Question

Hi I want to call functions from a C dll to C++/CLI. The C functions are declared extern. I followed this tutorial for linking the dll: http://social.msdn.microsoft.com/Forums/en/Vsexpressvc/thread/84deabaa-ae82-47cc-aac0-592f5a8dfa22
and then in my C++/CLI dll I have the following:

    // testWrapper.h
#pragma once 
using namespace System;
namespace testWrapper { 
    extern "C" int GtoCalcImpliedVolatility2(
           double  premium,
           int     optionType,
               double  underPrice,
           double  strike,
           double  yearsToExpiry,
           double  yearsToPayment,
           double  volGuess,
           double  discountRate,
               double  dividendRate,
           double  growthRate,
           double *impliedVol);
    public ref class MyNamesSplitterClass
    {
    private:
    public:


      int TestSomething()
      {
          double vol;
          int _status = GtoCalcImpliedVolatility2(
                                0.098328, //premium
                                 'P', //optionType
                                 0.950000, //underPrice
                                 1.050000, //strike
                                 0.900000, //yearsToExpiry
                                 0.95, //yearsToPayment
                                 0.01, //volGuess
                                 0.02, //discountRate
                                 0.03, //dividendRate
                                 0.04,//growthRate
                                 &vol);
      }
    };
}

I know that I’m supposed to only give signatures in the .h and then write function code in .cpp but for the sake of testing, I’m writing it in the same place.
These are the errors I get:

Error   3   error LNK1120: 2 unresolved externals   (etc...)

Error   1   error LNK2028: unresolved token (0A000006) "int __cdecl testWrapper::GtoCalcImpliedVolatility2(double,int,double,double,double,double,double,double,double,double,double *)" (?GtoCalcImpliedVolatility2@testWrapper@@$$FYAHNHNNNNNNNNPAN@Z) referenced in function "public: int __clrcall testWrapper::MyNamesSplitterClass::TestSomething(void)" (?TestSomething@MyNamesSplitterClass@testWrapper@@$$FQ$AAMHXZ)   

Error   2   error LNK2019: unresolved external symbol "int __cdecl testWrapper::GtoCalcImpliedVolatility2(double,int,double,double,double,double,double,double,double,double,double *)" (?GtoCalcImpliedVolatility2@testWrapper@@$$FYAHNHNNNNNNNNPAN@Z) referenced in function "public: int __clrcall testWrapper::MyNamesSplitterClass::TestSomething(void)" (?TestSomething@MyNamesSplitterClass@testWrapper@@$$FQ$AAMHXZ)

I have tried looking them up but can’t find much information about them apart from the fact that they are due to bad linking…

UPDATE: Organisation of projects…

So for my c++/cli project I have written a .hpp as follows that includes my 880+ headers:

extern "C" {

#include "accrued.h"
...
#include "gtobf.h" // this contains GtoCalcImpliedVolatility2
...
#include "../includep/zcsmthp.h"

}

the following is gtobf.h:

    #ifndef ALIB_GTOBF_H
    #define ALIB_GTOBF_H

    #include "cgeneral.h"
    #include "optprop.h"                   /* TOptionProperties */
    #include "cmemory.h"                   /* FREE macro */
    #include "rtnewton.h"                  /* TObjectFunc */


    #ifdef __cplusplus
    extern "C"
    {
    #endif

    /*f
     * Calculates volatility implied by the price of a given option.
     */
//#define GTO_EXPORT(type) __declspec(dllexport) type
    GTO_EXPORT(int )  GtoCalcImpliedVolatility2( 
       double  premium,                    /* (I) Option premium */
       int     optionType,                 /* (I) GtoOPTION_PUT/GtoOPTION_CALL */
       double  underPrice,                 /* (I) Underlyer price */
       double  strike,                     /* (I) Strike/exercise price */
       double  yearsToExpiry,              /* (I) Years to option's expiry */
       double  yearsToPayment,             /* (I) Years till option pays off */
       double  volGuess,                   /* (I) Volatility guess (.06 for 6%) */
       double  discountRate,               /* (I) Discount rate (ann. compound) */
       double  dividendRate,               /* (I) Dividend rate (ann. compound) */
       double  growthRate,                 /* (I) Growth rate (ann. compound) */
       double *impliedVol);                /* (O) Implied Volatility */

    //...other functions

    #ifdef __cplusplus
    }
    #endif

    #endif    /* ALIB_GTOBF_H */

Then in my c++/cli wrapper I include my all.hpp that includes all the other headers…
With all this I am still getting the errors.

I am sure that the function is exported because I have used the dll from C# using P/Invoke…

!!!!!!!!!!!!!!! EDIT:

I had not indicated the correct path for the lib… Now I have sorted that out and I am getting a LNK1104 error saying it can’t open my .lib

Answer 1

Solution:

In the C++ project:

• In C/C++ -> General add the directory containing the headers to include
• In Linker -> General Add the directory of the .lib file
• In Linker -> Input -> Additional Dependencies add the name of the .lib file

And finally, in my C++ code, I didn’t need to redefine the C function. The following shows my code:

.cpp:
// This is the main DLL file.

#include "stdafx.h"

#include "FinLib.h"

namespace FinLib {

    void Class1::CalcImpliedVolatility()
      {
          double volat = 0.0;
          int _status = GtoCalcImpliedVolatility2(//defined in all.h(dll)
                                0.098328, //premium
                                 'P', //optionType
                                 0.950000, //underPrice
                                 1.050000, //strike
                                 0.900000, //yearsToExpiry
                                 0.95, //yearsToPayment
                                 0.01, //volGuess
                                 0.02, //discountRate
                                 0.03, //dividendRate
                                 0.04,//growthRate
                                 &volat);
          Console::WriteLine(volat);
      }
}

.h:

// FinLib.h

#pragma once
#include "all.hpp" //this line I will move to stdafx.h after (includes all the headers)
using namespace System;

namespace FinLib {

    public ref class Class1
    {
    public:

      void CalcImpliedVolatility();

    };
}