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New 1.3 release candidates

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Luigi Ballabio

New 1.3 release candidates

Hi all,
I've uploaded new candidates to
<https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>.
if you have some time and a few cycles on your computer, please give
them a try and tell me if there are any more problems.

Luigi

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

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Smith, Dale (Norcross)

Re: New 1.3 release candidates

Hello,

I compiled QuantLib and the examples on x64 Windows 7 with Visual Studio 2010. I'm getting the following link errors when compiling every example project:

error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value '2' in BermudanSwaption.obj C:\Temp.dsmith\QuantLib-1.3\Examples\BermudanSwaption\QuantLib-vc100-x64-mt.lib(dataformatters.obj)

I checked to make sure that the Debug targets use /MDd and the Release targets use /MD in Properties | Configuration Properties | C/C++ | Code Generation, and they do. It seems to me the debug version of each example is trying to link with the release version of QuantLib. Here is the compile & link output for the MarketModels example:

------ Rebuild All started: Project: MarketModels, Configuration: Release x64 ------
MarketModels.cpp
MarketModels_vc10.vcxproj -> C:\Temp.dsmith\QuantLib-1.3\Examples\MarketModels\.\bin\MarketModels-vc100-x64-mt.exe
------ Rebuild All started: Project: MarketModels, Configuration: Debug x64 ------
MarketModels.cpp
QuantLib-vc100-x64-mt.lib(bumpinstrumentjacobian.obj) : error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value '2' in MarketModels.obj
...
QuantLib-vc100-x64-mt.lib(linesearch.obj) : error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value '2' in MarketModels.obj
LINK : warning LNK4098: defaultlib 'MSVCRT' conflicts with use of other libs; use /NODEFAULTLIB:library
.\bin\MarketModels-vc100-x64-mt-gd.exe : fatal error LNK1319: 72 mismatches detected

The debug configuration for MarketModels is trying to link with the release library! I looked at auto_link.hpp and didn't find any problems (fortunately Visual Studio can show paths thru #ifdefs with syntax coloring when changing the configuration and platform).

The static runtime configurations also had problems with every example:

------ Build started: Project: Bonds, Configuration: Release (static runtime) x64 ------
Bonds.cpp
QuantLib-vc100-x64-mt-gd.lib(errors.obj) : error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '2' doesn't match value '0' in Bonds.obj
...

I then tried to build again and every example debug configuration linked properly, except for "static runtime". I'm not sure what's going on with that... I did a rebuild to check this again and still have link problems with the examples. I copied the entire output log and saved it for troubleshooting. Email me and I will send it off the list.

I ran the BermudanSwaption example and all the calibrated swaps were within 1 - 2%. I can't check the actual swaption price calculations against Bloomberg or another source - does anyone do that?

I will compile on x64 using Visual Studio 2012 on Monday.

Dale Smith, Ph.D.
Senior Financial Quantitative Analyst
Risk & Compliance
Fiserv
Office: 678-375-5315
www.fiserv.com

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Friday, July 12, 2013 7:58 AM
To: QuantLib users
Subject: [Quantlib-users] New 1.3 release candidates

Hi all,
I've uploaded new candidates to
<https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>.
if you have some time and a few cycles on your computer, please give them a try and tell me if there are any more problems.

Luigi

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

------------------------------------------------------------------------------
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Luigi Ballabio

Re: New 1.3 release candidates

Thanks, Dale.

People, may anyone with the same configuration try to reproduce the problem?

Luigi

On Fri, Jul 12, 2013 at 5:19 PM, Smith, Dale (Norcross)
<[hidden email]> wrote:

> Hello,
>
> I compiled QuantLib and the examples on x64 Windows 7 with Visual Studio 2010. I'm getting the following link errors when compiling every example project:
>
> error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value '2' in BermudanSwaption.obj C:\Temp.dsmith\QuantLib-1.3\Examples\BermudanSwaption\QuantLib-vc100-x64-mt.lib(dataformatters.obj)
>
> I checked to make sure that the Debug targets use /MDd and the Release targets use /MD in Properties | Configuration Properties | C/C++ | Code Generation, and they do. It seems to me the debug version of each example is trying to link with the release version of QuantLib. Here is the compile & link output for the MarketModels example:
>
> ------ Rebuild All started: Project: MarketModels, Configuration: Release x64 ------
> MarketModels.cpp
> MarketModels_vc10.vcxproj -> C:\Temp.dsmith\QuantLib-1.3\Examples\MarketModels\.\bin\MarketModels-vc100-x64-mt.exe
> ------ Rebuild All started: Project: MarketModels, Configuration: Debug x64 ------
> MarketModels.cpp
> QuantLib-vc100-x64-mt.lib(bumpinstrumentjacobian.obj) : error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value '2' in MarketModels.obj
> ...
> QuantLib-vc100-x64-mt.lib(linesearch.obj) : error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value '2' in MarketModels.obj
> LINK : warning LNK4098: defaultlib 'MSVCRT' conflicts with use of other libs; use /NODEFAULTLIB:library
> .\bin\MarketModels-vc100-x64-mt-gd.exe : fatal error LNK1319: 72 mismatches detected
>
> The debug configuration for MarketModels is trying to link with the release library! I looked at auto_link.hpp and didn't find any problems (fortunately Visual Studio can show paths thru #ifdefs with syntax coloring when changing the configuration and platform).
>
> The static runtime configurations also had problems with every example:
>
> ------ Build started: Project: Bonds, Configuration: Release (static runtime) x64 ------
> Bonds.cpp
> QuantLib-vc100-x64-mt-gd.lib(errors.obj) : error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '2' doesn't match value '0' in Bonds.obj
> ...
>
> I then tried to build again and every example debug configuration linked properly, except for "static runtime". I'm not sure what's going on with that... I did a rebuild to check this again and still have link problems with the examples. I copied the entire output log and saved it for troubleshooting. Email me and I will send it off the list.
>
> I ran the BermudanSwaption example and all the calibrated swaps were within 1 - 2%. I can't check the actual swaption price calculations against Bloomberg or another source - does anyone do that?
>
> I will compile on x64 using Visual Studio 2012 on Monday.
>
> Dale Smith, Ph.D.
> Senior Financial Quantitative Analyst
> Risk & Compliance
> Fiserv
> Office: 678-375-5315
> www.fiserv.com
>
>
> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Friday, July 12, 2013 7:58 AM
> To: QuantLib users
> Subject: [Quantlib-users] New 1.3 release candidates
>
> Hi all,
> I've uploaded new candidates to
> <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>.
> if you have some time and a few cycles on your computer, please give them a try and tell me if there are any more problems.
>
> Luigi
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>
>
> ------------------------------------------------------------------------------
> See everything from the browser to the database with AppDynamics Get end-to-end visibility with application monitoring from AppDynamics Isolate bottlenecks and diagnose root cause in seconds.
> Start your free trial of AppDynamics Pro today!
> http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.clktrk
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

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Johannes Göttker-Schnetmann

Re: New 1.3 release candidates

In reply to this post by Luigi Ballabio

Hi Luigi,

I have compiled the candidate - just opening the QuantLib_vc10.sln solution file and pressing F7 - no warnings or errors. (Win7/64 bit, VisualStudio 2010, x64 and Win32, Release and Debug). For the "Release" configurations the tests run automatically and did not not come up with any error.

Order:

1. x64, release

2. win32, release

3. x64, debug

4. win32, debug

Kind regards,

Johannes

On Fri, Jul 12, 2013 at 1:58 PM, Luigi Ballabio <[hidden email]> wrote:

Hi all,
I've uploaded new candidates to
<https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>.
if you have some time and a few cycles on your computer, please give
them a try and tell me if there are any more problems.

Luigi

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

------------------------------------------------------------------------------
See everything from the browser to the database with AppDynamics
Get end-to-end visibility with application monitoring from AppDynamics
Isolate bottlenecks and diagnose root cause in seconds.
Start your free trial of AppDynamics Pro today!
http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.clktrk
_______________________________________________
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[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
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Isolate bottlenecks and diagnose root cause in seconds.
Start your free trial of AppDynamics Pro today!
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Smith, Dale (Norcross)

Re: New 1.3 release candidates

In reply to this post by Luigi Ballabio

Luigi,

Compiling in VS 2012 gives the following for the QuantLib compile:

"Unknown compiler version - please run the configure tests and report the results"

Can anyone besides Johannes confirm a good x64 VS 2010 build? I am using an older QuantLib version under x64 so I'm interested in working out any problems and do volunteer to help, although I can't contribute code due to company policy.

Dale Smith, Ph.D.
Senior Financial Quantitative Analyst
Risk & Compliance
Fiserv
Office: 678-375-5315
www.fiserv.com

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Friday, July 12, 2013 11:22 AM
To: Smith, Dale (Norcross)
Cc: QuantLib users
Subject: Re: [Quantlib-users] New 1.3 release candidates

Thanks, Dale.

People, may anyone with the same configuration try to reproduce the problem?

