Problem using QL 0.3.4 under MS-VC++ 6.0

[Penschke, Walter]

Hi,

I started using Quantlib version 0.3.4 under Linux. Under Linux I created my
own project based on standard Makefiles. The project uses the quantlib
library and everything works fine.

Now, I also need to support Microsoft Visual C++ 6.0 on Windows (NT4). Here,
I set up a separate new project, which includes my source files and I tried
to link in the quantlib library in the same way as the Quantlib Examples
(AmericanOption) are doing it. In particular, I compared all the project
settings of the quantlib example with mine and adjusted my own project
settings accordingly.

However, I cannot get my stuff compiled. Visual C++ is complaining about the
"Use RTTI" option not being checked. As a matter of fact, however, the
"Enable RTTI" option is checked. The reason seems to be that the
preprocessor symbol _CPPRTTI referenced in ql\config.msvc.hpp is not
defined. Defining this symbol manually leads to an uncounted number of error
messages, such as "... 'false' : undeclared identifier", "expected constant
expression" or "... 'int ' : no members defined using this type", which are
raised in standard VC++ include files such as limits (most of them there) or
iosfwd.

I am really starting to become desperate about this, especially because the
stuff seamlessly compiles and runs under Linux. Is there anybody out there
who might be able to help me with the problem or does anybody know about a
HOWTO, which details how to use quantlib in a Visual C++ project.

Please let me know if you need additional detailled information about my
project setup.


Thanks in advance,

wpe

[Ferdinando M. Ametrano-3]

Hi Walter

>I started using Quantlib version 0.3.4 under Linux.

is there a strong reason about using 0.3.4 instead of the latest 0.3.7?

>I also need to support Microsoft Visual C++ 6.0 on Windows (NT4). [...]
>However, I cannot get my stuff compiled. Visual C++ is complaining about the
>"Use RTTI" option not being checked.

under project settings, "C/C++" tab, "C++ Language", you have to check the
"Use RTTI" option. See http://www.quantlib.org/reference/usage.html

ciao -- Nando

[Penschke, Walter]

Hi Nando,

currently I can only spend a fraction of my time to my Quantlib project. I
therefore started already a couple of month ago using version 0.3.4. My code
base did not compile out-of-the-box with the latest release. So I decided to
stay with 0.3.4.

Would you recommend to go for the latest release?


wpe

-----Original Message-----
From: Ferdinando Ametrano [mailto:[hidden email]]
Sent: Monday, August 16, 2004 5:08 PM
To: Penschke, Walter; '[hidden email]'
Subject: Re: [Quantlib-users] Problem using QL 0.3.4 under MS-VC++ 6.0


Hi Walter

>I started using Quantlib version 0.3.4 under Linux.

is there a strong reason about using 0.3.4 instead of the latest 0.3.7?

>I also need to support Microsoft Visual C++ 6.0 on Windows (NT4). [...]
>However, I cannot get my stuff compiled. Visual C++ is complaining about
the
>"Use RTTI" option not being checked.

under project settings, "C/C++" tab, "C++ Language", you have to check the
"Use RTTI" option. See http://www.quantlib.org/reference/usage.html

ciao -- Nando

[Ferdinando M. Ametrano-3]

Hi Walter,

>I can only spend a fraction of my time to my Quantlib project. I
>therefore started already a couple of month ago using version 0.3.4. My code
>base did not compile out-of-the-box with the latest release. So I decided to
>stay with 0.3.4.
>
>Would you recommend to go for the latest release?
as far as QuantLib itself is concerned I would suggest 0.3.7, especially
because 0.3.4 is quite old. Should you move to 0.3.7 take the extra step to
define QL_DISABLE_DEPRECATED in order to disable all deprecated features
that will be removed in the next release.

