On 16 January 2024 at 20:35, Lucas Nussbaum wrote:
| Source: quantlib-swig
| Version: 1.32-2
| Severity: serious
| Justification: FTBFS
| Tags: trixie sid ftbfs
| User: lucas@debian.org
| Usertags: ftbfs-20240115 ftbfs-trixie
|
| Hi,
|
| During a rebuild of all packages in sid, your package failed to build
| on amd64.

That is on me. QuantLib 1.33, and with it a new matching QuantLib-SWIG 1.33, are 'imminent'. I decided to help with a build the first RC of 1.33 and accidentally let it slip into unstable rather than experimental.

So I expect this to be taken care of by the normal update steps in the next
few days once 1.33 is actually out.

Thanks, Dirk


| Relevant part (hopefully):
| > g++ -fno-strict-overflow -Wsign-compare -DNDEBUG -g -O2 -Wall -g -fstack-protector-strong -fstack-clash-protection -Wformat -Werror=format-security -fcf-protection -g -fwrapv -O2 -g0 -Wall -Wno-strict-aliasing -DBOOST_NO_AUTO_PTR -fPIC -DNDEBUG -I/
usr/include/python3.12 -I/usr/include -c QuantLib/quantlib_wrap.cpp -o build/temp.linux-x86_64-cpython-312/QuantLib/quantlib_wrap.o -fopenmp -Wno-unused -g0 -Wall -Wno-strict-aliasing -DBOOST_NO_AUTO_PTR
| > QuantLib/quantlib_wrap.cpp: In function ‘MatrixRow Matrix___getitem__(QuantLib::Matrix*, QuantLib::Integer)’:
| > QuantLib/quantlib_wrap.cpp:9733:29: warning: comparison of integer expressions of different signedness: ‘QuantLib::Integer’ {aka ‘int’} and ‘QuantLib::Size’ {aka ‘long unsigned int’} [-Wsign-compare]
| > 9733 | if (i >= 0 && i < self->rows())
| > | ~~^~~~~~~~~~~~~~
| > QuantLib/quantlib_wrap.cpp: In function ‘boost::shared_ptr<QuantLib::FixedRateBond> FixedRateBond_from_interest_rates(QuantLib::Integer, QuantLib::Real, const QuantLib::Schedule&, const std::vector<QuantLib::InterestRate>&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool)’:
| > QuantLib/quantlib_wrap.cpp:15214:73: error: no matching function for call to ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Integer&, QuantLib::Real&, const QuantLib::Schedule&, const std::vector<QuantLib::InterestRate>&, QuantLib::
BusinessDayConvention&, QuantLib::Real&, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention&, bool&)’
| > 15214 | exCouponConvention, exCouponEndOfMonth));
| > | ^
| > In file included from /usr/include/ql/instruments/fixedratebondforward.hpp:29,
| > from /usr/include/ql/instruments/all.hpp:30,
| > from /usr/include/ql/quantlib.hpp:50,
| > from QuantLib/quantlib_wrap.cpp:5888:
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)’
| > 49 | FixedRateBond(Natural settlementDays,
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:52:48: note: no known conversion for argument 4 from ‘const std::vector<QuantLib::InterestRate>’ to ‘const std::vector<double>&’
| > 52 | const std::vector<Rate>& coupons,
| > | ~~~~~~~~~~~~~~~~~~~~~~~~~^~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(const QuantLib::FixedRateBond&)’
| > 46 | class FixedRateBond : public Bond {
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate expects 1 argument, 12 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘boost::shared_ptr<QuantLib::FixedRateBond> FixedRateBond_from_date_info(QuantLib::Integer, const QuantLib::Calendar&, QuantLib::Real, const QuantLib::Date&, const QuantLib::Date&, const QuantLib::Period&,
const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::BusinessDayConvention, QuantLib::BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Date&, QuantLib::DateGeneration::Rule, bool, const QuantLib::Calendar&,
const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool)’:
| > QuantLib/quantlib_wrap.cpp:15224:73: error: no matching function for call to ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Integer&, const QuantLib::Calendar&, QuantLib::Real&, const QuantLib::Date&, const QuantLib::Date&, const QuantLib::
Period&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::BusinessDayConvention&, QuantLib::BusinessDayConvention&, QuantLib::Real&, const QuantLib::Date&, const QuantLib::Date&, QuantLib::DateGeneration::Rule&, bool&, const QuantLib::
Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, const QuantLib::BusinessDayConvention&, bool&)’
| > 15224 | exCouponConvention, exCouponEndOfMonth));
| > | ^
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)’
| > 49 | FixedRateBond(Natural settlementDays,
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate expects 14 arguments, 20 provided
