Quantlib 1.3 et VS2010Exp

Bonjour,

J'ai installé Boost pour VS2010 à partir des binaires déjà compilés sur Sourceforge (boost_1_54_0-msvc-10.0-32.exe).
J'ai modifié IncludePath et LibraryPath pour permettre l'utilisation de Boost lors de la compilation de Quantlib.

Voilà ce que donne la compilation:

Code:

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1>------ Début de la régénération globale*: Projet*: QuantLib, Configuration*: Release Win32 ------ 1> cpicoupon.cpp 1> cpicouponpricer.cpp 1> dynprogvppintrinsicvalueengine.cpp 1> fdextoujumpvanillaengine.cpp 1> fdklugeextouspreadengine.cpp 1> fdmblackscholesfwdop.cpp 1> fdmextendedornsteinuhlenbeckop.cpp 1> fdmextoujumpop.cpp 1> fdmextoujumpsolver.cpp 1> fdmhestonfwdop.cpp 1> fdmklugeextouop.cpp 1> fdmsquarerootfwdop.cpp 1> fdmvppstartlimitstepcondition.cpp 1> fdmvppstepcondition.cpp 1> fdmvppstepconditionfactory.cpp 1> fdsimpleextoujumpswingengine.cpp 1> fdsimpleextoustorageengine.cpp 1> fdsimpleklugeextouvppengine.cpp 1> glued1dmesher.cpp 1> vanillavppoption.cpp 1> cpicapfloorengines.cpp 1> cpicapfloortermpricesurface.cpp 1> expm.cpp 1> extouwithjumpsprocess.cpp 1> gemanroncoroniprocess.cpp 1> klugeextouprocess.cpp 1> cpibond.cpp 1> cpicapfloor.cpp 1> cpiswap.cpp 1> dividendbarrieroption.cpp 1> vanillaswingoption.cpp 1> bicgstab.cpp 1> sparseilupreconditioner.cpp 1> differentialevolution.cpp 1> sobolbrownianbridgersg.cpp 1> richardsonextrapolation.cpp 1> concentrating1dmesher.cpp 1> exponentialjump1dmesher.cpp 1> fdmblackscholesmesher.cpp 1> fdmblackscholesmultistrikemesher.cpp 1> fdmhestonvariancemesher.cpp 1> fdmmeshercomposite.cpp 1> fdmsimpleprocess1dmesher.cpp 1> uniformgridmesher.cpp 1> fdm2dblackscholesop.cpp 1> fdmbatesop.cpp 1> fdmblackscholesop.cpp 1> fdmg2op.cpp 1> fdmhestonhullwhiteop.cpp 1> fdmhestonop.cpp 1> fdmhullwhiteop.cpp 1> fdmlinearoplayout.cpp 1> firstderivativeop.cpp 1> ninepointlinearop.cpp 1> secondderivativeop.cpp 1> secondordermixedderivativeop.cpp 1> triplebandlinearop.cpp 1> craigsneydscheme.cpp 1> douglasscheme.cpp 1> expliciteulerscheme.cpp 1> hundsdorferscheme.cpp 1> impliciteulerscheme.cpp 1> modifiedcraigsneydscheme.cpp 1> fdm1dimsolver.cpp 1> fdm2dblackscholessolver.cpp 1> fdm2dimsolver.cpp 1> fdm3dimsolver.cpp 1> fdmbackwardsolver.cpp 1> fdmbatessolver.cpp 1> fdmblackscholessolver.cpp 1> fdmg2solver.cpp 1> fdmhestonhullwhitesolver.cpp 1> fdmhestonsolver.cpp 1> fdmhullwhitesolver.cpp 1> fdmsimple2dbssolver.cpp 1> fdmamericanstepcondition.cpp 1> fdmarithmeticaveragecondition.cpp 1> fdmbermudanstepcondition.cpp 1> fdmsimplestoragecondition.cpp 1> fdmsimpleswingcondition.cpp 1> fdmsnapshotcondition.cpp 1> fdmstepconditioncomposite.cpp 1> fdmaffinemodelswapinnervalue.cpp 1> fdmaffinemodeltermstructure.cpp 1> fdmdirichletboundary.cpp 1> fdmdividendhandler.cpp 1> fdmindicesonboundary.cpp 1> fdminnervaluecalculator.cpp 1> fdmquantohelper.cpp 1> fdmtimedepdirichletboundary.cpp 1> brownianbridge.cpp 1> genericlsregression.cpp 1> lsmbasissystem.cpp 1> parametricexercise.cpp 1> boundarycondition.cpp 1> bsmoperator.cpp 1> tridiagonaloperator.cpp 1> binomialtree.cpp 1> trinomialtree.cpp 1> averagebmacoupon.cpp 1> capflooredcoupon.cpp 1> capflooredinflationcoupon.cpp 1> cashflows.cpp 1> cashflowvectors.cpp 1> cmscoupon.cpp 1> conundrumpricer.cpp 1> coupon.cpp 1> couponpricer.cpp 1> digitalcmscoupon.cpp 1> digitalcoupon.cpp 1> digitaliborcoupon.cpp 1> dividend.cpp 1> duration.cpp 1> fixedratecoupon.cpp 1> floatingratecoupon.cpp 1> iborcoupon.cpp 1> indexedcashflow.cpp 1> inflationcoupon.cpp 1> inflationcouponpricer.cpp 1> overnightindexedcoupon.cpp 1> rangeaccrual.cpp 1> replication.cpp 1> simplecashflow.cpp 1> timebasket.cpp 1> yoyinflationcoupon.cpp 1> bmaindex.cpp 1> iborindex.cpp 1> indexmanager.cpp 1> inflationindex.cpp 1> interestrateindex.cpp 1> region.cpp 1> swapindex.cpp 1> eonia.cpp 1> euribor.cpp 1> eurlibor.cpp 1> libor.cpp 1> sonia.cpp 1> chfliborswap.cpp 1> euriborswap.cpp 1> eurliborswap.cpp 1> gbpliborswap.cpp 1> jpyliborswap.cpp 1> usdliborswap.cpp 1> asianoption.cpp 1> assetswap.cpp 1> averagetype.cpp 1> barrieroption.cpp 1> barriertype.cpp 1> basketoption.cpp 1> bmaswap.cpp 1> bond.cpp 1> capfloor.cpp 1> claim.cpp 1> cliquetoption.cpp 1> compositeinstrument.cpp 1> creditdefaultswap.cpp 1> dividendvanillaoption.cpp 1> europeanoption.cpp 1> fixedratebondforward.cpp 1> forward.cpp 1> forwardrateagreement.cpp 1> forwardvanillaoption.cpp 1> impliedvolatility.cpp 