search

OpenSourceRisk / ORE-SWIG

Other
49 stars 46 forks source link

Can't seem to compile ORE-SWIG in Ubuntu 18.04LTS #11

Open quantgeek opened 4 years ago

quantgeek commented 4 years ago

Keep getting the following for both Java and Python interfaces:

In file included from /home/quantgeek/Documents/FinancialEngineering/OpenSourceRisk/ore/QuantExt/qle/quantext.hpp:256:0, from /home/quantgeek/Documents/FinancialEngineering/OpenSourceRisk/ORE-SWIG/build/OREAnalytics-SWIG/Python/oreanalyticsPYTHON_wrap.cxx:17009: /home/quantgeek/Documents/FinancialEngineering/OpenSourceRisk/ore/QuantExt/qle/termstructures/kinterpolatedyoyoptionletvolatilitysurface.hpp: In member function ‘virtual void QuantExt::KInterpolatedYoYOptionletVolatilitySurface::performCalculations() const’: /home/quantgeek/Documents/FinancialEngineering/OpenSourceRisk/ore/QuantExt/qle/termstructures/kinterpolatedyoyoptionletvolatilitysurface.hpp:118:89: error: no matching function for call to ‘QuantLib::YoYOptionletStripper::initialize(const boost::shared_ptr&, const boost::sharedptr&, QuantLib::Real&)’ yoyOptionletStripper->initialize(capFloorPrices, yoyInflationCouponPricer, slope_); ^ Any idea? Cloned ORE-Engine and ORE-SWIG from Git...