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(const QuantLib::FixedRateBond&)’
| > 46 | class FixedRateBond : public Bond {
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate expects 1 argument, 20 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_SabrSmileSection__SWIG_5(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:191058:175: error: no matching function for call to ‘QuantLib::SabrSmileSection::SabrSmileSection(const QuantLib::Date&, QuantLib::Rate&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::Real&, QuantLib::
VolatilityType&)’
| > 191058 | result = (SabrSmileSection *)new SabrSmileSection((Date const &)*arg1,arg2,(std::vector< Real,std::allocator< Real > > const &)*arg3,(DayCounter const &)*arg4,arg5,arg6);
| > | ^
| > In file included from /usr/include/ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp:39,
| > from /usr/include/ql/experimental/volatility/noarbsabrswaptionvolatilitycube.hpp:29,
| > from /usr/include/ql/experimental/volatility/all.hpp:15,
| > from /usr/include/ql/experimental/all.hpp:29,
| > from /usr/include/ql/quantlib.hpp:48:
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:41:9: note: candidate: ‘QuantLib::SabrSmileSection::SabrSmileSection(const QuantLib::Date&, QuantLib::Rate, const std::vector<double>&, const QuantLib::Date&, const QuantLib::DayCounter&
, QuantLib::Real, QuantLib::VolatilityType)’
| > 41 | SabrSmileSection(const Date& d,
| > | ^~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:44:38: note: no known conversion for argument 4 from ‘const QuantLib::DayCounter’ to ‘const QuantLib::Date&’
| > 44 | const Date& referenceDate = Date(),
| > | ~~~~~~~~~~~~^~~~~~~~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:36:9: note: candidate: ‘QuantLib::SabrSmileSection::SabrSmileSection(QuantLib::Time, QuantLib::Rate, const std::vector<double>&, QuantLib::Real, QuantLib::VolatilityType)’
| > 36 | SabrSmileSection(Time timeToExpiry,
| > | ^~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:36:9: note: candidate expects 5 arguments, 6 provided
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:34:11: note: candidate: ‘QuantLib::SabrSmileSection::SabrSmileSection(const QuantLib::SabrSmileSection&)’
| > 34 | class SabrSmileSection : public SmileSection {
| > | ^~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:34:11: note: candidate expects 1 argument, 6 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_SabrSmileSection__SWIG_6(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:191137:170: error: no matching function for call to ‘QuantLib::SabrSmileSection::SabrSmileSection(const QuantLib::Date&, QuantLib::Rate&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::Real&)’
| > 191137 | result = (SabrSmileSection *)new SabrSmileSection((Date const &)*arg1,arg2,(std::vector< Real,std::allocator< Real > > const &)*arg3,(DayCounter const &)*arg4,arg5);
| > | ^
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:41:9: note: candidate: ‘QuantLib::SabrSmileSection::SabrSmileSection(const QuantLib::Date&, QuantLib::Rate, const std::vector<double>&, const QuantLib::Date&, const QuantLib::DayCounter&
, QuantLib::Real, QuantLib::VolatilityType)’
| > 41 | SabrSmileSection(const Date& d,
| > | ^~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:44:38: note: no known conversion for argument 4 from ‘const QuantLib::DayCounter’ to ‘const QuantLib::Date&’
| > 44 | const Date& referenceDate = Date(),
| > | ~~~~~~~~~~~~^~~~~~~~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:36:9: note: candidate: ‘QuantLib::SabrSmileSection::SabrSmileSection(QuantLib::Time, QuantLib::Rate, const std::vector<double>&, QuantLib::Real, QuantLib::VolatilityType)’
| > 36 | SabrSmileSection(Time timeToExpiry,
| > | ^~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:36:31: note: no known conversion for argument 1 from ‘const QuantLib::Date’ to ‘QuantLib::Time’ {aka ‘double’}
| > 36 | SabrSmileSection(Time timeToExpiry,
| > | ~~~~~^~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:34:11: note: candidate: ‘QuantLib::SabrSmileSection::SabrSmileSection(const QuantLib::SabrSmileSection&)’
| > 34 | class SabrSmileSection : public SmileSection {
| > | ^~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:34:11: note: candidate expects 1 argument, 5 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_SabrSmileSection__SWIG_7(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:191208:165: error: no matching function for call to ‘QuantLib::SabrSmileSection::SabrSmileSection(const QuantLib::Date&, QuantLib::Rate&, const std::vector<double>&, const QuantLib::DayCounter&)’
