380: error: expected type-specifier before
> 'ConstantOptionletVol'
> QuantLib/quantlib_wrap.cpp:6380: error: expected `)' before
> 'ConstantOptionletVol'
> QuantLib/quantlib_wrap.cpp: In function 'ConstantOptionletVolPtr*
> new_ConstantOptionletVolPtr__SWIG_3(const QuantLib::Handle<QuantLib::Quote>&,
> const QuantLib::Calendar&, const QuantLib::DayCounter&)':
> QuantLib/quantlib_wrap.cpp:6384: error: expected type-specifier before
> 'ConstantOptionletVol'
> QuantLib/quantlib_wrap.cpp:6384: error: expected `)' before
> 'ConstantOptionletVol'
> QuantLib/quantlib_wrap.cpp: In function 'DepositRateHelperPtr*
> new_DepositRateHelperPtr__SWIG_0(const QuantLib::Handle<QuantLib::Quote>&,
> const QuantLib::Period&, QuantLib::Natural, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention, bool, QuantLib::Natural, const
> QuantLib::DayCounter&)':
> QuantLib/quantlib_wrap.cpp:9481: error: no matching function for call to
> 'QuantLib::DepositRateHelper::DepositRateHelper(const
> QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Period&,
> QuantLib::Natural&, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention&, bool&, QuantLib::Natural&, const
> 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&)
> QuantLib/quantlib_wrap.cpp: In function 'DepositRateHelperPtr*
> new_DepositRateHelperPtr__SWIG_1(QuantLib::Rate, const QuantLib::Period&,
> QuantLib::Natural, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention, bool, QuantLib::Natural, const
> QuantLib::DayCounter&)':
> QuantLib/quantlib_wrap.cpp:9488: error: no matching function for call to
> 'QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Rate&, const
> QuantLib::Period&, QuantLib::Natural&, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention&, bool&, QuantLib::Natural&, const
> 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&)
> QuantLib/quantlib_wrap.cpp: In function 'FraRateHelperPtr*
> new_FraRateHelperPtr__SWIG_0(const QuantLib::Handle<QuantLib::Quote>&,
> QuantLib::Natural, QuantLib::Natural, QuantLib::Natural, const
> QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool,
> QuantLib::Natural, const QuantLib::DayCounter&)':
> QuantLib/quantlib_wrap.cpp:9495: error: no matching function for call to
> 'QuantLib::FraRateHelper::FraRateHelper(const
> QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural&, QuantLib::Natural&,
> QuantLib::Natural&, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention&, bool&, QuantLib::Natural&, const
> 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&)
> QuantLib/quantlib_wrap.cpp: In function 'FraRateHelperPtr*
> new_FraRateHelperPtr__SWIG_1(QuantLib::Rate, QuantLib::Natural,
> QuantLib::Natural, QuantLib::Natural, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention, bool, QuantLib::Natural, const
> QuantLib::DayCounter&)':
> QuantLib/quantlib_wrap.cpp:9502: error: no matching function for call to
> 'QuantLib::FraRateHelper::FraRateHelper(QuantLib::Rate&, QuantLib::Natural&,
> QuantLib::Natural&, QuantLib::Natural&, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention&, bool&, QuantLib::Natural&, const
> 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&)
> QuantLib/quantlib_wrap.cpp: In function 'FuturesRateHelperPtr*
> new_FuturesRateHelperPtr__SWIG_0(const QuantLib::Handle<QuantLib::Quote>&,
> const QuantLib::Date&, QuantLib::Natural, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention, const QuantLib::DayCounter&, const
> QuantLib::Handle<QuantLib::Quote>&)':
> QuantLib/quantlib_wrap.cpp:9508: error: no matching function for call to
> 'QuantLib::FuturesRateHelper::FuturesRateHelper(const
> QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&,
> QuantLib::Natural&, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention&, const QuantLib::DayCounter&, const
> QuantLib::Handle<QuantLib::Quote>&)'
> /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&)
> QuantLib/quantlib_wrap.cpp: In function 'FuturesRateHelperPtr*
> new_FuturesRateHelperPtr__SWIG_1(const QuantLib::Handle<QuantLib::Quote>&,
> const QuantLib::Date&, QuantLib::Natural, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention, const QuantLib::DayCounter&,
> QuantLib::Rate)':
> QuantLib/quantlib_wrap.cpp:9514: error: no matching function for call to
> 'QuantLib::FuturesRateHelper::FuturesRateHelper(const
> QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&,
> QuantLib::Natural&, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention&, const QuantLib::DayCounter&,
> QuantLib::Rate&)'
> /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&)
> QuantLib/quantlib_wrap.cpp: In function 'FuturesRateHelperPtr*
> new_FuturesRateHelperPtr__SWIG_3(QuantLib::Real, const QuantLib::Date&,
> QuantLib::Natural, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention, const QuantLib::DayCounter&,
> QuantLib::Rate)':
> QuantLib/quantlib_wrap.cpp:9520: error: no matching function for call to
> 'QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real&, const
> QuantLib::Date&, QuantLib::Natural&, const QuantLib::Calendar&,
> QuantLib::BusinessDayConvention&, const QuantLib::DayCounter&,
> QuantLib::Rate&)'
> /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&)
> QuantLib/quantlib_wrap.cpp: In function 'FixedRateBondHelperPtr*
> new_FixedRateBondHelperPtr__SWIG_0(const QuantLib::Handle<QuantLib::Quote>&,
> QuantLib::Size, const QuantLib::Schedule&, const std::vector<double,
> std::allocator<double> >&, const QuantLib::DayCounter&,
> QuantLib::BusinessDayConvention, QuantLib::Real, const QuantLib::Date&)':
> QuantLib/quantlib_wrap.cpp:9543: error: no matching function for call to
> 'QuantLib::FixedRateBondHelper::FixedRateBondHelper(const
> QuantLib::Handle<QuantLib::Quote>&, QuantLib::Size&, const
> QuantLib::Schedule&, const std::vector<double, std::allocator<double> >&,
