I'm afraid you gave us more credit than we deserved :)
We haven't compiled QuantLib against Boost svn yet. The latest I've tried is Boost 1.53 (the latest released version) in which BOOST_MESSAGE was still available.
Thanks for the heads-up, though. I'll patch the library so that it's ready for next version. As mentioned in the comments, it should be as simple as adding
#if BOOST_VERSION > 105300
#define BOOST_MESSAGE(msg) BOOST_TEST_MESSAGE(msg)
#endif
to test-suite/utilities.hpp.