Luigi

On Fri, Jul 12, 2013 at 5:19 PM, Smith, Dale (Norcross) <[hidden email]> wrote:

> Hello,
>
> I compiled QuantLib and the examples on x64 Windows 7 with Visual Studio 2010. I'm getting the following link errors when compiling every example project:
>
> error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value
> '0' doesn't match value '2' in BermudanSwaption.obj
> C:\Temp.dsmith\QuantLib-1.3\Examples\BermudanSwaption\QuantLib-vc100-x
> 64-mt.lib(dataformatters.obj)
>
> I checked to make sure that the Debug targets use /MDd and the Release targets use /MD in Properties | Configuration Properties | C/C++ | Code Generation, and they do. It seems to me the debug version of each example is trying to link with the release version of QuantLib. Here is the compile & link output for the MarketModels example:
>
> ------ Rebuild All started: Project: MarketModels, Configuration: Release x64 ------
> MarketModels.cpp
> MarketModels_vc10.vcxproj ->
> C:\Temp.dsmith\QuantLib-1.3\Examples\MarketModels\.\bin\MarketModels-v
> c100-x64-mt.exe
> ------ Rebuild All started: Project: MarketModels, Configuration: Debug x64 ------
> MarketModels.cpp
> QuantLib-vc100-x64-mt.lib(bumpinstrumentjacobian.obj) : error LNK2038:
> mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value '2' in MarketModels.obj ...
> QuantLib-vc100-x64-mt.lib(linesearch.obj) : error LNK2038: mismatch
> detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value
> '2' in MarketModels.obj LINK : warning LNK4098: defaultlib 'MSVCRT'
> conflicts with use of other libs; use /NODEFAULTLIB:library
> .\bin\MarketModels-vc100-x64-mt-gd.exe : fatal error LNK1319: 72
> mismatches detected
>
> The debug configuration for MarketModels is trying to link with the release library! I looked at auto_link.hpp and didn't find any problems (fortunately Visual Studio can show paths thru #ifdefs with syntax coloring when changing the configuration and platform).
>
> The static runtime configurations also had problems with every example:
>
> ------ Build started: Project: Bonds, Configuration: Release (static runtime) x64 ------
> Bonds.cpp
> QuantLib-vc100-x64-mt-gd.lib(errors.obj) : error LNK2038: mismatch
> detected for '_ITERATOR_DEBUG_LEVEL': value '2' doesn't match value '0' in Bonds.obj ...
>
> I then tried to build again and every example debug configuration linked properly, except for "static runtime". I'm not sure what's going on with that... I did a rebuild to check this again and still have link problems with the examples. I copied the entire output log and saved it for troubleshooting. Email me and I will send it off the list.
>
> I ran the BermudanSwaption example and all the calibrated swaps were within 1 - 2%. I can't check the actual swaption price calculations against Bloomberg or another source - does anyone do that?
>
> I will compile on x64 using Visual Studio 2012 on Monday.
>
> Dale Smith, Ph.D.
> Senior Financial Quantitative Analyst
> Risk & Compliance
> Fiserv
> Office: 678-375-5315
> www.fiserv.com
>
>
> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Friday, July 12, 2013 7:58 AM
> To: QuantLib users
> Subject: [Quantlib-users] New 1.3 release candidates
>
> Hi all,
> I've uploaded new candidates to
> <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>.
> if you have some time and a few cycles on your computer, please give them a try and tell me if there are any more problems.
>
> Luigi
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>
>
> ----------------------------------------------------------------------
> -------- See everything from the browser to the database with
> AppDynamics Get end-to-end visibility with application monitoring from AppDynamics Isolate bottlenecks and diagnose root cause in seconds.
> Start your free trial of AppDynamics Pro today!
> http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.c
> lktrk _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

Luigi Ballabio

Re: New 1.3 release candidates

Hi Dale,
what file does that error come from? I don't seem to find it in
the sources. Maybe it comes from Boost?

Luigi

On Mon, Jul 15, 2013 at 2:16 PM, Smith, Dale (Norcross)
<[hidden email]> wrote:

> Luigi,
>
> Compiling in VS 2012 gives the following for the QuantLib compile:
>
> "Unknown compiler version - please run the configure tests and report the results"
>
> Can anyone besides Johannes confirm a good x64 VS 2010 build? I am using an older QuantLib version under x64 so I'm interested in working out any problems and do volunteer to help, although I can't contribute code due to company policy.
>
> Dale Smith, Ph.D.
> Senior Financial Quantitative Analyst
> Risk & Compliance
> Fiserv
> Office: 678-375-5315
> www.fiserv.com
>
> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Friday, July 12, 2013 11:22 AM
> To: Smith, Dale (Norcross)
> Cc: QuantLib users
> Subject: Re: [Quantlib-users] New 1.3 release candidates
>
> Thanks, Dale.
>
> People, may anyone with the same configuration try to reproduce the problem?
>
> Luigi
>
> On Fri, Jul 12, 2013 at 5:19 PM, Smith, Dale (Norcross) <[hidden email]> wrote:
>> Hello,
>>
>> I compiled QuantLib and the examples on x64 Windows 7 with Visual Studio 2010. I'm getting the following link errors when compiling every example project:
>>
>> error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value
>> '0' doesn't match value '2' in BermudanSwaption.obj
>> C:\Temp.dsmith\QuantLib-1.3\Examples\BermudanSwaption\QuantLib-vc100-x
>> 64-mt.lib(dataformatters.obj)
>>
>> I checked to make sure that the Debug targets use /MDd and the Release targets use /MD in Properties | Configuration Properties | C/C++ | Code Generation, and they do. It seems to me the debug version of each example is trying to link with the release version of QuantLib. Here is the compile & link output for the MarketModels example:
>>
>> ------ Rebuild All started: Project: MarketModels, Configuration: Release x64 ------
>> MarketModels.cpp
>> MarketModels_vc10.vcxproj ->
>> C:\Temp.dsmith\QuantLib-1.3\Examples\MarketModels\.\bin\MarketModels-v
>> c100-x64-mt.exe
>> ------ Rebuild All started: Project: MarketModels, Configuration: Debug x64 ------
>> MarketModels.cpp
>> QuantLib-vc100-x64-mt.lib(bumpinstrumentjacobian.obj) : error LNK2038:
>> mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value '2' in MarketModels.obj ...
>> QuantLib-vc100-x64-mt.lib(linesearch.obj) : error LNK2038: mismatch
>> detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value
>> '2' in MarketModels.obj LINK : warning LNK4098: defaultlib 'MSVCRT'
>> conflicts with use of other libs; use /NODEFAULTLIB:library
>> .\bin\MarketModels-vc100-x64-mt-gd.exe : fatal error LNK1319: 72
>> mismatches detected
>>
>> The debug configuration for MarketModels is trying to link with the release library! I looked at auto_link.hpp and didn't find any problems (fortunately Visual Studio can show paths thru #ifdefs with syntax coloring when changing the configuration and platform).
>>
>> The static runtime configurations also had problems with every example:
>>
>> ------ Build started: Project: Bonds, Configuration: Release (static runtime) x64 ------
>> Bonds.cpp
>> QuantLib-vc100-x64-mt-gd.lib(errors.obj) : error LNK2038: mismatch
>> detected for '_ITERATOR_DEBUG_LEVEL': value '2' doesn't match value '0' in Bonds.obj ...
>>
>> I then tried to build again and every example debug configuration linked properly, except for "static runtime". I'm not sure what's going on with that... I did a rebuild to check this again and still have link problems with the examples. I copied the entire output log and saved it for troubleshooting. Email me and I will send it off the list.
>>
>> I ran the BermudanSwaption example and all the calibrated swaps were within 1 - 2%. I can't check the actual swaption price calculations against Bloomberg or another source - does anyone do that?
>>
>> I will compile on x64 using Visual Studio 2012 on Monday.
>>
>> Dale Smith, Ph.D.
>> Senior Financial Quantitative Analyst
>> Risk & Compliance
>> Fiserv
>> Office: 678-375-5315
>> www.fiserv.com
>>
>>
>> -----Original Message-----
>> From: Luigi Ballabio [mailto:[hidden email]]
>> Sent: Friday, July 12, 2013 7:58 AM
>> To: QuantLib users
>> Subject: [Quantlib-users] New 1.3 release candidates
>>
>> Hi all,
>> I've uploaded new candidates to
>> <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>.
>> if you have some time and a few cycles on your computer, please give them a try and tell me if there are any more problems.
>>
>> Luigi
>>
>> --
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>>
>> ----------------------------------------------------------------------
>> -------- See everything from the browser to the database with
>> AppDynamics Get end-to-end visibility with application monitoring from AppDynamics Isolate bottlenecks and diagnose root cause in seconds.
>> Start your free trial of AppDynamics Pro today!
>> http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.c
>> lktrk _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
>
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>

Venkatesh Rao

Re: New 1.3 Release Candidates

In reply to this post by Luigi Ballabio

Not sure if this info will be helpful, but thought I'd pass it on.
On a Windows 7 SP1 using VS 2010 & VC++10 , I was able to successfully build the x64 Release lib file---i.e., created Quantlib-vc100-x64-mt.lib.
I then created a separate project with EquityOption.ccp (from the Examples folder) as source, linked it to the above library, and it ran fine.
However, I have not "built" the full solution (all example projects and testsuite) in one go.   Yet to try the other permutations of mode and 32 vs. 64.
HTH thanks

P.C. Venkatesh
Stress Testing
Division of Banking Supervision & Regulation
Board of Governors of the Federal Reserve System
vox: 202 452 3847
email: [hidden email]

-----Original Message-----
From: [hidden email] [[hidden email]]
Sent: Monday, July 15, 2013 8:23 AM
To: [hidden email]
Subject: QuantLib-users Digest, Vol 86, Issue 12

Send QuantLib-users mailing list submissions to
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To subscribe or unsubscribe via the World Wide Web, visit
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Smith, Dale (Norcross)

Re: New 1.3 release candidates

In reply to this post by Luigi Ballabio

Hi Luigi,

I was successfully able to build QuantLib in VS 2012 x64 on Windows 7 using Boost 1.54. Unit tests ran successfully:

Test suite "Master Test Suite" passed with:

1771 assertions out of 1771 passed

528 test cases out of 528 passed

VS 2010 x64 using Boost 1.54 worked just fine as well.