Of course the last answer depends on the details of your QuantLib project...

ciao -- Nando

PS contribute your stuff to QuantLib along with a unit-test and they will
be maintained for free by the QuantLib team ;-)

[Penschke, Walter]

Ok,

I gonna give the latest recommended version 0.3.7 a go then. My code base is
pretty small, so the step (hopefully) is feasible.

thx

wpe


-----Original Message-----
From: Ferdinando Ametrano [mailto:[hidden email]]
Sent: Monday, August 16, 2004 5:27 PM
To: Penschke, Walter; '[hidden email]'
Subject: RE: [Quantlib-users] Problem using QL 0.3.4 under MS-VC++ 6.0


Hi Walter,

>I can only spend a fraction of my time to my Quantlib project. I
>therefore started already a couple of month ago using version 0.3.4. My
code
>base did not compile out-of-the-box with the latest release. So I decided
to
>stay with 0.3.4.
>
>Would you recommend to go for the latest release?
as far as QuantLib itself is concerned I would suggest 0.3.7, especially
because 0.3.4 is quite old. Should you move to 0.3.7 take the extra step to
define QL_DISABLE_DEPRECATED in order to disable all deprecated features
that will be removed in the next release.

Of course the last answer depends on the details of your QuantLib project...

ciao -- Nando

PS contribute your stuff to QuantLib along with a unit-test and they will
be maintained for free by the QuantLib team ;-)

[Neil P Firth]

Hi,

I just got the CVS and compiled under VC7. The new ExchangeRate class
doesn't compile. I think due to the line

std:list<ExchangeRate> rateChain_

in the class definition. The error says that QuantLib::ExchangeRate is an
undefined class. Has anyone else compiled this under VC7 .NET?

Thanks,
Neil


---------------------------------------------------
  Neil Firth
  Brasenose College Oxford OX1 4AJ United Kingdom
  Office: 01865 280616
  [hidden email]
  http://www.maths.ox.ac.uk/~firth
---------------------------------------------------

[Ferdinando M. Ametrano-3]

Hi Neil

>I just got the CVS and compiled under VC7. The new ExchangeRate class
>doesn't compile.

VC7, VC6, and Borland are not updated on the trunk. I fill fix them early
tomorrow morning.

ciao -- Nando

[Luigi Ballabio-2]

On 2004.08.16 18:15, Ferdinando Ametrano wrote:
>> I just got the CVS and compiled under VC7. The new ExchangeRate  
>> class doesn't compile.
>
> VC7, VC6, and Borland are not updated on the trunk. I fill fix them  
> early tomorrow morning.

The error was independent of that. I'm fixing it as I write. Well, not  
exactly as I write, you know. I've just one keyboard. You got the  
idea :)

Later,
        Luigi

[Penschke, Walter]

Hi Nando,

I am not sure. May be I am doing something very stupid:

I went for version 0.3.7 as you told me. After adapting my code base there
were no problems when compiling the whole lot under Linux.

With NT, I tried the tar.gz and the installer exe. In both cases, the
attempt to compile quantlib classes with VC++ (via the workspace files)
leads to the following error messages:

--------------------Configuration: QuantLibFunctions - Win32 Debug
SingleThread--------------------
Compiling...
calendars.cpp
d:\projects\quantlib\ql\qldefines.hpp(26) : fatal error C1083: Cannot open
include file: 'boost/version.hpp': No such file or directory
daycounters.cpp
d:\projects\quantlib\ql\qldefines.hpp(26) : fatal error C1083: Cannot open
include file: 'boost/version.hpp': No such file or directory
mathf.cpp
d:\projects\quantlib\ql\qldefines.hpp(26) : fatal error C1083: Cannot open
include file: 'boost/version.hpp': No such file or directory
vols.cpp
d:\projects\quantlib\ql\qldefines.hpp(26) : fatal error C1083: Cannot open
include file: 'boost/version.hpp': No such file or directory
Error executing cl.exe.

QuantLib-vc6-sgd-0_3_7.lib - 4 error(s), 0 warning(s)


Obviously it can't find the boost library. Under Linux no complaint about
boost. Does the boost library have to be installed separtely for NT?

