search

OpenSourceRisk / ORE-SWIG

Other
49 stars 46 forks source link

ORE-SWIG Compile error on Centos7 - failed second step building CXX object OREAnalytics #14

Open vannarho-fas opened 3 years ago

vannarho-fas commented 3 years ago

Hi,

I've built ORE-SWIG on my local mac and am moving the project to GCP / Centos7.

Using: Centos7 Cmake 3.8 Swig 4.02 Python3.6.8

Have the following packages installed: build-essential \ python3-dev \ python3-pip \ libhdf5-serial-dev \ software-properties-common \ cmake3 \ git \ ninja-build \ swig \ epel-release \ gcc-c++ \ wget \ libtool \ gcc \ glibc-devel \ pcre-devel \ groupinstall 'Development Tools'

There was no CMakeError .

The console output is:

[xx@risk-compile build]$ cmake3 -G Ninja \

-D ORE=$ORE \ -D BOOST_ROOT=$BOOST \ -D BOOST_LIBRARYDIR=$BOOST_LIBRARYDIR \ -D PYTHON_LIBRARY=$PYTHON_LIBRARY \ -D PYTHON_INCLUDE_DIR=$PYTHON_INCLUDE_DIR \ .. CMake Warning (dev) in CMakeLists.txt: No project() command is present. The top-level CMakeLists.txt file must contain a literal, direct call to the project() command. Add a line of code such as

project(ProjectName)

near the top of the file, but after cmake_minimum_required().

CMake is pretending there is a "project(Project)" command on the first line. This warning is for project developers. Use -Wno-dev to suppress it.

-- The C compiler identification is GNU 4.8.5 -- The CXX compiler identification is GNU 4.8.5 -- Check for working C compiler: /bin/cc -- Check for working C compiler: /bin/cc - works -- Detecting C compiler ABI info -- Detecting C compiler ABI info - done -- Detecting C compile features -- Detecting C compile features - done -- Check for working CXX compiler: /bin/c++ -- Check for working CXX compiler: /bin/c++ - works -- Detecting CXX compiler ABI info -- Detecting CXX compiler ABI info - done -- Detecting CXX compile features -- Detecting CXX compile features - done -- Performing Test supports_D_QL_USE_STD_UNIQUE_PTR -- Performing Test supports_D_QL_USE_STD_UNIQUE_PTR - Success -- Performing Test supportsWall -- Performing Test supportsWall - Success -- Performing Test supportsNonVirtualDtor -- Performing Test supportsNonVirtualDtor - Success -- Performing Test supportsSignCompare -- Performing Test supportsSignCompare - Success -- Performing Test supportsSometimesUninitialized -- Performing Test supportsSometimesUninitialized - Failed -- Performing Test supportsMaybeUninitialized -- Performing Test supportsMaybeUninitialized - Success -- Performing Test supportsNoUnknownPragmas -- Performing Test supportsNoUnknownPragmas - Success -- Performing Test enableAssertionHandler -- Performing Test enableAssertionHandler - Success -- OREAnalytics library name: OREAnalytics[] -- OREData library name: OREData[] -- QuantExt library name: QuantExt[] -- QuantLib library name: QuantLib[] -- Found Boost: /opt/boost/include (found version "1.63.0") found components: serialization date_time regex filesystem system timer -- Found SWIG: /bin/swig (found version "4.0.2") -- Found PythonLibs: /usr/lib64/libpython3.so (found version "3.6.8") CMake Warning (dev) at /usr/share/cmake3/Modules/UseSWIG.cmake:607 (message): Policy CMP0078 is not set: UseSWIG generates standard target names. Run "cmake --help-policy CMP0078" for policy details. Use the cmake_policy command to set the policy and suppress this warning.

Call Stack (most recent call first): OREAnalytics-SWIG/Python/CMakeLists.txt:61 (swig_add_library) This warning is for project developers. Use -Wno-dev to suppress it.