1> inflationcapfloor.cpp 1> lookbackoption.cpp 1> makecapfloor.cpp 1> makecms.cpp 1> makeois.cpp 1> makeswaption.cpp 1> makevanillaswap.cpp 1> makeyoyinflationcapfloor.cpp 1> multiassetoption.cpp 1> oneassetoption.cpp 1> overnightindexedswap.cpp 1> payoffs.cpp 1> quantobarrieroption.cpp 1> quantoforwardvanillaoption.cpp 1> quantovanillaoption.cpp 1> stickyratchet.cpp 1> stock.cpp 1> swap.cpp 1> swaption.cpp 1> vanillaoption.cpp 1> vanillaswap.cpp 1> varianceswap.cpp 1> yearonyearinflationswap.cpp 1> zerocouponinflationswap.cpp 1> btp.cpp 1> cmsratebond.cpp 1> fixedratebond.cpp 1> floatingratebond.cpp 1> zerocouponbond.cpp 1> bernsteinpolynomial.cpp 1> beta.cpp 1> bspline.cpp 1> errorfunction.cpp 1> factorial.cpp 1> incompletegamma.cpp 1> matrix.cpp 1> primenumbers.cpp 1> quadratic.cpp 1> rounding.cpp 1> sampledcurve.cpp 1> surface.cpp 1> discrepancystatistics.cpp 1> generalstatistics.cpp 1> histogram.cpp 1> incrementalstatistics.cpp 1> bivariatenormaldistribution.cpp 1> chisquaredistribution.cpp 1> gammadistribution.cpp 1> normaldistribution.cpp 1> studenttdistribution.cpp 1> gaussianorthogonalpolynomial.cpp 1> gaussianquadratures.cpp 1> gausslobattointegral.cpp 1> integral.cpp 1> kronrodintegral.cpp 1> segmentintegral.cpp 1> basisincompleteordered.cpp 1> choleskydecomposition.cpp 1> factorreduction.cpp 1> getcovariance.cpp 1> pseudosqrt.cpp 1> qrdecomposition.cpp 1> svd.cpp 1> symmetricschurdecomposition.cpp 1> tapcorrelations.cpp 1> tqreigendecomposition.cpp 1> faurersg.cpp 1> haltonrsg.cpp 1> knuthuniformrng.cpp 1> latticersg.cpp 1> latticerules.cpp 1> lecuyeruniformrng.cpp 1> mt19937uniformrng.cpp 1> seedgenerator.cpp 1> sobolrsg.cpp 1> armijo.cpp 1> bfgs.cpp 1> conjugategradient.cpp 1> constraint.cpp 1> endcriteria.cpp 1> leastsquare.cpp 1> levenbergmarquardt.cpp 1> linesearch.cpp 1> linesearchbasedmethod.cpp 1> lmdif.cpp 1> projectedcostfunction.cpp 1> simplex.cpp 1> spherecylinder.cpp 1> steepestdescent.cpp 1> alimikhailhaqcopula.cpp 1> claytoncopula.cpp 1> farliegumbelmorgensterncopula.cpp 1> frankcopula.cpp 1> galamboscopula.cpp 1> gaussiancopula.cpp 1> gumbelcopula.cpp 1> huslerreisscopula.cpp 1> independentcopula.cpp 1> marshallolkincopula.cpp 1> maxcopula.cpp 1> mincopula.cpp 1> plackettcopula.cpp 1> calibrationhelper.cpp 1> model.cpp 1> accountingengine.cpp 1> curvestate.cpp 1> discounter.cpp 1> evolutiondescription.cpp 1> forwardforwardmappings.cpp 1> historicalratesanalysis.cpp 1> marketmodel.cpp 1> marketmodeldifferences.cpp 1> pathwiseaccountingengine.cpp 1> pathwisediscounter.cpp 1> proxygreekengine.cpp 1> swapforwardmappings.cpp 1> utilities.cpp 1> mtbrowniangenerator.cpp 1> sobolbrowniangenerator.cpp 1> cmswapcurvestate.cpp 1> coterminalswapcurvestate.cpp 1> lmmcurvestate.cpp 1> cmsmmdriftcalculator.cpp 1> lmmdriftcalculator.cpp 1> lmmnormaldriftcalculator.cpp 1> smmdriftcalculator.cpp 1> lognormalcmswapratepc.cpp 1> lognormalcotswapratepc.cpp 1> lognormalfwdrateballand.cpp 1> lognormalfwdrateeuler.cpp 1> lognormalfwdrateeulerconstrained.cpp 1> lognormalfwdrateiballand.cpp 1> lognormalfwdrateipc.cpp 1> lognormalfwdratepc.cpp 1> marketmodelvolprocess.cpp 1> normalfwdratepc.cpp 1> svddfwdratepc.cpp 1> squarerootandersen.cpp 1> abcdvol.cpp 1> alphafinder.cpp 1> alphaformconcrete.cpp 1> capletcoterminalalphacalibration.cpp 1> capletcoterminalmaxhomogeneity.cpp 1> capletcoterminalperiodic.cpp 1> capletcoterminalswaptioncalibration.cpp 1> cotswaptofwdadapter.cpp 1> ctsmmcapletcalibration.cpp 1> flatvol.cpp 1> fwdperiodadapter.cpp 1> fwdtocotswapadapter.cpp 1> piecewiseconstantabcdvariance.cpp 1> piecewiseconstantvariance.cpp 1> pseudorootfacade.cpp 1> volatilityinterpolationspecifier.cpp 1> volatilityinterpolationspecifierabcd.cpp 1> compositeproduct.cpp 1> multiproductcomposite.cpp 1> multiproductmultistep.cpp 1> multiproductonestep.cpp 1> singleproductcomposite.cpp 1> callspecifiedmultiproduct.cpp 1> cashrebate.cpp 1> exerciseadapter.cpp 1> multistepcoinitialswaps.cpp 1> multistepcoterminalswaps.cpp 1> multistepcoterminalswaptions.cpp 1> multistepforwards.cpp 1> multistepinversefloater.cpp 1> multistepnothing.cpp 1> multistepoptionlets.cpp 1> multisteppathwisewrapper.cpp 1> multistepperiodcapletswaptions.cpp 1> multistepratchet.cpp 1> multistepswap.cpp 1> multistepswaption.cpp 1> multisteptarn.cpp 1> onestepcoinitialswaps.cpp 1> onestepcoterminalswaps.cpp 1> onestepforwards.cpp 1> onestepoptionlets.cpp 