In case someone is having problems, here’s how I built boost:

· Open a VS prompt

· cd to the folder containing the copy of boost you are building

· Make sure you define the toolsets in boost_1_54_0\tools\build\v2\user-config.jam as

using msvc ;

using msvc 10.0 ;

using msvc 11.0 ;

· .\boostrap

· .\b2 install --build-type=complete link=static --toolset=msvc-11.0 address-model=64 -sZLIB_SOURCE=C:\Tools\zlib-1.2.8 -sZLIB_LIBPATH=C:\Tools\zlib-1.2.8\x64\Release

Remove bin.v2 when you are finished – it contains the object and other files. Your libs will be in C:\Boost\lib unless you supply this folder path when running b2.

Note that I built with zlib support as I’m using the gzip filter provided by boost::iostreams::filtering_stream in another project. You should not include a space between the –s and the variable name in the call to b2.

Dale Smith, Ph.D.

Senior Financial Quantitative Analyst

Risk & Compliance

Fiserv

Office: 678-375-5315

www.fiserv.com

From: Luigi Ballabio [[hidden email]]
Sent: Monday, July 15, 2013 5:57 PM
To: Smith, Dale (Norcross)
Subject: RE: [Quantlib-users] New 1.3 release candidates

Ok, good luck and thanks for the effort.

Luigi

On Jul 15, 2013 8:59 PM, "Smith, Dale (Norcross)" <[hidden email]> wrote:

The message comes from boost but I am not sure how to get around it. I do think VS 2012 is supported but am having troubles. Will continue Tuesday.

Dale Smith, Ph.D.
Senior Financial Quantitative Analyst
Risk & Compliance
Fiserv
Office: 678-375-5315
www.fiserv.com

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Monday, July 15, 2013 8:23 AM
To: Smith, Dale (Norcross)
Cc: QuantLib users
Subject: Re: [Quantlib-users] New 1.3 release candidates

Hi Dale,
what file does that error come from? I don't seem to find it in the sources. Maybe it comes from Boost?

