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Installation of Quantlib 0.9.9 fails under cygwin (gcc 4.3.4)

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Richard Stanton

Installation of Quantlib 0.9.9 fails under cygwin (gcc 4.3.4)

I just downloaded Quantlib 0.9.9 and am trying to install it using the latest version of cygwin/gcc under Windows Vista (cygwin 1.7.1, gcc version 4.3.4). I have boost 1.41.0 installed, and ./configure finds this OK and runs to completion.

Unfortunately, when I then run “make”, the compilation seems to run fine for quite some while, but dies at the following point:

/bin/sh ../../libtool --tag=CC --mode=link gcc -g -O2 -o libExperimental.la

amortizingbonds/libAmortizingBonds.la barrieroption/libBarrierOption.la callab

lebonds/libCallableBonds.la commodities/libCommodities.la compoundoption/libComp

oundOption.la coupons/libCoupons.la credit/libCredit.la finitedifferences/libMul

tiDimFDM.la inflation/libInflation.la lattices/libLattices.la mcbasket/libMcBask

et.la processes/libProcesses.la risk/libRisk.la varianceoption/libVarianceOption

.la volatility/libVolatility.la

libtool: link: (cd .libs/libExperimental.lax/libAmortizingBonds.a && ar x "/RHS/

QuantLib-0.9.9/ql/experimental/amortizingbonds/.libs/libAmortizingBonds.a")

libtool: link: object name conflicts in archive: .libs/libExperimental.lax/libAm

ortizingBonds.a//RHS/QuantLib-0.9.9/ql/experimental/amortizingbonds/.libs/libAmo

rtizingBonds.a

make[4]: *** [libExperimental.la] Error 1

make[4]: Leaving directory `/RHS/QuantLib-0.9.9/ql/experimental'

make[3]: *** [all-recursive] Error 1

make[3]: Leaving directory `/RHS/QuantLib-0.9.9/ql/experimental'

make[2]: *** [all-recursive] Error 1

make[2]: Leaving directory `/RHS/QuantLib-0.9.9/ql'

make[1]: *** [all] Error 2

make[1]: Leaving directory `/RHS/QuantLib-0.9.9/ql'

make: *** [all-recursive] Error 1

bash-3.2$

The only slightly odd thing during the configuration phase that might be relevant was the following:

checking command to parse /usr/bin/nm -B output from gcc object... failed

Thanks for checking into this.

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Luigi Ballabio

Re: Installation of Quantlib 0.9.9 fails under cygwin (gcc 4.3.4)

On Sat, 2010-01-09 at 08:04 -0800, Richard Stanton wrote:
> I just downloaded Quantlib 0.9.9 and am trying to install it using the
> latest version of cygwin/gcc under Windows Vista (cygwin 1.7.1, gcc
> version 4.3.4). I have boost 1.41.0 installed, and ./configure finds
> this OK and runs to completion.

> Unfortunately, when I then run “make”, the compilation seems to run
> fine for quite some while, but dies at the following point: [...]

Richard,
do you have the same problem with the 1.0 beta I've just released?

Thanks,
Luigi

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japari

Re: Installation of Quantlib 0.9.9 fails under cygwin (gcc 4.3.4)

Quoting Luigi Ballabio <[hidden email]>:

> On Sat, 2010-01-09 at 08:04 -0800, Richard Stanton wrote:
> > I just downloaded Quantlib 0.9.9 and am trying to install it using the
> > latest version of cygwin/gcc under Windows Vista (cygwin 1.7.1, gcc
> > version 4.3.4). I have boost 1.41.0 installed, and ./configure finds
> > this OK and runs to completion.
>
> > Unfortunately, when I then run âmakeâ, the compilation seems to run
> > fine for quite some while, but dies at the following point: [...]
>
> Richard,
> do you have the same problem with the 1.0 beta I've just released?
>

Hi all
Funny, looks like I have an orthogonal set of problems.

