Compilation failure

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Compilation failure

Boris Dubuisson
Hi,
I'd like to compile QuantLib 0.3.6 on Solaris 5.10.
The compilation failed with gcc 3.4.3 (due to a unmanageable mix of inheritances and templates).
I'd like to know which versions of gcc should i use to build the library.
Thank you for your help..
Boris


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Re: Compilation failure

Simon Ibbotson
Hi Boris,

I've had no problems on my Sun Solaris system. What happens when you run configure (after downloading QuantLib 0.3.6)?

Simon


On Tue, Sep 2, 2008 at 3:39 PM, Boris Dubuisson <[hidden email]> wrote:
Hi,
I'd like to compile QuantLib 0.3.6 on Solaris 5.10.
The compilation failed with gcc 3.4.3 (due to a unmanageable mix of inheritances and templates).
I'd like to know which versions of gcc should i use to build the library.
Thank you for your help..
Boris


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heston calibration

blacksox
Hi all,
 
I have tried since several monthes to calirate a volatility surface with the heston model with VBA. Actually, it is very hardto do it in VBA. I would like to do it with QuantlibXL, but this function is not available in the XL version. Could anyone help me? I would like to have a possibility to do it with datas in excel. It is so important for my final thesis, and I don't have a lot of time..
 
Thank you,
 
Jean etienne



Date: Tue, 2 Sep 2008 15:54:40 +0100
From: [hidden email]
To: [hidden email]
CC: [hidden email]
Subject: Re: [Quantlib-users] Compilation failure


Hi Boris,

I've had no problems on my Sun Solaris system. What happens when you run configure (after downloading QuantLib 0.3.6)?

Simon


On Tue, Sep 2, 2008 at 3:39 PM, Boris Dubuisson <[hidden email]> wrote:
Hi,
I'd like to compile QuantLib 0.3.6 on Solaris 5.10.
The compilation failed with gcc 3.4.3 (due to a unmanageable mix of inheritances and templates).
I'd like to know which versions of gcc should i use to build the library.
Thank you for your help..
Boris


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Re: heston calibration

Sylvain Bertrand
Hi Jean-Etienne,
 
Can you detail the steps for your calibration? It doesn't seem impossible to do with VBA...
 
Thanks
Sylvain

 
On 9/2/08, Jean Etienne GADRET <[hidden email]> wrote:
Hi all,
 
I have tried since several monthes to calirate a volatility surface with the heston model with VBA. Actually, it is very hardto do it in VBA. I would like to do it with QuantlibXL, but this function is not available in the XL version. Could anyone help me? I would like to have a possibility to do it with datas in excel. It is so important for my final thesis, and I don't have a lot of time..
 
Thank you,
 
Jean etienne



Date: Tue, 2 Sep 2008 15:54:40 +0100
From: [hidden email]
To: [hidden email]
CC: [hidden email]
Subject: Re: [Quantlib-users] Compilation failure


Hi Boris,

I've had no problems on my Sun Solaris system. What happens when you run configure (after downloading QuantLib 0.3.6)?

Simon


On Tue, Sep 2, 2008 at 3:39 PM, Boris Dubuisson <[hidden email]> wrote:
Hi,
I'd like to compile QuantLib 0.3.6 on Solaris 5.10.
The compilation failed with gcc 3.4.3 (due to a unmanageable mix of inheritances and templates).
I'd like to know which versions of gcc should i use to build the library.
Thank you for your help..
Boris

 

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Re: Compilation failure

Boris Dubuisson
In reply to this post by Simon Ibbotson
Hi Simon,
Here is the trace of configure :

checking for a BSD-compatible install... config/install-sh -c
checking whether build environment is sane... yes
checking for gawk... no
checking for mawk... no
checking for nawk... nawk
checking whether make sets $(MAKE)... yes
checking for gawk... (cached) nawk
checking for a BSD-compatible install... config/install-sh -c
checking for g++... g++
checking for C++ compiler default output file name... a.out
checking whether the C++ compiler works... yes
checking whether we are cross compiling... no
checking for suffix of executables...
checking for suffix of object files... o
checking whether we are using the GNU C++ compiler... yes
checking whether g++ accepts -g... yes
checking for style of include used by make... GNU
checking dependency style of g++... gcc3
checking for gcc... gcc
checking whether we are using the GNU C compiler... yes
checking whether gcc accepts -g... yes
checking for gcc option to accept ANSI C... none needed
checking dependency style of gcc... gcc3
checking how to run the C preprocessor... gcc -E
checking build system type... sparc-sun-solaris2.10
checking host system type... sparc-sun-solaris2.10
checking for a sed that does not truncate output... /usr/bin/sed
checking for egrep... egrep
checking for ld used by gcc... /usr/ccs/bin/ld
checking if the linker (/usr/ccs/bin/ld) is GNU ld... no
checking for /usr/ccs/bin/ld option to reload object files... -r
checking for BSD-compatible nm... /usr/ccs/bin/nm -p
checking whether ln -s works... yes
checking how to recognise dependent libraries... pass_all
checking for ANSI C header files... yes
checking for sys/types.h... yes
checking for sys/stat.h... yes
checking for stdlib.h... yes
checking for string.h... yes
checking for memory.h... yes
checking for strings.h... yes
checking for inttypes.h... yes
checking for stdint.h... yes
checking for unistd.h... yes
checking dlfcn.h usability... yes
checking dlfcn.h presence... yes
checking for dlfcn.h... yes
checking how to run the C++ preprocessor... g++ -E
checking for g77... no
checking for f77... f77
checking whether we are using the GNU Fortran 77 compiler... no
checking whether f77 accepts -g... yes
checking the maximum length of command line arguments... 262144
checking command to parse /usr/ccs/bin/nm -p output from gcc object... ok
checking for objdir... .libs
checking for ar... ar
checking for ranlib... ranlib
checking for strip... strip
checking if gcc static flag  works... yes
checking if gcc supports -fno-rtti -fno-exceptions... no
checking for gcc option to produce PIC... -fPIC
checking if gcc PIC flag -fPIC works... yes
checking if gcc supports -c -o file.o... yes
checking whether the gcc linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking whether -lc should be explicitly linked in... yes
checking dynamic linker characteristics... solaris2.10 ld.so
checking how to hardcode library paths into programs... immediate
checking whether stripping libraries is possible... no
checking if libtool supports shared libraries... yes
checking whether to build shared libraries... yes
checking whether to build static libraries... yes
configure: creating libtool
appending configuration tag "CXX" to libtool
checking for ld used by g++... /usr/ccs/bin/ld
checking if the linker (/usr/ccs/bin/ld) is GNU ld... no
checking whether the g++ linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking for g++ option to produce PIC... -fPIC
checking if g++ PIC flag -fPIC works... yes
checking if g++ supports -c -o file.o... yes
checking whether the g++ linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking dynamic linker characteristics... solaris2.10 ld.so
checking how to hardcode library paths into programs... immediate
checking whether stripping libraries is possible... no
appending configuration tag "F77" to libtool
checking if libtool supports shared libraries... yes
checking whether to build shared libraries... yes
checking whether to build static libraries... yes
checking for f77 option to produce PIC... -fPIC
checking if f77 PIC flag -fPIC works... no
checking if f77 supports -c -o file.o... no
checking whether the f77 linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking dynamic linker characteristics... f90: Warning: Option -print-search-dirs passed to ld, if ld is invoked, ignored otherwise
Usage: f90 [ options ] files.  Use 'f90 -flags' for details
solaris2.10 ld.so
checking how to hardcode library paths into programs... immediate
checking whether stripping libraries is possible... no
checking for emacs... no
checking for xemacs... xemacs
checking where .elc files should go... ${datadir}/emacs/site-lisp
checking for sed... /usr/bin/sed
checking for doxygen... no
checking for latex... no
checking for pdflatex... no
checking for makeindex... no
checking for dvips... no
checking cstdlib usability... yes
checking cstdlib presence... yes
checking for cstdlib... yes
checking for size_t... yes
checking for atoi... yes
checking cstdio usability... yes
checking cstdio presence... yes
checking for cstdio... yes
checking for sprintf... yes
checking cmath usability... yes
checking cmath presence... yes
checking for cmath... yes
checking for sqrt... yes
checking for fabs... yes
checking for exp... yes
checking for log... yes
checking for sin... yes
checking for cos... yes
checking for pow... yes
checking for modf... yes
checking for floor... yes
checking for M_PI... yes
checking for M_SQRT_2... no
checking for M_SQRTPI... no
checking for M_1_SQRTPI... no
checking cstring usability... yes
checking cstring presence... yes
checking for cstring... yes
checking for strlen... yes
checking cctype usability... yes
checking cctype presence... yes
checking for cctype... yes
checking for tolower... yes
checking for toupper... yes
checking ctime usability... yes
checking ctime presence... yes
checking for ctime... yes
checking for time_t... yes
checking for tm... yes
checking for clock... yes
checking for time... yes
checking for gmtime... yes
checking limits usability... yes
checking limits presence... yes
checking for limits... yes
checking climits usability... yes
checking climits presence... yes
checking for climits... yes
checking float.h usability... yes
checking float.h presence... yes
checking for float.h... yes
checking algorithm usability... yes
checking algorithm presence... yes
checking for algorithm... yes
checking for min... yes
checking for max... yes
checking iterator usability... yes
checking iterator presence... yes
checking for iterator... yes
checking for iterator... yes
checking for iterator_traits... yes
checking namespace support... yes
checking string class... yes
checking boost/shared_ptr.hpp usability... no
checking boost/shared_ptr.hpp presence... no
checking for boost/shared_ptr.hpp... no
configure: WARNING: Boost not found
checking for cppunit-config... no
checking for Cppunit - version >= 1.8.0... configure: creating ./config.status
config.status: creating Makefile
config.status: creating config/Makefile
config.status: creating ql/Makefile
config.status: creating ql/Calendars/Makefile
config.status: creating ql/CashFlows/Makefile
config.status: creating ql/DayCounters/Makefile
config.status: creating ql/FiniteDifferences/Makefile
config.status: creating ql/functions/Makefile
config.status: creating ql/Indexes/Makefile
config.status: creating ql/Instruments/Makefile
config.status: creating ql/Lattices/Makefile
config.status: creating ql/Math/Makefile
config.status: creating ql/MonteCarlo/Makefile
config.status: creating ql/Optimization/Makefile
config.status: creating ql/Patterns/Makefile
config.status: creating ql/Pricers/Makefile
config.status: creating ql/PricingEngines/Makefile
config.status: creating ql/PricingEngines/Asian/
Makefile
config.status: creating ql/PricingEngines/Barrier/Makefile
config.status: creating ql/PricingEngines/Basket/Makefile
config.status: creating ql/PricingEngines/CapFloor/Makefile
config.status: creating ql/PricingEngines/Forward/Makefile
config.status: creating ql/PricingEngines/Quanto/Makefile
config.status: creating ql/PricingEngines/Swaption/Makefile
config.status: creating ql/PricingEngines/Vanilla/Makefile
config.status: creating ql/RandomNumbers/Makefile
config.status: creating ql/ShortRateModels/Makefile
config.status: creating ql/ShortRateModels/CalibrationHelpers/Makefile
config.status: creating ql/ShortRateModels/OneFactorModels/Makefile
config.status: creating ql/ShortRateModels/TwoFactorModels/Makefile
config.status: creating ql/Solvers1D/Makefile
config.status: creating ql/TermStructures/Makefile
config.status: creating ql/Utilities/Makefile
config.status: creating ql/Volatilities/Makefile
config.status: creating man/Makefile
config.status: creating Docs/Makefile
config.status: creating Docs/pages/Makefile
config.status: creating Docs/Examples/Makefile
config.status: creating Docs/images/Makefile
config.status: creating Examples/Makefile
config.status: creating Examples/AmericanOption/Makefile
config.status: creating Examples/BermudanSwaption/Makefile
config.status: creating Examples/DiscreteHedging/Makefile
config.status: creating Examples/EuropeanOption/Makefile
config.status: creating Examples/Swap/Makefile
config.status: creating test-suite/Makefile
config.status: creating quantlib-config
config.status: creating QuantLib.spec
config.status: creating ql/config.hpp
config.status: executing depfiles commands