Luigi

On Mon, Jul 15, 2013 at 2:16 PM, Smith, Dale (Norcross) <[hidden email]> wrote:
> Luigi,
>
> Compiling in VS 2012 gives the following for the QuantLib compile:
>
> "Unknown compiler version - please run the configure tests and report the results"
>
> Can anyone besides Johannes confirm a good x64 VS 2010 build? I am using an older QuantLib version under x64 so I'm interested in working out any problems and do volunteer to help, although I can't contribute code due to company policy.
>
> Dale Smith, Ph.D.
> Senior Financial Quantitative Analyst
> Risk & Compliance
> Fiserv
> Office: 678-375-5315
> www.fiserv.com
>
> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Friday, July 12, 2013 11:22 AM
> To: Smith, Dale (Norcross)
> Cc: QuantLib users
> Subject: Re: [Quantlib-users] New 1.3 release candidates
>
> Thanks, Dale.
>
> People, may anyone with the same configuration try to reproduce the problem?
>
> Luigi
>
> On Fri, Jul 12, 2013 at 5:19 PM, Smith, Dale (Norcross) <[hidden email]> wrote:
>> Hello,
>>
>> I compiled QuantLib and the examples on x64 Windows 7 with Visual Studio 2010. I'm getting the following link errors when compiling every example project:
>>
>> error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value
>> '0' doesn't match value '2' in BermudanSwaption.obj
>> C:\Temp.dsmith\QuantLib-1.3\Examples\BermudanSwaption\QuantLib-vc100-
>> x
>> 64-mt.lib(dataformatters.obj)
>>
>> I checked to make sure that the Debug targets use /MDd and the Release targets use /MD in Properties | Configuration Properties | C/C++ | Code Generation, and they do. It seems to me the debug version of each example is trying to link with the release version of QuantLib. Here is the compile & link output for the MarketModels example:
>>
>> ------ Rebuild All started: Project: MarketModels, Configuration: Release x64 ------
>> MarketModels.cpp
>> MarketModels_vc10.vcxproj ->
>> C:\Temp.dsmith\QuantLib-1.3\Examples\MarketModels\.\bin\MarketModels-
>> v
>> c100-x64-mt.exe
>> ------ Rebuild All started: Project: MarketModels, Configuration: Debug x64 ------
>> MarketModels.cpp
>> QuantLib-vc100-x64-mt.lib(bumpinstrumentjacobian.obj) : error LNK2038:
>> mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value '2' in MarketModels.obj ...
>> QuantLib-vc100-x64-mt.lib(linesearch.obj) : error LNK2038: mismatch
>> detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value
>> '2' in MarketModels.obj LINK : warning LNK4098: defaultlib 'MSVCRT'
>> conflicts with use of other libs; use /NODEFAULTLIB:library
>> .\bin\MarketModels-vc100-x64-mt-gd.exe : fatal error LNK1319: 72
>> mismatches detected
>>
>> The debug configuration for MarketModels is trying to link with the release library! I looked at auto_link.hpp and didn't find any problems (fortunately Visual Studio can show paths thru #ifdefs with syntax coloring when changing the configuration and platform).
>>
>> The static runtime configurations also had problems with every example:
>>
>> ------ Build started: Project: Bonds, Configuration: Release (static runtime) x64 ------
>> Bonds.cpp
>> QuantLib-vc100-x64-mt-gd.lib(errors.obj) : error LNK2038: mismatch
>> detected for '_ITERATOR_DEBUG_LEVEL': value '2' doesn't match value '0' in Bonds.obj ...
>>
>> I then tried to build again and every example debug configuration linked properly, except for "static runtime". I'm not sure what's going on with that... I did a rebuild to check this again and still have link problems with the examples. I copied the entire output log and saved it for troubleshooting. Email me and I will send it off the list.
>>
>> I ran the BermudanSwaption example and all the calibrated swaps were within 1 - 2%. I can't check the actual swaption price calculations against Bloomberg or another source - does anyone do that?
>>
>> I will compile on x64 using Visual Studio 2012 on Monday.
>>
>> Dale Smith, Ph.D.
>> Senior Financial Quantitative Analyst Risk & Compliance Fiserv
>> Office: 678-375-5315
>> www.fiserv.com
>>
>>
>> -----Original Message-----
>> From: Luigi Ballabio [mailto:[hidden email]]
>> Sent: Friday, July 12, 2013 7:58 AM
>> To: QuantLib users
>> Subject: [Quantlib-users] New 1.3 release candidates
>>
>> Hi all,
>> I've uploaded new candidates to
>> <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>.
>> if you have some time and a few cycles on your computer, please give them a try and tell me if there are any more problems.
>>
>> Luigi
>>
>> --
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>>
>> ---------------------------------------------------------------------
>> -
>> -------- See everything from the browser to the database with
>> AppDynamics Get end-to-end visibility with application monitoring from AppDynamics Isolate bottlenecks and diagnose root cause in seconds.
>> Start your free trial of AppDynamics Pro today!
>> http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.
>> c lktrk _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
>
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Luigi Ballabio

Re: New 1.3 release candidates

Ok, thanks for the instructions. Glad to hear it works for you now.
I'll try to get my acts together and put out the release next week.

Luigi

On Thu, Jul 18, 2013 at 5:53 PM, Smith, Dale (Norcross)
<[hidden email]> wrote:

> Hi Luigi,
>
>
>
> I was successfully able to build QuantLib in VS 2012 x64 on Windows 7 using
> Boost 1.54. Unit tests ran successfully:
>
>
>
> Test suite "Master Test Suite" passed with:
>
> 1771 assertions out of 1771 passed
>
> 528 test cases out of 528 passed
>
>
>
> VS 2010 x64 using Boost 1.54 worked just fine as well.
>
>
>
> In case someone is having problems, here’s how I built boost:
>
>
>
> · Open a VS prompt
>
> · cd to the folder containing the copy of boost you are building
>
> · Make sure you define the toolsets in
> boost_1_54_0\tools\build\v2\user-config.jam as
>
> using msvc ;
>
> using msvc 10.0 ;
>
> using msvc 11.0 ;
>
> · .\boostrap
>
> · .\b2 install --build-type=complete link=static --toolset=msvc-11.0
> address-model=64 -sZLIB_SOURCE=C:\Tools\zlib-1.2.8
> -sZLIB_LIBPATH=C:\Tools\zlib-1.2.8\x64\Release
>
>
>
> Remove bin.v2 when you are finished – it contains the object and other
> files. Your libs will be in C:\Boost\lib unless you supply this folder path
> when running b2.
>
>
>
> Note that I built with zlib support as I’m using the gzip filter provided by
> boost::iostreams::filtering_stream in another project. You should not
> include a space between the –s and the variable name in the call to b2.
>
>
>
> Dale Smith, Ph.D.
>
> Senior Financial Quantitative Analyst
>
> Risk & Compliance
>
> Fiserv
>
> Office: 678-375-5315
>
> www.fiserv.com
>
>
>
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Monday, July 15, 2013 5:57 PM
> To: Smith, Dale (Norcross)
> Subject: RE: [Quantlib-users] New 1.3 release candidates
>
>
>
> Ok, good luck and thanks for the effort.
>
> Luigi
>
> On Jul 15, 2013 8:59 PM, "Smith, Dale (Norcross)" <[hidden email]>
> wrote:
>
> The message comes from boost but I am not sure how to get around it. I do
> think VS 2012 is supported but am having troubles. Will continue Tuesday.
>
> Dale Smith, Ph.D.
> Senior Financial Quantitative Analyst
> Risk & Compliance
> Fiserv
> Office: 678-375-5315
> www.fiserv.com
>
>
> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Monday, July 15, 2013 8:23 AM
> To: Smith, Dale (Norcross)
> Cc: QuantLib users
> Subject: Re: [Quantlib-users] New 1.3 release candidates
>
> Hi Dale,
> what file does that error come from? I don't seem to find it in the
> sources. Maybe it comes from Boost?
>
> Luigi
>
>
> On Mon, Jul 15, 2013 at 2:16 PM, Smith, Dale (Norcross)
> <[hidden email]> wrote:
>> Luigi,
>>
>> Compiling in VS 2012 gives the following for the QuantLib compile:
>>
>> "Unknown compiler version - please run the configure tests and report the
>> results"
>>
>> Can anyone besides Johannes confirm a good x64 VS 2010 build? I am using
>> an older QuantLib version under x64 so I'm interested in working out any
>> problems and do volunteer to help, although I can't contribute code due to
>> company policy.
>>
>> Dale Smith, Ph.D.
>> Senior Financial Quantitative Analyst
>> Risk & Compliance
>> Fiserv
>> Office: 678-375-5315
>> www.fiserv.com
>>
>> -----Original Message-----
>> From: Luigi Ballabio [mailto:[hidden email]]
>> Sent: Friday, July 12, 2013 11:22 AM
>> To: Smith, Dale (Norcross)
>> Cc: QuantLib users
>> Subject: Re: [Quantlib-users] New 1.3 release candidates
>>
>> Thanks, Dale.
>>
>> People, may anyone with the same configuration try to reproduce the
>> problem?
>>
>> Luigi
>>
>> On Fri, Jul 12, 2013 at 5:19 PM, Smith, Dale (Norcross)
>> <[hidden email]> wrote:
>>> Hello,
>>>
>>> I compiled QuantLib and the examples on x64 Windows 7 with Visual Studio
>>> 2010. I'm getting the following link errors when compiling every example
>>> project:
>>>
>>> error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value
>>> '0' doesn't match value '2' in BermudanSwaption.obj
>>> C:\Temp.dsmith\QuantLib-1.3\Examples\BermudanSwaption\QuantLib-vc100-
>>> x
>>> 64-mt.lib(dataformatters.obj)
>>>
>>> I checked to make sure that the Debug targets use /MDd and the Release
>>> targets use /MD in Properties | Configuration Properties | C/C++ | Code
>>> Generation, and they do. It seems to me the debug version of each example is
>>> trying to link with the release version of QuantLib. Here is the compile &
>>> link output for the MarketModels example:
>>>
>>> ------ Rebuild All started: Project: MarketModels, Configuration: Release
>>> x64 ------
>>> MarketModels.cpp
>>> MarketModels_vc10.vcxproj ->
>>> C:\Temp.dsmith\QuantLib-1.3\Examples\MarketModels\.\bin\MarketModels-
>>> v
>>> c100-x64-mt.exe
>>> ------ Rebuild All started: Project: MarketModels, Configuration: Debug
>>> x64 ------
>>> MarketModels.cpp
>>> QuantLib-vc100-x64-mt.lib(bumpinstrumentjacobian.obj) : error LNK2038:
>>> mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match
>>> value '2' in MarketModels.obj ...
>>> QuantLib-vc100-x64-mt.lib(linesearch.obj) : error LNK2038: mismatch
>>> detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value
>>> '2' in MarketModels.obj LINK : warning LNK4098: defaultlib 'MSVCRT'
>>> conflicts with use of other libs; use /NODEFAULTLIB:library
>>> .\bin\MarketModels-vc100-x64-mt-gd.exe : fatal error LNK1319: 72
>>> mismatches detected
>>>
>>> The debug configuration for MarketModels is trying to link with the
>>> release library! I looked at auto_link.hpp and didn't find any problems
>>> (fortunately Visual Studio can show paths thru #ifdefs with syntax coloring
>>> when changing the configuration and platform).
>>>
>>> The static runtime configurations also had problems with every example:
>>>
>>> ------ Build started: Project: Bonds, Configuration: Release (static
>>> runtime) x64 ------
>>> Bonds.cpp
>>> QuantLib-vc100-x64-mt-gd.lib(errors.obj) : error LNK2038: mismatch
>>> detected for '_ITERATOR_DEBUG_LEVEL': value '2' doesn't match value '0'
>>> in Bonds.obj ...
>>>
>>> I then tried to build again and every example debug configuration linked
>>> properly, except for "static runtime". I'm not sure what's going on with
>>> that... I did a rebuild to check this again and still have link problems
>>> with the examples. I copied the entire output log and saved it for
>>> troubleshooting. Email me and I will send it off the list.
>>>
>>> I ran the BermudanSwaption example and all the calibrated swaps were
>>> within 1 - 2%. I can't check the actual swaption price calculations against
>>> Bloomberg or another source - does anyone do that?
>>>
>>> I will compile on x64 using Visual Studio 2012 on Monday.
>>>
>>> Dale Smith, Ph.D.
>>> Senior Financial Quantitative Analyst Risk & Compliance Fiserv
>>> Office: 678-375-5315
>>> www.fiserv.com
>>>
>>>
>>> -----Original Message-----
>>> From: Luigi Ballabio [mailto:[hidden email]]
>>> Sent: Friday, July 12, 2013 7:58 AM
>>> To: QuantLib users
>>> Subject: [Quantlib-users] New 1.3 release candidates
>>>
>>> Hi all,
>>> I've uploaded new candidates to
>>> <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>.
>>> if you have some time and a few cycles on your computer, please give them
>>> a try and tell me if there are any more problems.
>>>
>>> Luigi
>>>
>>> --
>>> <https://implementingquantlib.blogspot.com>
>>> <https://twitter.com/lballabio>
>>>
>>> ---------------------------------------------------------------------
>>> -
>>> -------- See everything from the browser to the database with
>>> AppDynamics Get end-to-end visibility with application monitoring from
>>> AppDynamics Isolate bottlenecks and diagnose root cause in seconds.
>>> Start your free trial of AppDynamics Pro today!
>>> http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.
>>> c lktrk _______________________________________________
>>> QuantLib-users mailing list
>>> [hidden email]
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>>
>>
>> --
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>
>
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>

