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

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<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ForwardRate; Interpolator = QuantLib::BackwardFlat; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>; 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_PiecewiseFlatForward__SWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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::YieldTermStructure>; 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<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = QuantLib::LogLinear; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>; 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_PiecewiseLogLinearDiscount__SWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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::YieldTermStructure>; 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<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ForwardRate; Interpolator = QuantLib::Linear; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>; 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_PiecewiseLinearForward__SWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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::YieldTermStructure>; 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<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = QuantLib::Linear; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>; 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_PiecewiseLinearZero__SWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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::YieldTermStructure>; 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<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = QuantLib::Cubic; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>; 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_PiecewiseCubicZero__SWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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::YieldTermStructure>; 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<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = MonotonicLogCubic; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>; 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_PiecewiseLogCubicDiscount__SWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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::YieldTermStructure>; 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<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = SplineCubic; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>; 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_PiecewiseSplineCubicDiscount__SWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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::YieldTermStructure>; 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<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = Kruger; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>; 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_PiecewiseKrugerZero__SWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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::YieldTermStructure>; 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<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::Discount; Interpolator = KrugerLog; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>; 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_PiecewiseKrugerLogDiscount__SWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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::YieldTermStructure>; 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<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, QuantLib::Real, const Interpolator&, const bootstrap_type&) [with Traits = QuantLib::ZeroYield; Interpolator = QuantLib::ConvexMonotone; Bootstrap = QuantLib::IterativeBootstrap; typename Traits::helper = QuantLib::BootstrapHelper<QuantLib::YieldTermStructure>; 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_PiecewiseConvexMonotoneZero__SWIG_6(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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<typename Traits::helper> >&, const QuantLib::DayCounter&, const std::vector<QuantLib::Handle<QuantLib::Quote> >&, const std::vector<QuantLib::Date>&, 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::YieldTermStructure>; 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<QuantLib::DefaultProbabilityTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure> > > >&, 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<typename Traits::helper> >&, 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::DefaultProbabilityTermStructure>; 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_PiecewiseFlatHazardRate__SWIG_4(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure> > > >&, 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<typename Traits::helper> >&, 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::DefaultProbabilityTermStructure>; 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<QuantLib::DefaultProbabilityTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure> > > >&, 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<typename Traits::helper> >&, 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::DefaultProbabilityTermStructure>; 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_PiecewiseFlatHazardRate__SWIG_9(QuantLib::Integer, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::DefaultProbabilityTermStructure> > > >&, 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<typename Traits::helper> >&, 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::DefaultProbabilityTermStructure>; 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<Interpolator1D>::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<QuantLib::YoYCapFloorTermPriceSurface>&, const boost::shared_ptr<QuantExt::YoYInflationCapFloorEngine>&, 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<QuantLib::YoYCapFloorTermPriceSurface>&, const boost::shared_ptr<QuantLib::YoYInflationCapFloorEngine>&, 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<QuantExt::YoYInflationCapFloorEngine>’ to ‘const boost::shared_ptr<QuantLib::YoYInflationCapFloorEngine>&’
OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx: In function ‘PyObject* _wrap_new_FDDividendEuropeanEngineT__SWIG_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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendEuropeanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendEuropeanEngine<CrankNicolson> >(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_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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendEuropeanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendEuropeanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendEuropeanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendEuropeanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendEuropeanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendEuropeanEngine<CrankNicolson> >(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<CrankNicolson> > * >(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<CrankNicolson> > * >(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<CrankNicolson> > * >(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_FDDividendAmericanEngineT__SWIG_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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendAmericanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendAmericanEngine<CrankNicolson> >(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_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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendAmericanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendAmericanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendAmericanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendAmericanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendAmericanEngine<CrankNicolson> >(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<CrankNicolson> > *smartresult = result ? new boost::shared_ptr<  FDDividendAmericanEngine<CrankNicolson> >(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<CrankNicolson> > * >(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<CrankNicolson> > * >(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<CrankNicolson> > * >(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_BondHelper__SWIG_0(PyObject*, Py_ssize_t, PyObject**)’:
OREAnalytics-SWIG/Python/CMakeFiles/_OREAnalytics.dir/oreanalyticsPYTHON_wrap.cxx:414138:121: warning: ‘QuantLib::BondHelper::BondHelper(const QuantLib::Handle<QuantLib::Quote>&, const boost::shared_ptr<QuantLib::Bond>&, 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::Quote>&, QuantLib::Natural, QuantLib::Real, const QuantLib::Schedule&, const std::vector<double>&, 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_boost__shared_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_boost__shared_ptrT_FDDividendEuropeanEngineT_CrankNicolson_t_tTo_p_boost__shared_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_boost__shared_ptrT_FDDividendEuropeanEngineT_CrankNicolson_t_tTo_p_boost__shared_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.





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

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

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