Bug#494218: marked as done (quantlib-swig: FTBFS: QuantLib/quantlib_wrap.cpp:6127: error: 'NaturalCubicSpline' is not a member of 'QuantLib')

Debian Bug Tracking System Sat, 09 Aug 2008 08:18:14 -0700

Your message dated Sat, 09 Aug 2008 15:02:06 +0000
with message-id <[EMAIL PROTECTED]>
and subject line Bug#494218: fixed in quantlib-swig 0.9.6-1
has caused the Debian Bug report #494218,
regarding quantlib-swig: FTBFS: QuantLib/quantlib_wrap.cpp:6127: error: 
'NaturalCubicSpline' is not a member of 'QuantLib'
to be marked as done.


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If this is not the case it is now your responsibility to reopen the
Bug report if necessary, and/or fix the problem forthwith.

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-- 
494218: http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=494218
Debian Bug Tracking System
Contact [EMAIL PROTECTED] with problems

--- Begin Message ---

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 |

--- End Message ---

--- Begin Message ---

Source: quantlib-swig
Source-Version: 0.9.6-1

We believe that the bug you reported is fixed in the latest version of
quantlib-swig, which is due to be installed in the Debian FTP archive:

quantlib-python_0.9.6-1_i386.deb
  to pool/main/q/quantlib-swig/quantlib-python_0.9.6-1_i386.deb
quantlib-ruby_0.9.6-1_i386.deb
  to pool/main/q/quantlib-swig/quantlib-ruby_0.9.6-1_i386.deb
quantlib-swig_0.9.6-1.diff.gz
  to pool/main/q/quantlib-swig/quantlib-swig_0.9.6-1.diff.gz
quantlib-swig_0.9.6-1.dsc
  to pool/main/q/quantlib-swig/quantlib-swig_0.9.6-1.dsc
quantlib-swig_0.9.6.orig.tar.gz
  to pool/main/q/quantlib-swig/quantlib-swig_0.9.6.orig.tar.gz



A summary of the changes between this version and the previous one is
attached.

Thank you for reporting the bug, which will now be closed.  If you
have further comments please address them to [EMAIL PROTECTED],
and the maintainer will reopen the bug report if appropriate.

Debian distribution maintenance software
pp.
Dirk Eddelbuettel <[EMAIL PROTECTED]> (supplier of updated quantlib-swig 
package)

(This message was generated automatically at their request; if you
believe that there is a problem with it please contact the archive
administrators by mailing [EMAIL PROTECTED])


-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1

Format: 1.8
Date: Sat, 09 Aug 2008 09:31:33 -0500
Source: quantlib-swig
Binary: quantlib-python quantlib-ruby
Architecture: source i386
Version: 0.9.6-1
Distribution: unstable
Urgency: low
Maintainer: Dirk Eddelbuettel <[EMAIL PROTECTED]>
Changed-By: Dirk Eddelbuettel <[EMAIL PROTECTED]>
Description: 
 quantlib-python - Python bindings for the Quantlib Quantitative Finance library
 quantlib-ruby - Ruby bindings for the Quantlib Quantitative Finance library
Closes: 494218
Changes: 
 quantlib-swig (0.9.6-1) unstable; urgency=low
 .
   * New upstream release                               (Closes: #494218)
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quantlib-python_0.9.6-1_i386.deb
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quantlib-ruby_0.9.6-1_i386.deb
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quantlib-swig_0.9.6-1.dsc
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quantlib-swig_0.9.6.orig.tar.gz
 694f20f1fda0a15a5268aa653e2a0bc3 8069 interpreters optional 
quantlib-swig_0.9.6-1.diff.gz
 4367c1f5a75caa986de4958a9bdba753 1955502 python optional 
quantlib-python_0.9.6-1_i386.deb
 5632bd04eb5373a938d2471a66e3b7e4 1853964 interpreters optional 
quantlib-ruby_0.9.6-1_i386.deb

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--- End Message ---

Bug#494218: marked as done (quantlib-swig: FTBFS: QuantLib/quantlib_wrap.cpp:6127: error: 'NaturalCubicSpline' is not a member of 'QuantLib')

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