> const QuantLib::DayCounter&, QuantLib::BusinessDayConvention&,
> QuantLib::Real&, const QuantLib::Date&)'
> /usr/include/ql/termstructures/yield/bondhelpers.hpp:56: note: candidates
> are: QuantLib::FixedRateBondHelper::FixedRateBondHelper(const
> QuantLib::Handle<QuantLib::Quote>&, const
> boost::shared_ptr<QuantLib::FixedRateBond>&)
> /usr/include/ql/termstructures/yield/bondhelpers.hpp:48: note:
> QuantLib::FixedRateBondHelper::FixedRateBondHelper(const
> QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural, QuantLib::Real, const
> QuantLib::Schedule&, const std::vector<double, std::allocator<double> >&,
> const QuantLib::DayCounter&, QuantLib::BusinessDayConvention, QuantLib::Real,
> const QuantLib::Date&)
> /usr/include/ql/termstructures/yield/bondhelpers.hpp:38: note:
> QuantLib::FixedRateBondHelper::FixedRateBondHelper(const
> QuantLib::FixedRateBondHelper&)
> QuantLib/quantlib_wrap.cpp: In function 'PiecewiseFlatForwardPtr*
> new_PiecewiseFlatForwardPtr__SWIG_0(const QuantLib::Date&, const
> std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
> >,
> std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
> > > >&, const QuantLib::DayCounter&, QuantLib::Real, const
> QuantLib::BackwardFlat&)':
> QuantLib/quantlib_wrap.cpp:9615: error: no matching function for call to
> 'QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::BackwardFlat,
> 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>
> > > >&, const QuantLib::DayCounter&, QuantLib::Real&, const
> QuantLib::BackwardFlat&)'
> /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::BackwardFlat,
> 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::BackwardFlat,
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note:
> QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate,
> QuantLib::BackwardFlat,
> QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const
> QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::BackwardFlat,
> QuantLib::IterativeBootstrap>&)
> QuantLib/quantlib_wrap.cpp: In function 'PiecewiseFlatForwardPtr*
> new_PiecewiseFlatForwardPtr__SWIG_3(QuantLib::Integer, const
> QuantLib::Calendar&, const
> std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
> >,
> std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
> > > >&, const QuantLib::DayCounter&, QuantLib::Real, const
> QuantLib::BackwardFlat&)':
> QuantLib/quantlib_wrap.cpp:9621: error: no matching function for call to
> 'QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::BackwardFlat,
> QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(QuantLib::Integer&, const
> QuantLib::Calendar&, const
> std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
> >,
> std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
> > > >&, const QuantLib::DayCounter&, QuantLib::Real&, const
> QuantLib::BackwardFlat&)'
> /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::BackwardFlat,
> 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::BackwardFlat,
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note:
> QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate,
> QuantLib::BackwardFlat,
> QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const
> QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::BackwardFlat,
> QuantLib::IterativeBootstrap>&)
> QuantLib/quantlib_wrap.cpp: In function 'CapFloorTermVolCurvePtr*
> new_CapFloorTermVolCurvePtr__SWIG_0(const QuantLib::Date&, const
> QuantLib::Calendar&, const std::vector<QuantLib::Period,
> std::allocator<QuantLib::Period> >&, const std::vector<double,
> std::allocator<double> >&, QuantLib::BusinessDayConvention, const
> QuantLib::DayCounter&)':
> QuantLib/quantlib_wrap.cpp:9964: error: no matching function for call to
> 'QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const QuantLib::Date&,
> const QuantLib::Calendar&, const std::vector<QuantLib::Period,
> std::allocator<QuantLib::Period> >&, const std::vector<double,
> std::allocator<double> >&, QuantLib::BusinessDayConvention&, const
> QuantLib::DayCounter&)'
> /usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:76:
> note: candidates are:
> QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural, const
> QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
> std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
> std::vector<double, std::allocator<double> >&, const QuantLib::DayCounter&)
> /usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:69:
> note:
> QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const QuantLib::Date&,
> const QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
> std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
> std::vector<double, std::allocator<double> >&, const QuantLib::DayCounter&)
> /usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:62:
> note:
> QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const QuantLib::Date&,
> const QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
> std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
> std::vector<QuantLib::Handle<QuantLib::Quote>,
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
> QuantLib::DayCounter&)
> /usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:55:
> note:
> QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural, const
> QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
> std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
> std::vector<QuantLib::Handle<QuantLib::Quote>,
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
> QuantLib::DayCounter&)
> /usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:47:
> note:
> QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const
> QuantLib::CapFloorTermVolCurve&)
> QuantLib/quantlib_wrap.cpp: In function 'CapFloorTermVolCurvePtr*
> new_CapFloorTermVolCurvePtr__SWIG_3(QuantLib::Natural, const
