Hello,
I am using QuanLlib 1.3, Boost 1.55, Python 2.7.6 I am having issues installing the SWIG-Python wrapper for QuantLib (using python setup.py install command), with two main errors. Would like to know if anyone has encountered this, and whether they solved it. In file included from /usr/local/Cellar/quantlib/1.3/include/ql/math/matrixutilities/basisincompleteordered.hpp:25: /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../lib/c++/v1/valarray:4027:59: error: 'value_type' is a private member of 'boost::detail::operator_brackets_proxy<QuantLib::step_iterator<double *> >' __val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>, ^ /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../lib/c++/v1/valarray:4030:1: note: while substituting deduced template arguments into function template 'operator<<' [with _Expr = boost::detail::operator_brackets_proxy<QuantLib::step_iterator<double *> >] operator<<(const typename _Expr::value_type& __x, const _Expr& __y) ^ /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../lib/c++/v1/valarray:4028:46: error: 'value_type' is a private member of 'boost::detail::operator_brackets_proxy<QuantLib::step_iterator<double *> >' __scalar_expr<typename _Expr::value_type>, _Expr> > Here is the full error message: running build running build_py creating build creating build/lib.macosx-10.9-x86_64-2.7 creating build/lib.macosx-10.9-x86_64-2.7/QuantLib copying QuantLib/__init__.py -> build/lib.macosx-10.9-x86_64-2.7/QuantLib copying QuantLib/QuantLib.py -> build/lib.macosx-10.9-x86_64-2.7/QuantLib running build_ext building 'QuantLib._QuantLib' extension creating build/temp.macosx-10.9-x86_64-2.7 creating build/temp.macosx-10.9-x86_64-2.7/QuantLib clang -fno-strict-aliasing -fno-common -dynamic -I/usr/local/include -I/usr/local/opt/sqlite/include -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/usr/local/Cellar/python/2.7.6/Frameworks/Python.framework/Versions/2.7/include/python2.7 -I/usr/local/Cellar/quantlib/1.3/include -c QuantLib/quantlib_wrap.cpp -o build/temp.macosx-10.9-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused QuantLib/quantlib_wrap.cpp:2375:23: warning: explicitly assigning a variable of type 'int' to itself [-Wself-assign] res = SWIG_AddCast(res); ~~~ ^ ~~~ QuantLib/quantlib_wrap.cpp:2378:23: warning: explicitly assigning a variable of type 'int' to itself [-Wself-assign] res = SWIG_AddCast(res); ~~~ ^ ~~~ QuantLib/quantlib_wrap.cpp:2900:9: warning: variable 'res' is used uninitialized whenever 'if' condition is true [-Wsometimes-uninitialized] if (PyType_Ready(tp) < 0) ^~~~~~~~~~~~~~~~~~~~ QuantLib/quantlib_wrap.cpp:2924:10: note: uninitialized use occurs here return res; ^~~ QuantLib/quantlib_wrap.cpp:2900:5: note: remove the 'if' if its condition is always false if (PyType_Ready(tp) < 0) ^~~~~~~~~~~~~~~~~~~~~~~~~ QuantLib/quantlib_wrap.cpp:2881:10: note: initialize the variable 'res' to silence this warning int res; ^ = 0 In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:42: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/experimental/all.hpp:20: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/experimental/processes/all.hpp:7: /usr/local/Cellar/quantlib/1.3/include/ql/experimental/processes/gemanroncoroniprocess.hpp:63:14: warning: 'QuantLib::GemanRoncoroniProcess::evolve' hides overloaded virtual function [-Woverloaded-virtual] Real evolve(Time t0, Real x0, Time dt, Real dw, const Ar... ^ /usr/local/Cellar/quantlib/1.3/include/ql/stochasticprocess.hpp:240:27: note: hidden overloaded virtual function 'QuantLib::StochasticProcess1D::evolve' declared here Disposable<Array> evolve(Time t0, const Array& x0, ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:45: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/legacy/all.hpp:4: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/legacy/libormarketmodels/all.hpp:5: /usr/local/Cellar/quantlib/1.3/include/ql/legacy/libormarketmodels/lfmcovarproxy.hpp:48:22: warning: 'QuantLib::LfmCovarianceProxy::integratedCovariance' hides overloaded virtual function [-Woverloaded-virtual] virtual Real integratedCovariance( ^ /usr/local/Cellar/quantlib/1.3/include/ql/legacy/libormarketmodels/lfmcovarparam.hpp:52:36: note: hidden overloaded virtual function 'QuantLib::LfmCovarianceParameterization::integratedCovariance' declared here virtual Disposable<Matrix> integratedCovariance( ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:45: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/legacy/all.hpp:4: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/legacy/libormarketmodels/all.hpp:11: /usr/local/Cellar/quantlib/1.3/include/ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp:44:20: warning: 'QuantLib::LmConstWrapperVolatilityModel::volatility' hides overloaded virtual function [-Woverloaded-virtual] Volatility