And after executing make, i ve got :

if /bin/bash ../../libtool --mode=compile g++ -DHAVE_CONFIG_H  -I. -I. -I../../ql  -I../.. -I../..    -g -O2 -MT mathf.lo -MD -MP -MF ".deps/mathf.Tpo" -c -o mathf.lo mathf.cpp; \
then mv -f ".deps/mathf.Tpo" ".deps/mathf.Plo"; else rm -f ".deps/mathf.Tpo"; exit 1; fi
 g++ -DHAVE_CONFIG_H -I. -I. -I../../ql -I../.. -I../.. -g -O2 -MT mathf.lo -MD -MP -MF .deps/mathf.Tpo -c mathf.cpp  -fPIC -DPIC -o .libs/mathf.o
In file included from ../../ql/Math/loglinearinterpolation.hpp:26,
                 from ../../ql/functions/mathf.hpp:26,
                 from mathf.cpp:18:
../../ql/Math/linearinterpolation.hpp: In constructor `QuantLib::LinearInterpolation::Impl<I1, I2>::Impl(const I1&, const I1&, const I2&)':
../../ql/Math/linearinterpolation.hpp:40: error: `xBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp:40: error: (Each undeclared identifier is reported only once for each function it appears in.)
../../ql/Math/linearinterpolation.hpp:41: error: `yBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::value(double) const':
../../ql/Math/linearinterpolation.hpp:47: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/linearinterpolation.hpp:47: error: (if you use `-fpermissive', G++ will accept your code, but allowing the use of an undeclared name is deprecated)
../../ql/Math/linearinterpolation.hpp:48: error: `yBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp:48: error: `xBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::primitive(double) const':
../../ql/Math/linearinterpolation.hpp:51: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/linearinterpolation.hpp:52: error: `xBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp:54: error: `yBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::derivative(double) const':
../../ql/Math/linearinterpolation.hpp:57: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
In file included from ../../ql/functions/mathf.hpp:27,
                 from mathf.cpp:18:
../../ql/Math/cubicspline.hpp: In constructor `QuantLib::CubicSpline::Impl<I1, I2>::Impl(const I1&, const I1&, const I2&, QuantLib::CubicSpline::BoundaryCondition, double, QuantLib::CubicSpline::BoundaryCondition, double, bool)':
../../ql/Math/cubicspline.hpp:99: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp:100: error: `yBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::value(double) const':
../../ql/Math/cubicspline.hpp:246: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:247: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp:248: error: `yBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::primitive(double) const':
../../ql/Math/cubicspline.hpp:251: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:252: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp:253: error: `yBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::derivative(double) const':
../../ql/Math/cubicspline.hpp:257: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:258: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::secondDerivative(double) const':
../../ql/Math/cubicspline.hpp:262: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:263: error: `xBegin_' undeclared (first use this function)
In file included from mathf.cpp:20:
../../ql/Math/bilinearinterpolation.hpp: In member function `double QuantLib::BilinearInterpolation::Impl<I1, I2, M>::value(double, double) const':
../../ql/Math/bilinearinterpolation.hpp:43: error: there are no arguments to `locateX' that depend on a template parameter, so a declaration of `locateX' must be available
../../ql/Math/bilinearinterpolation.hpp:43: error: there are no arguments to `locateY' that depend on a template parameter, so a declaration of `locateY' must be available
../../ql/Math/bilinearinterpolation.hpp:45: error: `zData_' undeclared (first use this function)
../../ql/Math/bilinearinterpolation.hpp:50: error: `xBegin_' undeclared (first use this function)
../../ql/Math/bilinearinterpolation.hpp:51: error: `yBegin_' undeclared (first use this function)
In file included from mathf.cpp:21:
../../ql/Math/bicubicsplineinterpolation.hpp: In constructor `QuantLib::BicubicSpline::Impl<I1, I2, M>::Impl(const I1&, const I1&, const I2&, const I2&, const M&)':
../../ql/Math/bicubicsplineinterpolation.hpp:45: error: `zData_' undeclared (first use this function)
../../ql/Math/bicubicsplineinterpolation.hpp: In member function `double QuantLib::BicubicSpline::Impl<I1, I2, M>::value(double, double) const':
../../ql/Math/bicubicsplineinterpolation.hpp:54: error: `yBegin_' undeclared (first use this function)
../../ql/Math/bicubicsplineinterpolation.hpp:54: error: `yEnd_' undeclared (first use this function)
*** Error code 1
make: Fatal error: Command failed for target `mathf.lo'
Current working directory /appmurexquants/users/appmuqua/boris/QuantLib-0.3.6/ql/functions
*** Error code 1
The following command caused the error:
set fnord $MAKEFLAGS; amf=$2; \
dot_seen=no; \
target=`echo all-recursive | sed s/-recursive//`; \
list='Calendars  CashFlows  DayCounters  FiniteDifferences  functions  Indexes  Instruments  Lattices  Math  MonteCarlo  Optimization  Patterns  Pricers  PricingEngines  RandomNumbers  ShortRateModels  Solvers1D  TermStructures  Utilities  Volatilities'; for subdir in $list; do \
  echo "Making $target in $subdir"; \
  if test "$subdir" = "."; then \
    dot_seen=yes; \
    local_target="$target-am"; \
  else \
    local_target="$target"; \
  fi; \
  (cd $subdir && make  $local_target) \
   || case "$amf" in *=*) exit 1;; *k*) fail=yes;; *) exit 1;; esac; \
done; \
if test "$dot_seen" = "no"; then \
  make  "$target-am" || exit 1; \
fi; test -z "$fail"
make: Fatal error: Command failed for target `all-recursive'