CMake Warning (dev) at /usr/share/cmake3/Modules/UseSWIG.cmake:460 (message): Policy CMP0086 is not set: UseSWIG honors SWIG_MODULE_NAME via -module flag. Run "cmake --help-policy CMP0086" for policy details. Use the cmake_policy command to set the policy and suppress this warning.

Call Stack (most recent call first): /usr/share/cmake3/Modules/UseSWIG.cmake:702 (SWIG_ADD_SOURCE_TO_MODULE) OREAnalytics-SWIG/Python/CMakeLists.txt:61 (swig_add_library) This warning is for project developers. Use -Wno-dev to suppress it.

-- Configuring done -- Generating done -- Build files have been written to: /usr/local/risk_swig/build [xx@risk-compile build]$ ninja [1/3] Swig compile /usr/local/risk_swig/OREAnalytics-SWIG/Python/../SWIG/oreanalytics.i for python Deprecated command line option: -modern. This option is now always on. /usr/local/risk_swig/OREAnalytics-SWIG/Python/../../QuantExt-SWIG/SWIG/qle_averageois.i:81: Warning 314: 'None' is a python keyword, renaming to '_None' [2/3] Building CXX object OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx.o FAILED: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx.o /bin/c++ -DBOOST_ALL_DYN_LINK -DBOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS -DBOOST_TEST_DYN_LINK -DBOOST_UBLAS_NDEBUG -D_OREAnalytics_EXPORTS -I../OREAnalytics-SWIG/Python/../SWIG -I../OREAnalytics-SWIG/Python/../../QuantLib-SWIG/SWIG -I../OREAnalytics-SWIG/Python/../../QuantExt-SWIG/SWIG -I../OREAnalytics-SWIG/Python/../../OREData-SWIG/SWIG -I/usr/local/risk_engine/QuantLib -I/usr/local/risk_engine/QuantExt -I/usr/local/risk_engine/OREData -I/usr/local/risk_engine/OREAnalytics -I/opt/boost/include -I/usr/include/python3.6m -D QL_USE_STD_UNIQUE_PTR -Wall -Wnon-virtual-dtor -Wsign-compare -Wmaybe-uninitialized -Wno-unknown-pragmas -DBOOST_ENABLE_ASSERT_HANDLER -O2 -g -DNDEBUG -fPIC -std=gnu++11 -MD -MT OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx.o -MF OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx.o.d -o OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx.o -c OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:13165:28: warning: ‘QuantLib::Callability::Price’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/instruments/callabilityschedule.hpp:46) [-Wdeprecated-declarations] typedef Callability::Price CallabilityPrice; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseFlatForward new_PiecewiseFlatForward__SWIG_0(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::BackwardFlat&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14549:114: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ForwardRate; Interpolator = QuantLib::BackwardFlat; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::BackwardFlat> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:119) [-Wdeprecated-declarations] accuracy, i, PiecewiseFlatForward::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseFlatForward new_PiecewiseFlatForwardSWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::BackwardFlat&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14554:101: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ForwardRate; Interpolator = QuantLib::BackwardFlat; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::BackwardFlat> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:202) [-Wdeprecated-declarations] PiecewiseFlatForward::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseLogLinearDiscount new_PiecewiseLogLinearDiscount__SWIG_0(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::LogLinear&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14569:120: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = QuantLib::LogLinear; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::LogLinear> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:119) [-Wdeprecated-declarations] accuracy, i, PiecewiseLogLinearDiscount::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseLogLinearDiscount new_PiecewiseLogLinearDiscountSWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::LogLinear&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14574:107: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = QuantLib::LogLinear; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::LogLinear> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:202) [-Wdeprecated-declarations] PiecewiseLogLinearDiscount::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseLinearForward new_PiecewiseLinearForward__SWIG_0(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::Linear&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14589:116: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ForwardRate; Interpolator = QuantLib::Linear; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::Linear> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:119) [-Wdeprecated-declarations] accuracy, i, PiecewiseLinearForward::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseLinearForward new_PiecewiseLinearForwardSWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::Linear&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14594:103: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ForwardRate; Interpolator = QuantLib::Linear; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::Linear> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:202) [-Wdeprecated-declarations] PiecewiseLinearForward::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseLinearZero new_PiecewiseLinearZero__SWIG_0(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::Linear&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14609:113: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = QuantLib::Linear; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Linear> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:119) [-Wdeprecated-declarations] accuracy, i, PiecewiseLinearZero::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseLinearZero new_PiecewiseLinearZeroSWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::Linear&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14614:100: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = QuantLib::Linear; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Linear> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:202) [-Wdeprecated-declarations] PiecewiseLinearZero::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseCubicZero new_PiecewiseCubicZero__SWIG_0(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::Cubic&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14629:112: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = QuantLib::Cubic; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Cubic> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:119) [-Wdeprecated-declarations] accuracy, i, PiecewiseCubicZero::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseCubicZero new_PiecewiseCubicZeroSWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::Cubic&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14634:99: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = QuantLib::Cubic; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Cubic> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:202) [-Wdeprecated-declarations] PiecewiseCubicZero::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseLogCubicDiscount new_PiecewiseLogCubicDiscount__SWIG_0(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const MonotonicLogCubic&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14649:119: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = MonotonicLogCubic; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::Discount, MonotonicLogCubic> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:119) [-Wdeprecated-declarations] accuracy, i, PiecewiseLogCubicDiscount::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseLogCubicDiscount new_PiecewiseLogCubicDiscountSWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const MonotonicLogCubic&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14654:106: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = MonotonicLogCubic; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::Discount, MonotonicLogCubic> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:202) [-Wdeprecated-declarations] PiecewiseLogCubicDiscount::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseSplineCubicDiscount new_PiecewiseSplineCubicDiscount__SWIG_0(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const SplineCubic&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14669:122: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = SplineCubic; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::Discount, SplineCubic> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:119) [-Wdeprecated-declarations] accuracy, i, PiecewiseSplineCubicDiscount::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseSplineCubicDiscount new_PiecewiseSplineCubicDiscountSWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const SplineCubic&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14674:109: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = SplineCubic; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::Discount, SplineCubic> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:202) [-Wdeprecated-declarations] PiecewiseSplineCubicDiscount::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseKrugerZero new_PiecewiseKrugerZero__SWIG_0(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Kruger&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14689:113: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = Kruger; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, Kruger> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:119) [-Wdeprecated-declarations] accuracy, i, PiecewiseKrugerZero::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseKrugerZero new_PiecewiseKrugerZeroSWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Kruger&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14694:100: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = Kruger; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, Kruger> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:202) [-Wdeprecated-declarations] PiecewiseKrugerZero::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseKrugerLogDiscount new_PiecewiseKrugerLogDiscount__SWIG_0(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const KrugerLog&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14709:120: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = KrugerLog; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::Discount, KrugerLog> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:119) [-Wdeprecated-declarations] accuracy, i, PiecewiseKrugerLogDiscount::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseKrugerLogDiscount new_PiecewiseKrugerLogDiscountSWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const KrugerLog&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14714:107: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = KrugerLog; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::Discount, KrugerLog> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:202) [-Wdeprecated-declarations] PiecewiseKrugerLogDiscount::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseConvexMonotoneZero new_PiecewiseConvexMonotoneZero__SWIG_0(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::ConvexMonotone&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14729:121: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = QuantLib::ConvexMonotone; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::ConvexMonotone> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:119) [-Wdeprecated-declarations] accuracy, i, PiecewiseConvexMonotoneZero::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseConvexMonotoneZero new_PiecewiseConvexMonotoneZeroSWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const QuantLib::ConvexMonotone&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14734:108: warning: ‘QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle >&, const std::vector&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = QuantLib::ConvexMonotone; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::ConvexMonotone> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:202) [-Wdeprecated-declarations] PiecewiseConvexMonotoneZero::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseFlatHazardRate new_PiecewiseFlatHazardRate__SWIG_0(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, QuantLib::Real, const QuantLib::BackwardFlat&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14956:104: warning: ‘QuantLib::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>::PiecewiseDefaultCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::HazardRate; Interpolator = QuantLib::BackwardFlat; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseDefaultCurve<QuantLib::HazardRate, QuantLib::BackwardFlat> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/credit/piecewisedefaultcurve.hpp:127) [-Wdeprecated-declarations] PiecewiseFlatHazardRate::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseFlatHazardRate new_PiecewiseFlatHazardRateSWIG_4(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, QuantLib::Real, const QuantLib::BackwardFlat&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14960:117: warning: ‘QuantLib::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>::PiecewiseDefaultCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::HazardRate; Interpolator = QuantLib::BackwardFlat; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseDefaultCurve<QuantLib::HazardRate, QuantLib::BackwardFlat> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/credit/piecewisedefaultcurve.hpp:206) [-Wdeprecated-declarations] accuracy, i, PiecewiseFlatHazardRate::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseFlatHazardRate new_PiecewiseFlatHazardRate__SWIG_8(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14964:120: warning: ‘QuantLib::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>::PiecewiseDefaultCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::HazardRate; Interpolator = QuantLib::BackwardFlat; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseDefaultCurve<QuantLib::HazardRate, QuantLib::BackwardFlat> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/credit/piecewisedefaultcurve.hpp:127) [-Wdeprecated-declarations] BackwardFlat(), PiecewiseFlatHazardRate::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PiecewiseFlatHazardRate new_PiecewiseFlatHazardRateSWIG_9(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper > > >&, const QuantLib::DayCounter&, const IterativeBootstrap&)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:14968:120: warning: ‘QuantLib::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>::PiecewiseDefaultCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::HazardRate; Interpolator = QuantLib::BackwardFlat; Bootstrap = QuantLib::IterativeBootstrap; QuantLib::Natural = unsigned int; typename Traits::helper = QuantLib::BootstrapHelper; QuantLib::Real = double; QuantLib::PiecewiseDefaultCurve<Traits, Interpolator, Bootstrap>::bootstrap_type = QuantLib::IterativeBootstrap<QuantLib::PiecewiseDefaultCurve<QuantLib::HazardRate, QuantLib::BackwardFlat> >]’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/credit/piecewisedefaultcurve.hpp:206) [-Wdeprecated-declarations] BackwardFlat(), PiecewiseFlatHazardRate::bootstrap_type(b.accuracy, b.minValue, b.maxValue)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In member function ‘virtual void FdmStepConditionProxy::applyTo(QuantLib::Array&, QuantLib::Time) const’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:15698:19: warning: unused variable ‘pyResult’ [-Wunused-variable] PyObject pyResult ^ In file included from /usr/local/risk_engine/QuantExt/qle/quantext.hpp:256:0, from OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:16765: /usr/local/risk_engine/QuantExt/qle/termstructures/kinterpolatedyoyoptionletvolatilitysurface.hpp: In member function ‘virtual void QuantExt::KInterpolatedYoYOptionletVolatilitySurface::performCalculations() const’: /usr/local/risk_engine/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_); ^ /usr/local/risk_engine/QuantExt/qle/termstructures/kinterpolatedyoyoptionletvolatilitysurface.hpp:118:89: note: candidate is: In file included from /usr/local/risk_engine/QuantLib/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp:30:0, from /usr/local/risk_engine/QuantLib/ql/experimental/inflation/all.hpp:7, from /usr/local/risk_engine/QuantLib/ql/experimental/all.hpp:18, from /usr/local/risk_engine/QuantLib/ql/quantlib.hpp:46, from OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:5054: /usr/local/risk_engine/QuantLib/ql/experimental/inflation/yoyoptionletstripper.hpp:43:22: note: virtual void QuantLib::YoYOptionletStripper::initialize(const boost::shared_ptr&, const boost::shared_ptr&, QuantLib::Real) const