1> pathwiseproductcallspecified.cpp 1> pathwiseproductcaplet.cpp 1> pathwiseproductcashrebate.cpp 1> pathwiseproductinversefloater.cpp 1> pathwiseproductswap.cpp 1> pathwiseproductswaption.cpp 1> cotswapfromfwdcorrelation.cpp 1> expcorrelations.cpp 1> timehomogeneousforwardcorrelation.cpp 1> bermudanswaptionexercisevalue.cpp 1> collectnodedata.cpp 1> lsstrategy.cpp 1> nothingexercisevalue.cpp 1> parametricexerciseadapter.cpp 1> swapbasissystem.cpp 1> swapforwardbasissystem.cpp 1> swapratetrigger.cpp 1> triggeredswapexercise.cpp 1> upperboundengine.cpp 1> bumpinstrumentjacobian.cpp 1> ratepseudorootjacobian.cpp 1> swaptionpseudojacobian.cpp 1> vegabumpcluster.cpp 1> onefactormodel.cpp 1> twofactormodel.cpp 1> caphelper.cpp 1> swaptionhelper.cpp 1> blackkarasinski.cpp 1> coxingersollross.cpp 1> extendedcoxingersollross.cpp 1> hullwhite.cpp 1> vasicek.cpp 1> g2.cpp 1> constantestimator.cpp 1> garch.cpp 1> batesmodel.cpp 1> gjrgarchmodel.cpp 1> hestonmodel.cpp 1> hestonmodelhelper.cpp 1> piecewisetimedependenthestonmodel.cpp 1> fdblackscholesasianengine.cpp 1> fdblackscholesbarrierengine.cpp 1> fdblackscholesrebateengine.cpp 1> fdhestonbarrierengine.cpp 1> fdhestonrebateengine.cpp 1> fd2dblackscholesvanillaengine.cpp 1> fdg2swaptionengine.cpp 1> fdhullwhiteswaptionengine.cpp 1> analytich1hwengine.cpp 1> fdbatesvanillaengine.cpp 1> fdblackscholesvanillaengine.cpp 1> fdhestonhullwhitevanillaengine.cpp 1> fdhestonvanillaengine.cpp 1> fdsimplebsswingengine.cpp 1> defaulttermstructure.cpp 1> inflationtermstructure.cpp 1> voltermstructure.cpp 1> yieldtermstructure.cpp 1> abcd.cpp 1> abcdcalibration.cpp 1> flatsmilesection.cpp 1> sabr.cpp 1> sabrinterpolatedsmilesection.cpp 1> sabrsmilesection.cpp 1> smilesection.cpp 1> spreadedsmilesection.cpp 1> capfloortermvolatilitystructure.cpp 1> capfloortermvolcurve.cpp 1> capfloortermvolsurface.cpp 1> constantcapfloortermvol.cpp 1> blackvariancecurve.cpp 1> blackvariancesurface.cpp 1> blackvoltermstructure.cpp 1> localvolsurface.cpp 1> localvoltermstructure.cpp 1> constantoptionletvol.cpp 1> optionletstripper.cpp 1> optionletstripper1.cpp 1> optionletstripper2.cpp 1> optionletvolatilitystructure.cpp 1> spreadedoptionletvol.cpp 1> strippedoptionlet.cpp 1> strippedoptionletadapter.cpp 1> cmsmarket.cpp 1> cmsmarketcalibration.cpp 1> spreadedswaptionvol.cpp 1> swaptionconstantvol.cpp 1> swaptionvolcube.cpp 1> swaptionvolcube1.cpp 1> swaptionvolcube2.cpp 1> swaptionvoldiscrete.cpp 1> swaptionvolmatrix.cpp 1> swaptionvolstructure.cpp 1> constantcpivolatility.cpp 1> cpivolatilitystructure.cpp 1> yoyinflationoptionletvolatilitystructure.cpp 1> bondhelpers.cpp 1> fittedbonddiscountcurve.cpp 1> flatforward.cpp 1> forwardstructure.cpp 1> nonlinearfittingmethods.cpp 1> oisratehelper.cpp 1> ratehelpers.cpp 1> zeroyieldstructure.cpp 1> inflationhelpers.cpp 1> seasonality.cpp 1> defaultdensitystructure.cpp 1> defaultprobabilityhelpers.cpp 1> flathazardrate.cpp 1> hazardratestructure.cpp 1> survivalprobabilitystructure.cpp 1> dataformatters.cpp 1> dataparsers.cpp 1> tracing.cpp 1> exchangeratemanager.cpp 1> batesprocess.cpp 1> blackscholesprocess.cpp 1> endeulerdiscretization.cpp 1> eulerdiscretization.cpp 1> forwardmeasureprocess.cpp 1> g2process.cpp 1> geometricbrownianprocess.cpp 1> gjrgarchprocess.cpp 1> hestonprocess.cpp 1> hullwhiteprocess.cpp 1> hybridhestonhullwhiteprocess.cpp 1> jointstochasticprocess.cpp 1> merton76process.cpp 1> ornsteinuhlenbeckprocess.cpp 1> squarerootprocess.cpp 1> stochasticprocessarray.cpp 1> americanpayoffatexpiry.cpp 1> americanpayoffathit.cpp 1> blackcalculator.cpp 1> blackformula.cpp 1> blackscholescalculator.cpp 1> greeks.cpp 1> analytic_cont_geom_av_price.cpp 1> analytic_discr_geom_av_price.cpp 1> analytic_discr_geom_av_strike.cpp 1> mc_discr_arith_av_price.cpp 1> mc_discr_arith_av_strike.cpp 1> mc_discr_geom_av_price.cpp 1> analyticbarrierengine.cpp 1> mcbarrierengine.cpp 1> mcamericanbasketengine.cpp 1> mceuropeanbasketengine.cpp 1> kirkengine.cpp 1> stulzengine.cpp 1> analyticbsmhullwhiteengine.cpp 1> analyticdigitalamericanengine.cpp 1> analyticdividendeuropeanengine.cpp 1> analyticeuropeanengine.cpp 1> analyticgjrgarchengine.cpp 1> analytichestonengine.cpp 1> analytichestonhullwhiteengine.cpp 1> analyticptdhestonengine.cpp 1> baroneadesiwhaleyengine.cpp 1> batesengine.cpp 1> bjerksundstenslandengine.cpp 1> discretizedvanillaoption.cpp 1> fdvanillaengine.cpp 1> integralengine.cpp 1> jumpdiffusionengine.cpp 