Smith, Dale (Norcross)

Re: New 1.3 release candidates

In reply to this post by Luigi Ballabio

A follow-up. I see that it should be

using msvc ;

using msvc : 10.0 ;

using msvc : 11.0 ;

in case anyone actually read and uses this in the future.

Dale Smith, Ph.D.

Senior Financial Quantitative Analyst

Risk & Compliance

Fiserv

Office: 678-375-5315

www.fiserv.com

From: Smith, Dale (Norcross)
Sent: Thursday, July 18, 2013 11:53 AM
To: 'Luigi Ballabio'
Cc: QuantLib users
Subject: RE: [Quantlib-users] New 1.3 release candidates

Hi Luigi,

I was successfully able to build QuantLib in VS 2012 x64 on Windows 7 using Boost 1.54. Unit tests ran successfully:

Test suite "Master Test Suite" passed with:

1771 assertions out of 1771 passed

528 test cases out of 528 passed

VS 2010 x64 using Boost 1.54 worked just fine as well.

In case someone is having problems, here’s how I built boost:

· Open a VS prompt

· cd to the folder containing the copy of boost you are building

· Make sure you define the toolsets in boost_1_54_0\tools\build\v2\user-config.jam as

using msvc ;

using msvc 10.0 ;

using msvc 11.0 ;

· .\boostrap

· .\b2 install --build-type=complete link=static --toolset=msvc-11.0 address-model=64 -sZLIB_SOURCE=C:\Tools\zlib-1.2.8 -sZLIB_LIBPATH=C:\Tools\zlib-1.2.8\x64\Release

Remove bin.v2 when you are finished – it contains the object and other files. Your libs will be in C:\Boost\lib unless you supply this folder path when running b2.

Dale Smith, Ph.D.

Senior Financial Quantitative Analyst

Risk & Compliance

Fiserv

Office: 678-375-5315

www.fiserv.com

From: Luigi Ballabio [[hidden email]]
Sent: Monday, July 15, 2013 5:57 PM
To: Smith, Dale (Norcross)
Subject: RE: [Quantlib-users] New 1.3 release candidates

Ok, good luck and thanks for the effort.

Luigi

On Jul 15, 2013 8:59 PM, "Smith, Dale (Norcross)" <[hidden email]> wrote: