QL_XL 1.3.0 Build Failure

[Nicholas Manganaro-2]

Hello, QuantLib community.

I checked my earlier effort to build the QuantLibXL addin for v 1.3.0  and found a problem with my VS2012 set up, which I fixed. That allowed the process to run almost completely.

However, I am still getting build errors in the compilation of BlackCapFloorEngine and BlackSwaptionEngine in create_pricingengines.cpp and OISRateHelper and DatedOISRateHelper in ratehelpers.cpp for both the QuantLibObjects and QuantLibXLStatic targets.

The error messages generated are in the attached table, and the pertinent section of the log file is attached in a separate txt file.

I am reporting in hopes that by asking for help, I can be of service to the general community, presuming I am not the only person who might get caught up with whatever is tripping me up.

I’d appreciate any help you can provide.

Thanks.

-Nick

 

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[Nicholas Manganaro-2]

On Dec 10, 2013 Jean-Mathieu Vermosen mentioned that Boost 1.55 had problems with serialization. Since I had been using Boost 1.55 in my build effort, could that be causing the problems described below?

-Nick

 

From: Nicholas Manganaro [mailto:[hidden email]]
Sent: Monday, January 20, 2014 11:20 AM
To: '[hidden email]'
Cc: '[hidden email]'
Subject: QL_XL 1.3.0 Build Failure

 

Hello, QuantLib community.

I checked my earlier effort to build the QuantLibXL addin for v 1.3.0  and found a problem with my VS2012 set up, which I fixed. That allowed the process to run almost completely.

However, I am still getting build errors in the compilation of BlackCapFloorEngine and BlackSwaptionEngine in create_pricingengines.cpp and OISRateHelper and DatedOISRateHelper in ratehelpers.cpp for both the QuantLibObjects and QuantLibXLStatic targets.

The error messages generated are in the attached table, and the pertinent section of the log file is attached in a separate txt file.

I am reporting in hopes that by asking for help, I can be of service to the general community, presuming I am not the only person who might get caught up with whatever is tripping me up.

I’d appreciate any help you can provide.

Thanks.

-Nick

 

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[Eric Ehlers-2]

Hi Nick,

> I checked my earlier effort to build the QuantLibXL addin for v 1.3.0
> and found a problem with my VS2012 set up, which I fixed. That allowed
> the process to run almost completely.
>
> However, I am still getting build errors in the compilation of
> BlackCapFloorEngine and BlackSwaptionEngine in
> create_pricingengines.cpp and OISRateHelper and DatedOISRateHelper in
> ratehelpers.cpp for both the QuantLibObjects and QuantLibXLStatic
> targets.
>
> The error messages generated are in the attached table, and the
> pertinent section of the log file is attached in a separate txt file.
>
> I am reporting in hopes that by asking for help, I can be of service
> to the general community, presuming I am not the only person who might
> get caught up with whatever is tripping me up.
>
> I'd appreciate any help you can provide.

I have not yet gotten around to compiling QuantLibXL under VC 2012.  I
will attempt to get that working for the upcoming 1.4 release.  I notice
in a subsequent message from you that in the meantime you have
downgraded to VC 2010 which is exactly what I would recommend.

On 2014-01-21 01:39, Nicholas Manganaro wrote:
> On Dec 10, 2013 Jean-Mathieu Vermosen mentioned that Boost 1.55 had
> problems with serialization. Since I had been using Boost 1.55 in my
> build effort, could that be causing the problems described below?

I doubt that the error you found relates to boost.

Kind Regards,
Eric
--
===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid

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[Nicholas Manganaro-2]

Eric,
Thanks for getting back to me with your feedback.
As I believe you saw in a later message, I have implemented 32-bit QL_XL
using the release candidate for QuantLib that Luigi mentioned in his e-mail
of Feb. 11. It compiled using VS 2010 and is running without any errors, but
not without bugs.
I have run into a bug in the QuantLib implementation of the Schedule
Constructor in c++, which may beyond my abilities to fix, but it cannot hurt
to look. (See Luigi's message of Feb. 19 to me as a reference.)
If I do figure it out, I will pass along my efforts for consideration by the
core group with the greatest familiarity of the QL ecosystem.
I am looking forward to your full build of 1.4, when you get to it. I just
hope the schedule constructor problem is fixed by me or someone else by that
time.
Keep up the tremendous work.
Regards,
Nick

-----Original Message-----
From: Eric Ehlers [mailto:[hidden email]]
Sent: Sunday, February 23, 2014 10:25 AM
To: [hidden email]
Subject: Re: [Quantlib-users] QL_XL 1.3.0 Build Failure

Hi Nick,

> I checked my earlier effort to build the QuantLibXL addin for v 1.3.0
> and found a problem with my VS2012 set up, which I fixed. That allowed
> the process to run almost completely.
>
> However, I am still getting build errors in the compilation of
> BlackCapFloorEngine and BlackSwaptionEngine in
> create_pricingengines.cpp and OISRateHelper and DatedOISRateHelper in
> ratehelpers.cpp for both the QuantLibObjects and QuantLibXLStatic
> targets.
>
> The error messages generated are in the attached table, and the
> pertinent section of the log file is attached in a separate txt file.
>
> I am reporting in hopes that by asking for help, I can be of service
> to the general community, presuming I am not the only person who might
> get caught up with whatever is tripping me up.
>
> I'd appreciate any help you can provide.

I have not yet gotten around to compiling QuantLibXL under VC 2012.  I will
attempt to get that working for the upcoming 1.4 release.  I notice in a
subsequent message from you that in the meantime you have downgraded to VC
2010 which is exactly what I would recommend.

On 2014-01-21 01:39, Nicholas Manganaro wrote:
> On Dec 10, 2013 Jean-Mathieu Vermosen mentioned that Boost 1.55 had
> problems with serialization. Since I had been using Boost 1.55 in my
> build effort, could that be causing the problems described below?

I doubt that the error you found relates to boost.

Kind Regards,
Eric
--
===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid

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