错误 C2668：'boost::bind'：对重载函数的调用不明确
Error C2668: 'boost::bind' : ambiguous call to overloaded function
我正在尝试在 VS2013 上以 Release x64 模式构建 Quantlib。
我使用 属性 管理器添加了 Boost 库，然后转到解决方案资源管理器并单击“构建”。
最终输出为：构建：18 次成功，1 次失败。 0 个最新，0 个跳过。
当我双击打开此文件的错误时 (convolvedstudentt.cpp)
Copyright (C) 2014 Jose Aparicio
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/experimental/math/convolvedstudentt.hpp>
#include <ql/errors.hpp>
#include <ql/math/factorial.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <boost/function.hpp>
#if defined(__GNUC__) && (((__GNUC__ == 4) && (__GNUC_MINOR__ >= 8)) || (__GNUC__ > 4))
#pragma GCC diagnostic push
#pragma GCC diagnostic ignored "-Wunused-local-typedefs"
#endif
#include <boost/bind.hpp>
#include <boost/math/distributions/students_t.hpp>
#if defined(__GNUC__) && (((__GNUC__ == 4) && (__GNUC_MINOR__ >= 8)) || (__GNUC__ > 4))
#pragma GCC diagnostic pop
#endif
namespace QuantLib {
CumulativeBehrensFisher::CumulativeBehrensFisher(
const std::vector<Integer>& degreesFreedom,
const std::vector<Real>& factors
)
: degreesFreedom_(degreesFreedom), factors_(factors),
polyConvolved_(std::vector<Real>(1, 1.)), // value to start convolution
a_(0.)
{
QL_REQUIRE(degreesFreedom.size() == factors.size(),
"Incompatible sizes in convolution.");
for(Size i=0; i<degreesFreedom.size(); i++) {
QL_REQUIRE(degreesFreedom[i]%2 != 0,
"Even degree of freedom not allowed");
QL_REQUIRE(degreesFreedom[i] >= 0,
"Negative degree of freedom not allowed");
}
for(Size i=0; i<degreesFreedom_.size(); i++)
polynCharFnc_.push_back(polynCharactT((degreesFreedom[i]-1)/2));
// adjust the polynomial coefficients by the factors in the linear
// combination:
for(Size i=0; i<degreesFreedom_.size(); i++) {
Real multiplier = 1.;
for(Size k=1; k<polynCharFnc_[i].size(); k++) {
multiplier *= std::abs(factors_[i]);
polynCharFnc_[i][k] *= multiplier;
}
}
//convolution, here it is a product of polynomials and exponentials
for(Size i=0; i<polynCharFnc_.size(); i++)
polyConvolved_ =
convolveVectorPolynomials(polyConvolved_, polynCharFnc_[i]);
// trim possible zeros that might have arised:
std::vector<Real>::reverse_iterator it = polyConvolved_.rbegin();
while(it != polyConvolved_.rend()) {
if(*it == 0.) {
polyConvolved_.pop_back();
it = polyConvolved_.rbegin();
}else{
break;
}
}
// cache 'a' value (the exponent)
for(Size i=0; i<degreesFreedom_.size(); i++)
a_ += std::sqrt(static_cast<Real>(degreesFreedom_[i]))
* std::abs(factors_[i]);
a2_ = a_ * a_;
}
Disposable<std::vector<Real> >
CumulativeBehrensFisher::polynCharactT(Natural n) const {
Natural nu = 2 * n +1;
std::vector<Real> low(1,1.), high(1,1.);
high.push_back(std::sqrt(static_cast<Real>(nu)));
if(n==0) return low;
if(n==1) return high;
for(Size k=1; k<n; k++) {
std::vector<Real> recursionFactor(1,0.); // 0 coef
recursionFactor.push_back(0.); // 1 coef
recursionFactor.push_back(nu/((2.*k+1.)*(2.*k-1.))); // 2 coef
std::vector<Real> lowUp =
convolveVectorPolynomials(recursionFactor, low);
//add them up:
for(Size i=0; i<high.size(); i++)
lowUp[i] += high[i];
low = high;
high = lowUp;
}
return high;
}
Disposable<std::vector<Real> >
CumulativeBehrensFisher::convolveVectorPolynomials(
