64 bit QuantLib

[Johannes Göttker-Schnetmann]

Hi,

since I am using QuantLib in a 64 bit environment (Visual Studio C++ 2010) I have to add the x64 configuration with each release/update. I have read Luigi's suggestion  to add such a configuration on the quantlib-users mailing list last december.

The trunk still contains only 32 bit compilation for Windows - is someone working on a x64 configuration at the moment? Otherwise I could submit my *.vcproj- and *.sln-files (just straight-forward addition of the x64 build configuration in addition to the existing Win32 configuration).

Related to that: The 64 bit compilation throws a lot of warnings. The bulk of those are caused by assigning QuantLib::Size to QuantLib::Integer. The first ends up as a __int64 on a 64 bit Windows systems, the latter as an int, which is 32 bit. This is a known issue when porting to 64 bit, at least on Windows (http://msdn.microsoft.com/en-us/library/3b2e7499(v=vs.100).aspx). All tests are passed nevertheless.

Changing QL_INTEGER and QL_BIG_INTEGER to 64 bit cures most of the warnings, but causes some new ones when assigning integer types to QuantLib::Real.

Changing QuantLib::Size to a 32 bit type is not a viable alternative because it causes loads of warnings again, mostly from using standard library methods which return std:size_t, not QuantLib::Size.

The third possibility to get rid of the warnings is to use static_casts or dynamic_casts where appropriate. 

What do you think?

Kind regards,

Johannes

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[Luigi Ballabio]

Hi Johannes,
    yes, please contribute your vcproj files and I'll commit them.

Are the warnings still there in the trunk? I thought we removed some
of them, but I might be mistaken.  How many warnings are we talking
about?

Later,
    Luigi


On Tue, Apr 30, 2013 at 5:22 PM, Johannes Göttker-Schnetmann
<[hidden email]> wrote:

> Hi,
>
> since I am using QuantLib in a 64 bit environment (Visual Studio C++ 2010) I
> have to add the x64 configuration with each release/update. I have read
> Luigi's suggestion  to add such a configuration on the quantlib-users
> mailing list last december.
>
> The trunk still contains only 32 bit compilation for Windows - is someone
> working on a x64 configuration at the moment? Otherwise I could submit my
> *.vcproj- and *.sln-files (just straight-forward addition of the x64 build
> configuration in addition to the existing Win32 configuration).
>
> Related to that: The 64 bit compilation throws a lot of warnings. The bulk
> of those are caused by assigning QuantLib::Size to QuantLib::Integer. The
> first ends up as a __int64 on a 64 bit Windows systems, the latter as an
> int, which is 32 bit. This is a known issue when porting to 64 bit, at least
> on Windows
> (http://msdn.microsoft.com/en-us/library/3b2e7499(v=vs.100).aspx). All tests
> are passed nevertheless.
>
> Changing QL_INTEGER and QL_BIG_INTEGER to 64 bit cures most of the warnings,
> but causes some new ones when assigning integer types to QuantLib::Real.
> Changing QuantLib::Size to a 32 bit type is not a viable alternative because
> it causes loads of warnings again, mostly from using standard library
> methods which return std:size_t, not QuantLib::Size.
> The third possibility to get rid of the warnings is to use static_casts or
> dynamic_casts where appropriate.
>
> What do you think?
>
> Kind regards,
> Johannes
>
> ------------------------------------------------------------------------------
> Introducing AppDynamics Lite, a free troubleshooting tool for Java/.NET
> Get 100% visibility into your production application - at no cost.
> Code-level diagnostics for performance bottlenecks with <2% overhead
> Download for free and get started troubleshooting in minutes.
> http://p.sf.net/sfu/appdyn_d2d_ap1
> _______________________________________________
> QuantLib-dev mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

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