| > 191208 | result = (SabrSmileSection *)new SabrSmileSection((Date const &)*arg1,arg2,(std::vector< Real,std::allocator< Real > > const &)*arg3,(DayCounter const &)*arg4);
| > | ^
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:41:9: note: candidate: ‘QuantLib::SabrSmileSection::SabrSmileSection(const QuantLib::Date&, QuantLib::Rate, const std::vector<double>&, const QuantLib::Date&, const QuantLib::DayCounter&
, QuantLib::Real, QuantLib::VolatilityType)’
| > 41 | SabrSmileSection(const Date& d,
| > | ^~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:44:38: note: no known conversion for argument 4 from ‘const QuantLib::DayCounter’ to ‘const QuantLib::Date&’
| > 44 | const Date& referenceDate = Date(),
| > | ~~~~~~~~~~~~^~~~~~~~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:36:9: note: candidate: ‘QuantLib::SabrSmileSection::SabrSmileSection(QuantLib::Time, QuantLib::Rate, const std::vector<double>&, QuantLib::Real, QuantLib::VolatilityType)’
| > 36 | SabrSmileSection(Time timeToExpiry,
| > | ^~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:36:31: note: no known conversion for argument 1 from ‘const QuantLib::Date’ to ‘QuantLib::Time’ {aka ‘double’}
| > 36 | SabrSmileSection(Time timeToExpiry,
| > | ~~~~~^~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:34:11: note: candidate: ‘QuantLib::SabrSmileSection::SabrSmileSection(const QuantLib::SabrSmileSection&)’
| > 34 | class SabrSmileSection : public SmileSection {
| > | ^~~~~~~~~~~~~~~~
| > /usr/include/ql/termstructures/volatility/sabrsmilesection.hpp:34:11: note: candidate expects 1 argument, 4 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_OvernightIndexedSwap_fixedRate(PyObject*, PyObject*)’:
| > QuantLib/quantlib_wrap.cpp:392810: note: ‘-Wmisleading-indentation’ is disabled from this point onwards, since column-tracking was disabled due to the size of the code/headers
| > 392810 | if (!args) SWIG_fail;
| > |
| > QuantLib/quantlib_wrap.cpp:392810: note: adding ‘-flarge-source-files’ will allow for more column-tracking support, at the expense of compilation time and memory
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_FixedRateBond__SWIG_9(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:458398: error: no matching function for call to ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Integer&, QuantLib::Real&, const QuantLib::Schedule&, const std::vector<QuantLib::InterestRate>&, QuantLib::
BusinessDayConvention&, QuantLib::Real&, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention&, bool&)’
| > 458398 | result = (FixedRateBond *)new FixedRateBond(arg1,arg2,(Schedule const &)*arg3,(std::vector< InterestRate,std::allocator< InterestRate > > const &)*arg4,arg5,arg6,(Date const &)*arg7,(Calendar const &)*arg8,(Period const &)*arg9,(
Calendar const &)*arg10,arg11,arg12);
| > |
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)’
| > 49 | FixedRateBond(Natural settlementDays,
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:52:48: note: no known conversion for argument 4 from ‘const std::vector<QuantLib::InterestRate>’ to ‘const std::vector<double>&’
| > 52 | const std::vector<Rate>& coupons,
| > | ~~~~~~~~~~~~~~~~~~~~~~~~~^~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(const QuantLib::FixedRateBond&)’
| > 46 | class FixedRateBond : public Bond {
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate expects 1 argument, 12 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_FixedRateBond__SWIG_10(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:458534: error: no matching function for call to ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Integer&, QuantLib::Real&, const QuantLib::Schedule&, const std::vector<QuantLib::InterestRate>&, QuantLib::
BusinessDayConvention&, QuantLib::Real&, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention&)’
| > 458534 | result = (FixedRateBond *)new FixedRateBond(arg1,arg2,(Schedule const &)*arg3,(std::vector< InterestRate,std::allocator< InterestRate > > const &)*arg4,arg5,arg6,(Date const &)*arg7,(Calendar const &)*arg8,(Period const &)*arg9,(
Calendar const &)*arg10,arg11);
| > |
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)’
| > 49 | FixedRateBond(Natural settlementDays,