1> juquadraticengine.cpp 1> mcamericanengine.cpp 1> mcdigitalengine.cpp 1> mchestonhullwhiteengine.cpp 1> analyticcapfloorengine.cpp 1> blackcapfloorengine.cpp 1> discretizedcapfloor.cpp 1> mchullwhiteengine.cpp 1> treecapfloorengine.cpp 1> blackswaptionengine.cpp 1> discretizedswaption.cpp 1> jamshidianswaptionengine.cpp 1> treeswaptionengine.cpp 1> analyticcliquetengine.cpp 1> analyticperformanceengine.cpp 1> mcperformanceengine.cpp 1> analyticcontinuousfixedlookback.cpp 1> analyticcontinuousfloatinglookback.cpp 1> bondfunctions.cpp 1> discountingbondengine.cpp 1> discountingswapengine.cpp 1> discretizedswap.cpp 1> treeswapengine.cpp 1> integralcdsengine.cpp 1> midpointcdsengine.cpp 1> inflationcapfloorengines.cpp 1> eurodollarfuturesquote.cpp 1> forwardswapquote.cpp 1> forwardvaluequote.cpp 1> futuresconvadjustmentquote.cpp 1> impliedstddevquote.cpp 1> lastfixingquote.cpp 1> businessdayconvention.cpp 1> calendar.cpp 1> date.cpp 1> dategenerationrule.cpp 1> ecb.cpp 1> frequency.cpp 1> imm.cpp 1> period.cpp 1> schedule.cpp 1> timeunit.cpp 1> weekday.cpp 1> argentina.cpp 1> australia.cpp 1> bespokecalendar.cpp 1> brazil.cpp 1> canada.cpp 1> china.cpp 1> czechrepublic.cpp 1> denmark.cpp 1> finland.cpp 1> germany.cpp 1> hongkong.cpp 1> hungary.cpp 1> iceland.cpp 1> india.cpp 1> indonesia.cpp 1> italy.cpp 1> japan.cpp 1> jointcalendar.cpp 1> mexico.cpp 1> newzealand.cpp 1> norway.cpp 1> poland.cpp 1> russia.cpp 1> saudiarabia.cpp 1> singapore.cpp 1> slovakia.cpp 1> southafrica.cpp 1> southkorea.cpp 1> sweden.cpp 1> switzerland.cpp 1> taiwan.cpp 1> target.cpp 1> turkey.cpp 1> ukraine.cpp 1> unitedkingdom.cpp 1> unitedstates.cpp 1> weekendsonly.cpp 1> actualactual.cpp 1> business252.cpp 1> simpledaycounter.cpp 1> thirty360.cpp 1> lfmcovarparam.cpp 1> lfmcovarproxy.cpp 1> lfmhullwhiteparam.cpp 1> lfmprocess.cpp 1> lfmswaptionengine.cpp 1> liborforwardmodel.cpp 1> lmcorrmodel.cpp 1> lmexpcorrmodel.cpp 1> lmextlinexpvolmodel.cpp 1> lmfixedvolmodel.cpp 1> lmlinexpcorrmodel.cpp 1> lmlinexpvolmodel.cpp 1> lmvolmodel.cpp 1> abcdatmvolcurve.cpp 1> blackatmvolcurve.cpp 1> blackvolsurface.cpp 1> equityfxvolsurface.cpp 1> extendedblackvariancecurve.cpp 1> extendedblackvariancesurface.cpp 1> interestratevolsurface.cpp 1> sabrvolsurface.cpp 1> volcube.cpp 1> blackcallablebondengine.cpp 1> callablebond.cpp 1> callablebondconstantvol.cpp 1> callablebondvolstructure.cpp 1> discretizedcallablefixedratebond.cpp 1> treecallablebondengine.cpp 1> proxyibor.cpp 1> quantocouponpricer.cpp 1> subperiodcoupons.cpp 1> blackdeltacalculator.cpp 1> deltavolquote.cpp 1> analyticamericanmargrabeengine.cpp 1> analyticeuropeanmargrabeengine.cpp 1> analyticsimplechooserengine.cpp 1> analytictwoassetbarrierengine.cpp 1> analyticwriterextensibleoptionengine.cpp 1> continuousarithmeticasianlevyengine.cpp 1> everestoption.cpp 1> himalayaoption.cpp 1> kirkspreadoptionengine.cpp 1> margrabeoption.cpp 1> mceverestengine.cpp 1> mchimalayaengine.cpp 1> mcpagodaengine.cpp 1> pagodaoption.cpp 1> simplechooseroption.cpp 1> twoassetbarrieroption.cpp 1> writerextensibleoption.cpp 1> basket.cpp 1> blackcdsoptionengine.cpp 1> cdo.cpp 1> cdsoption.cpp 1> defaultevent.cpp 1> defaultprobabilitykey.cpp 1> defaulttype.cpp 1> distribution.cpp 1> issuer.cpp 1> lossdistribution.cpp 1> nthtodefault.cpp 1> onefactorcopula.cpp 1> onefactorgaussiancopula.cpp 1> onefactorstudentcopula.cpp 1> pool.cpp 1> randomdefaultmodel.cpp 1> recoveryratemodel.cpp 1> recoveryratequote.cpp 1> riskyassetswap.cpp 1> riskyassetswapoption.cpp 1> riskybond.cpp 1> syntheticcdo.cpp 1> syntheticcdoengines.cpp 1> adaptedpathpayoff.cpp 1> longstaffschwartzmultipathpricer.cpp 1> mcpathbasketengine.cpp 1> pathmultiassetoption.cpp 1> extendedblackscholesprocess.cpp 1> extendedornsteinuhlenbeckprocess.cpp 1> vegastressedblackscholesprocess.cpp 1> sensitivityanalysis.cpp 1> generalizedhullwhite.cpp 1> generalizedornsteinuhlenbeckprocess.cpp 1> integralhestonvarianceoptionengine.cpp 1> varianceoption.cpp 1> analyticvariancegammaengine.cpp 1> fftengine.cpp 1> fftvanillaengine.cpp 1> fftvariancegammaengine.cpp 1> variancegammamodel.cpp 1> variancegammaprocess.cpp 1> extendedbinomialtree.cpp 1> commodity.cpp 1> commoditycashflow.cpp 1> commoditycurve.cpp 1> commodityindex.cpp 1> commoditypricinghelpers.cpp 1> commoditysettings.cpp 1> commoditytype.cpp 1> commodityunitcost.cpp 1> dateinterval.cpp 1> energybasisswap.cpp 1> energycommodity.cpp 