Not all headers include the pragma that tells the linker to add QuantLib. If you don't want to include the full headers—which is advisable, as they would increase a lot your compilation time—you can add
#include <ql/auto_link.hpp>
to the included headers.
(You could also add the library explicitly to the linker options, but that is a lot more work since you have to specify different library names depending on the configuration. auto_link.hpp
does this for you.)