Help Appreciated,


wpe


-----Original Message-----
From: Ferdinando Ametrano [mailto:[hidden email]]
Sent: Monday, August 16, 2004 5:27 PM
To: Penschke, Walter; '[hidden email]'
Subject: RE: [Quantlib-users] Problem using QL 0.3.4 under MS-VC++ 6.0


Hi Walter,

>I can only spend a fraction of my time to my Quantlib project. I
>therefore started already a couple of month ago using version 0.3.4. My
code
>base did not compile out-of-the-box with the latest release. So I decided
to
>stay with 0.3.4.
>
>Would you recommend to go for the latest release?
as far as QuantLib itself is concerned I would suggest 0.3.7, especially
because 0.3.4 is quite old. Should you move to 0.3.7 take the extra step to
define QL_DISABLE_DEPRECATED in order to disable all deprecated features
that will be removed in the next release.

Of course the last answer depends on the details of your QuantLib project...

ciao -- Nando

PS contribute your stuff to QuantLib along with a unit-test and they will
be maintained for free by the QuantLib team ;-)

[Ferdinando M. Ametrano-3]

Hi Walter


>I went for version 0.3.7 as you told me. After adapting my code base there
>were no problems when compiling the whole lot under Linux.
>
>With NT [...] it can't find the boost library. Under Linux no complaint about
>boost. Does the boost library have to be installed separtely for NT?

yes, under Windows Boost has to be installed separately. QuantLib and
QuantLibFunctions need Boost header files, while the test suite requires
Boost unit-test libraries, so you have to build Boost libraries.

Under Linux Boost is to be installed separately too: my guess is that you
just didn't notice because of the automatic dependencies handling of your
Linux distribution.

ciao -- Nando

[Penschke, Walter]

Shure, you are right. I now discovered this as well.

wpe

-----Original Message-----
From: Ferdinando Ametrano [mailto:[hidden email]]
Sent: Wednesday, August 18, 2004 6:24 PM
To: Penschke, Walter
Cc: '[hidden email]'
Subject: RE: [Quantlib-users] Problem using QL 0.3.4 under MS-VC++ 6.0


Hi Walter


>I went for version 0.3.7 as you told me. After adapting my code base there
>were no problems when compiling the whole lot under Linux.
>
>With NT [...] it can't find the boost library. Under Linux no complaint
about
>boost. Does the boost library have to be installed separtely for NT?

yes, under Windows Boost has to be installed separately. QuantLib and
QuantLibFunctions need Boost header files, while the test suite requires
Boost unit-test libraries, so you have to build Boost libraries.

Under Linux Boost is to be installed separately too: my guess is that you
just didn't notice because of the automatic dependencies handling of your
Linux distribution.

ciao -- Nando

[Penschke, Walter]

Ok,

got ql-037 finally working and compiling with boost.

Now I want to use the quantlib library in my own project. I did check the
RTTI-Option, I did define NOMINMAX and I am sure there is no problem with
includes or libraries.

Compiling my project now leads to the following error messages, which I did
shorten:

--- BEGIN ---
--------------------Configuration: mv_pricing_test - Win32
Debug--------------------
Compiling...
FloatSwapLeg.C
c:\program files\microsoft visual studio\vc98\include\eh.h(32) : fatal error
C1189: #error :  "eh.h is only for C++!"
FloatSwapLegPricingEngine.C
c:\program files\microsoft visual studio\vc98\include\iosfwd(24) : error
C2143: syntax error : missing '{' before '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(24) : error
C2059: syntax error : '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(71) : error
C2143: syntax error : missing '{' before '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(71) : error
C2059: syntax error : '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(73) : error
C2143: syntax error : missing '{' before '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(73) : error
C2059: syntax error : '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(74) : error
C2061: syntax error : identifier 'wstreampos'
--- END ---

This looks pretty similar to the problems I had, when using ql-034. I have
no idea what's going on here. May be some kind of a fundamental setup
problem?