My kit:
QuantLib-1.0b1
CYGWIN_NT-5.0 1.5.18(0.132/4/2)

gcc version 3.4.4 (cygming special) (gdc 0.12, using dmd 0.125)
/gcc/i686-pc-cygwin/3.4.4

boost_1_41_0

doxygen 1.6.2

----
./configure --with-boost-include=/cygdrive/c/Boost/boost_1_41_0/

--with-boost-lib=/cygdrive/c/Boost/boost_1_41_0/stage/lib/
make

gcc took ages, but life as usual.
The QL lib and the examples build ok (no errs no warns). All the examples run
fine. Linking the test-suite reports missing refs though:
======================================================
[...]
libtool: link: g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o a
mericanoption.o array.o
[...objects test suite blah blah...]
transformedgrid.o tqre
igendecomposition.o tracing.o utilities.o varianceoption.o varianceswaps.o volat
ilitymodels.o -L/cygdrive/c/Boost/boost_1_41_0/stage/lib -lboost_unit_test_fram
ework ./.libs/libUnitMain.a ../ql/.libs/libQuantLib.a
./.libs/libUnitMain.a(libUnitMain_la-main.o): In function `_Z13init_functionv':
/cygdrive/c/QuantLib-1.0b1/test-suite/main.cpp:7: undefined reference to `boost:
:unit_test::framework::master_test_suite()'
./.libs/libUnitMain.a(libUnitMain_la-main.o): In function `main':
/cygdrive/c/QuantLib-1.0b1/test-suite/main.cpp:11: undefined reference to `boost
::unit_test::unit_test_main(bool (*)(), int, char**)'
Info: resolving vtable for boost::unit_test::unit_test_log_tby linking to __imp_
__ZTVN5boost9unit_test15unit_test_log_tE (auto-import)
collect2: ld returned 1 exit status
make[1]: *** [quantlib-test-suite.exe] Error 1
make[1]: Leaving directory `/cygdrive/c/QuantLib-1.0b1/test-suite'
make: *** [all-recursive] Error 1

======================================================

I always had problems with the test-suite (and other boost libs that require
compilation). This time I managed to get the unit test framework built with a
dirty hack of
'boost/test/execution_monitor.ipp'
nm of the boost test libs looks fine but I will blame the missing ref to the
change I made.

I still have to try harder but how do you build boost under cygwin? Or someone
else, Nando? I have seen in the archives some of you managed to built on cygwin
without problems.

I have also generated the docs ok. Some classes (e.g. see
SpreadedSwaptionVolatility and
SwaptionVolatilityDiscrete but not ConstantSwaptionVolatility) are not shown
in the class hierarchy. Is it possible to add just one quick line or change
the doxy settings so it generates docs? For instance, in that same example
looks like SwaptionVolatilityStructure only had one derived class.

Ill try to continue playing with it over the weekend and possibly upgrade gcc

Best regards
Pepe

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Richard Stanton

Re: Installation of Quantlib 0.9.9 fails under cygwin (gcc 4.3.4)

I got these to compile by manually editing the makefile for the test programs and moving $(quantlib_benchmark_LDFLAGS) to the end of the relevant lines.

-----Original Message-----
From: Jose Aparicio-Navarro [mailto:[hidden email]]
Sent: Friday, January 15, 2010 7:03 AM
To: [hidden email]
Cc: Richard Stanton; [hidden email]
Subject: Re: [Quantlib-dev] Installation of Quantlib 0.9.9 fails under cygwin (gcc 4.3.4)

Quoting Luigi Ballabio <[hidden email]>:

> On Sat, 2010-01-09 at 08:04 -0800, Richard Stanton wrote:
> > I just downloaded Quantlib 0.9.9 and am trying to install it using the
> > latest version of cygwin/gcc under Windows Vista (cygwin 1.7.1, gcc
> > version 4.3.4). I have boost 1.41.0 installed, and ./configure finds
> > this OK and runs to completion.
>
> > Unfortunately, when I then run â€œmakeâ€, the compilation seems to run
> > fine for quite some while, but dies at the following point: [...]
>
> Richard,
> do you have the same problem with the 1.0 beta I've just released?
>

japari

QL 1.0b in cygwin , was RE: Installation of Quantlib 0.9.9 fails under cygwin (gcc 4.3.4)

Quoting Richard Stanton <[hidden email]>:

> I got these to compile by manually editing the makefile for the test programs
> and moving $(quantlib_benchmark_LDFLAGS) to the end of the relevant lines.