1> energyfuture.cpp 1> energyswap.cpp 1> energyvanillaswap.cpp 1> paymentterm.cpp 1> quantity.cpp 1> unitofmeasure.cpp 1> unitofmeasureconversion.cpp 1> unitofmeasureconversionmanager.cpp 1> amortizingcmsratebond.cpp 1> amortizingfixedratebond.cpp 1> amortizingfloatingratebond.cpp 1> perturbativebarrieroptionengine.cpp 1> convertiblebond.cpp 1> discretizedconvertible.cpp 1> analyticcompoundoptionengine.cpp 1> compoundoption.cpp 1> yoycapfloortermpricesurface.cpp 1> yoyoptionlethelpers.cpp 1> zigguratrng.cpp 1> atmadjustedsmilesection.cpp 1> atmsmilesection.cpp 1> kahalesmilesection.cpp 1> markovfunctional.cpp 1> markovfunctionalcapfloorengine.cpp 1> markovfunctionalswaptionengine.cpp 1> mfstateprocess.cpp 1> smilesectionutils.cpp 1> cashflow.cpp 1> currency.cpp 1> discretizedasset.cpp 1> errors.cpp 1> event.cpp 1> exchangerate.cpp 1> exercise.cpp 1> index.cpp 1> interestrate.cpp 1> money.cpp 1> position.cpp 1> prices.cpp 1> settings.cpp 1> stochasticprocess.cpp 1> termstructure.cpp 1> timegrid.cpp 1> primitivepolynomials.c 1> QuantLib_vc10.vcxproj -> F:\QuantLib-1.3\.\lib\QuantLib-vc100-mt.lib 2>------ Début de la régénération globale*: Projet*: Bonds, Configuration*: Release Win32 ------ 3>------ Début de la régénération globale*: Projet*: CDS, Configuration*: Release Win32 ------ 2> Bonds.cpp 2>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 4>------ Début de la régénération globale*: Projet*: CallableBonds, Configuration*: Release Win32 ------ 4> CallableBonds.cpp 4>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 5>------ Début de la régénération globale*: Projet*: FittedBondCurve, Configuration*: Release Win32 ------ 3> CDS.cpp 3>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 6>------ Début de la régénération globale*: Projet*: DiscreteHedging, Configuration*: Release Win32 ------ 5> FittedBondCurve.cpp 5>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 7>------ Début de la régénération globale*: Projet*: BermudanSwaption, Configuration*: Release Win32 ------ 6> DiscreteHedging.cpp 6>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 7> BermudanSwaption.cpp 7>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 8>------ Début de la régénération globale*: Projet*: Replication, Configuration*: Release Win32 ------ 9>------ Début de la régénération globale*: Projet*: Repo, Configuration*: Release Win32 ------ 8> Replication.cpp 8>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 9> Repo.cpp 9>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 10>------ Début de la régénération globale*: Projet*: FRA, Configuration*: Release Win32 ------ 10> FRA.cpp 10>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 11>------ Début de la régénération globale*: Projet*: ConvertibleBonds, Configuration*: Release Win32 ------ 12>------ Début de la régénération globale*: Projet*: EquityOption, Configuration*: Release Win32 ------ 11> ConvertibleBonds.cpp 11>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 12> EquityOption.cpp 12>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 13>------ Début de la régénération globale*: Projet*: Swap, Configuration*: Release Win32 ------ 14>------ Début de la régénération globale*: Projet*: testsuite, Configuration*: Release Win32 ------ 13> swapvaluation.cpp 13>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 15>------ Début de la régénération globale*: Projet*: MarketModels, Configuration*: Release Win32 ------ 15> MarketModels.cpp 15>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 14> americanoption.cpp 14> array.cpp 14>f:\quantlib-1.3\test-suite\array.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> asianoptions.cpp 14>f:\quantlib-1.3\test-suite\americanoption.hpp(25): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> assetswap.cpp 14>f:\quantlib-1.3\test-suite\asianoptions.hpp(25): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> autocovariances.cpp 14>f:\quantlib-1.3\test-suite\autocovariances.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\assetswap.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> barrieroption.cpp 14> basketoption.cpp 14>f:\quantlib-1.3\test-suite\basketoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> batesmodel.cpp 14>f:\quantlib-1.3\test-suite\barrieroption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> bermudanswaption.cpp 14>f:\quantlib-1.3\test-suite\bermudanswaption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> blackdeltacalculator.cpp 14>f:\quantlib-1.3\test-suite\batesmodel.