QuantLib 0.9.9 build problem (boost::none)

[Alexander Lotter]

Dear all,

I've just checked out the actuall QuantLib 0.9.9 from the trunk and couldn't compile it with my old boost 1.33.1. What is the new min boost requirement for the lib? I worked with 0.9.7 before and boost 1.33.1 was enought.

Thanks in advance.

Alexander

[Luigi Ballabio]

On Thu, 2009-10-29 at 06:48 -0700, Alexander Lotter wrote:
> I've just checked out the actuall QuantLib 0.9.9 from the trunk and couldn't
> compile it with my old boost 1.33.1. What is the new min boost requirement
> for the lib? I worked with 0.9.7 before and boost 1.33.1 was enought.

It works with 1.35 on one of my boxes.  I'm not sure about earlier
versions, but if the problem is boost::none, 1.34 should work from what
I read on the Boost site.  If you want to keep 1.33.1, the code should
work (please me know if it does or not) if you replace boost::none with
boost::none_t() everywhere---note the ().  You might have to include
some additional Boost header to get the declaration of boost::none_t.

Luigi


--

Discontent is the first necessity of progress.
-- Thomas A. Edison



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[Alexander Lotter]

Hello Luigi,

that did a trick and I could compile QuantLib 0.9.9 with 1.33.1

I also tried QuantLib 0.9.9 with 1.40 with default project settings in MS VS 2005. It didn't worked and I had to remove /Za - flag, ANSI compatibility as said in the QuantLib FAQ for .NET 2003 and could compile the project without errors. It is better to turn it off in the project settings by default.

Have a nice weekend.

Take care,

Alexander

Alexander Lotter wrote

Dear all,

I've just checked out the actuall QuantLib 0.9.9 from the trunk and couldn't compile it with my old boost 1.33.1. What is the new min boost requirement for the lib? I worked with 0.9.7 before and boost 1.33.1 was enought.

Thanks in advance.

Alexander

[Luigi Ballabio]

On Fri, 2009-10-30 at 07:22 -0700, Alexander Lotter wrote:
> I also tried QuantLib 0.9.9 with 1.40 with default project settings in MS VS
> 2005. It didn't worked and I had to remove /Za - flag, ANSI compatibility as
> said in the QuantLib FAQ for .NET 2003 and could compile the project without
> errors. It is better to turn it off in the project settings by default.

I think that was done for VC++2005.  Not for 2009, though---with
compatibility disabled there were errors in some other files.

Luigi


--

The First Rule of Optimization: Don't do it.
The Second Rule of Optimization (For experts only): Don't do it yet.
-- Michael Jackson



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[japari]

I am not sure it relates but this thread is starting to look like a problem I
had so Ill jump in. I am on VC++2005, boost 1.38.0

I locally patch the lib with a few untested tricks. Anyway, this forces me to
remove the \Za flag to be able to use boost::thread. This was a known issue you
find in the boost forums, you trigger the macros not allowing threads if I
remember correctly.

Once that flag removed, the problem is that QL compil fails in:
Real AnalyticHestonEngine::Integration::calculate
in: analytichhestonengine.cpp

I havent investigated fully the reasons, looks like the compiler flags in boost
lib configuration files (at least my locals) are triggering somehow use of
boost::bind instead of boost::lambda::bind. Explicitly fully qualifying the use
of this and other lambdas solves the problem.

Are these the VC++2005 errors you mention?

I send you my local patch in case this is related to your problem. Of course
one should import the boost::lambda::_functs_ individually rather than the
spaghetti I am sending, but it shows the places if you perform a file compare.

Best regards
Pepe


Quoting Luigi Ballabio <[hidden email]>:

> On Fri, 2009-10-30 at 07:22 -0700, Alexander Lotter wrote:
> > I also tried QuantLib 0.9.9 with 1.40 with default project settings in MS
> VS
> > 2005. It didn't worked and I had to remove /Za - flag, ANSI compatibility
> as
> > said in the QuantLib FAQ for .NET 2003 and could compile the project
> without
> > errors. It is better to turn it off in the project settings by default.
>
> I think that was done for VC++2005.  Not for 2009, though---with
> compatibility disabled there were errors in some other files.
>
> Luigi
>
>
> --
>
> The First Rule of Optimization: Don't do it.
> The Second Rule of Optimization (For experts only): Don't do it yet.
> -- Michael Jackson
>
>
>
> ------------------------------------------------------------------------------
> Come build with us! The BlackBerry(R) Developer Conference in SF, CA
> is the only developer event you need to attend this year. Jumpstart your
> developing skills, take BlackBerry mobile applications to market and stay
> ahead of the curve. Join us from November 9 - 12, 2009. Register now!
> http://p.sf.net/sfu/devconference
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

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