Any help desperately appreciated,


wpe


-----Original Message-----
From: Ferdinando Ametrano [mailto:[hidden email]]
Sent: Wednesday, August 18, 2004 6:24 PM
To: Penschke, Walter
Cc: '[hidden email]'
Subject: RE: [Quantlib-users] Problem using QL 0.3.4 under MS-VC++ 6.0


Hi Walter


>I went for version 0.3.7 as you told me. After adapting my code base there
>were no problems when compiling the whole lot under Linux.
>
>With NT [...] it can't find the boost library. Under Linux no complaint
about
>boost. Does the boost library have to be installed separtely for NT?

yes, under Windows Boost has to be installed separately. QuantLib and
QuantLibFunctions need Boost header files, while the test suite requires
Boost unit-test libraries, so you have to build Boost libraries.

Under Linux Boost is to be installed separately too: my guess is that you
just didn't notice because of the automatic dependencies handling of your
Linux distribution.

ciao -- Nando

[Penschke, Walter]

Hi,

I found the reason for my compilation problems. Actually a real stupid
error.

My C++ source files to be transferred from Linux to Windows, did have the
extensions .H and .C. On Windoze there is no distinction between lower and
upper case. Therefore my C++ were internally treated as C-files and not as
C++-files, which obviously is reflected in a couple of internal settins
during compilation (__cplusplus).

Renaming my source files according to quantlib's coding convention (.cpp)
did solve the problem.


Sorry for pestering anybody,

wpe

-----Original Message-----
From: Penschke, Walter
Sent: Thursday, August 19, 2004 1:04 PM
To: 'Ferdinando Ametrano'; Penschke, Walter
Cc: '[hidden email]'
Subject: RE: [Quantlib-users] Problem using QL 0.3.4 under MS-VC++ 6.0


Ok,

got ql-037 finally working and compiling with boost.

Now I want to use the quantlib library in my own project. I did check the
RTTI-Option, I did define NOMINMAX and I am sure there is no problem with
includes or libraries.

Compiling my project now leads to the following error messages, which I did
shorten:

--- BEGIN ---
--------------------Configuration: mv_pricing_test - Win32
Debug--------------------
Compiling...
FloatSwapLeg.C
c:\program files\microsoft visual studio\vc98\include\eh.h(32) : fatal error
C1189: #error :  "eh.h is only for C++!"
FloatSwapLegPricingEngine.C
c:\program files\microsoft visual studio\vc98\include\iosfwd(24) : error
C2143: syntax error : missing '{' before '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(24) : error
C2059: syntax error : '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(71) : error
C2143: syntax error : missing '{' before '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(71) : error
C2059: syntax error : '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(73) : error
C2143: syntax error : missing '{' before '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(73) : error
C2059: syntax error : '<'
c:\program files\microsoft visual studio\vc98\include\iosfwd(74) : error
C2061: syntax error : identifier 'wstreampos'
--- END ---

This looks pretty similar to the problems I had, when using ql-034. I have
no idea what's going on here. May be some kind of a fundamental setup
problem?

Any help desperately appreciated,


wpe


-----Original Message-----
From: Ferdinando Ametrano [mailto:[hidden email]]
Sent: Wednesday, August 18, 2004 6:24 PM
To: Penschke, Walter
Cc: '[hidden email]'
Subject: RE: [Quantlib-users] Problem using QL 0.3.4 under MS-VC++ 6.0


Hi Walter


>I went for version 0.3.7 as you told me. After adapting my code base there
>were no problems when compiling the whole lot under Linux.
>
>With NT [...] it can't find the boost library. Under Linux no complaint
about
>boost. Does the boost library have to be installed separtely for NT?

yes, under Windows Boost has to be installed separately. QuantLib and
QuantLibFunctions need Boost header files, while the test suite requires
Boost unit-test libraries, so you have to build Boost libraries.

