tags 494240 + pending
tags 494240 + patch
quit
On 7 August 2008 at 19:42, Lucas Nussbaum wrote:
| 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.
FWIW the patch I just committed is this. We still need to wait for QuantLib
0.9.6 to enter unstable, though, in order to make a new 0.2.9 release.
Dirk
[EMAIL PROTECTED]:~/svn/rquantlib/pkg/src> svn di curves.cpp
Index: curves.cpp
===================================================================
--- curves.cpp (revision 29)
+++ curves.cpp (working copy)
@@ -77,7 +77,7 @@
Handle<Quote>(quote),
n1*units, fixingDays,
calendar, ModifiedFollowing,
- true, fixingDays, depositDayCounter));
+ true, /*fixingDays,*/ depositDayCounter));
return depo;
}
else if(type == RQLSwap) {
@@ -104,6 +104,7 @@
Handle<Quote>(quote),
imm,
futMonths, calendar, ModifiedFollowing,
+ true, // added bool endOfMonth variable
depositDayCounter));
return future;
}
@@ -112,7 +113,7 @@
boost::shared_ptr<RateHelper> FRA(new FraRateHelper(
Handle<Quote>(quote),
n1, n2, fixingDays, calendar, ModifiedFollowing,
- true, fixingDays, depositDayCounter));
+ true, /*fixingDays,*/ depositDayCounter));
return FRA;
}
else {
@@ -126,68 +127,94 @@
(string& interpWhat, string& interpHow, const Date& settlementDate,
const std::vector<boost::shared_ptr<RateHelper> >& curveInput,
DayCounter& dayCounter, Real tolerance) {
-
if(interpWhat.compare("discount") == 0 &&
interpHow.compare("linear") == 0) {
boost::shared_ptr<YieldTermStructure> ts(new
PiecewiseYieldCurve<Discount,Linear>(settlementDate,
- curveInput, dayCounter, tolerance));
+ curveInput, dayCounter,
+ std::vector<Handle<Quote> >(),
+ std::vector<Date>(),
+ tolerance));
return ts;
}
else if(interpWhat.compare("discount") == 0 &&
interpHow.compare("loglinear") == 0) {
boost::shared_ptr<YieldTermStructure> ts(new
PiecewiseYieldCurve<Discount,LogLinear>(settlementDate,
- curveInput, dayCounter, tolerance));
+ curveInput, dayCounter,
+ std::vector<Handle<Quote> >(),
+ std::vector<Date>(),
+ tolerance));
return ts;
}
else if(interpWhat.compare("discount") == 0 &&
interpHow.compare("spline") == 0) {
boost::shared_ptr<YieldTermStructure> ts(new
- PiecewiseYieldCurve<Discount,CubicSpline>(settlementDate,
- curveInput, dayCounter, tolerance));
+ PiecewiseYieldCurve<Discount, Cubic>(settlementDate,
+ curveInput, dayCounter,
+ std::vector<Handle<Quote> >(),
+ std::vector<Date>(),
+ tolerance));
return ts;
}
else if(interpWhat.compare("forward") == 0 &&
interpHow.compare("linear") == 0) {
boost::shared_ptr<YieldTermStructure> ts(new
PiecewiseYieldCurve<ForwardRate,Linear>(settlementDate,
- curveInput, dayCounter, tolerance));
+ curveInput, dayCounter,
+ std::vector<Handle<Quote> >(),
+ std::vector<Date>(),
+ tolerance));
return ts;
}
else if(interpWhat.compare("forward") == 0 &&
interpHow.compare("loglinear") == 0) {
boost::shared_ptr<YieldTermStructure> ts(new
PiecewiseYieldCurve<ForwardRate,LogLinear>(settlementDate,
- curveInput, dayCounter, tolerance));
+ curveInput, dayCounter,
+ std::vector<Handle<Quote> >(),
+ std::vector<Date>(),
+ tolerance));
return ts;
}
else if(interpWhat.compare("forward") == 0 &&
interpHow.compare("spline") == 0) {
boost::shared_ptr<YieldTermStructure> ts(new
- PiecewiseYieldCurve<ForwardRate,CubicSpline>(settlementDate,
- curveInput, dayCounter, tolerance));
+ PiecewiseYieldCurve<ForwardRate,Cubic>(settlementDate,
+ curveInput, dayCounter,
+ std::vector<Handle<Quote> >(),
+ std::vector<Date>(),
+ tolerance));
return ts;
}
else if(interpWhat.compare("zero") == 0 &&
interpHow.compare("linear") == 0) {
boost::shared_ptr<YieldTermStructure> ts(new
PiecewiseYieldCurve<ZeroYield,Linear>(settlementDate,
- curveInput, dayCounter, tolerance));
+ curveInput, dayCounter,
+ std::vector<Handle<Quote> >(),
+ std::vector<Date>(),
+ tolerance));
return ts;
}
else if(interpWhat.compare("zero") == 0 &&
interpHow.compare("loglinear") == 0) {
boost::shared_ptr<YieldTermStructure> ts(new
PiecewiseYieldCurve<ZeroYield,LogLinear>(settlementDate,
- curveInput, dayCounter, tolerance));
+ curveInput, dayCounter,
+ std::vector<Handle<Quote> >(),
+ std::vector<Date>(),
+ tolerance));
return ts;
}
else if(interpWhat.compare("zero") == 0 &&
interpHow.compare("spline") == 0) {
boost::shared_ptr<YieldTermStructure> ts(new
- PiecewiseYieldCurve<ZeroYield,CubicSpline>(settlementDate,
- curveInput, dayCounter, tolerance));
+ PiecewiseYieldCurve<ZeroYield,Cubic>(settlementDate,
+ curveInput, dayCounter,
+ std::vector<Handle<Quote> >(),
+ std::vector<Date>(),
+ tolerance));
return ts;
}
else {
|
| 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 |
|
|
--
Three out of two people have difficulties with fractions.
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