QuantLib 1.0 beta 3 available

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QuantLib 1.0 beta 3 available

Luigi Ballabio
Hi all,
        the last beta for version 1.0 (hopefully) is available at
<https://sourceforge.net/projects/quantlib/files/prerelease/>.

In everybody's interest, please give this version a try and report any
problems you might have. Reports can be either sent here on the list or
filed on the Sourceforge bug tracker.

Thanks,
        Luigi


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-- Charles Duell, Director of U.S. Patent Office, 1899





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Re: QuantLib 1.0 beta 3 available

Khanh Nguyen
Compiled and ran on Ubuntu 9.10.

-k

On Tue, Feb 9, 2010 at 11:48 AM, Luigi Ballabio
<[hidden email]> wrote:

> Hi all,
>        the last beta for version 1.0 (hopefully) is available at
> <https://sourceforge.net/projects/quantlib/files/prerelease/>.
>
> In everybody's interest, please give this version a try and report any
> problems you might have. Reports can be either sent here on the list or
> filed on the Sourceforge bug tracker.
>
> Thanks,
>        Luigi
>
>
> --
>
> Everything that can be invented has been invented.
> -- Charles Duell, Director of U.S. Patent Office, 1899
>
>
>
>
>
> ------------------------------------------------------------------------------
> The Planet: dedicated and managed hosting, cloud storage, colocation
> Stay online with enterprise data centers and the best network in the business
> Choose flexible plans and management services without long-term contracts
> Personal 24x7 support from experience hosting pros just a phone call away.
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> _______________________________________________
> QuantLib-dev mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

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Re: QuantLib 1.0 beta 3 available

Nathan Abbott
In reply to this post by Luigi Ballabio
There is one small minor bug. In the MarketModels example, the MarketModels.cpp needs to have the following lines inserted around line 47 in case the QL_ENABLE_SESSIONS is defined.

#if defined(QL_ENABLE_SESSIONS)
namespace QuantLib {

    Integer sessionId() { return 0; }

}
#endif

 

On Tue, Feb 9, 2010 at 8:48 AM, Luigi Ballabio <[hidden email]> wrote:
Hi all,
       the last beta for version 1.0 (hopefully) is available at
<https://sourceforge.net/projects/quantlib/files/prerelease/>.

In everybody's interest, please give this version a try and report any
problems you might have. Reports can be either sent here on the list or
filed on the Sourceforge bug tracker.

Thanks,
       Luigi


--

Everything that can be invented has been invented.
-- Charles Duell, Director of U.S. Patent Office, 1899





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Re: QuantLib 1.0 beta 3 available

Luigi Ballabio
On Tue, 2010-02-09 at 14:26 -0800, Nathan Abbott wrote:
> There is one small minor bug. In the MarketModels example, the
> MarketModels.cpp needs to have the following lines inserted around
> line 47 in case the QL_ENABLE_SESSIONS is defined.

Fixed, thanks.

Luigi


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Re: QuantLib 1.0 beta 3 available

Dirk Eddelbuettel
In reply to this post by Luigi Ballabio

On 9 February 2010 at 17:48, Luigi Ballabio wrote:
| Hi all,
| the last beta for version 1.0 (hopefully) is available at
| <https://sourceforge.net/projects/quantlib/files/prerelease/>.
|
| In everybody's interest, please give this version a try and report any
| problems you might have. Reports can be either sent here on the list or
| filed on the Sourceforge bug tracker.

Prepared, built and uploaded for Debian on Feb 9 based on my i386. Builds are
fine for

     alpha amd64 armel hurd-i386 ia64 kfreebsd-amd64 kfreebsd-i386
     mips mipsel powerpc s390 sparc

but failed on hppa.  Which, I have to admit, it already did for alphas 1 and
2 and I had overlooked that. [ armel also failed but is now fine. ]

For hppa, I can replicate the failure on one of our developer-accessible hppa
machines:

(sid)edd@paer:~/quantlib-1.0.0~20100209$ LD_LIBRARY_PATH=`pwd`/ql/.libs make benchmark
make -C test-suite benchmark
make[1]: Entering directory `/home/edd/quantlib-1.0.0~20100209/test-suite'
BOOST_TEST_LOG_LEVEL=message ./quantlib-benchmark
*** glibc detected *** /home/edd/quantlib-1.0.0~20100209/test-suite/.libs/lt-quantlib-benchmark: free(): invalid pointer: 0x003324a8 ***
^Cmake[1]: *** wait: No child processes.  Stop.
make[1]: *** Waiting for unfinished jobs....
make[1]: *** wait: No child processes.  Stop.
make: *** [benchmark] Error 2

(sid)edd@paer:~/quantlib-1.0.0~20100209$

As this happens in the somewhat optional quantlib-benchmark that I run on top
of 'make check', I will for now exclude this step from the builds.  

In case anybody would like to give me a hand debugging this (maybe a
boost-test interaction ?) I'd be game, but I might need a hand.  The hppa
folks are not aware of any issues with libc so there could of course be a
real bug lurking somewhere.

Dirk


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Re: QuantLib 1.0 beta 3 available

Luigi Ballabio
On Thu, 2010-02-11 at 09:21 -0600, Dirk Eddelbuettel wrote:

> For hppa, I can replicate the failure on one of our developer-accessible hppa
> machines:
>
> (sid)edd@paer:~/quantlib-1.0.0~20100209$ LD_LIBRARY_PATH=`pwd`/ql/.libs make benchmark
> make -C test-suite benchmark
> make[1]: Entering directory `/home/edd/quantlib-1.0.0~20100209/test-suite'
> BOOST_TEST_LOG_LEVEL=message ./quantlib-benchmark
> *** glibc detected *** /home/edd/quantlib-1.0.0~20100209/test-suite/.libs/lt-quantlib-benchmark: free(): invalid pointer: 0x003324a8 ***
> ^Cmake[1]: *** wait: No child processes.  Stop.
> make[1]: *** Waiting for unfinished jobs....
> make[1]: *** wait: No child processes.  Stop.
> make: *** [benchmark] Error 2
>
> (sid)edd@paer:~/quantlib-1.0.0~20100209$
>
> As this happens in the somewhat optional quantlib-benchmark that I run on top
> of 'make check', I will for now exclude this step from the builds.  

So the test suite succeeds, right?

Luigi


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Re: QuantLib 1.0 beta 3 available

Dirk Eddelbuettel

On 11 February 2010 at 16:57, Luigi Ballabio wrote:
| On Thu, 2010-02-11 at 09:21 -0600, Dirk Eddelbuettel wrote:
| > For hppa, I can replicate the failure on one of our developer-accessible hppa
| > machines:
| >
| > (sid)edd@paer:~/quantlib-1.0.0~20100209$ LD_LIBRARY_PATH=`pwd`/ql/.libs make benchmark
| > make -C test-suite benchmark
| > make[1]: Entering directory `/home/edd/quantlib-1.0.0~20100209/test-suite'
| > BOOST_TEST_LOG_LEVEL=message ./quantlib-benchmark
| > *** glibc detected *** /home/edd/quantlib-1.0.0~20100209/test-suite/.libs/lt-quantlib-benchmark: free(): invalid pointer: 0x003324a8 ***
| > ^Cmake[1]: *** wait: No child processes.  Stop.
| > make[1]: *** Waiting for unfinished jobs....
| > make[1]: *** wait: No child processes.  Stop.
| > make: *** [benchmark] Error 2
| >
| > (sid)edd@paer:~/quantlib-1.0.0~20100209$
| >
| > As this happens in the somewhat optional quantlib-benchmark that I run on top
| > of 'make check', I will for now exclude this step from the builds.  
|
| So the test suite succeeds, right?

Yes. Everywhere.

Only on hppa, as soon as you launch quantlib-benchmark you the glibc error
above. Probably some initialization going haywire. Adding more verbose
BOOST_TEST_LOG_LEVEL=all did not reveal anything.

Dirk

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Re: QuantLib 1.0 beta 3 available

Dirk Eddelbuettel

On 11 February 2010 at 10:31, Dirk Eddelbuettel wrote:
| On 11 February 2010 at 16:57, Luigi Ballabio wrote:
| | On Thu, 2010-02-11 at 09:21 -0600, Dirk Eddelbuettel wrote:
| | > For hppa, I can replicate the failure on one of our developer-accessible hppa
| | > machines:
| | >
| | > (sid)edd@paer:~/quantlib-1.0.0~20100209$ LD_LIBRARY_PATH=`pwd`/ql/.libs make benchmark
| | > make -C test-suite benchmark
| | > make[1]: Entering directory `/home/edd/quantlib-1.0.0~20100209/test-suite'
| | > BOOST_TEST_LOG_LEVEL=message ./quantlib-benchmark
| | > *** glibc detected *** /home/edd/quantlib-1.0.0~20100209/test-suite/.libs/lt-quantlib-benchmark: free(): invalid pointer: 0x003324a8 ***
| | > ^Cmake[1]: *** wait: No child processes.  Stop.
| | > make[1]: *** Waiting for unfinished jobs....
| | > make[1]: *** wait: No child processes.  Stop.
| | > make: *** [benchmark] Error 2
| | >
| | > (sid)edd@paer:~/quantlib-1.0.0~20100209$
| | >
| | > As this happens in the somewhat optional quantlib-benchmark that I run on top
| | > of 'make check', I will for now exclude this step from the builds.  
| |
| | So the test suite succeeds, right?
|
| Yes. Everywhere.
|
| Only on hppa, as soon as you launch quantlib-benchmark you the glibc error
| above. Probably some initialization going haywire. Adding more verbose
| BOOST_TEST_LOG_LEVEL=all did not reveal anything.

I spoke too soon. It still fails on the hppa platform -- see the full build
log at
https://buildd.debian.org/fetch.cgi?pkg=quantlib;ver=1.0.0~20100209-2;arch=hppa;stamp=1265949327

Trouble is, part of the test work, ie in Examples/BermudanSwaption or
Examples/Swap. But once it gets to the test-suite/ directory it blows up:

PASS: SwapValuation
==================
All 1 tests passed
==================
make[1]: Leaving directory `/home/edd/quantlib-1.0.0~20100209/Examples/Swap'
(sid)edd@paer:~/quantlib-1.0.0~20100209/Examples/Swap$ cd ../../test-s
test-stamp  test-suite/
(sid)edd@paer:~/quantlib-1.0.0~20100209/Examples/Swap$ cd ../../test-suite/
(sid)edd@paer:~/quantlib-1.0.0~20100209/test-suite$ LD_LIBRARY_PATH=/home/edd/quantlib-1.0.0~20100209/ql/.libs/ make check
make  check-TESTS
make[1]: Entering directory `/home/edd/quantlib-1.0.0~20100209/test-suite'
======================
Testing QuantLib 1.0b3
======================
*** glibc detected *** /home/edd/quantlib-1.0.0~20100209/test-suite/.libs/lt-quantlib-test-suite: free(): invalid pointer: 0x0093f910 ***
^Cmake[1]: *** [check-TESTS] Interrupt
make: *** [check-am] Interrupt

(sid)edd@paer:~/quantlib-1.0.0~20100209/test-suite$

Dirk
 
| Dirk
|
| --
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|   See http://www.RinFinance.com for details, and see you in Chicago in April!
|
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| Predictive Self Healing and Award Winning ZFS. Get Solaris 10 NOW
| http://p.sf.net/sfu/solaris-dev2dev
| _______________________________________________
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Re: QuantLib 1.0 beta 3 available

Luigi Ballabio
On Fri, 2010-02-12 at 06:31 -0600, Dirk Eddelbuettel wrote:
> I spoke too soon. It still fails on the hppa platform -- see the full build
> log at
> https://buildd.debian.org/fetch.cgi?pkg=quantlib;ver=1.0.0~20100209-2;arch=hppa;stamp=1265949327
>
> Trouble is, part of the test work, ie in Examples/BermudanSwaption or
> Examples/Swap. But once it gets to the test-suite/ directory it blows up:

Hmm. Any chance to dig up a stack trace?

Luigi


--

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than done.



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