virtual void initialize( ^ /usr/local/risk_engine/QuantLib/ql/experimental/inflation/yoyoptionletstripper.hpp:43:22: note: no known conversion for argument 2 from ‘const boost::shared_ptr’ to ‘const boost::shared_ptr&’ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_new_FDDividendEuropeanEngineTSWIG_0(PyObject*, Py_ssize_t, PyObject*)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294014:25: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendEuropeanEngine > smartresult = result ? new boost::shared_ptr< FDDividendEuropeanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294014:115: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendEuropeanEngine > smartresult = result ? new boost::shared_ptr< FDDividendEuropeanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_new_FDDividendEuropeanEngineTSWIG_1(PyObject*, Py_ssize_t, PyObject)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294035:46: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] FDDividendEuropeanEngine< CrankNicolson > result = 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294064:59: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] result = (FDDividendEuropeanEngine< CrankNicolson > )new FDDividendEuropeanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1,arg2,arg3); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294064:65: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] result = (FDDividendEuropeanEngine< CrankNicolson > )new FDDividendEuropeanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1,arg2,arg3); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294074:25: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendEuropeanEngine > smartresult = result ? new boost::shared_ptr< FDDividendEuropeanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294074:115: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendEuropeanEngine > smartresult = result ? new boost::shared_ptr< FDDividendEuropeanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_new_FDDividendEuropeanEngineT__SWIG_2(PyObject*, Py_ssize_t, PyObject*)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294092:46: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] FDDividendEuropeanEngine< CrankNicolson > result = 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294116:59: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] result = (FDDividendEuropeanEngine< CrankNicolson > )new FDDividendEuropeanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1,arg2); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294116:65: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] result = (FDDividendEuropeanEngine< CrankNicolson > )new FDDividendEuropeanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1,arg2); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294126:25: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendEuropeanEngine > smartresult = result ? new boost::shared_ptr< FDDividendEuropeanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294126:115: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendEuropeanEngine > smartresult = result ? new boost::shared_ptr< FDDividendEuropeanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_new_FDDividendEuropeanEngineT__SWIG_3(PyObject, Py_ssize_t, PyObject)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294141:46: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] FDDividendEuropeanEngine< CrankNicolson > result = 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294160:59: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] result = (FDDividendEuropeanEngine< CrankNicolson > )new FDDividendEuropeanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294160:65: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] result = (FDDividendEuropeanEngine< CrankNicolson > )new FDDividendEuropeanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294170:25: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendEuropeanEngine > smartresult = result ? new boost::shared_ptr< FDDividendEuropeanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294170:115: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendEuropeanEngine > smartresult = result ? new boost::shared_ptr< FDDividendEuropeanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_delete_FDDividendEuropeanEngine(PyObject, PyObject)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294269:46: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] FDDividendEuropeanEngine< CrankNicolson > arg1 = (FDDividendEuropeanEngine< CrankNicolson > ) 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294269:96: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] FDDividendEuropeanEngine< CrankNicolson > arg1 = (FDDividendEuropeanEngine< CrankNicolson > ) 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294272:22: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendEuropeanEngine< CrankNicolson > > tempshared1 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294273:22: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendEuropeanEngine< CrankNicolson > > smartarg1 = 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294285:60: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] tempshared1 = reinterpret_cast< boost::shared_ptr< FDDividendEuropeanEngine > >(argp1); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294286:52: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] delete reinterpret_cast< boost::shared_ptr< FDDividendEuropeanEngine > >(argp1); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294287:68: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] arg1 = const_cast< FDDividendEuropeanEngine< CrankNicolson > >(tempshared1.get()); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294289:57: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] smartarg1 = reinterpret_cast< boost::shared_ptr< FDDividendEuropeanEngine > >(argp1); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294290:68: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] arg1 = const_cast< FDDividendEuropeanEngine< CrankNicolson > >((smartarg1 ? smartarg1->get() : 0)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_new_FDDividendAmericanEngineTSWIG_0(PyObject*, Py_ssize_t, PyObject*)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294377:25: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendAmericanEngine > smartresult = result ? new boost::shared_ptr< FDDividendAmericanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294377:115: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendAmericanEngine > smartresult = result ? new boost::shared_ptr< FDDividendAmericanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_new_FDDividendAmericanEngineTSWIG_1(PyObject*, Py_ssize_t, PyObject)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294398:46: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] FDDividendAmericanEngine< CrankNicolson > result = 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294427:59: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] result = (FDDividendAmericanEngine< CrankNicolson > )new FDDividendAmericanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1,arg2,arg3); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294427:65: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] result = (FDDividendAmericanEngine< CrankNicolson > )new FDDividendAmericanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1,arg2,arg3); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294437:25: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendAmericanEngine > smartresult = result ? new boost::shared_ptr< FDDividendAmericanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294437:115: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendAmericanEngine > smartresult = result ? new boost::shared_ptr< FDDividendAmericanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_new_FDDividendAmericanEngineT__SWIG_2(PyObject*, Py_ssize_t, PyObject*)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294455:46: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] FDDividendAmericanEngine< CrankNicolson > result = 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294479:59: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] result = (FDDividendAmericanEngine< CrankNicolson > )new FDDividendAmericanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1,arg2); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294479:65: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] result = (FDDividendAmericanEngine< CrankNicolson > )new FDDividendAmericanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1,arg2); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294489:25: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendAmericanEngine > smartresult = result ? new boost::shared_ptr< FDDividendAmericanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294489:115: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendAmericanEngine > smartresult = result ? new boost::shared_ptr< FDDividendAmericanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_new_FDDividendAmericanEngineT__SWIG_3(PyObject, Py_ssize_t, PyObject)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294504:46: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] FDDividendAmericanEngine< CrankNicolson > result = 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294523:59: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] result = (FDDividendAmericanEngine< CrankNicolson > )new FDDividendAmericanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294523:65: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] result = (FDDividendAmericanEngine< CrankNicolson > )new FDDividendAmericanEngine< CrankNicolson >((boost::shared_ptr< GeneralizedBlackScholesProcess > const &)arg1); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294533:25: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendAmericanEngine > smartresult = result ? new boost::shared_ptr< FDDividendAmericanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294533:115: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendAmericanEngine > smartresult = result ? new boost::shared_ptr< FDDividendAmericanEngine >(result SWIG_NO_NULL_DELETER_SWIG_POINTER_OWN) : 0; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_delete_FDDividendAmericanEngine(PyObject, PyObject)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294632:46: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] FDDividendAmericanEngine< CrankNicolson > arg1 = (FDDividendAmericanEngine< CrankNicolson > ) 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294632:96: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] FDDividendAmericanEngine< CrankNicolson > arg1 = (FDDividendAmericanEngine< CrankNicolson > ) 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294635:22: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendAmericanEngine< CrankNicolson > > tempshared1 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294636:22: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] boost::shared_ptr< FDDividendAmericanEngine< CrankNicolson > > smartarg1 = 0 ; ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294648:60: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] tempshared1 = reinterpret_cast< boost::shared_ptr< FDDividendAmericanEngine > >(argp1); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294649:52: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] delete reinterpret_cast< boost::shared_ptr< FDDividendAmericanEngine > >(argp1); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294650:68: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] arg1 = const_cast< FDDividendAmericanEngine< CrankNicolson > >(tempshared1.get()); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294652:57: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] smartarg1 = reinterpret_cast< boost::shared_ptr< FDDividendAmericanEngine > >(argp1); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:294653:68: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] arg1 = const_cast< FDDividendAmericanEngine< CrankNicolson > >((smartarg1 ? smartarg1->get() : 0)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_new_BondHelperSWIG_0(PyObject*, Py_ssize_t, PyObject*)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:414138:121: warning: ‘QuantLib::BondHelper::BondHelper(const QuantLib::Handle&, const boost::shared_ptr&, bool)’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/bondhelpers.hpp:56) [-Wdeprecated-declarations] result = (BondHelper )new BondHelper((Handle< Quote > const &)arg1,(boost::shared_ptr< Bond > const &)arg2,arg3); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject _wrap_new_FixedRateBondHelper__SWIG_0(PyObject, Py_ssize_t, PyObject*)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:414516:332: warning: ‘QuantLib::FixedRateBondHelper::FixedRateBondHelper(const QuantLib::Handle&, QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector&, const QuantLib::DayCounter&, QuantLib::BusinessDayConvention, QuantLib::Real, const QuantLib::Date&, const QuantLib::Calendar&, const QuantLib::Period&, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, bool)’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/termstructures/yield/bondhelpers.hpp:110) [-Wdeprecated-declarations] result = (FixedRateBondHelper )new FixedRateBondHelper((Handle< Quote > const &)arg1,arg2,arg3,(Schedule const &)arg4,(std::vector< Rate,std::allocator< Rate > > const &)arg5,(DayCounter const &)arg6,arg7,arg8,(Date const &)arg9,(Calendar const &)arg10,(Period const &)arg11,(Calendar const &)arg12,arg13,arg14,arg15); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘void* _p_boost__shared_ptrT_FDDividendAmericanEngineT_CrankNicolson_t_tTo_p_boostshared_ptrT_Observable_t(void, int)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:677724:78: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] return (void ) new boost::shared_ptr< Observable >((boost::shared_ptr< FDDividendAmericanEngine< CrankNicolson > > )x); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘void _p_boostshared_ptrT_FDDividendEuropeanEngineT_CrankNicolson_t_tTo_p_boostshared_ptrT_Observable_t(void, int)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:677728:78: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] return (void ) new boost::shared_ptr< Observable >((boost::shared_ptr< FDDividendEuropeanEngine< CrankNicolson > > )x); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘void _p_FDDividendEuropeanEngineT_CrankNicolson_tTo_p_PricingEngine(void, int)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:681777:84: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] return (void )((PricingEngine ) ((FDDividendEuropeanEngine< CrankNicolson > ) x)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘void _p_FDDividendAmericanEngineT_CrankNicolson_tTo_p_PricingEngine(void, int)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:681780:84: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] return (void )((PricingEngine ) ((FDDividendAmericanEngine< CrankNicolson > ) x)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘void _p_FDDividendAmericanEngineT_CrankNicolson_tTo_p_Observable(void, int)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:684049:98: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] return (void )((Observable ) (PricingEngine ) ((FDDividendAmericanEngine< CrankNicolson > ) x)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘void _p_FDDividendEuropeanEngineT_CrankNicolson_tTo_p_Observable(void, int)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:684052:98: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] return (void )((Observable ) (PricingEngine ) ((FDDividendEuropeanEngine< CrankNicolson > ) x)); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘void _p_boostshared_ptrT_FDDividendEuropeanEngineT_CrankNicolson_t_tTo_p_boostshared_ptrT_PricingEngine_t(void, int)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:685881:81: warning: ‘FDDividendEuropeanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:37) [-Wdeprecated-declarations] return (void ) new boost::shared_ptr< PricingEngine >((boost::shared_ptr< FDDividendEuropeanEngine< CrankNicolson > > )x); ^ OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘void _p_boost__shared_ptrT_FDDividendAmericanEngineT_CrankNicolson_t_tTo_p_boost__shared_ptrT_PricingEngine_t(void, int)’: OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:685885:81: warning: ‘FDDividendAmericanEngine’ is deprecated (declared at /usr/local/risk_engine/QuantLib/ql/pricingengines/vanilla/fddividendamericanengine.hpp:39) [-Wdeprecated-declarations] return (void ) new boost::shared_ptr< PricingEngine >((boost::shared_ptr< FDDividendAmericanEngine< CrankNicolson > > *)x); ^ ninja: build stopped: subcommand failed.