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> bonds.cpp 14>f:\quantlib-1.3\test-suite\blackdeltacalculator.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> brownianbridge.cpp 14>f:\quantlib-1.3\test-suite\bonds.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\brownianbridge.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> calendars.cpp 14> capfloor.cpp 14>f:\quantlib-1.3\test-suite\capfloor.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> capflooredcoupon.cpp 14>f:\quantlib-1.3\test-suite\calendars.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> cashflows.cpp 14>f:\quantlib-1.3\test-suite\capflooredcoupon.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> cdo.cpp 14>f:\quantlib-1.3\test-suite\cashflows.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> cdsoption.cpp 14>f:\quantlib-1.3\test-suite\cdo.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> chooseroption.cpp 14>f:\quantlib-1.3\test-suite\chooseroption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\cdsoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> cliquetoption.cpp 14> cms.cpp 14>f:\quantlib-1.3\test-suite\cliquetoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> commodityunitofmeasure.cpp 14>f:\quantlib-1.3\test-suite\cms.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> compoundoption.cpp 14>f:\quantlib-1.3\test-suite\compoundoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> convertiblebonds.cpp 14>f:\quantlib-1.3\test-suite\commodityunitofmeasure.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> covariance.cpp 14>f:\quantlib-1.3\test-suite\covariance.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\convertiblebonds.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> creditdefaultswap.cpp 14> curvestates.cpp 14>f:\quantlib-1.3\test-suite\curvestates.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> dates.cpp 14>f:\quantlib-1.3\test-suite\creditdefaultswap.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> daycounters.cpp 14>f:\quantlib-1.3\test-suite\dates.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\daycounters.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> defaultprobabilitycurves.cpp 14> digitalcoupon.cpp 14>f:\quantlib-1.3\test-suite\defaultprobabilitycurves.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> digitaloption.cpp 14>f:\quantlib-1.3\test-suite\digitalcoupon.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> distributions.cpp 14>f:\quantlib-1.3\test-suite\digitaloption.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> dividendoption.cpp 14>f:\quantlib-1.3\test-suite\distributions.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> europeanoption.cpp 14>f:\quantlib-1.3\test-suite\dividendoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> everestoption.cpp 14>f:\quantlib-1.3\test-suite\europeanoption.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> exchangerate.cpp 14>f:\quantlib-1.3\test-suite\everestoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> extendedtrees.cpp 14>f:\quantlib-1.3\test-suite\exchangerate.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> factorial.cpp 14>f:\quantlib-1.3\test-suite\extendedtrees.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> fastfouriertransform.cpp 14>f:\quantlib-1.3\test-suite\factorial.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> fdheston.cpp 14>f:\quantlib-1.3\test-suite\fastfouriertransform.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> fdmlinearop.cpp 14>f:\quantlib-1.3\test-suite\fdmlinearop.hpp(25): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\fdheston.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> forwardoption.cpp 14> garch.cpp 14>f:\quantlib-1.3\test-suite\garch.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\forwardoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> gaussianquadratures.cpp 14> gjrgarchmodel.cpp 14>f:\quantlib-1.3\test-suite\gaussianquadratures.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\gjrgarchmodel.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> hestonmodel.cpp 14> himalayaoption.cpp 14>f:\quantlib-1.3\test-suite\himalayaoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> hybridhestonhullwhiteprocess.cpp 14>f:\quantlib-1.3\test-suite\hestonmodel.