Thanks for the tip.

Finally managed to build boost, the gcc upgrade did the trick.
However I had to link the test suite manually.
------------------------------------------
/bin/sh ../libtool --tag=CXX --mode=link g++ -g -O2 -L/usr/local/lib -o
quantlib-test-suite.exe -lboost_unit_test_framework quantlibtestsuite.o
americanoption.o array.o asianoptions.o assetswap.o barrieroption.o
basketoption.o batesmodel.o bermudanswaption.o bonds.o brownianbridge.o
calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o cdsoption.o
cliquetoption.o cms.o compoundoption.o convertiblebonds.o covariance.o
creditdefaultswap.o curvestates.o dates.o daycounters.o
defaultprobabilitycurves.o digitalcoupon.o digitaloption.o distributions.o
dividendoption.o europeanoption.o everestoption.o exchangerate.o extendedtrees.o
factorial.o fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
inflationcapflooredcoupon.o inflationvolatility.o instruments.o integrals.o
interestrates.o interpolations.o jumpdiffusion.o libormarketmodel.o
libormarketmodelprocess.o linearleastsquaresregression.o lookbackoptions.o
lowdiscrepancysequences.o marketmodel.o marketmodel_cms.o marketmodel_smm.o
marketmodel_smmcapletalphacalibration.o marketmodel_smmcapletcalibration.o
marketmodel_smmcaplethomocalibration.o matrices.o mclongstaffschwartzengine.o
mersennetwister.o money.o nthtodefault.o operators.o optimizers.o
optionletstripper.o overnightindexedswap.o pagodaoption.o pathgenerator.o
period.o piecewiseyieldcurve.o quantooption.o quotes.o rangeaccrual.o
riskstats.o rngtraits.o rounding.o sampledcurve.o shortratemodels.o solvers.o
stats.o surface.o swap.o swapforwardmappings.o swaption.o
swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o utilities.o
varianceoption.o varianceswaps.o volatilitymodels.o libUnitMain.la
../ql/libQuantLib.la
libtool: link: g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
americanoption.o array.o asianoptions.o assetswap.o barrieroption.o
basketoption.o batesmodel.o bermudanswaption.o bonds.o brownianbridge.o
calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o cdsoption.o
cliquetoption.o cms.o compoundoption.o convertiblebonds.o covariance.o
creditdefaultswap.o curvestates.o dates.o daycounters.o
defaultprobabilitycurves.o digitalcoupon.o digitaloption.o distributions.o
dividendoption.o europeanoption.o everestoption.o exchangerate.o extendedtrees.o
factorial.o fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
inflationcapflooredcoupon.o inflationvolatility.o instruments.o integrals.o
interestrates.o interpolations.o jumpdiffusion.o libormarketmodel.o
libormarketmodelprocess.o linearleastsquaresregression.o lookbackoptions.o
lowdiscrepancysequences.o marketmodel.o marketmodel_cms.o marketmodel_smm.o
marketmodel_smmcapletalphacalibration.o marketmodel_smmcapletcalibration.o
marketmodel_smmcaplethomocalibration.o matrices.o mclongstaffschwartzengine.o
mersennetwister.o money.o nthtodefault.o operators.o optimizers.o
optionletstripper.o overnightindexedswap.o pagodaoption.o pathgenerator.o
period.o piecewiseyieldcurve.o quantooption.o quotes.o rangeaccrual.o
riskstats.o rngtraits.o rounding.o sampledcurve.o shortratemodels.o solvers.o
stats.o surface.o swap.o swapforwardmappings.o swaption.o
swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o utilities.o
varianceoption.o varianceswaps.o volatilitymodels.o -L/usr/local/lib
-lboost_unit_test_framework ./.libs/libUnitMain.a ../ql/.libs/libQuantLib.a
/usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a
-L/usr/lib/gcc/i686-pc-cygwin/4.3.4
./.libs/libUnitMain.a(libUnitMain_la-main.o): In function `main':
/cygdrive/e/QuantLib-1.0b1/test-suite/main.cpp:11: undefined reference to
`boost::unit_test::unit_test_main(bool (*)(), int, char**)'
./.libs/libUnitMain.a(libUnitMain_la-main.o): In function `_Z13init_functionv':
/cygdrive/e/QuantLib-1.0b1/test-suite/main.cpp:7: undefined reference to
`boost::unit_test::framework::master_test_suite()'
collect2: ld returned 1 exit status
make[1]: *** [quantlib-test-suite.exe] Error 1
make[1]: Leaving directory `/cygdrive/e/QuantLib-1.0b1/test-suite'
make: *** [all-recursive] Error 1

