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我在编译我的项目时遇到了一个问题。当我设置这一行时:

boost::shared_ptr mySwap;

我没有问题,但是当我设置这个时:

boost::shared_ptr mySwap(new OvernightVsLiborBasisSwap(OvernightVsLiborBasisSwap::PayerOvernight, 1.0, scheduleOis, indexOis, dayCountOis, 1.0, scheduleLibor, indexLibor, dayCountLibor));

我有以下错误消息

excelFunctions.obj:错误 LNK2019:未解析的外部符号“公共:__thiscall ModLibNY::OvernightVsLiborBasisSwap::OvernightVsLiborBasisSwap(enum ModLibNY::OvernightVsLiborBasisSwap::Type,double,class QuantLib::Schedule const &,class boost::shared_ptr const &,class QuantLib::DayCounter const &,double,class QuantLib::Schedule const &,class boost::shared_ptr const &,class QuantLib::DayCounter const &,double,double,bool,bool,class boost::optional,class boost: :optional)" (??0OvernightVsLiborBasisSwap@ModLibNY@@QAE@W4Type@01@NABVSchedule@QuantLib@@ABV?$shared_ptr@VOvernightIndex@QuantLib@@@boost@@ABVDayCounter@4@N1ABV?$shared_ptr@VIborIndex@QuantLib@ @@6@3NN_N5V?$optional@W4BusinessDayConvention@QuantLib@@@6@6@Z) 在函数 "class xlw::NCMatrix __cdecl getOisLiborSwapCurve(class xlw::CellMatrix const &,class xlw::CellMatrix const &,class xlw::CellMatrix const &,class xlw::CellMatrix const &,double const &)" (?getOisLiborSwapCurve@@YA?AVNCMatrix@xlw@@ABVCellMatrix@2@000ABN @Z) 3>.\Debug\ExplainPnL.xll : 致命错误 LNK1120: 1 unresolved externals

对象 OvernightVsLiborBasisSwap 是我自己制作的静态库 ModLibNY 的一部分,其中包含。我的代码的第一行包含:

#include <ql/quantlib.hpp>
#include <ml/modlibny.hpp>

#include <ml/swaps/overnightvsliborbasisswap.hpp>

using namespace std;
using namespace xlw;
using namespace QuantLib;
using namespace ModLibNY;

非常奇怪的是,当我使用构造函数时出现错误。有关信息,它在 .hpp 文件中声明为

#ifndef overnight_vs_libor_basis_swap_hpp
#define overnight_vs_libor_basis_swap_hpp

#include <ql/quantlib.hpp>

using namespace std;
using namespace QuantLib;

namespace ModLibNY {

class InterestRateIndex;


class OvernightVsLiborBasisSwap : public Swap {
  public:

    enum Type { ReceiverOvernight = -1, PayerOvernight = 1 };

    class arguments;
    class results;
    class engine;

    OvernightVsLiborBasisSwap(
        const OvernightVsLiborBasisSwap::Type type,

        const Real nominal1,
        const Schedule &schedule1,
        const boost::shared_ptr<OvernightIndex> &index1,
        const DayCounter &dayCount1, 

        const Real nominal2,
        const Schedule &schedule2,
        const boost::shared_ptr<IborIndex> &index2,
        const DayCounter &dayCount2,

        const Real spread1 = 0.0,
        const Real spread2 = 0.0, 
        const bool intermediateCapitalExchange = false,
        const bool finalCapitalExchange = false,

        boost::optional<BusinessDayConvention> paymentConvention1 =
            boost::none,
        boost::optional<BusinessDayConvention> paymentConvention2 =
            boost::none);

并在 .cpp 文件中定义:

#include "StdAfx.h"

#include "overnightvsliborbasisswap.hpp"

#include <ql/quantlib.hpp>

using namespace QuantLib;

命名空间 ModLibNY {

OvernightVsLiborBasisSwap::OvernightVsLiborBasisSwap(
        const OvernightVsLiborBasisSwap::Type type,

        const Real nominal1,
        const Schedule &schedule1,
        const boost::shared_ptr<OvernightIndex> &index1,
        const DayCounter &dayCount1, 

        const Real nominal2,
        const Schedule &schedule2,
        const boost::shared_ptr<IborIndex> &index2,
        const DayCounter &dayCount2,

        const Real spread1,
        const Real spread2, 
        const bool intermediateCapitalExchange,
        const bool finalCapitalExchange,

boost::optional<BusinessDayConvention> paymentConvention1,
        boost::optional<BusinessDayConvention> paymentConvention2)

    : Swap(2),
        type_(type),
        nominal1_(std::vector<Real>(schedule1.size() - 1, nominal1)),
        nominal2_(std::vector<Real>(schedule2.size() - 1, nominal2)),
        schedule1_(schedule1),
        schedule2_(schedule2),
        index1_(index1),
        index2_(index2),
        dayCount1_(dayCount1), 
        dayCount2_(dayCount2),
        intermediateCapitalExchange_(intermediateCapitalExchange),
        finalCapitalExchange_(finalCapitalExchange)
{

    init(paymentConvention1, paymentConvention2);
}

...如果有人知道问题的根源,请告诉我!

谢谢

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