const std::vector<Real>& v1,
const std::vector<Real>& v2) const {
#if defined(QL_EXTRA_SAFETY_CHECKS)
QL_REQUIRE(!v1.empty() && !v2.empty(),
"Incorrect vectors in polynomial.");
#endif
const std::vector<Real>& shorter = v1.size() < v2.size() ? v1 : v2;
const std::vector<Real>& longer = (v1 == shorter) ? v2 : v1;
Size newDegree = v1.size()+v2.size()-2;
std::vector<Real> resultB(newDegree+1, 0.);
for(Size polyOrdr=0; polyOrdr<resultB.size(); polyOrdr++) {
for(Size i=std::max<Integer>(0, polyOrdr-longer.size()+1);
i<=std::min(polyOrdr, shorter.size()-1); i++)
resultB[polyOrdr] += shorter[i]*longer[polyOrdr-i];
}
return resultB;
}
Probability CumulativeBehrensFisher::operator()(const Real x) const {
// 1st & 0th terms with the table integration
Real integral = polyConvolved_[0] * std::atan(x/a_);
Real squared = a2_ + x*x;
Real rootsqr = std::sqrt(squared);
Real atan2xa = std::atan2(-x,a_);
if(polyConvolved_.size()>1)
integral += polyConvolved_[1] * x/squared;
for(Size exponent = 2; exponent <polyConvolved_.size(); exponent++) {
integral -= polyConvolved_[exponent] *
Factorial::get(exponent-1) * std::sin((exponent)*atan2xa)
/std::pow(rootsqr, static_cast<Real>(exponent));
}
return .5 + integral / M_PI;
}
Probability
CumulativeBehrensFisher::density(const Real x) const {
Real squared = a2_ + x*x;
Real integral = polyConvolved_[0] * a_ / squared;
Real rootsqr = std::sqrt(squared);
Real atan2xa = std::atan2(-x,a_);
for(Size exponent=1; exponent <polyConvolved_.size(); exponent++) {
integral += polyConvolved_[exponent] *
Factorial::get(exponent) * std::cos((exponent+1)*atan2xa)
/std::pow(rootsqr, static_cast<Real>(exponent+1) );
}
return integral / M_PI;
}
InverseCumulativeBehrensFisher::InverseCumulativeBehrensFisher(
const std::vector<Integer>& degreesFreedom,
const std::vector<Real>& factors,
Real accuracy)
: normSqr_(std::inner_product(factors.begin(), factors.end(),
factors.begin(), 0.)),
accuracy_(accuracy), distrib_(degreesFreedom, factors) { }
Real InverseCumulativeBehrensFisher::operator()(const Probability q) const {
Probability effectiveq;
Real sign;
// since the distrib is symmetric solve only on the right side:
if(q==0.5) {
return 0.;
}else if(q < 0.5) {
sign = -1.;
effectiveq = 1.-q;
}else{
sign = 1.;
effectiveq = q;
}
Real xMin =
InverseCumulativeNormal::standard_value(effectiveq) * normSqr_;
// inversion will fail at the Brent's bounds-check if this is not enough
// (q is very close to 1.), in a bad combination fails around 1.-1.e-7
Real xMax = 1.e6;
return sign *
Brent().solve(boost::bind(std::bind2nd(std::minus<Real>(),
effectiveq), boost::bind<Real>(
&CumulativeBehrensFisher::operator (),
distrib_, _1)), accuracy_, (xMin+xMax)/2., xMin, xMax);
}
}
错误似乎在倒数第三行。这是突出显示的那个。
effectiveq), boost::bind<Real>(
&CumulativeBehrensFisher::operator (),
distrib_, _1)), accuracy_, (xMin+xMax)/2., xMin, xMax);
当我将鼠标悬停在它上面时，它显示
错误：重载函数 "boost::bind" 的多个实例与参数列表匹配：函数模板 "boost_bi::bind_t " 等。请参阅随附的屏幕截图
我该如何解决这个问题？请帮忙。
这最近在 QuantLib 邮件列表中出现了好几次。简而言之，该代码适用于 Boost 1.57（QuantLib 1.5 发布时的最新版本），但与 Boost 1.58 不兼容。
QuantLib master branch on GitHub 中有针对此问题的修复程序，但尚未发布。如果你想（或不得不）使用 Boost 1.58，你可以从那里查看最新的代码。如果您想改用已发布的 QuantLib 版本，解决方法是降级到 Boost 1.57。
