Bug#494240: marked as done (rquantlib: FTBFS: curves.cpp:80: error: no matching function for call to 'QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Handle, QuantLib::Period, QuantLib::Integer&, QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, QuantLib::Integer&, QuantLib::DayCounter&)')

[Debian Bug Tracking System]

Your message dated Fri, 15 Aug 2008 21:47:21 +0000
with message-id <[EMAIL PROTECTED]>
and subject line Bug#494240: fixed in rquantlib 0.2.9-1
has caused the Debian Bug report #494240,
regarding rquantlib: FTBFS: curves.cpp:80: error: no matching function for call 
to 'QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Handle<Qua 
ntLib::Quote>, QuantLib::Period, QuantLib::Integer&, QuantLib::Calendar&, 
QuantLib::BusinessDayConvention, bool, QuantLib::Integer&, 
QuantLib::DayCounter&)'
to be marked as done.

This means that you claim that the problem has been dealt with.
If this is not the case it is now your responsibility to reopen the
Bug report if necessary, and/or fix the problem forthwith.

(NB: If you are a system administrator and have no idea what this
message is talking about, this may indicate a serious mail system
misconfiguration somewhere. Please contact [EMAIL PROTECTED]
immediately.)


-- 
494240: http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=494240
Debian Bug Tracking System
Contact [EMAIL PROTECTED] with problems

--- Begin Message ---

Package: rquantlib
Version: 0.2.8-1
Severity: serious
User: [EMAIL PROTECTED]
Usertags: qa-ftbfs-20080807 qa-ftbfs
Justification: FTBFS on i386

Hi,

During a rebuild of all packages in sid, your package failed to build on
i386.