> QuantLib::Calendar&, const std::vector<QuantLib::Period,
> std::allocator<QuantLib::Period> >&, const std::vector<double,
> std::allocator<double> >&, QuantLib::BusinessDayConvention, const
> QuantLib::DayCounter&)':
> QuantLib/quantlib_wrap.cpp:9969: error: no matching function for call to
> 'QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural&,
> const QuantLib::Calendar&, const std::vector<QuantLib::Period,
> std::allocator<QuantLib::Period> >&, const std::vector<double,
> std::allocator<double> >&, QuantLib::BusinessDayConvention&, const
> QuantLib::DayCounter&)'
> /usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:76:
> note: candidates are:
> QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural, const
> QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
> std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
> std::vector<double, std::allocator<double> >&, const QuantLib::DayCounter&)
> /usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:69:
> note:
> QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const QuantLib::Date&,
> const QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
> std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
> std::vector<double, std::allocator<double> >&, const QuantLib::DayCounter&)
> /usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:62:
> note:
> QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const QuantLib::Date&,
> const QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
> std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
> std::vector<QuantLib::Handle<QuantLib::Quote>,
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
> QuantLib::DayCounter&)
> /usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:55:
> note:
> QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(QuantLib::Natural, const
> QuantLib::Calendar&, QuantLib::BusinessDayConvention, const
> std::vector<QuantLib::Period, std::allocator<QuantLib::Period> >&, const
> std::vector<QuantLib::Handle<QuantLib::Quote>,
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const
> QuantLib::DayCounter&)
> /usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp:47:
> note:
> QuantLib::CapFloorTermVolCurve::CapFloorTermVolCurve(const
> QuantLib::CapFloorTermVolCurve&)
> QuantLib/quantlib_wrap.cpp: At global scope:
> QuantLib/quantlib_wrap.cpp:10049: error: 'QuantLib::McEverest' has not been
> declared
> QuantLib/quantlib_wrap.cpp:10050: error: 'QuantLib::McHimalaya' has not been
> declared
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_new_CubicSplineInterpolation(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:52438: error: new initializer expression list
> treated as compound expression
> QuantLib/quantlib_wrap.cpp:52438: warning: left-hand operand of comma has no
> effect
> QuantLib/quantlib_wrap.cpp:52438: error: cannot convert 'const
> QuantLib::Array' to 'int' in initialization
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_CubicSplineInterpolation___call____SWIG_0(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:52488: error: request for member 'operator()' in
> '* arg1', which is of non-class type 'int'
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_CubicSplineInterpolation___call____SWIG_1(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:52529: error: request for member 'operator()' in
> '* arg1', which is of non-class type 'int'
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_new_MonotonicCubicSpline(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:52952: error: new initializer expression list
> treated as compound expression
> QuantLib/quantlib_wrap.cpp:52952: warning: left-hand operand of comma has no
> effect
> QuantLib/quantlib_wrap.cpp:52952: error: cannot convert 'const
> QuantLib::Array' to 'int' in initialization
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_MonotonicCubicSpline___call____SWIG_0(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:53002: error: request for member 'operator()' in
> '* arg1', which is of non-class type 'int'
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_MonotonicCubicSpline___call____SWIG_1(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:53043: error: request for member 'operator()' in
> '* arg1', which is of non-class type 'int'
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_new_CubicSpline(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:54333: error: 'CubicSpline' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:54333: error: 'result' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:54338: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:54338: error: expected `;' before 'new'
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_delete_CubicSpline(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:54356: error: 'CubicSpline' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:54356: error: 'arg1' was not declared in this scope
> QuantLib/quantlib_wrap.cpp:54356: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:54356: error: expected `;' before numeric constant
> QuantLib/quantlib_wrap.cpp:54366: error: expected type-specifier before
> 'CubicSpline'
> QuantLib/quantlib_wrap.cpp:54366: error: expected `>' before 'CubicSpline'
> QuantLib/quantlib_wrap.cpp:54366: error: expected `(' before 'CubicSpline'
> QuantLib/quantlib_wrap.cpp:54366: error: expected primary-expression before
> '>' token
> QuantLib/quantlib_wrap.cpp:54366: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp:54369: error: type '<type error>' argument given
> to 'delete', expected pointer
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_new_McHimalaya__SWIG_0(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:169703: error: 'McHimalaya' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:169703: error: 'result' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:169852: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:169852: error: expected `;' before 'new'