我正在尝试在 VS2013 上以 Release x64 模式构建 Quantlib。
我使用 属性 管理器添加了 Boost 库，然后转到解决方案资源管理器并单击“构建”。
最终输出为：构建：18 次成功，1 次失败。 0 个最新，0 个跳过。
当我双击打开此文件的错误时 (convolvedstudentt.cpp)
Copyright (C) 2014 Jose Aparicio
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/experimental/math/convolvedstudentt.hpp>
#include <ql/errors.hpp>
#include <ql/math/factorial.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <boost/function.hpp>
#if defined(__GNUC__) && (((__GNUC__ == 4) && (__GNUC_MINOR__ >= 8)) || (__GNUC__ > 4))
#pragma GCC diagnostic push
#pragma GCC diagnostic ignored "-Wunused-local-typedefs"
#endif
#include <boost/bind.hpp>
#include <boost/math/distributions/students_t.hpp>
#if defined(__GNUC__) && (((__GNUC__ == 4) && (__GNUC_MINOR__ >= 8)) || (__GNUC__ > 4))
#pragma GCC diagnostic pop
#endif
namespace QuantLib {
CumulativeBehrensFisher::CumulativeBehrensFisher(
const std::vector<Integer>& degreesFreedom,
const std::vector<Real>& factors
)
: degreesFreedom_(degreesFreedom), factors_(factors),
polyConvolved_(std::vector<Real>(1, 1.)), // value to start convolution
a_(0.)
{
QL_REQUIRE(degreesFreedom.size() == factors.size(),
"Incompatible sizes in convolution.");
for(Size i=0; i<degreesFreedom.size(); i++) {
QL_REQUIRE(degreesFreedom[i]%2 != 0,
"Even degree of freedom not allowed");
QL_REQUIRE(degreesFreedom[i] >= 0,
"Negative degree of freedom not allowed");
}
for(Size i=0; i<degreesFreedom_.size(); i++)
polynCharFnc_.push_back(polynCharactT((degreesFreedom[i]-1)/2));
// adjust the polynomial coefficients by the factors in the linear
// combination:
for(Size i=0; i<degreesFreedom_.size(); i++) {
Real multiplier = 1.;
for(Size k=1; k<polynCharFnc_[i].size(); k++) {
multiplier *= std::abs(factors_[i]);
polynCharFnc_[i][k] *= multiplier;
}
}
//convolution, here it is a product of polynomials and exponentials
for(Size i=0; i<polynCharFnc_.size(); i++)
polyConvolved_ =
convolveVectorPolynomials(polyConvolved_, polynCharFnc_[i]);
// trim possible zeros that might have arised:
std::vector<Real>::reverse_iterator it = polyConvolved_.rbegin();
while(it != polyConvolved_.rend()) {
if(*it == 0.) {
polyConvolved_.pop_back();
it = polyConvolved_.rbegin();
}else{
break;
}
}
// cache 'a' value (the exponent)
for(Size i=0; i<degreesFreedom_.size(); i++)
a_ += std::sqrt(static_cast<Real>(degreesFreedom_[i]))
* std::abs(factors_[i]);
a2_ = a_ * a_;
}
Disposable<std::vector<Real> >
CumulativeBehrensFisher::polynCharactT(Natural n) const {
Natural nu = 2 * n +1;
std::vector<Real> low(1,1.), high(1,1.);
high.push_back(std::sqrt(static_cast<Real>(nu)));
if(n==0) return low;
if(n==1) return high;
for(Size k=1; k<n; k++) {
std::vector<Real> recursionFactor(1,0.); // 0 coef
recursionFactor.push_back(0.); // 1 coef
recursionFactor.push_back(nu/((2.*k+1.)*(2.*k-1.))); // 2 coef
std::vector<Real> lowUp =
convolveVectorPolynomials(recursionFactor, low);
//add them up:
for(Size i=0; i<high.size(); i++)
lowUp[i] += high[i];
low = high;
high = lowUp;
}
return high;
}
Disposable<std::vector<Real> >
CumulativeBehrensFisher::convolveVectorPolynomials(
const std::vector<Real>& v1,