Thx,
Boris



On Tue, Sep 2, 2008 at 4:54 PM, Simon Ibbotson <[hidden email]> wrote:
Hi Boris,

I've had no problems on my Sun Solaris system. What happens when you run configure (after downloading QuantLib 0.3.6)?

Simon


On Tue, Sep 2, 2008 at 3:39 PM, Boris Dubuisson <[hidden email]> wrote:
Hi,
I'd like to compile QuantLib 0.3.6 on Solaris 5.10.
The compilation failed with gcc 3.4.3 (due to a unmanageable mix of inheritances and templates).
I'd like to know which versions of gcc should i use to build the library.
Thank you for your help..
Boris


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Re: heston calibration

blacksox
In reply to this post by Sylvain Bertrand
Actually I heard that it is possible to do it with VBA but i didn't succeed to do a robust and effective calibration. And I know it exists a function to do it in Quantlib, but I don't use to practice in C++ and now I do'nt have the time to learn C++. So here is my problem and I'm stressed because I absolutely need these result for my thesis.



Date: Tue, 2 Sep 2008 11:05:14 -0400
From: [hidden email]
To: [hidden email]
Subject: Re: [Quantlib-users] heston calibration
CC: [hidden email]; [hidden email]; [hidden email]

Hi Jean-Etienne,
 
Can you detail the steps for your calibration? It doesn't seem impossible to do with VBA...
 
Thanks
Sylvain

 
On 9/2/08, Jean Etienne GADRET <[hidden email]> wrote:
Hi all,
 
I have tried since several monthes to calirate a volatility surface with the heston model with VBA. Actually, it is very hardto do it in VBA. I would like to do it with QuantlibXL, but this function is not available in the XL version. Could anyone help me? I would like to have a possibility to do it with datas in excel. It is so important for my final thesis, and I don't have a lot of time..
 
Thank you,
 
Jean etienne



Date: Tue, 2 Sep 2008 15:54:40 +0100
From: [hidden email]
To: [hidden email]
CC: [hidden email]
Subject: Re: [Quantlib-users] Compilation failure


Hi Boris,

I've had no problems on my Sun Solaris system. What happens when you run configure (after downloading QuantLib 0.3.6)?

Simon


On Tue, Sep 2, 2008 at 3:39 PM, Boris Dubuisson <[hidden email]> wrote:
Hi,
I'd like to compile QuantLib 0.3.6 on Solaris 5.10.
The compilation failed with gcc 3.4.3 (due to a unmanageable mix of inheritances and templates).
I'd like to know which versions of gcc should i use to build the library.
Thank you for your help..
Boris

 

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Re: Compilation failure

Sylvain Bertrand
In reply to this post by Boris Dubuisson
Hi Boris,
 
"checking boost/shared_ptr.hpp usability... no
checking boost/shared_ptr.hpp presence... no
checking for boost/shared_ptr.hpp... no
configure: WARNING: Boost not found"
 
I think this is self-explanatory :-)
 
Sylvain
 
On 9/2/08, Boris Dubuisson <[hidden email]> wrote:
Hi Simon,
Here is the trace of configure :