Relevant part:
> g++ -I/usr/share/R/include     -g -O2 -DUSING_QUANTLIB -I/usr/include 
> -I../RcppSrc -fpic  -g0 -c curves.cpp -o curves.o
> curves.cpp: In member function 
> 'boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > 
> ObservableDB::getRateHelper(std::string&, QuantLib::Rate)':
> curves.cpp:80: error: no matching function for call to 
> 'QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Handle<QuantLib::Quote>,
>  QuantLib::Period, QuantLib::Integer&, QuantLib::Calendar&, 
> QuantLib::BusinessDayConvention, bool, QuantLib::Integer&, 
> QuantLib::DayCounter&)'
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:121: note: candidates 
> are: QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Rate, const 
> boost::shared_ptr<QuantLib::IborIndex>&)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:119: note:               
>   QuantLib::DepositRateHelper::DepositRateHelper(const 
> QuantLib::Handle<QuantLib::Quote>&, const 
> boost::shared_ptr<QuantLib::IborIndex>&)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:117: note:               
>   QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Rate, const 
> QuantLib::Period&, QuantLib::Natural, const QuantLib::Calendar&, 
> QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:110: note:               
>   QuantLib::DepositRateHelper::DepositRateHelper(const 
> QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Period&, 
> QuantLib::Natural, const QuantLib::Calendar&, 
> QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:102: note:               
>   QuantLib::DepositRateHelper::DepositRateHelper(const 
> QuantLib::DepositRateHelper&)
> curves.cpp:107: error: no matching function for call to 
> 'QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Handle<QuantLib::Quote>,
>  QuantLib::Date&, QuantLib::Integer&, QuantLib::Calendar&, 
> QuantLib::BusinessDayConvention, QuantLib::DayCounter&)'
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:69: note: candidates 
> are: QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real, const 
> QuantLib::Date&, const boost::shared_ptr<QuantLib::IborIndex>&, 
> QuantLib::Rate)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:65: note:                
>  QuantLib::FuturesRateHelper::FuturesRateHelper(const 
> QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, const 
> boost::shared_ptr<QuantLib::IborIndex>&, const 
> QuantLib::Handle<QuantLib::Quote>&)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:61: note:                
>  QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real, const 
> QuantLib::Date&, QuantLib::Size, const QuantLib::Calendar&, 
> QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&, 
> QuantLib::Rate)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:53: note:                
>  QuantLib::FuturesRateHelper::FuturesRateHelper(const 
> QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, QuantLib::Size, 
> const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const 
> QuantLib::DayCounter&, const QuantLib::Handle<QuantLib::Quote>&)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:44: note:                
>  QuantLib::FuturesRateHelper::FuturesRateHelper(const 
> QuantLib::FuturesRateHelper&)
> curves.cpp:115: error: no matching function for call to 
> 'QuantLib::FraRateHelper::FraRateHelper(QuantLib::Handle<QuantLib::Quote>, 
> int&, int&, QuantLib::Integer&, QuantLib::Calendar&, 
> QuantLib::BusinessDayConvention, bool, QuantLib::Integer&, 
> QuantLib::DayCounter&)'
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:159: note: candidates 
> are: QuantLib::FraRateHelper::FraRateHelper(QuantLib::Rate, 
> QuantLib::Natural, const boost::shared_ptr<QuantLib::IborIndex>&)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:156: note:               
>   QuantLib::FraRateHelper::FraRateHelper(const 
> QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural, const 
> boost::shared_ptr<QuantLib::IborIndex>&)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:153: note:               
>   QuantLib::FraRateHelper::FraRateHelper(QuantLib::Rate, QuantLib::Natural, 
> QuantLib::Natural, QuantLib::Natural, const QuantLib::Calendar&, 
> QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:145: note:               
>   QuantLib::FraRateHelper::FraRateHelper(const 
> QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural, QuantLib::Natural, 
> QuantLib::Natural, const QuantLib::Calendar&, 
> QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)
> /usr/include/ql/termstructures/yield/ratehelpers.hpp:136: note:               
>   QuantLib::FraRateHelper::FraRateHelper(const QuantLib::FraRateHelper&)
> curves.cpp: In function 'boost::shared_ptr<QuantLib::YieldTermStructure> 
> getTermStructure(std::string&, std::string&, const QuantLib::Date&, const 
> std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  >, 
> std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  > > >&, QuantLib::DayCounter&, QuantLib::Real)':
> curves.cpp:134: error: no matching function for call to 
> 'QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::Linear, 
> QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, 
> const 
> std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  >, 
> std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  > > >&, QuantLib::DayCounter&, QuantLib::Real&)'
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: 
> candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, 
> const std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::Discount, Interpolator = QuantLib::Linear, Bootstrap 
> = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note:        
>          QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const 
> std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::Discount, Interpolator = QuantLib::Linear, Bootstrap 
> = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note:        
>          QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::Linear, 
> QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const 
> QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::Linear, 
> QuantLib::IterativeBootstrap>&)
> curves.cpp:141: error: no matching function for call to 
> 'QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::LogLinear, 
> QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, 
> const 
> std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  >, 
> std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  > > >&, QuantLib::DayCounter&, QuantLib::Real&)'
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: 
> candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, 
> const std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::Discount, Interpolator = QuantLib::LogLinear, 
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note:        
>          QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const 
> std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::Discount, Interpolator = QuantLib::LogLinear, 
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note:        
>          QuantLib::PiecewiseYieldCurve<QuantLib::Discount, 
> QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const 
> QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::LogLinear, 
> QuantLib::IterativeBootstrap>&)
> curves.cpp:147: error: 'CubicSpline' was not declared in this scope
> curves.cpp:147: error: template argument 2 is invalid
> curves.cpp:148: error: new initializer expression list treated as compound 
> expression
> curves.cpp:155: error: no matching function for call to 
> 'QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::Linear, 
> QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, 
> const 
> std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  >, 
> std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  > > >&, QuantLib::DayCounter&, QuantLib::Real&)'
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: 
> candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, 
> const std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::Linear, 
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note:        
>          QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const 
> std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::Linear, 
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note:        
>          QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, 
> QuantLib::Linear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const 
> QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::Linear, 
> QuantLib::IterativeBootstrap>&)
> curves.cpp:162: error: no matching function for call to 
> 'QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::LogLinear, 
> QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, 
> const 
> std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  >, 
> std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  > > >&, QuantLib::DayCounter&, QuantLib::Real&)'
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: 
> candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, 
> const std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::LogLinear, 
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note:        
>          QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const 
> std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::LogLinear, 
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note:        
>          QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, 
> QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const 
> QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::LogLinear, 
> QuantLib::IterativeBootstrap>&)
> curves.cpp:168: error: 'CubicSpline' was not declared in this scope
> curves.cpp:168: error: template argument 2 is invalid
> curves.cpp:169: error: new initializer expression list treated as compound 
> expression
> curves.cpp:176: error: no matching function for call to 
> 'QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Linear, 
> QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, 
> const 
> std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  >, 
> std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  > > >&, QuantLib::DayCounter&, QuantLib::Real&)'
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: 
> candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, 
> const std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::Linear, 
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note:        
>          QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const 
> std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::Linear, 
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note:        
>          QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Linear, 
> QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const 
> QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Linear, 
> QuantLib::IterativeBootstrap>&)
> curves.cpp:183: error: no matching function for call to 
> 'QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::LogLinear, 
> QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, 
> const 
> std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  >, 
> std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>
>  > > >&, QuantLib::DayCounter&, QuantLib::Real&)'
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:101: note: 
> candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, 
> const std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::LogLinear, 
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:80: note:        
>          QuantLib::PiecewiseYieldCurve<Traits, Interpolator, 
> Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const 
> std::vector<boost::shared_ptr<typename Traits::helper>, 
> std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const 
> QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote>, 
> std::allocator<QuantLib::Handle<QuantLib::Quote> > >&, const 
> std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >&, 
> QuantLib::Real, const Interpolator&, const 
> Bootstrap<QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap> >&) 
> [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::LogLinear, 
> Bootstrap = QuantLib::IterativeBootstrap]
> /usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp:62: note:        
>          QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, 
> QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const 
> QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::LogLinear, 
> QuantLib::IterativeBootstrap>&)
> curves.cpp:189: error: 'CubicSpline' was not declared in this scope
> curves.cpp:189: error: template argument 2 is invalid
> curves.cpp:190: error: new initializer expression list treated as compound 
> expression
> /usr/include/boost/shared_ptr.hpp: In constructor 
> 'boost::shared_ptr<T>::shared_ptr(Y*) [with Y = int, T = 
> QuantLib::YieldTermStructure]':
> curves.cpp:148:   instantiated from here
> /usr/include/boost/shared_ptr.hpp:149: error: cannot convert 'int*' to 
> 'QuantLib::YieldTermStructure*' in initialization
> make[1]: *** [curves.o] Error 1