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:52:48: note: no known conversion for argument 4 from ‘const std::vector<QuantLib::InterestRate>’ to ‘const std::vector<double>&’
| > 52 | const std::vector<Rate>& coupons,
| > | ~~~~~~~~~~~~~~~~~~~~~~~~~^~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(const QuantLib::FixedRateBond&)’
| > 46 | class FixedRateBond : public Bond {
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate expects 1 argument, 11 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_FixedRateBond__SWIG_11(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:458662: error: no matching function for call to ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Integer&, QuantLib::Real&, const QuantLib::Schedule&, const std::vector<QuantLib::InterestRate>&, QuantLib::
BusinessDayConvention&, QuantLib::Real&, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&)’
| > 458662 | result = (FixedRateBond *)new FixedRateBond(arg1,arg2,(Schedule const &)*arg3,(std::vector< InterestRate,std::allocator< InterestRate > > const &)*arg4,arg5,arg6,(Date const &)*arg7,(Calendar const &)*arg8,(Period const &)*arg9,(
Calendar const &)*arg10);
| > |
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)’
| > 49 | FixedRateBond(Natural settlementDays,
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:52:48: note: no known conversion for argument 4 from ‘const std::vector<QuantLib::InterestRate>’ to ‘const std::vector<double>&’
| > 52 | const std::vector<Rate>& coupons,
| > | ~~~~~~~~~~~~~~~~~~~~~~~~~^~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(const QuantLib::FixedRateBond&)’
| > 46 | class FixedRateBond : public Bond {
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate expects 1 argument, 10 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_FixedRateBond__SWIG_12(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:458779: error: no matching function for call to ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Integer&, QuantLib::Real&, const QuantLib::Schedule&, const std::vector<QuantLib::InterestRate>&, QuantLib::
BusinessDayConvention&, QuantLib::Real&, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&)’
| > 458779 | result = (FixedRateBond *)new FixedRateBond(arg1,arg2,(Schedule const &)*arg3,(std::vector< InterestRate,std::allocator< InterestRate > > const &)*arg4,arg5,arg6,(Date const &)*arg7,(Calendar const &)*arg8,(Period const &)*arg9);
| > |
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)’
| > 49 | FixedRateBond(Natural settlementDays,
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:52:48: note: no known conversion for argument 4 from ‘const std::vector<QuantLib::InterestRate>’ to ‘const std::vector<double>&’
| > 52 | const std::vector<Rate>& coupons,
| > | ~~~~~~~~~~~~~~~~~~~~~~~~~^~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(const QuantLib::FixedRateBond&)’
| > 46 | class FixedRateBond : public Bond {
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate expects 1 argument, 9 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_FixedRateBond__SWIG_13(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:458885: error: no matching function for call to ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Integer&, QuantLib::Real&, const QuantLib::Schedule&, const std::vector<QuantLib::InterestRate>&, QuantLib::
BusinessDayConvention&, QuantLib::Real&, const QuantLib::Date&, const QuantLib::Calendar&)’
| > 458885 | result = (FixedRateBond *)new FixedRateBond(arg1,arg2,(Schedule const &)*arg3,(std::vector< InterestRate,std::allocator< InterestRate > > const &)*arg4,arg5,arg6,(Date const &)*arg7,(Calendar const &)*arg8);
| > |
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)’
| > 49 | FixedRateBond(Natural settlementDays,
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:52:48: note: no known conversion for argument 4 from ‘const std::vector<QuantLib::InterestRate>’ to ‘const std::vector<double>&’
| > 52 | const std::vector<Rate>& coupons,
| > | ~~~~~~~~~~~~~~~~~~~~~~~~~^~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(const QuantLib::FixedRateBond&)’
| > 46 | class FixedRateBond : public Bond {
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate expects 1 argument, 8 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_FixedRateBond__SWIG_14(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:458980: error: no matching function for call to ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Integer&, QuantLib::Real&, const QuantLib::Schedule&, const std::vector<QuantLib::InterestRate>&, QuantLib::