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> inflation.cpp 14>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 14> inflationcapfloor.cpp 14>f:\quantlib-1.3\test-suite\inflation.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> inflationcapflooredcoupon.cpp 14>f:\quantlib-1.3\test-suite\inflationcapfloor.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\inflationcapfloor.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> inflationcpibond.cpp 14> inflationcpicapfloor.cpp 14>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 14> inflationcpiswap.cpp 14>f:\quantlib-1.3\test-suite\inflationcpibond.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> inflationvolatility.cpp 14>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\inflationvolatility.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> instruments.cpp 14> integrals.cpp 14>f:\quantlib-1.3\test-suite\instruments.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> interestrates.cpp 14>f:\quantlib-1.3\test-suite\integrals.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\interestrates.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> interpolations.cpp 14> jumpdiffusion.cpp 14>f:\quantlib-1.3\test-suite\jumpdiffusion.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> libormarketmodel.cpp 14>f:\quantlib-1.3\test-suite\interpolations.hpp(25): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> libormarketmodelprocess.cpp 14>f:\quantlib-1.3\test-suite\libormarketmodel.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\libormarketmodelprocess.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> linearleastsquaresregression.cpp 14> lookbackoptions.cpp 14>f:\quantlib-1.3\test-suite\linearleastsquaresregression.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\lookbackoptions.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> lowdiscrepancysequences.cpp 14> margrabeoption.cpp 14>f:\quantlib-1.3\test-suite\lowdiscrepancysequences.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> marketmodel.cpp 14>f:\quantlib-1.3\test-suite\margrabeoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> marketmodel_cms.cpp 14>f:\quantlib-1.3\test-suite\marketmodel_cms.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> marketmodel_smm.cpp 14>f:\quantlib-1.3\test-suite\marketmodel_smm.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 14> marketmodel_smmcapletalphacalibration.cpp 14> marketmodel_smmcapletcalibration.cpp 14>f:\quantlib-1.3\test-suite\marketmodel_smmcapletalphacalibration.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\marketmodel_smmcapletcalibration.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> marketmodel_smmcaplethomocalibration.cpp 14> markovfunctional.cpp 14>f:\quantlib-1.3\test-suite\marketmodel_smmcaplethomocalibration.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> matrices.cpp 14>f:\quantlib-1.3\test-suite\markovfunctional.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> mclongstaffschwartzengine.cpp 14>f:\quantlib-1.3\test-suite\matrices.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> mersennetwister.cpp 14>f:\quantlib-1.3\test-suite\mclongstaffschwartzengine.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> money.cpp 14>f:\quantlib-1.3\test-suite\money.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\mersennetwister.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> nthtodefault.cpp 14> ode.cpp 14>f:\quantlib-1.3\test-suite\ode.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\nthtodefault.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> operators.cpp 14> optimizers.cpp 14>f:\quantlib-1.3\test-suite\operators.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> optionletstripper.cpp 14>f:\quantlib-1.3\test-suite\optimizers.hpp(25): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> overnightindexedswap.cpp 14>f:\quantlib-1.3\test-suite\optionletstripper.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\overnightindexedswap.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> pagodaoption.cpp 14> pathgenerator.cpp 14>f:\quantlib-1.3\test-suite\pagodaoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\pathgenerator.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> period.cpp 14> piecewiseyieldcurve.cpp 14>f:\quantlib-1.3\test-suite\period.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\piecewiseyieldcurve.