Under Linux Boost is to be installed separately too: my guess is that you
just didn't notice because of the automatic dependencies handling of your
Linux distribution.

ciao -- Nando

[cuchulainn]

I use .hpp for the headers, .cpp for code file. One problem less. No point challenging the compiler, it always wins :-)

cheers

Daniel J. Duffy

> -----Original Message-----
> From: [hidden email]
> [mailto:[hidden email]]On Behalf Of
> Penschke, Walter
> Sent: 19 August 2004 14:53
> To: Penschke, Walter; 'Ferdinando Ametrano'
> Cc: '[hidden email]'
> Subject: RE: [Quantlib-users] Problem using QL 0.3.4 under MS-VC++ 6.0
>
>
> Hi,
>
> I found the reason for my compilation problems. Actually a real stupid
> error.
>
> My C++ source files to be transferred from Linux to Windows,
> did have the
> extensions .H and .C. On Windoze there is no distinction
> between lower and
> upper case. Therefore my C++ were internally treated as
> C-files and not as
> C++-files, which obviously is reflected in a couple of
> internal settins
> during compilation (__cplusplus).
>
> Renaming my source files according to quantlib's coding
> convention (.cpp)
> did solve the problem.
>
>
> Sorry for pestering anybody,
>
> wpe
>
> -----Original Message-----
> From: Penschke, Walter
> Sent: Thursday, August 19, 2004 1:04 PM
> To: 'Ferdinando Ametrano'; Penschke, Walter
> Cc: '[hidden email]'
> Subject: RE: [Quantlib-users] Problem using QL 0.3.4 under MS-VC++ 6.0
>
>
> Ok,
>
> got ql-037 finally working and compiling with boost.
>
> Now I want to use the quantlib library in my own project. I
> did check the
> RTTI-Option, I did define NOMINMAX and I am sure there is no
> problem with
> includes or libraries.
>
> Compiling my project now leads to the following error
> messages, which I did
> shorten:
>
> --- BEGIN ---
> --------------------Configuration: mv_pricing_test - Win32
> Debug--------------------
> Compiling...
> FloatSwapLeg.C
> c:\program files\microsoft visual
> studio\vc98\include\eh.h(32) : fatal error
> C1189: #error :  "eh.h is only for C++!"
> FloatSwapLegPricingEngine.C
> c:\program files\microsoft visual
> studio\vc98\include\iosfwd(24) : error
> C2143: syntax error : missing '{' before '<'
> c:\program files\microsoft visual
> studio\vc98\include\iosfwd(24) : error
> C2059: syntax error : '<'
> c:\program files\microsoft visual
> studio\vc98\include\iosfwd(71) : error
> C2143: syntax error : missing '{' before '<'
> c:\program files\microsoft visual
> studio\vc98\include\iosfwd(71) : error
> C2059: syntax error : '<'
> c:\program files\microsoft visual
> studio\vc98\include\iosfwd(73) : error
> C2143: syntax error : missing '{' before '<'
> c:\program files\microsoft visual
> studio\vc98\include\iosfwd(73) : error
> C2059: syntax error : '<'
> c:\program files\microsoft visual
> studio\vc98\include\iosfwd(74) : error
> C2061: syntax error : identifier 'wstreampos'
> --- END ---
>
> This looks pretty similar to the problems I had, when using
> ql-034. I have
> no idea what's going on here. May be some kind of a fundamental setup
> problem?
>
> Any help desperately appreciated,
>
>
> wpe
>
>
> -----Original Message-----
> From: Ferdinando Ametrano [mailto:[hidden email]]
> Sent: Wednesday, August 18, 2004 6:24 PM
> To: Penschke, Walter
> Cc: '[hidden email]'
> Subject: RE: [Quantlib-users] Problem using QL 0.3.4 under MS-VC++ 6.0
>
>
> Hi Walter
>
>
> >I went for version 0.3.7 as you told me. After adapting my
> code base there
> >were no problems when compiling the whole lot under Linux.
> >
> >With NT [...] it can't find the boost library. Under Linux
> no complaint
> about
> >boost. Does the boost library have to be installed separtely for NT?
>
> yes, under Windows Boost has to be installed separately. QuantLib and
> QuantLibFunctions need Boost header files, while the test
> suite requires
> Boost unit-test libraries, so you have to build Boost libraries.
>
> Under Linux Boost is to be installed separately too: my guess
> is that you
> just didn't notice because of the automatic dependencies
> handling of your
> Linux distribution.
>
> ciao -- Nando
>
>
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