volatility( ^ /usr/local/Cellar/quantlib/1.3/include/ql/legacy/libormarketmodels/lmvolmodel.hpp:45:28: note: hidden overloaded virtual function 'QuantLib::LmVolatilityModel::volatility' declared here virtual Volatility volatility( ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:50: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/all.hpp:8: /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/blackscholescalculator.hpp:48:14: warning: 'QuantLib::BlackScholesCalculator::delta' hides overloaded virtual function [-Woverloaded-virtual] Real delta() const; ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/blackcalculator.hpp:58:22: note: hidden overloaded virtual function 'QuantLib::BlackCalculator::delta' declared here virtual Real delta(Real spot) const; ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:50: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/all.hpp:8: /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/blackscholescalculator.hpp:51:14: warning: 'QuantLib::BlackScholesCalculator::elasticity' hides overloaded virtual function [-Woverloaded-virtual] Real elasticity() const; ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/blackcalculator.hpp:65:22: note: hidden overloaded virtual function 'QuantLib::BlackCalculator::elasticity' declared here virtual Real elasticity(Real spot) const; ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:50: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/all.hpp:8: /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/blackscholescalculator.hpp:54:14: warning: 'QuantLib::BlackScholesCalculator::gamma' hides overloaded virtual function [-Woverloaded-virtual] Real gamma() const; ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/blackcalculator.hpp:72:22: note: hidden overloaded virtual function 'QuantLib::BlackCalculator::gamma' declared here virtual Real gamma(Real spot) const; ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:50: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/all.hpp:8: /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/blackscholescalculator.hpp:56:14: warning: 'QuantLib::BlackScholesCalculator::theta' hides overloaded virtual function [-Woverloaded-virtual] Real theta(Time maturity) const; ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/blackcalculator.hpp:75:22: note: hidden overloaded virtual function 'QuantLib::BlackCalculator::theta' declared here virtual Real theta(Real spot, ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:50: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/all.hpp:8: /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/blackscholescalculator.hpp:59:14: warning: 'QuantLib::BlackScholesCalculator::thetaPerDay' hides overloaded virtual function [-Woverloaded-virtual] Real thetaPerDay(Time maturity) const; ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/blackcalculator.hpp:79:22: note: hidden overloaded virtual function 'QuantLib::BlackCalculator::thetaPerDay' declared here virtual Real thetaPerDay(Real spot, ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:46: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/math/all.hpp:36: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/math/matrixutilities/all.hpp:4: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/math/matrixutilities/basisincompleteordered.hpp:25: /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../lib/c++/v1/valarray:4027:59: error: 'value_type' is a private member of 'boost::detail::operator_brackets_proxy<QuantLib::step_iterator<double *> >' __val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>, ^ /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../lib/c++/v1/valarray:4030:1: note: while substituting deduced template arguments into function template 'operator<<' [with _Expr = boost::detail::operator_brackets_proxy<QuantLib::step_iterator<double *> >] operator<<(const typename _Expr::value_type& __x, const _Expr& __y) ^ /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../lib/c++/v1/valarray:4028:46: error: 'value_type' is a private member of 'boost::detail::operator_brackets_proxy<QuantLib::step_iterator<double *> >' __scalar_expr<typename _Expr::value_type>, _Expr> > ^ QuantLib/quantlib_wrap.cpp:6833:62: warning: conversion from string literal to 'char *' is deprecated [-Wdeprecated-writable-strings] PyObject* pyResult = PyObject_CallFunction(function_,"d",x); ^ QuantLib/quantlib_wrap.cpp:6841:43: warning: conversion from string literal to 'char *' is deprecated [-Wdeprecated-writable-strings] PyObject_CallMethod(function_,"derivative","d",x); ^ QuantLib/quantlib_wrap.cpp:6841:56: warning: conversion from string literal to 'char *' is deprecated [-Wdeprecated-writable-strings] PyObject_CallMethod(function_,"derivative","d",x); ^ QuantLib/quantlib_wrap.cpp:6873:62: warning: conversion from string literal to 'char *' is deprecated [-Wdeprecated-writable-strings] PyObject* pyResult = PyObject_CallFunction(function_,"dd",x,y); ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:50: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/all.hpp:28: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/all.hpp:23: /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdbermudanengine.hpp:47:14: warning: 'QuantLib::FDBermudanEngine<CrankNicolson>::calculate' hides overloaded virtual function [-Woverloaded-virtual] void calculate() const { ^ QuantLib/quantlib_wrap.cpp:9395:33: note: in instantiation of template class 'QuantLib::FDBermudanEngine<CrankNicolson>' requested here new FDBermudanEngine<>(bsProcess,timeSteps, ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdmultiperiodengine.hpp:76:22: note: hidden overloaded virtual function 'QuantLib::FDMultiPeriodEngine<CrankNicolson>::calculate' declared here virtual void calculate(PricingEngine::results*) const; ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:50: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/all.hpp:28: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/all.hpp:21: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdamericanengine.hpp:29: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdstepconditionengine.hpp:28: /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdvanillaengine.hpp:101:14: warning: 'QuantLib::FDEngineAdapter<QuantLib::FDAmericanCondition<QuantLib::FDStepConditionEngine<CrankNicolson> >, QuantLib::OneAssetOption::engine>::calculate' hides overloaded virtual function [-Woverloaded-virtual] void calculate() const { ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdamericanengine.hpp:46:18: note: in instantiation of template class 'QuantLib::FDEngineAdapter<QuantLib::FDAmericanCondition<QuantLib::FDStepConditionEngine<CrankNicolson> >, QuantLib::OneAssetOption::engine>' requested here : public FDEngineAdapter<FDAmericanCondition< ^ QuantLib/quantlib_wrap.cpp:9506:33: note: in instantiation of template class 'QuantLib::FDAmericanEngine<CrankNicolson>' requested here new FDAmericanEngine<>(bsProcess,timeSteps, ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdstepconditionengine.hpp:54:22: note: hidden overloaded virtual function 'QuantLib::FDStepConditionEngine<CrankNicolson>::calculate' declared here virtual void calculate(PricingEngine::results*) const; ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:50: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/all.hpp:28: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/all.hpp:21: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdamericanengine.hpp:29: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdstepconditionengine.hpp:28: /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdvanillaengine.hpp:101:14: warning: 'QuantLib::FDEngineAdapter<QuantLib::FDShoutCondition<QuantLib::FDStepConditionEngine<CrankNicolson> >, QuantLib::OneAssetOption::engine>::calculate' hides overloaded virtual function [-Woverloaded-virtual] void calculate() const { ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdshoutengine.hpp:42:18: note: in instantiation of template class 'QuantLib::FDEngineAdapter<QuantLib::FDShoutCondition<QuantLib::FDStepConditionEngine<CrankNicolson> >, QuantLib::OneAssetOption::engine>' requested here : public FDEngineAdapter<FDShoutCondition< ^ QuantLib/quantlib_wrap.cpp:9515:36: note: in instantiation of template class 'QuantLib::FDShoutEngine<CrankNicolson>' requested here new FDShoutEngine<>(bsProcess,timeSteps, ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdstepconditionengine.hpp:54:22: note: hidden overloaded virtual function 'QuantLib::FDStepConditionEngine<CrankNicolson>::calculate' declared here virtual void calculate(PricingEngine::results*) const; ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:50: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/all.hpp:28: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/all.hpp:21: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdamericanengine.hpp:29: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdstepconditionengine.hpp:28: /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdvanillaengine.hpp:101:14: warning: 'QuantLib::FDEngineAdapter<QuantLib::FDDividendEngine<CrankNicolson>, QuantLib::DividendVanillaOption::engine>::calculate' hides overloaded virtual function [-Woverloaded-virtual] void calculate() const { ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp:43:18: note: in instantiation of template class 'QuantLib::FDEngineAdapter<QuantLib::FDDividendEngine<CrankNicolson>, QuantLib::DividendVanillaOption::engine>' requested here : public FDEngineAdapter<FDDividendEngine<Scheme>, ^ QuantLib/quantlib_wrap.cpp:9629:24: note: in instantiation of