BusinessDayConvention&, QuantLib::Real&, const QuantLib::Date&)’
| > 458980 | result = (FixedRateBond *)new FixedRateBond(arg1,arg2,(Schedule const &)*arg3,(std::vector< InterestRate,std::allocator< InterestRate > > const &)*arg4,arg5,arg6,(Date const &)*arg7);
| > |
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)’
| > 49 | FixedRateBond(Natural settlementDays,
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:52:48: note: no known conversion for argument 4 from ‘const std::vector<QuantLib::InterestRate>’ to ‘const std::vector<double>&’
| > 52 | const std::vector<Rate>& coupons,
| > | ~~~~~~~~~~~~~~~~~~~~~~~~~^~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(const QuantLib::FixedRateBond&)’
| > 46 | class FixedRateBond : public Bond {
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate expects 1 argument, 7 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_FixedRateBond__SWIG_15(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:459064: error: no matching function for call to ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Integer&, QuantLib::Real&, const QuantLib::Schedule&, const std::vector<QuantLib::InterestRate>&, QuantLib::
BusinessDayConvention&, QuantLib::Real&)’
| > 459064 | result = (FixedRateBond *)new FixedRateBond(arg1,arg2,(Schedule const &)*arg3,(std::vector< InterestRate,std::allocator< InterestRate > > const &)*arg4,arg5,arg6);
| > |
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)’
| > 49 | FixedRateBond(Natural settlementDays,
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:52:48: note: no known conversion for argument 4 from ‘const std::vector<QuantLib::InterestRate>’ to ‘const std::vector<double>&’
| > 52 | const std::vector<Rate>& coupons,
| > | ~~~~~~~~~~~~~~~~~~~~~~~~~^~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(const QuantLib::FixedRateBond&)’
| > 46 | class FixedRateBond : public Bond {
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate expects 1 argument, 6 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_FixedRateBond__SWIG_16(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:459140: error: no matching function for call to ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Integer&, QuantLib::Real&, const QuantLib::Schedule&, const std::vector<QuantLib::InterestRate>&, QuantLib::
BusinessDayConvention&)’
| > 459140 | result = (FixedRateBond *)new FixedRateBond(arg1,arg2,(Schedule const &)*arg3,(std::vector< InterestRate,std::allocator< InterestRate > > const &)*arg4,arg5);
| > |
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)’
| > 49 | FixedRateBond(Natural settlementDays,
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:52:48: note: no known conversion for argument 4 from ‘const std::vector<QuantLib::InterestRate>’ to ‘const std::vector<double>&’
| > 52 | const std::vector<Rate>& coupons,
| > | ~~~~~~~~~~~~~~~~~~~~~~~~~^~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(const QuantLib::FixedRateBond&)’
| > 46 | class FixedRateBond : public Bond {
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate expects 1 argument, 5 provided
| > QuantLib/quantlib_wrap.cpp: In function ‘PyObject* _wrap_new_FixedRateBond__SWIG_17(PyObject*, Py_ssize_t, PyObject**)’:
| > QuantLib/quantlib_wrap.cpp:459208: error: no matching function for call to ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Integer&, QuantLib::Real&, const QuantLib::Schedule&, const std::vector<QuantLib::InterestRate>&)’
| > 459208 | result = (FixedRateBond *)new FixedRateBond(arg1,arg2,(Schedule const &)*arg3,(std::vector< InterestRate,std::allocator< InterestRate > > const &)*arg4);
| > |
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, const QuantLib::DayCounter&, QuantLib::
BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, const QuantLib::DayCounter&)’
| > 49 | FixedRateBond(Natural settlementDays,
| > | ^~~~~~~~~~~~~
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:49:9: note: candidate expects 14 arguments, 4 provided
| > /usr/include/ql/instruments/bonds/fixedratebond.hpp:46:11: note: candidate: ‘QuantLib::FixedRateBond::FixedRateBond(const QuantLib::FixedRateBond&)’

[continued in next message]

--- SoupGate-Win32 v1.05
* Origin: fsxNet Usenet Gateway (21:1/5)