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_new_McHimalaya__SWIG_1(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:169885: error: 'McHimalaya' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:169885: error: 'result' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170026: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170026: error: expected `;' before 'new'
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_McHimalaya_value__SWIG_0(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:170167: error: 'McHimalaya' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:170167: error: 'arg1' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170167: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170167: error: expected `;' before numeric constant
> QuantLib/quantlib_wrap.cpp:170186: error: expected type-specifier before
> 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170186: error: expected `>' before 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170186: error: expected `(' before 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170186: error: expected primary-expression before
> '>' token
> QuantLib/quantlib_wrap.cpp:170186: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp:170199: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170199: error: expected `)' before 'const'
> QuantLib/quantlib_wrap.cpp:170199: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_McHimalaya_value__SWIG_1(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:170217: error: 'McHimalaya' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:170217: error: 'arg1' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170217: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170217: error: expected `;' before numeric constant
> QuantLib/quantlib_wrap.cpp:170232: error: expected type-specifier before
> 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170232: error: expected `>' before 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170232: error: expected `(' before 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170232: error: expected primary-expression before
> '>' token
> QuantLib/quantlib_wrap.cpp:170232: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp:170240: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170240: error: expected `)' before 'const'
> QuantLib/quantlib_wrap.cpp:170240: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_McHimalaya_valueWithSamples(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:170310: error: 'McHimalaya' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:170310: error: 'arg1' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170310: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170310: error: expected `;' before numeric constant
> QuantLib/quantlib_wrap.cpp:170325: error: expected type-specifier before
> 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170325: error: expected `>' before 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170325: error: expected `(' before 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170325: error: expected primary-expression before
> '>' token
> QuantLib/quantlib_wrap.cpp:170325: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp:170333: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170333: error: expected `)' before 'const'
> QuantLib/quantlib_wrap.cpp:170333: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_McHimalaya_errorEstimate(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:170351: error: 'McHimalaya' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:170351: error: 'arg1' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170351: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170351: error: expected `;' before numeric constant
> QuantLib/quantlib_wrap.cpp:170362: error: expected type-specifier before
> 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170362: error: expected `>' before 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170362: error: expected `(' before 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170362: error: expected primary-expression before
> '>' token
> QuantLib/quantlib_wrap.cpp:170362: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp:170365: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170365: error: expected `)' before 'const'
> QuantLib/quantlib_wrap.cpp:170365: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_delete_McHimalaya(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:170383: error: 'McHimalaya' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:170383: error: 'arg1' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170383: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170383: error: expected `;' before numeric constant
> QuantLib/quantlib_wrap.cpp:170393: error: expected type-specifier before
> 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170393: error: expected `>' before 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170393: error: expected `(' before 'McHimalaya'
> QuantLib/quantlib_wrap.cpp:170393: error: expected primary-expression before
> '>' token
> QuantLib/quantlib_wrap.cpp:170393: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp:170396: error: type '<type error>' argument given
> to 'delete', expected pointer
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_new_McEverest__SWIG_0(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:170428: error: 'McEverest' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:170428: error: 'result' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170551: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170551: error: expected `;' before 'new'