checking for a BSD-compatible install... config/install-sh -c
checking whether build environment is sane... yes
checking for gawk... no
checking for mawk... no
checking for nawk... nawk
checking whether make sets $(MAKE)... yes
checking for gawk... (cached) nawk
checking for a BSD-compatible install... config/install-sh -c
checking for g++... g++
checking for C++ compiler default output file name... a.out
checking whether the C++ compiler works... yes
checking whether we are cross compiling... no
checking for suffix of executables...
checking for suffix of object files... o
checking whether we are using the GNU C++ compiler... yes
checking whether g++ accepts -g... yes
checking for style of include used by make... GNU
checking dependency style of g++... gcc3
checking for gcc... gcc
checking whether we are using the GNU C compiler... yes
checking whether gcc accepts -g... yes
checking for gcc option to accept ANSI C... none needed
checking dependency style of gcc... gcc3
checking how to run the C preprocessor... gcc -E
checking build system type... sparc-sun-solaris2.10
checking host system type... sparc-sun-solaris2.10
checking for a sed that does not truncate output... /usr/bin/sed
checking for egrep... egrep
checking for ld used by gcc... /usr/ccs/bin/ld
checking if the linker (/usr/ccs/bin/ld) is GNU ld... no
checking for /usr/ccs/bin/ld option to reload object files... -r
checking for BSD-compatible nm... /usr/ccs/bin/nm -p
checking whether ln -s works... yes
checking how to recognise dependent libraries... pass_all
checking for ANSI C header files... yes
checking for sys/types.h... yes
checking for sys/stat.h... yes
checking for stdlib.h... yes
checking for string.h... yes
checking for memory.h... yes
checking for strings.h... yes
checking for inttypes.h... yes
checking for stdint.h... yes
checking for unistd.h... yes
checking dlfcn.h usability... yes
checking dlfcn.h presence... yes
checking for dlfcn.h... yes
checking how to run the C++ preprocessor... g++ -E
checking for g77... no
checking for f77... f77
checking whether we are using the GNU Fortran 77 compiler... no
checking whether f77 accepts -g... yes
checking the maximum length of command line arguments... 262144
checking command to parse /usr/ccs/bin/nm -p output from gcc object... ok
checking for objdir... .libs
checking for ar... ar
checking for ranlib... ranlib
checking for strip... strip
checking if gcc static flag  works... yes
checking if gcc supports -fno-rtti -fno-exceptions... no
checking for gcc option to produce PIC... -fPIC
checking if gcc PIC flag -fPIC works... yes
checking if gcc supports -c -o file.o... yes
checking whether the gcc linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking whether -lc should be explicitly linked in... yes
checking dynamic linker characteristics... solaris2.10 ld.so
checking how to hardcode library paths into programs... immediate
checking whether stripping libraries is possible... no
checking if libtool supports shared libraries... yes
checking whether to build shared libraries... yes
checking whether to build static libraries... yes
configure: creating libtool
appending configuration tag "CXX" to libtool
checking for ld used by g++... /usr/ccs/bin/ld
checking if the linker (/usr/ccs/bin/ld) is GNU ld... no
checking whether the g++ linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking for g++ option to produce PIC... -fPIC
checking if g++ PIC flag -fPIC works... yes
checking if g++ supports -c -o file.o... yes
checking whether the g++ linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking dynamic linker characteristics... solaris2.10 ld.so
checking how to hardcode library paths into programs... immediate
checking whether stripping libraries is possible... no
appending configuration tag "F77" to libtool
checking if libtool supports shared libraries... yes
checking whether to build shared libraries... yes
checking whether to build static libraries... yes
checking for f77 option to produce PIC... -fPIC
checking if f77 PIC flag -fPIC works... no
checking if f77 supports -c -o file.o... no
checking whether the f77 linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking dynamic linker characteristics... f90: Warning: Option -print-search-dirs passed to ld, if ld is invoked, ignored otherwise
Usage: f90 [ options ] files.  Use 'f90 -flags' for details
solaris2.10 ld.so
checking how to hardcode library paths into programs... immediate
checking whether stripping libraries is possible... no
checking for emacs... no
checking for xemacs... xemacs
checking where .elc files should go... ${datadir}/emacs/site-lisp
checking for sed... /usr/bin/sed
checking for doxygen... no
checking for latex... no
checking for pdflatex... no
checking for makeindex... no
checking for dvips... no
checking cstdlib usability... yes
checking cstdlib presence... yes
checking for cstdlib... yes
checking for size_t... yes
checking for atoi... yes
checking cstdio usability... yes
checking cstdio presence... yes
checking for cstdio... yes
checking for sprintf... yes
checking cmath usability... yes
checking cmath presence... yes
checking for cmath... yes
checking for sqrt... yes
checking for fabs... yes
checking for exp... yes
checking for log... yes
checking for sin... yes
checking for cos... yes
checking for pow... yes
checking for modf... yes
checking for floor... yes
checking for M_PI... yes
checking for M_SQRT_2... no
checking for M_SQRTPI... no
checking for M_1_SQRTPI... no
checking cstring usability... yes
checking cstring presence... yes
checking for cstring... yes
checking for strlen... yes
checking cctype usability... yes
checking cctype presence... yes
checking for cctype... yes
checking for tolower... yes
checking for toupper... yes
checking ctime usability... yes
checking ctime presence... yes
checking for ctime... yes
checking for time_t... yes
checking for tm... yes
checking for clock... yes
checking for time... yes
checking for gmtime... yes
checking limits usability... yes
checking limits presence... yes
checking for limits... yes
checking climits usability... yes
checking climits presence... yes
checking for climits... yes
checking float.h usability... yes
checking float.h presence... yes
checking for float.h... yes
checking algorithm usability... yes
checking algorithm presence... yes
checking for algorithm... yes
checking for min... yes
checking for max... yes
checking iterator usability... yes
checking iterator presence... yes
checking for iterator... yes
checking for iterator... yes
checking for iterator_traits... yes
checking namespace support... yes
checking string class... yes
checking boost/shared_ptr.hpp usability... no
checking boost/shared_ptr.hpp presence... no
checking for boost/shared_ptr.hpp... no
configure: WARNING: Boost not found
checking for cppunit-config... no
checking for Cppunit - version >= <a onclick="return top.js.OpenExtLink(window,event,this)" href="http://1.8.0./" target="_blank">1.8.0... configure: creating ./config.status
config.status: creating Makefile
config.status: creating config/Makefile
config.status: creating ql/Makefile
config.status: creating ql/Calendars/Makefile
config.status: creating ql/CashFlows/Makefile
config.status: creating ql/DayCounters/Makefile
config.status: creating ql/FiniteDifferences/Makefile
config.status: creating ql/functions/Makefile
config.status: creating ql/Indexes/Makefile
config.status: creating ql/Instruments/Makefile
config.status: creating ql/Lattices/Makefile
config.status: creating ql/Math/Makefile
config.status: creating ql/MonteCarlo/Makefile
config.status: creating ql/Optimization/Makefile
config.status: creating ql/Patterns/Makefile
config.status: creating ql/Pricers/Makefile
config.status: creating ql/PricingEngines/Makefile
config.status: creating ql/PricingEngines/Asian/
Makefile
config.status: creating ql/PricingEngines/Barrier/Makefile
config.status: creating ql/PricingEngines/Basket/Makefile
config.status: creating ql/PricingEngines/CapFloor/Makefile
config.status: creating ql/PricingEngines/Forward/Makefile
config.status: creating ql/PricingEngines/Quanto/Makefile
config.status: creating ql/PricingEngines/Swaption/Makefile
config.status: creating ql/PricingEngines/Vanilla/Makefile
config.status: creating ql/RandomNumbers/Makefile
config.status: creating ql/ShortRateModels/Makefile
config.status: creating ql/ShortRateModels/CalibrationHelpers/Makefile
config.status: creating ql/ShortRateModels/OneFactorModels/Makefile
config.status: creating ql/ShortRateModels/TwoFactorModels/Makefile
config.status: creating ql/Solvers1D/Makefile
config.status: creating ql/TermStructures/Makefile
config.status: creating ql/Utilities/Makefile
config.status: creating ql/Volatilities/Makefile
config.status: creating man/Makefile
config.status: creating Docs/Makefile
config.status: creating Docs/pages/Makefile
config.status: creating Docs/Examples/Makefile
config.status: creating Docs/images/Makefile
config.status: creating Examples/Makefile
config.status: creating Examples/AmericanOption/Makefile
config.status: creating Examples/BermudanSwaption/Makefile
config.status: creating Examples/DiscreteHedging/Makefile
config.status: creating Examples/EuropeanOption/Makefile
config.status: creating Examples/Swap/Makefile
config.status: creating test-suite/Makefile
config.status: creating quantlib-config
config.status: creating QuantLib.spec
config.status: creating ql/config.hpp
config.status: executing depfiles commands

And after executing make, i ve got :