The full build log is available from:
   http://people.debian.org/~lucas/logs/2008/08/07

A list of current common problems and possible solutions is available at 
http://wiki.debian.org/qa.debian.org/FTBFS . You're welcome to contribute!

About the archive rebuild: The rebuild was done on about 50 AMD64 nodes
of the Grid'5000 platform, using a clean chroot containing a sid i386
environment.  Internet was not accessible from the build systems.

-- 
| Lucas Nussbaum
| [EMAIL PROTECTED]   http://www.lucas-nussbaum.net/ |
| jabber: [EMAIL PROTECTED]             GPG: 1024D/023B3F4F |

--- End Message ---

--- Begin Message ---

Source: rquantlib
Source-Version: 0.2.9-1

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

r-cran-rquantlib_0.2.9-1_i386.deb
  to pool/main/r/rquantlib/r-cran-rquantlib_0.2.9-1_i386.deb
rquantlib_0.2.9-1.diff.gz
  to pool/main/r/rquantlib/rquantlib_0.2.9-1.diff.gz
rquantlib_0.2.9-1.dsc
  to pool/main/r/rquantlib/rquantlib_0.2.9-1.dsc
rquantlib_0.2.9.orig.tar.gz
  to pool/main/r/rquantlib/rquantlib_0.2.9.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 rquantlib 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 09:41:41 -0500
Source: rquantlib
Binary: r-cran-rquantlib
Architecture: source i386
Version: 0.2.9-1
Distribution: unstable
Urgency: low
Maintainer: Dirk Eddelbuettel <[EMAIL PROTECTED]>
Changed-By: Dirk Eddelbuettel <[EMAIL PROTECTED]>
Description: 
 r-cran-rquantlib - GNU R package interfacing the QuantLib finance library
Closes: 494240
Changes: 
 rquantlib (0.2.9-1) unstable; urgency=low
 .
   * New upstream release 0.2.9 for QuantLib 0.9.6      (Closes: #494240)
 .
   * debian/control: Updated Build-Depends: accordingly to QL 0.9.6
   * debian/control: Updated Build-Depends: to current R version
   * debian/control: Updated Standard-Version: to current version
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r-cran-rquantlib_0.2.9-1_i386.deb

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