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> quantooption.cpp 14> quotes.cpp 14>f:\quantlib-1.3\test-suite\quantooption.hpp(25): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\quotes.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> rangeaccrual.cpp 14> riskstats.cpp 14>f:\quantlib-1.3\test-suite\rangeaccrual.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> rngtraits.cpp 14>f:\quantlib-1.3\test-suite\riskstats.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> rounding.cpp 14>f:\quantlib-1.3\test-suite\rngtraits.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> sampledcurve.cpp 14>f:\quantlib-1.3\test-suite\rounding.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> schedule.cpp 14>f:\quantlib-1.3\test-suite\sampledcurve.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> shortratemodels.cpp 14>f:\quantlib-1.3\test-suite\shortratemodels.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\schedule.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> solvers.cpp 14> spreadoption.cpp 14>f:\quantlib-1.3\test-suite\solvers.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> stats.cpp 14>f:\quantlib-1.3\test-suite\spreadoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> surface.cpp 14>f:\quantlib-1.3\test-suite\stats.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\surface.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> swap.cpp 14> swapforwardmappings.cpp 14>f:\quantlib-1.3\test-suite\swapforwardmappings.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\swap.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> swaption.cpp 14> swaptionvolatilitycube.cpp 14>f:\quantlib-1.3\test-suite\swaptionvolatilitycube.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\swaption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> swaptionvolatilitymatrix.cpp 14> swingoption.cpp 14>f:\quantlib-1.3\test-suite\swingoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\swaptionvolatilitymatrix.hpp(24): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> termstructures.cpp 14> timeseries.cpp 14>f:\quantlib-1.3\test-suite\termstructures.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> tqreigendecomposition.cpp 14>f:\quantlib-1.3\test-suite\timeseries.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> tracing.cpp 14>f:\quantlib-1.3\test-suite\tqreigendecomposition.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> transformedgrid.cpp 14>f:\quantlib-1.3\test-suite\tracing.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> twoassetbarrieroption.cpp 14>f:\quantlib-1.3\test-suite\transformedgrid.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> utilities.cpp 14>f:\quantlib-1.3\test-suite\twoassetbarrieroption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> variancegamma.cpp 14>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory 14> varianceoption.cpp 14>f:\quantlib-1.3\test-suite\varianceoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\variancegamma.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> varianceswaps.cpp 14> volatilitymodels.cpp 14>f:\quantlib-1.3\test-suite\varianceswaps.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\volatilitymodels.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> vpp.cpp 14> writerextensibleoption.cpp 14>f:\quantlib-1.3\test-suite\vpp.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14>f:\quantlib-1.3\test-suite\writerextensibleoption.hpp(23): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/test/unit_test.hpp'*: No such file or directory 14> quantlibtestsuite.cpp 14>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory ========== Régénération globale*: 1 a réussi, 14 a échoué, 0 a été ignoré ==========

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Je ne comprends pas les erreurs indiquées puisque Boost est installée et configurée dans VS2010.

Merci pour vos suggestions.

Pas trop dans les temps pour (essayer de) donner un coup de main ....

Tu as le message d'erreur suivant:

Citation:

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2>F:\QuantLib-1.3\ql/qldefines.hpp(37): fatal error C1083: Impossible d'ouvrir le fichier include*: 'boost/config.hpp'*: No such file or directory

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As-tu ajouté boost dans les libs et ou dans les includes de VS?

Ci-dessous une capture d'écran issue de la documentation officielle de QL (http://quantlib.org/install/vc10.shtml)

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