if /bin/bash ../../libtool --mode=compile g++ -DHAVE_CONFIG_H  -I. -I. -I../../ql  -I../.. -I../..    -g -O2 -MT mathf.lo -MD -MP -MF ".deps/mathf.Tpo" -c -o mathf.lo mathf.cpp; \
then mv -f ".deps/mathf.Tpo" ".deps/mathf.Plo"; else rm -f ".deps/mathf.Tpo"; exit 1; fi
 g++ -DHAVE_CONFIG_H -I. -I. -I../../ql -I../.. -I../.. -g -O2 -MT mathf.lo -MD -MP -MF .deps/mathf.Tpo -c mathf.cpp  -fPIC -DPIC -o .libs/mathf.o
In file included from ../../ql/Math/loglinearinterpolation.hpp:26,
                 from ../../ql/functions/mathf.hpp:26,
                 from mathf.cpp:18:
../../ql/Math/linearinterpolation.hpp: In constructor `QuantLib::LinearInterpolation::Impl<I1, I2>::Impl(const I1&, const I1&, const I2&)':
../../ql/Math/linearinterpolation.hpp:40: error: `xBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp:40: error: (Each undeclared identifier is reported only once for each function it appears in.)
../../ql/Math/linearinterpolation.hpp:41: error: `yBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::value(double) const':
../../ql/Math/linearinterpolation.hpp:47: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/linearinterpolation.hpp:47: error: (if you use `-fpermissive', G++ will accept your code, but allowing the use of an undeclared name is deprecated)
../../ql/Math/linearinterpolation.hpp:48: error: `yBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp:48: error: `xBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::primitive(double) const':
../../ql/Math/linearinterpolation.hpp:51: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/linearinterpolation.hpp:52: error: `xBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp:54: error: `yBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::derivative(double) const':
../../ql/Math/linearinterpolation.hpp:57: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
In file included from ../../ql/functions/mathf.hpp:27,
                 from mathf.cpp:18:
../../ql/Math/cubicspline.hpp: In constructor `QuantLib::CubicSpline::Impl<I1, I2>::Impl(const I1&, const I1&, const I2&, QuantLib::CubicSpline::BoundaryCondition, double, QuantLib::CubicSpline::BoundaryCondition, double, bool)':
../../ql/Math/cubicspline.hpp:99: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp:100: error: `yBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::value(double) const':
../../ql/Math/cubicspline.hpp:246: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:247: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp:248: error: `yBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::primitive(double) const':
../../ql/Math/cubicspline.hpp:251: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:252: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp:253: error: `yBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::derivative(double) const':
../../ql/Math/cubicspline.hpp:257: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:258: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::secondDerivative(double) const':
../../ql/Math/cubicspline.hpp:262: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:263: error: `xBegin_' undeclared (first use this function)
In file included from mathf.cpp:20:
../../ql/Math/bilinearinterpolation.hpp: In member function `double QuantLib::BilinearInterpolation::Impl<I1, I2, M>::value(double, double) const':
../../ql/Math/bilinearinterpolation.hpp:43: error: there are no arguments to `locateX' that depend on a template parameter, so a declaration of `locateX' must be available
../../ql/Math/bilinearinterpolation.hpp:43: error: there are no arguments to `locateY' that depend on a template parameter, so a declaration of `locateY' must be available
../../ql/Math/bilinearinterpolation.hpp:45: error: `zData_' undeclared (first use this function)
../../ql/Math/bilinearinterpolation.hpp:50: error: `xBegin_' undeclared (first use this function)
../../ql/Math/bilinearinterpolation.hpp:51: error: `yBegin_' undeclared (first use this function)
In file included from mathf.cpp:21:
../../ql/Math/bicubicsplineinterpolation.hpp: In constructor `QuantLib::BicubicSpline::Impl<I1, I2, M>::Impl(const I1&, const I1&, const I2&, const I2&, const M&)':
../../ql/Math/bicubicsplineinterpolation.hpp:45: error: `zData_' undeclared (first use this function)
../../ql/Math/bicubicsplineinterpolation.hpp: In member function `double QuantLib::BicubicSpline::Impl<I1, I2, M>::value(double, double) const':
../../ql/Math/bicubicsplineinterpolation.hpp:54: error: `yBegin_' undeclared (first use this function)
../../ql/Math/bicubicsplineinterpolation.hpp:54: error: `yEnd_' undeclared (first use this function)
*** Error code 1
make: Fatal error: Command failed for target `mathf.lo'
Current working directory /appmurexquants/users/appmuqua/boris/QuantLib-0.3.6/ql/functions
*** Error code 1
The following command caused the error:
set fnord $MAKEFLAGS; amf=$2; \
dot_seen=no; \
target=`echo all-recursive | sed s/-recursive//`; \
list='Calendars  CashFlows  DayCounters  FiniteDifferences  functions  Indexes  Instruments  Lattices  Math  MonteCarlo  Optimization  Patterns  Pricers  PricingEngines  RandomNumbers  ShortRateModels  Solvers1D  TermStructures  Utilities  Volatilities'; for subdir in $list; do \
  echo "Making $target in $subdir"; \
  if test "$subdir" = "."; then \
    dot_seen=yes; \
    local_target="$target-am"; \
  else \
    local_target="$target"; \
  fi; \
  (cd $subdir && make  $local_target) \
   || case "$amf" in *=*) exit 1;; *k*) fail=yes;; *) exit 1;; esac; \
done; \
if test "$dot_seen" = "no"; then \
  make  "$target-am" || exit 1; \
fi; test -z "$fail"
make: Fatal error: Command failed for target `all-recursive'

Thx,
Boris



On Tue, Sep 2, 2008 at 4:54 PM, Simon Ibbotson <[hidden email]> wrote:
Hi Boris,

I've had no problems on my Sun Solaris system. What happens when you run configure (after downloading QuantLib 0.3.6)?

Simon


On Tue, Sep 2, 2008 at 3:39 PM, Boris Dubuisson <[hidden email]> wrote:
 
Hi,
I'd like to compile QuantLib 0.3.6 on Solaris 5.10.
The compilation failed with gcc 3.4.3 (due to a unmanageable mix of inheritances and templates).
I'd like to know which versions of gcc should i use to build the library.
Thank you for your help..
Boris

 

 
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Re: heston calibration

Sylvain Bertrand
In reply to this post by blacksox
The Heston calibration is supposed to be a very simple algorithm, it only requires a linear least square regression on X(i)/X(i-1) IIRC. I don't have access to it right now but there's a page out there that details the steps, I'll try to remember to send it tonight.
 
Also, I'm quite confident you can do that in Excel without even using QuantlibXL.
 
Sylvain
 
On 9/2/08, Jean Etienne GADRET <[hidden email]> wrote:
Actually I heard that it is possible to do it with VBA but i didn't succeed to do a robust and effective calibration. And I know it exists a function to do it in Quantlib, but I don't use to practice in C++ and now I do'nt have the time to learn C++. So here is my problem and I'm stressed because I absolutely need these result for my thesis.



Date: Tue, 2 Sep 2008 11:05:14 -0400
From: [hidden email]
To: [hidden email]
Subject: Re: [Quantlib-users] heston calibration
CC: [hidden email]; [hidden email]; [hidden email]


Hi Jean-Etienne,
 
Can you detail the steps for your calibration? It doesn't seem impossible to do with VBA...
 
Thanks
Sylvain

 
On 9/2/08, Jean Etienne GADRET <[hidden email]> wrote:
Hi all,
 
I have tried since several monthes to calirate a volatility surface with the heston model with VBA. Actually, it is very hardto do it in VBA. I would like to do it with QuantlibXL, but this function is not available in the XL version. Could anyone help me? I would like to have a possibility to do it with datas in excel. It is so important for my final thesis, and I don't have a lot of time..
 
Thank you,
 
Jean etienne



Date: Tue, 2 Sep 2008 15:54:40 +0100
From: [hidden email]
To: [hidden email]
CC: [hidden email]
Subject: Re: [Quantlib-users] Compilation failure


Hi Boris,

I've had no problems on my Sun Solaris system. What happens when you run configure (after downloading QuantLib 0.3.6)?

Simon


On Tue, Sep 2, 2008 at 3:39 PM, Boris Dubuisson <[hidden email]> wrote:
Hi,
I'd like to compile QuantLib 0.3.6 on Solaris 5.10.
The compilation failed with gcc 3.4.3 (due to a unmanageable mix of inheritances and templates).
I'd like to know which versions of gcc should i use to build the library.
Thank you for your help..
Boris

 

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Re: Compilation failure

Boris Dubuisson
In reply to this post by Sylvain Bertrand
Hi Sylvain,
Thanks for your answer.
Except that boost isn't mandatory for this version...and let say i dont want to use it.
I think the error comes from the gcc version. Are there any recommendations for gcc ?
Thanks anyway
Boris

On Tue, Sep 2, 2008 at 5:53 PM, Sylvain Bertrand <[hidden email]> wrote:
Hi Boris,
 
"checking boost/shared_ptr.hpp usability... no
checking boost/shared_ptr.hpp presence... no
checking for boost/shared_ptr.hpp... no
configure: WARNING: Boost not found"
 
I think this is self-explanatory :-)
 
Sylvain
 
On 9/2/08, Boris Dubuisson <[hidden email]> wrote:
Hi Simon,
Here is the trace of configure :

checking for a BSD-compatible install... config/install-sh -c
checking whether build environment is sane... yes
checking for gawk... no
checking for mawk... no
checking for nawk... nawk
checking whether make sets $(MAKE)... yes
checking for gawk... (cached) nawk
checking for a BSD-compatible install... config/install-sh -c
checking for g++... g++
checking for C++ compiler default output file name... a.out
checking whether the C++ compiler works... yes
checking whether we are cross compiling... no
checking for suffix of executables...
checking for suffix of object files... o
checking whether we are using the GNU C++ compiler... yes
checking whether g++ accepts -g... yes
checking for style of include used by make... GNU
checking dependency style of g++... gcc3
checking for gcc... gcc
checking whether we are using the GNU C compiler... yes
checking whether gcc accepts -g... yes
checking for gcc option to accept ANSI C... none needed
checking dependency style of gcc... gcc3
checking how to run the C preprocessor... gcc -E
checking build system type... sparc-sun-solaris2.10
checking host system type... sparc-sun-solaris2.10
checking for a sed that does not truncate output... /usr/bin/sed
checking for egrep... egrep
checking for ld used by gcc... /usr/ccs/bin/ld
checking if the linker (/usr/ccs/bin/ld) is GNU ld... no
checking for /usr/ccs/bin/ld option to reload object files... -r
checking for BSD-compatible nm... /usr/ccs/bin/nm -p
checking whether ln -s works... yes
checking how to recognise dependent libraries... pass_all
checking for ANSI C header files... yes
checking for sys/types.h... yes
checking for sys/stat.h... yes
checking for stdlib.h... yes
checking for string.h... yes
checking for memory.h... yes
checking for strings.h... yes
checking for inttypes.h... yes
checking for stdint.h... yes
checking for unistd.h... yes
checking dlfcn.h usability... yes
checking dlfcn.h presence... yes
checking for dlfcn.h... yes
checking how to run the C++ preprocessor... g++ -E
checking for g77... no
checking for f77... f77
checking whether we are using the GNU Fortran 77 compiler... no
checking whether f77 accepts -g... yes
checking the maximum length of command line arguments... 262144
checking command to parse /usr/ccs/bin/nm -p output from gcc object... ok
checking for objdir... .libs
checking for ar... ar
checking for ranlib... ranlib
checking for strip... strip
checking if gcc static flag  works... yes
checking if gcc supports -fno-rtti -fno-exceptions... no
checking for gcc option to produce PIC... -fPIC
checking if gcc PIC flag -fPIC works... yes
checking if gcc supports -c -o file.o... yes
checking whether the gcc linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking whether -lc should be explicitly linked in... yes
checking dynamic linker characteristics... solaris2.10 ld.so
checking how to hardcode library paths into programs... immediate
checking whether stripping libraries is possible... no
checking if libtool supports shared libraries... yes
checking whether to build shared libraries... yes
checking whether to build static libraries... yes
configure: creating libtool
appending configuration tag "CXX" to libtool
checking for ld used by g++... /usr/ccs/bin/ld
checking if the linker (/usr/ccs/bin/ld) is GNU ld... no
checking whether the g++ linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking for g++ option to produce PIC... -fPIC
checking if g++ PIC flag -fPIC works... yes
checking if g++ supports -c -o file.o... yes
checking whether the g++ linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking dynamic linker characteristics... solaris2.10 ld.so
checking how to hardcode library paths into programs... immediate
checking whether stripping libraries is possible... no
appending configuration tag "F77" to libtool
checking if libtool supports shared libraries... yes
checking whether to build shared libraries... yes
checking whether to build static libraries... yes
checking for f77 option to produce PIC... -fPIC
checking if f77 PIC flag -fPIC works... no
checking if f77 supports -c -o file.o... no
checking whether the f77 linker (/usr/ccs/bin/ld) supports shared libraries... yes
checking dynamic linker characteristics... f90: Warning: Option -print-search-dirs passed to ld, if ld is invoked, ignored otherwise
Usage: f90 [ options ] files.  Use 'f90 -flags' for details
solaris2.10 ld.so
checking how to hardcode library paths into programs... immediate
checking whether stripping libraries is possible... no
checking for emacs... no
checking for xemacs... xemacs
checking where .elc files should go... ${datadir}/emacs/site-lisp
checking for sed... /usr/bin/sed
checking for doxygen... no
checking for latex... no
checking for pdflatex... no
checking for makeindex... no
checking for dvips... no
checking cstdlib usability... yes
checking cstdlib presence... yes
checking for cstdlib... yes
checking for size_t... yes
checking for atoi... yes
checking cstdio usability... yes
checking cstdio presence... yes
checking for cstdio... yes
checking for sprintf... yes
checking cmath usability... yes
checking cmath presence... yes
checking for cmath... yes
checking for sqrt... yes
checking for fabs... yes
checking for exp... yes
checking for log... yes
checking for sin... yes
checking for cos... yes
checking for pow... yes
checking for modf... yes
checking for floor... yes
checking for M_PI... yes
checking for M_SQRT_2... no
checking for M_SQRTPI... no
checking for M_1_SQRTPI... no
checking cstring usability... yes
checking cstring presence... yes
checking for cstring... yes
checking for strlen... yes
checking cctype usability... yes
checking cctype presence... yes
checking for cctype... yes
checking for tolower... yes
checking for toupper... yes
checking ctime usability... yes
checking ctime presence... yes
checking for ctime... yes
checking for time_t... yes
checking for tm... yes
checking for clock... yes
checking for time... yes
checking for gmtime... yes
checking limits usability... yes
checking limits presence... yes
checking for limits... yes
checking climits usability... yes
checking climits presence... yes
checking for climits... yes
checking float.h usability... yes
checking float.h presence... yes
checking for float.h... yes
checking algorithm usability... yes
checking algorithm presence... yes
checking for algorithm... yes
checking for min... yes
checking for max... yes
checking iterator usability... yes
checking iterator presence... yes
checking for iterator... yes
checking for iterator... yes
checking for iterator_traits... yes
checking namespace support... yes
checking string class... yes
checking boost/shared_ptr.hpp usability... no
checking boost/shared_ptr.hpp presence... no
checking for boost/shared_ptr.hpp... no
configure: WARNING: Boost not found
checking for cppunit-config... no
checking for Cppunit - version >= 1.8.0... configure: creating ./config.status
config.status: creating Makefile
config.status: creating config/Makefile
config.status: creating ql/Makefile
config.status: creating ql/Calendars/Makefile
config.status: creating ql/CashFlows/Makefile
config.status: creating ql/DayCounters/Makefile
config.status: creating ql/FiniteDifferences/Makefile
config.status: creating ql/functions/Makefile
config.status: creating ql/Indexes/Makefile
config.status: creating ql/Instruments/Makefile
config.status: creating ql/Lattices/Makefile
config.status: creating ql/Math/Makefile
config.status: creating ql/MonteCarlo/Makefile
config.status: creating ql/Optimization/Makefile
config.status: creating ql/Patterns/Makefile
config.status: creating ql/Pricers/Makefile
config.status: creating ql/PricingEngines/Makefile
config.status: creating ql/PricingEngines/Asian/
Makefile
config.status: creating ql/PricingEngines/Barrier/Makefile
config.status: creating ql/PricingEngines/Basket/Makefile
config.status: creating ql/PricingEngines/CapFloor/Makefile
config.status: creating ql/PricingEngines/Forward/Makefile
config.status: creating ql/PricingEngines/Quanto/Makefile
config.status: creating ql/PricingEngines/Swaption/Makefile
config.status: creating ql/PricingEngines/Vanilla/Makefile
config.status: creating ql/RandomNumbers/Makefile
config.status: creating ql/ShortRateModels/Makefile
config.status: creating ql/ShortRateModels/CalibrationHelpers/Makefile
config.status: creating ql/ShortRateModels/OneFactorModels/Makefile
config.status: creating ql/ShortRateModels/TwoFactorModels/Makefile
config.status: creating ql/Solvers1D/Makefile
config.status: creating ql/TermStructures/Makefile
config.status: creating ql/Utilities/Makefile
config.status: creating ql/Volatilities/Makefile
config.status: creating man/Makefile
config.status: creating Docs/Makefile
config.status: creating Docs/pages/Makefile
config.status: creating Docs/Examples/Makefile
config.status: creating Docs/images/Makefile
config.status: creating Examples/Makefile
config.status: creating Examples/AmericanOption/Makefile
config.status: creating Examples/BermudanSwaption/Makefile
config.status: creating Examples/DiscreteHedging/Makefile
config.status: creating Examples/EuropeanOption/Makefile
config.status: creating Examples/Swap/Makefile
config.status: creating test-suite/Makefile
config.status: creating quantlib-config
config.status: creating QuantLib.spec
config.status: creating ql/config.hpp
config.status: executing depfiles commands

And after executing make, i ve got :

if /bin/bash ../../libtool --mode=compile g++ -DHAVE_CONFIG_H  -I. -I. -I../../ql  -I../.. -I../..    -g -O2 -MT mathf.lo -MD -MP -MF ".deps/mathf.Tpo" -c -o mathf.lo mathf.cpp; \
then mv -f ".deps/mathf.Tpo" ".deps/mathf.Plo"; else rm -f ".deps/mathf.Tpo"; exit 1; fi
 g++ -DHAVE_CONFIG_H -I. -I. -I../../ql -I../.. -I../.. -g -O2 -MT mathf.lo -MD -MP -MF .deps/mathf.Tpo -c mathf.cpp  -fPIC -DPIC -o .libs/mathf.o
In file included from ../../ql/Math/loglinearinterpolation.hpp:26,
                 from ../../ql/functions/mathf.hpp:26,
                 from mathf.cpp:18:
../../ql/Math/linearinterpolation.hpp: In constructor `QuantLib::LinearInterpolation::Impl<I1, I2>::Impl(const I1&, const I1&, const I2&)':
../../ql/Math/linearinterpolation.hpp:40: error: `xBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp:40: error: (Each undeclared identifier is reported only once for each function it appears in.)
../../ql/Math/linearinterpolation.hpp:41: error: `yBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::value(double) const':
../../ql/Math/linearinterpolation.hpp:47: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/linearinterpolation.hpp:47: error: (if you use `-fpermissive', G++ will accept your code, but allowing the use of an undeclared name is deprecated)
../../ql/Math/linearinterpolation.hpp:48: error: `yBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp:48: error: `xBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::primitive(double) const':
../../ql/Math/linearinterpolation.hpp:51: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/linearinterpolation.hpp:52: error: `xBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp:54: error: `yBegin_' undeclared (first use this function)
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::derivative(double) const':
../../ql/Math/linearinterpolation.hpp:57: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
In file included from ../../ql/functions/mathf.hpp:27,
                 from mathf.cpp:18:
../../ql/Math/cubicspline.hpp: In constructor `QuantLib::CubicSpline::Impl<I1, I2>::Impl(const I1&, const I1&, const I2&, QuantLib::CubicSpline::BoundaryCondition, double, QuantLib::CubicSpline::BoundaryCondition, double, bool)':
../../ql/Math/cubicspline.hpp:99: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp:100: error: `yBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::value(double) const':
../../ql/Math/cubicspline.hpp:246: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:247: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp:248: error: `yBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::primitive(double) const':
../../ql/Math/cubicspline.hpp:251: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:252: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp:253: error: `yBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::derivative(double) const':
../../ql/Math/cubicspline.hpp:257: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:258: error: `xBegin_' undeclared (first use this function)
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::secondDerivative(double) const':
../../ql/Math/cubicspline.hpp:262: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:263: error: `xBegin_' undeclared (first use this function)
In file included from mathf.cpp:20:
../../ql/Math/bilinearinterpolation.hpp: In member function `double QuantLib::BilinearInterpolation::Impl<I1, I2, M>::value(double, double) const':
../../ql/Math/bilinearinterpolation.hpp:43: error: there are no arguments to `locateX' that depend on a template parameter, so a declaration of `locateX' must be available
../../ql/Math/bilinearinterpolation.hpp:43: error: there are no arguments to `locateY' that depend on a template parameter, so a declaration of `locateY' must be available
../../ql/Math/bilinearinterpolation.hpp:45: error: `zData_' undeclared (first use this function)
../../ql/Math/bilinearinterpolation.hpp:50: error: `xBegin_' undeclared (first use this function)
../../ql/Math/bilinearinterpolation.hpp:51: error: `yBegin_' undeclared (first use this function)
In file included from mathf.cpp:21:
../../ql/Math/bicubicsplineinterpolation.hpp: In constructor `QuantLib::BicubicSpline::Impl<I1, I2, M>::Impl(const I1&, const I1&, const I2&, const I2&, const M&)':
../../ql/Math/bicubicsplineinterpolation.hpp:45: error: `zData_' undeclared (first use this function)
../../ql/Math/bicubicsplineinterpolation.hpp: In member function `double QuantLib::BicubicSpline::Impl<I1, I2, M>::value(double, double) const':
../../ql/Math/bicubicsplineinterpolation.hpp:54: error: `yBegin_' undeclared (first use this function)
../../ql/Math/bicubicsplineinterpolation.hpp:54: error: `yEnd_' undeclared (first use this function)
*** Error code 1
make: Fatal error: Command failed for target `mathf.lo'
Current working directory /appmurexquants/users/appmuqua/boris/QuantLib-0.3.6/ql/functions
*** Error code 1
The following command caused the error:
set fnord $MAKEFLAGS; amf=$2; \
dot_seen=no; \
target=`echo all-recursive | sed s/-recursive//`; \
list='Calendars  CashFlows  DayCounters  FiniteDifferences  functions  Indexes  Instruments  Lattices  Math  MonteCarlo  Optimization  Patterns  Pricers  PricingEngines  RandomNumbers  ShortRateModels  Solvers1D  TermStructures  Utilities  Volatilities'; for subdir in $list; do \
  echo "Making $target in $subdir"; \
  if test "$subdir" = "."; then \
    dot_seen=yes; \
    local_target="$target-am"; \
  else \
    local_target="$target"; \
  fi; \
  (cd $subdir && make  $local_target) \
   || case "$amf" in *=*) exit 1;; *k*) fail=yes;; *) exit 1;; esac; \
done; \
if test "$dot_seen" = "no"; then \
  make  "$target-am" || exit 1; \
fi; test -z "$fail"
make: Fatal error: Command failed for target `all-recursive'

Thx,
Boris



On Tue, Sep 2, 2008 at 4:54 PM, Simon Ibbotson <[hidden email]> wrote:
Hi Boris,

I've had no problems on my Sun Solaris system. What happens when you run configure (after downloading QuantLib 0.3.6)?

Simon


On Tue, Sep 2, 2008 at 3:39 PM, Boris Dubuisson <[hidden email]> wrote:
 
Hi,
I'd like to compile QuantLib 0.3.6 on Solaris 5.10.
The compilation failed with gcc 3.4.3 (due to a unmanageable mix of inheritances and templates).
I'd like to know which versions of gcc should i use to build the library.
Thank you for your help..
Boris

 

 
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Re: Compilation failure

Luigi Ballabio
In reply to this post by Sylvain Bertrand
On Tue, 2008-09-02 at 11:53 -0400, Sylvain Bertrand wrote:
> Hi Boris,
>  
> "checking boost/shared_ptr.hpp usability... no
> checking boost/shared_ptr.hpp presence... no
> checking for boost/shared_ptr.hpp... no
> configure: WARNING: Boost not found"
>  
> I think this is self-explanatory :-)

Yes, but it's a warning---0.3.6 used Boost if available, but didn't
require it (Boris, is this the reason why you're still using this
release?)

>From the errors, adding -fpermissive to the compilation flags should
work. The flags can be specified when running configure, i.e.,

./configure CXXFLAGS='-g -O2 -fpermissive'

or when running make, i.e.,

CXXFLAGS='-g -O2 -fpermissive' make

Luigi


--

There are two ways to write error-free programs; only the third one
works.
-- unknown



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Re: Compilation failure

Boris Dubuisson
Hi Luigi,
Yes this is the reason :)
Unfortunately your fpermissive solution doesn't work neither
Still the problem
Thanks,
Boris

On Tue, Sep 2, 2008 at 6:15 PM, Luigi Ballabio <[hidden email]> wrote:
On Tue, 2008-09-02 at 11:53 -0400, Sylvain Bertrand wrote:
> Hi Boris,
>
> "checking boost/shared_ptr.hpp usability... no
> checking boost/shared_ptr.hpp presence... no
> checking for boost/shared_ptr.hpp... no
> configure: WARNING: Boost not found"
>
> I think this is self-explanatory :-)

Yes, but it's a warning---0.3.6 used Boost if available, but didn't
require it (Boris, is this the reason why you're still using this
release?)

>From the errors, adding -fpermissive to the compilation flags should
work. The flags can be specified when running configure, i.e.,

./configure CXXFLAGS='-g -O2 -fpermissive'

or when running make, i.e.,

CXXFLAGS='-g -O2 -fpermissive' make

Luigi


--

There are two ways to write error-free programs; only the third one
works.
-- unknown




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Re: Compilation failure

Luigi Ballabio
On Tue, 2008-09-02 at 18:37 +0200, Boris Dubuisson wrote:
> Hi Luigi,
> Yes this is the reason :)
>
> Unfortunately your fpermissive solution doesn't work neither
> Still the problem

The same? What is the output now?

Luigi


--

Humphrey's Requirements Uncertainty Principle:
For a new software system, the requirements will not be
completely known until after the users have used it.