template class 'QuantLib::FDDividendEuropeanEngine<CrankNicolson>' requested here new FDDividendEuropeanEngine<>(bsProcess,timeSteps, ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdmultiperiodengine.hpp:76:22: note: hidden overloaded virtual function 'QuantLib::FDMultiPeriodEngine<CrankNicolson>::calculate' declared here virtual void calculate(PricingEngine::results*) const; ^ In file included from QuantLib/quantlib_wrap.cpp:3819: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/quantlib.hpp:50: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/all.hpp:28: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/all.hpp:21: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdamericanengine.hpp:29: In file included from /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdstepconditionengine.hpp:28: /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdvanillaengine.hpp:101:14: warning: 'QuantLib::FDEngineAdapter<QuantLib::FDAmericanCondition<QuantLib::FDDividendEngine<CrankNicolson> >, QuantLib::DividendVanillaOption::engine>::calculate' hides overloaded virtual function [-Woverloaded-virtual] void calculate() const { ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fddividendamericanengine.hpp:45:18: note: in instantiation of template class 'QuantLib::FDEngineAdapter<QuantLib::FDAmericanCondition<QuantLib::FDDividendEngine<CrankNicolson> >, QuantLib::DividendVanillaOption::engine>' requested here : public FDEngineAdapter<FDAmericanCondition<FDDividendE... ^ QuantLib/quantlib_wrap.cpp:9638:24: note: in instantiation of template class 'QuantLib::FDDividendAmericanEngine<CrankNicolson>' requested here new FDDividendAmericanEngine<>(bsProcess,timeSteps, ^ /usr/local/Cellar/quantlib/1.3/include/ql/pricingengines/vanilla/fdmultiperiodengine.hpp:76:22: note: hidden overloaded virtual function 'QuantLib::FDMultiPeriodEngine<CrankNicolson>::calculate' declared here virtual void calculate(PricingEngine::results*) const; ^ QuantLib/quantlib_wrap.cpp:243361:14: warning: explicitly assigning a variable of type 'void *' to itself [-Wself-assign] clientdata = clientdata; ~~~~~~~~~~ ^ ~~~~~~~~~~ 21 warnings and 2 errors generated. error: command 'clang' failed with exit status 1 Thank you, Francesco |
Hi Francesco,
Did you ever find a solution to this issue? I'm using the latest Boost and QuantLib releases--- QuantLib 1.6.1 Boost 1.58.0 Python 3.4.3 Mac OS X 10.10.5 and my error stack looks like yours--- $ python setup.py build running build running build_py running build_ext building 'QuantLib._QuantLib' extension /usr/bin/clang -Wno-unused-result -fno-common -dynamic -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -pipe -Os -I/opt/local/Library/Frameworks/Python.framework/Versions/3.4/include/python3.4m -I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o build/temp.macosx-10.10-x86_64-3.4/QuantLib/quantlib_wrap.o -Wno-unused In file included from QuantLib/quantlib_wrap.cpp:3916: In file included from /opt/local/include/ql/quantlib.hpp:47: In file included from /opt/local/include/ql/math/all.hpp:35: In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4: In file included from /opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25: /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4035:59: error: 'value_type' is a private member of 'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double *> >' __val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>, ^ QuantLib/quantlib_wrap.cpp:7111:23: note: while substituting deduced template arguments into function template 'operator<<' [with _Expr = boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double *> >] s << (*self)[i][j]; ^ In file included from QuantLib/quantlib_wrap.cpp:3916: In file included from /opt/local/include/ql/quantlib.hpp:47: In file included from /opt/local/include/ql/math/all.hpp:35: In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4: In file included from /opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25: /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4036:46: error: 'value_type' is a private member of 'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double *> >' __scalar_expr<typename _Expr::value_type>, _Expr> > ^ 2 errors generated. error: command '/usr/bin/clang' failed with exit status 1 It appears that QuantLib built correctly on my machine, for all unit tests pass. Thanks, Neil |
Setting the environment flags suggested here http://quantlib.org/install/macosx.shtml fixed the issue:
"A note on Mac OS X 10.9 (Mavericks) Users have reported linking problems under Mac OS X 10.9; the solution (thanks to Albert Azout for pointing it out) seems to be to set the environment flags CXXFLAGS and LDFLAGS to -stdlib=libstdc++ -mmacosx-version-min=10.6 before compiling." |
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