------------------------------------------
$ /bin/sh ../libtool --tag=CXX --mode=link g++ -g -O2 -L/usr/local/lib -o
quantlib-test-suite.exe /usr/local/lib/libboost_unit_test_framework.a
quantlibtestsuite.o americanoption.o array.o asianoptions.o assetswap.o
barrieroption.o basketoption.o batesmodel.o bermudanswaption.o bonds.o
brownianbridge.o calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o
cdsoption.o cliquetoption.o cms.o compoundoption.o convertiblebonds.o
covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o
defaultprobabilitycurves.o digitalcoupon.o digitaloption.o distributions.o
dividendoption.o europeanoption.o everestoption.o exchangerate.o extendedtrees.o
factorial.o fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
inflationcapflooredcoupon.o inflationvolatility.o instruments.o integrals.o
interestrates.o interpolations.o jumpdiffusion.o libormarketmodel.o
libormarketmodelprocess.o linearleastsquaresregression.o lookbackoptions.o
lowdiscrepancysequences.o marketmodel.o marketmodel_cms.o marketmodel_smm.o
marketmodel_smmcapletalphacalibration.o marketmodel_smmcapletcalibration.o
marketmodel_smmcaplethomocalibration.o matrices.o mclongstaffschwartzengine.o
mersennetwister.o money.o nthtodefault.o operators.o optimizers.o
optionletstripper.o overnightindexedswap.o pagodaoption.o pathgenerator.o
period.o piecewiseyieldcurve.o quantooption.o quotes.o rangeaccrual.o
riskstats.o rngtraits.o rounding.o sampledcurve.o shortratemodels.o solvers.o
stats.o surface.o swap.o swapforwardmappings.o swaption.o
swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o utilities.o
varianceoption.o varianceswaps.o volatilitymodels.o libUnitMain.la
../ql/libQuantLib.la

------------------------------------------

I am not a gnu tools guru but is this not finding the right boost test suite
libs?
I did config like this:
$ ./configure --with-boost-include=/usr/boost_1_41_0/
--with-boost-lib=/usr/local/lib

but I still have the boost 1.33 coming with cygwin.
The output was good:

$ ./quantlib-test-suite.exe --build_info=yes
Running 446 test cases...
Platform: Cygwin
Compiler: GNU C++ version 4.3.4 20090804 (release) 1
STL : GNU libstdc++ version 20090804
Boost : 1.41.0

Tests completed in 1 h 0 m 55 s

*** No errors detected

I also tested on VC8 with boost_1_38_0 and everything is ok there.
1>==============================
1>Testing QuantLib-vc80-mt-s.lib
1>==============================
1>Running 446 test cases...
1>Platform: Win32
1>Compiler: Microsoft Visual C++ version 8.0
1>STL : Dinkumware standard library version 405
1>Boost : 1.38.0
1>Testing Barone-Adesi and Whaley approximation for American options...
[...]
1>Tests completed in 1 h 1 m 34 s
1>Test suite "Master Test Suite" passed with:
1> 1689 assertions out of 1689 passed
1> 446 test cases out of 446 passed
1>Build log was saved at "file://e:\QuantLib-1.0b1\test-suite\build\vc80\Release
(static runtime)\BuildLog.htm"
1>testsuite - 0 error(s), 0 warning(s)
========== Build: 1 succeeded, 0 failed, 0 up-to-date, 0 skipped ==========

Best regards
Pepe

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attendees to learn about information security's most important issues through
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