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Re: Compilation failure

Boris Dubuisson
The same :-/
I think the error comes from the gcc version. Are there any recommendations for QuantLib ?
Thanks
Boris

On Tue, Sep 2, 2008 at 6:42 PM, Luigi Ballabio <[hidden email]> wrote:
On Tue, 2008-09-02 at 18:37 +0200, Boris Dubuisson wrote:
> Hi Luigi,
> Yes this is the reason :)
>
> Unfortunately your fpermissive solution doesn't work neither
> Still the problem

The same? What is the output now?

Luigi


--

Humphrey's Requirements Uncertainty Principle:
For a new software system, the requirements will not be
completely known until after the users have used it.




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Re: Compilation failure

Luigi Ballabio

On Sep 2, 2008, at 7:05 PM, Boris Dubuisson wrote:

> The same :-/

May you send the output of the compilation? (Including the gcc  
invocation, that make outputs)

Luigi



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Re: Compilation failure

Boris Dubuisson
Here it is:

In file included from ../../ql/Math/loglinearinterpolation.hpp:26,
                 from ../../ql/functions/mathf.hpp:26,
                 from mathf.cpp:18:
../../ql/Math/linearinterpolation.hpp: In constructor `QuantLib::LinearInterpolation::Impl<I1, I2>::Impl(const I1&, const I1&, const I2&)':
../../ql/Math/linearinterpolation.hpp:40: error: `xBegin_' was not declared in this scope
../../ql/Math/linearinterpolation.hpp:41: error: `yBegin_' was not declared in this scope
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::value(double) const':
../../ql/Math/linearinterpolation.hpp:47: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/linearinterpolation.hpp:47: error: (if you use `-fpermissive', G++ will accept your code, but allowing the use of an undeclared name is deprecated)
../../ql/Math/linearinterpolation.hpp:48: error: `yBegin_' was not declared in this scope
../../ql/Math/linearinterpolation.hpp:48: error: `xBegin_' was not declared in this scope
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::primitive(double) const':
../../ql/Math/linearinterpolation.hpp:51: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/linearinterpolation.hpp:52: error: `xBegin_' was not declared in this scope
../../ql/Math/linearinterpolation.hpp:54: error: `yBegin_' was not declared in this scope
../../ql/Math/linearinterpolation.hpp: In member function `double QuantLib::LinearInterpolation::Impl<I1, I2>::derivative(double) const':
../../ql/Math/linearinterpolation.hpp:57: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
In file included from ../../ql/functions/mathf.hpp:27,
                 from mathf.cpp:18:
../../ql/Math/cubicspline.hpp: In constructor `QuantLib::CubicSpline::Impl<I1, I2>::Impl(const I1&, const I1&, const I2&, QuantLib::CubicSpline::BoundaryCondition, double, QuantLib::CubicSpline::BoundaryCondition, double, bool)':
../../ql/Math/cubicspline.hpp:99: error: `xBegin_' was not declared in this scope
../../ql/Math/cubicspline.hpp:100: error: `yBegin_' was not declared in this scope
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::value(double) const':
../../ql/Math/cubicspline.hpp:246: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:247: error: `xBegin_' was not declared in this scope
../../ql/Math/cubicspline.hpp:248: error: `yBegin_' was not declared in this scope
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::primitive(double) const':
../../ql/Math/cubicspline.hpp:251: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:252: error: `xBegin_' was not declared in this scope
../../ql/Math/cubicspline.hpp:253: error: `yBegin_' was not declared in this scope
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::derivative(double) const':
../../ql/Math/cubicspline.hpp:257: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:258: error: `xBegin_' was not declared in this scope
../../ql/Math/cubicspline.hpp: In member function `double QuantLib::CubicSpline::Impl<I1, I2>::secondDerivative(double) const':
../../ql/Math/cubicspline.hpp:262: error: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available
../../ql/Math/cubicspline.hpp:263: error: `xBegin_' was not declared in this scope
In file included from mathf.cpp:20:
../../ql/Math/bilinearinterpolation.hpp: In member function `double QuantLib::BilinearInterpolation::Impl<I1, I2, M>::value(double, double) const':
../../ql/Math/bilinearinterpolation.hpp:43: error: there are no arguments to `locateX' that depend on a template parameter, so a declaration of `locateX' must be available
../../ql/Math/bilinearinterpolation.hpp:43: error: there are no arguments to `locateY' that depend on a template parameter, so a declaration of `locateY' must be available
../../ql/Math/bilinearinterpolation.hpp:45: error: `zData_' was not declared in this scope
../../ql/Math/bilinearinterpolation.hpp:50: error: `xBegin_' was not declared in this scope
../../ql/Math/bilinearinterpolation.hpp:51: error: `yBegin_' was not declared in this scope
In file included from mathf.cpp:21:
../../ql/Math/bicubicsplineinterpolation.hpp: In constructor `QuantLib::BicubicSpline::Impl<I1, I2, M>::Impl(const I1&, const I1&, const I2&, const I2&, const M&)':
../../ql/Math/bicubicsplineinterpolation.hpp:45: error: `zData_' was not declared in this scope
../../ql/Math/bicubicsplineinterpolation.hpp: In member function `double QuantLib::BicubicSpline::Impl<I1, I2, M>::value(double, double) const':
../../ql/Math/bicubicsplineinterpolation.hpp:54: error: `yBegin_' was not declared in this scope
../../ql/Math/bicubicsplineinterpolation.hpp:54: error: `yEnd_' was not declared in this scope

with g++-3.4

Thanks

On Tue, Sep 2, 2008 at 8:38 PM, Luigi Ballabio <[hidden email]> wrote:

On Sep 2, 2008, at 7:05 PM, Boris Dubuisson wrote:

The same :-/

May you send the output of the compilation? (Including the gcc invocation, that make outputs)

Luigi




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Re: Compilation failure

Luigi Ballabio

On Sep 2, 2008, at 10:58 PM, Boris Dubuisson wrote:

> Actually i ve got the same trace.
> I'm at home right now using my ubuntu to perform some tests on it  
> (instead of the solaris 5.10 server).
> With g++-3.4 and with CXXFLAGS='-g -O2 -fpermissive' i obtain  
> equally the same problem :

Ok. Hmm. Oh well. You can downgrade to a previous version of gcc, or  
patch the sources. If you want to do the latter, when you get an error  
like:

> ../../ql/Math/linearinterpolation.hpp:40: error: `xBegin_' was not  
> declared in this scope

go to line 40 and replace "xBegin_" wth "this->xBegin_".
The same if you find:

> ../../ql/Math/linearinterpolation.hpp:47: warning: there are no  
> arguments to `locate' that depend on a template parameter, so a  
> declaration of `locate' must be available

replace "locate" with "this->locate".

Luigi

P.S. Another alternative is to upgrade QuantLib. You'll also get a  
number of bug-fixes. What's wrong with Boost? Does it have problems on  
Solaris?



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Re: Compilation failure

Boris Dubuisson
Ok thanks. That's what i was thinking.
Actually i tried to fix the problem of inheritance of templates, but i faced with another one and so on, and finally gave up.
No problem with boost only a requirement for the project i'm working on.
I will think about your three solutions.
Thank you very much for your help!

On Tue, Sep 2, 2008 at 11:10 PM, Luigi Ballabio <[hidden email]> wrote:

On Sep 2, 2008, at 10:58 PM, Boris Dubuisson wrote:

Actually i ve got the same trace.
I'm at home right now using my ubuntu to perform some tests on it (instead of the solaris 5.10 server).
With g++-3.4 and with CXXFLAGS='-g -O2 -fpermissive' i obtain equally the same problem :

Ok. Hmm. Oh well. You can downgrade to a previous version of gcc, or patch the sources. If you want to do the latter, when you get an error like:


../../ql/Math/linearinterpolation.hpp:40: error: `xBegin_' was not declared in this scope

go to line 40 and replace "xBegin_" wth "this->xBegin_".
The same if you find:


../../ql/Math/linearinterpolation.hpp:47: warning: there are no arguments to `locate' that depend on a template parameter, so a declaration of `locate' must be available

replace "locate" with "this->locate".

Luigi

P.S. Another alternative is to upgrade QuantLib. You'll also get a number of bug-fixes. What's wrong with Boost? Does it have problems on Solaris?




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