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_new_McEverest__SWIG_1(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:170578: error: 'McEverest' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:170578: error: 'result' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170693: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170693: error: expected `;' before 'new'
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_McEverest_value__SWIG_0(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:170814: error: 'McEverest' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:170814: error: 'arg1' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170814: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170814: error: expected `;' before numeric constant
> QuantLib/quantlib_wrap.cpp:170833: error: expected type-specifier before
> 'McEverest'
> QuantLib/quantlib_wrap.cpp:170833: error: expected `>' before 'McEverest'
> QuantLib/quantlib_wrap.cpp:170833: error: expected `(' before 'McEverest'
> QuantLib/quantlib_wrap.cpp:170833: error: expected primary-expression before
> '>' token
> QuantLib/quantlib_wrap.cpp:170833: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp:170846: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170846: error: expected `)' before 'const'
> QuantLib/quantlib_wrap.cpp:170846: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_McEverest_value__SWIG_1(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:170864: error: 'McEverest' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:170864: error: 'arg1' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170864: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170864: error: expected `;' before numeric constant
> QuantLib/quantlib_wrap.cpp:170879: error: expected type-specifier before
> 'McEverest'
> QuantLib/quantlib_wrap.cpp:170879: error: expected `>' before 'McEverest'
> QuantLib/quantlib_wrap.cpp:170879: error: expected `(' before 'McEverest'
> QuantLib/quantlib_wrap.cpp:170879: error: expected primary-expression before
> '>' token
> QuantLib/quantlib_wrap.cpp:170879: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp:170887: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170887: error: expected `)' before 'const'
> QuantLib/quantlib_wrap.cpp:170887: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_McEverest_valueWithSamples(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:170957: error: 'McEverest' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:170957: error: 'arg1' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170957: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170957: error: expected `;' before numeric constant
> QuantLib/quantlib_wrap.cpp:170972: error: expected type-specifier before
> 'McEverest'
> QuantLib/quantlib_wrap.cpp:170972: error: expected `>' before 'McEverest'
> QuantLib/quantlib_wrap.cpp:170972: error: expected `(' before 'McEverest'
> QuantLib/quantlib_wrap.cpp:170972: error: expected primary-expression before
> '>' token
> QuantLib/quantlib_wrap.cpp:170972: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp:170980: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170980: error: expected `)' before 'const'
> QuantLib/quantlib_wrap.cpp:170980: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_McEverest_errorEstimate(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:170998: error: 'McEverest' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:170998: error: 'arg1' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:170998: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:170998: error: expected `;' before numeric constant
> QuantLib/quantlib_wrap.cpp:171009: error: expected type-specifier before
> 'McEverest'
> QuantLib/quantlib_wrap.cpp:171009: error: expected `>' before 'McEverest'
> QuantLib/quantlib_wrap.cpp:171009: error: expected `(' before 'McEverest'
> QuantLib/quantlib_wrap.cpp:171009: error: expected primary-expression before
> '>' token
> QuantLib/quantlib_wrap.cpp:171009: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp:171012: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:171012: error: expected `)' before 'const'
> QuantLib/quantlib_wrap.cpp:171012: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp: In function 'PyObject*
> _wrap_delete_McEverest(PyObject*, PyObject*)':
> QuantLib/quantlib_wrap.cpp:171030: error: 'McEverest' was not declared in
> this scope
> QuantLib/quantlib_wrap.cpp:171030: error: 'arg1' was not declared in this
> scope
> QuantLib/quantlib_wrap.cpp:171030: error: expected primary-expression before
> ')' token
> QuantLib/quantlib_wrap.cpp:171030: error: expected `;' before numeric constant
> QuantLib/quantlib_wrap.cpp:171040: error: expected type-specifier before
> 'McEverest'
> QuantLib/quantlib_wrap.cpp:171040: error: expected `>' before 'McEverest'
> QuantLib/quantlib_wrap.cpp:171040: error: expected `(' before 'McEverest'
> QuantLib/quantlib_wrap.cpp:171040: error: expected primary-expression before
> '>' token
> QuantLib/quantlib_wrap.cpp:171040: error: expected `)' before ';' token
> QuantLib/quantlib_wrap.cpp:171043: error: type '<type error>' argument given
> to 'delete', expected pointer
> /usr/include/boost/shared_ptr.hpp: In constructor
> 'boost::shared_ptr<T>::shared_ptr(Y*) [with Y = int, T =
> QuantLib::OptionletVolatilityStructure]':
> QuantLib/quantlib_wrap.cpp:6371: instantiated from here
> /usr/include/boost/shared_ptr.hpp:149: error: cannot convert 'int*' to
> 'QuantLib::OptionletVolatilityStructure*' in initialization
> error: command 'g++' failed with exit status 1
> make: *** [build-stamp] 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 |
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