const std::vector<Real>& v2) const {
#if defined(QL_EXTRA_SAFETY_CHECKS)
QL_REQUIRE(!v1.empty() && !v2.empty(),
"Incorrect vectors in polynomial.");
#endif
const std::vector<Real>& shorter = v1.size() < v2.size() ? v1 : v2;
const std::vector<Real>& longer = (v1 == shorter) ? v2 : v1;
Size newDegree = v1.size()+v2.size()-2;
std::vector<Real> resultB(newDegree+1, 0.);
for(Size polyOrdr=0; polyOrdr<resultB.size(); polyOrdr++) {
for(Size i=std::max<Integer>(0, polyOrdr-longer.size()+1);
i<=std::min(polyOrdr, shorter.size()-1); i++)
resultB[polyOrdr] += shorter[i]*longer[polyOrdr-i];
}
return resultB;
}
Probability CumulativeBehrensFisher::operator()(const Real x) const {
// 1st & 0th terms with the table integration
Real integral = polyConvolved_[0] * std::atan(x/a_);
Real squared = a2_ + x*x;
Real rootsqr = std::sqrt(squared);
Real atan2xa = std::atan2(-x,a_);
if(polyConvolved_.size()>1)
integral += polyConvolved_[1] * x/squared;
for(Size exponent = 2; exponent <polyConvolved_.size(); exponent++) {
integral -= polyConvolved_[exponent] *
Factorial::get(exponent-1) * std::sin((exponent)*atan2xa)
/std::pow(rootsqr, static_cast<Real>(exponent));
}
return .5 + integral / M_PI;
}
Probability
CumulativeBehrensFisher::density(const Real x) const {
Real squared = a2_ + x*x;
Real integral = polyConvolved_[0] * a_ / squared;
Real rootsqr = std::sqrt(squared);
Real atan2xa = std::atan2(-x,a_);
for(Size exponent=1; exponent <polyConvolved_.size(); exponent++) {
integral += polyConvolved_[exponent] *
Factorial::get(exponent) * std::cos((exponent+1)*atan2xa)
/std::pow(rootsqr, static_cast<Real>(exponent+1) );
}
return integral / M_PI;
}
InverseCumulativeBehrensFisher::InverseCumulativeBehrensFisher(
const std::vector<Integer>& degreesFreedom,
const std::vector<Real>& factors,
Real accuracy)
: normSqr_(std::inner_product(factors.begin(), factors.end(),
factors.begin(), 0.)),
accuracy_(accuracy), distrib_(degreesFreedom, factors) { }
Real InverseCumulativeBehrensFisher::operator()(const Probability q) const {
Probability effectiveq;
Real sign;
// since the distrib is symmetric solve only on the right side:
if(q==0.5) {
return 0.;
}else if(q < 0.5) {
sign = -1.;
effectiveq = 1.-q;
}else{
sign = 1.;
effectiveq = q;
}
Real xMin =
InverseCumulativeNormal::standard_value(effectiveq) * normSqr_;
// inversion will fail at the Brent's bounds-check if this is not enough
// (q is very close to 1.), in a bad combination fails around 1.-1.e-7
Real xMax = 1.e6;
return sign *
Brent().solve(boost::bind(std::bind2nd(std::minus<Real>(),
effectiveq), boost::bind<Real>(
&CumulativeBehrensFisher::operator (),
distrib_, _1)), accuracy_, (xMin+xMax)/2., xMin, xMax);
}
}
错误似乎在倒数第三行。这是突出显示的那个。
effectiveq), boost::bind<Real>(
&CumulativeBehrensFisher::operator (),
distrib_, _1)), accuracy_, (xMin+xMax)/2., xMin, xMax);
当我将鼠标悬停在它上面时，它显示
错误：重载函数 "boost::bind" 的多个实例与参数列表匹配：函数模板 "boost_bi::bind_t " 等。请参阅随附的屏幕截图
我该如何解决这个问题？请帮忙。
这最近在 QuantLib 邮件列表中出现了好几次。简而言之，该代码适用于 Boost 1.57（QuantLib 1.5 发布时的最新版本），但与 Boost 1.58 不兼容。
QuantLib master branch on GitHub 中有针对此问题的修复程序，但尚未发布。如果你想（或不得不）使用 Boost 1.58，你可以从那里查看最新的代码。如果您想改用已发布的 QuantLib 版本，解决方法是降级到 Boost 1.57。