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QuantLib and R

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QuantLib and R

behave
hi,

I am trying to run Quantlib 1.0 in R (2.11.0) on my Ubuntu karmic system.

Loading the generated files (QuantLib.RData (311KB), QuantLib.R (1.97MB) and QuantLib.so (22.7MB)) works without any problems:

  dyn.load('QuantLib.so')
  load('QuantLib.RData')
  cacheMetaData(1)

But when trying to run the examples an error on the first line
"todaysDate <- Date(15, "May", 1998)"
occurs.
It says: "can't find function 'f'. When googling for the solution I found, that I can try substituting 'integer' by 'numeric' on line 2088 and twice in the following lines in the QuantLib.RData-file. Unfortunately this didn't solve the problem.

Thanks
Tawanda Gwena
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Re: QuantLib and R

Tawanda Gwena
I wrote the solution up.

After you make the change you should reload QuantLib via

dyn.load('QuantLib.so')
source('QuantLib.R')

The RData file is a 'precompiled' .R file so the changes won't be seen  
when you make the change.

Tell me how it goes.


On Apr 25, 2010, at 2:51 PM, behave wrote:

>
> hi,
>
> I am trying to run Quantlib 1.0 in R (2.11.0) on my Ubuntu karmic  
> system.
>
> Loading the generated files (QuantLib.RData (311KB), QuantLib.R  
> (1.97MB) and
> QuantLib.so (22.7MB)) works without any problems:
>
>  dyn.load('QuantLib.so')
>  load('QuantLib.RData')
>  cacheMetaData(1)
>
> But when trying to run the examples an error on the first line
> "todaysDate <- Date(15, "May", 1998)"
> occurs.
> It says: "can't find function 'f'. When googling for the solution I  
> found,
> that I can try substituting 'integer' by 'numeric' on line 2088 and  
> twice in
> the following lines in the QuantLib.RData-file. Unfortunately this  
> didn't
> solve the problem.
>
> Thanks
> --
> View this message in context: http://old.nabble.com/QuantLib-and-R-tp28357956p28357956.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users


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behave
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Re: QuantLib and R

behave
In reply to this post by behave
hi,

thanks for your answer, using your command after some time a whole list of errors occurs (see below). Some classes can't be found.
Does this indicate an error in the .so file? Do you know this problem?

Thanks

> dyn.load('QuantLib.so')
> source('QuantLib.R')
in method for ‘coerce’ with signature ‘"_p_std__vectorTDate_std__allocatorTDate_t_t","character"’: no definition for class "_p_std__vectorTDate_std__allocatorTDate_t_t"
in method for ‘coerce’ with signature ‘"character","_p_std__vectorTDate_std__allocatorTDate_t_t"’: no definition for class "_p_std__vectorTDate_std__allocatorTDate_t_t"
in method for ‘print’ with signature ‘"_p_std__vectorTint_std__allocatorTint_t_t"’: no definition for class "_p_std__vectorTint_std__allocatorTint_t_t"
in method for ‘coerce’ with signature ‘"_p_std__vectorTint_std__allocatorTint_t_t","integer"’: no definition for class "_p_std__vectorTint_std__allocatorTint_t_t"
in method for ‘coerce’ with signature ‘"integer","_p_std__vectorTint_std__allocatorTint_t_t"’: no definition for class "_p_std__vectorTint_std__allocatorTint_t_t"
in method for ‘print’ with signature ‘"_p_std__vectorTdouble_std__allocatorTdouble_t_t"’: no definition for class "_p_std__vectorTdouble_std__allocatorTdouble_t_t"
in method for ‘coerce’ with signature ‘"_p_std__vectorTdouble_std__allocatorTdouble_t_t","numeric"’: no definition for class "_p_std__vectorTdouble_std__allocatorTdouble_t_t"
in method for ‘coerce’ with signature ‘"numeric","_p_std__vectorTdouble_std__allocatorTdouble_t_t"’: no definition for class "_p_std__vectorTdouble_std__allocatorTdouble_t_t"
in method for ‘print’ with signature ‘"_p_std__vectorTstd__string_std__allocatorTstd__string_t_t"’: no definition for class "_p_std__vectorTstd__string_std__allocatorTstd__string_t_t"
in method for ‘coerce’ with signature ‘"_p_std__vectorTstd__string_std__allocatorTstd__string_t_t","character"’: no definition for class "_p_std__vectorTstd__string_std__allocatorTstd__string_t_t"
in method for ‘coerce’ with signature ‘"character","_p_std__vectorTstd__string_std__allocatorTstd__string_t_t"’: no definition for class "_p_std__vectorTstd__string_std__allocatorTstd__string_t_t"
in method for ‘summary’ with signature ‘"_p_boost__shared_ptrTInstrument_t"’: no definition for class "_p_boost__shared_ptrTInstrument_t"
in method for ‘print’ with signature ‘"_p_boost__shared_ptrTInstrument_t"’: no definition for class "_p_boost__shared_ptrTInstrument_t"
in method for ‘as.data.frame’ with signature ‘"_p_TimeSeriesTdouble_std__mapTDate_double_t_t"’: no definition for class "_p_TimeSeriesTdouble_std__mapTDate_double_t_t"
in method for ‘print’ with signature ‘"_p_TimeSeriesTdouble_std_mapTDate_double_t_t"’: no definition for class "_p_TimeSeriesTdouble_std_mapTDate_double_t_t"
in method for ‘as.data.frame’ with signature ‘"_p_TimeSeriesTIntervalPrice_std_mapTDate_IntervalPrice_t_t"’: no definition for class "_p_TimeSeriesTIntervalPrice_std_mapTDate_IntervalPrice_t_t"
in method for ‘print’ with signature ‘"_p_TimeSeriesTIntervalPrice_std_mapTDate_IntervalPrice_t_t"’: no definition for class "_p_TimeSeriesTIntervalPrice_std_mapTDate_IntervalPrice_t_t"
>





behave wrote
hi,

I am trying to run Quantlib 1.0 in R (2.11.0) on my Ubuntu karmic system.

Loading the generated files (QuantLib.RData (311KB), QuantLib.R (1.97MB) and QuantLib.so (22.7MB)) works without any problems:

  dyn.load('QuantLib.so')
  load('QuantLib.RData')
  cacheMetaData(1)

But when trying to run the examples an error on the first line
"todaysDate <- Date(15, "May", 1998)"
occurs.
It says: "can't find function 'f'. When googling for the solution I found, that I can try substituting 'integer' by 'numeric' on line 2088 and twice in the following lines in the QuantLib.RData-file. Unfortunately this didn't solve the problem.

Thanks
Tawanda Gwena
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Re: QuantLib and R

Tawanda Gwena
I also get those same messages, but as Warnings.

I am not sure what their effects are presumably because I haven't used  
those functions.


On Apr 26, 2010, at 2:13 PM, behave wrote:

>
> hi,
>
> thanks for your answer, using your command after some time a whole  
> list of
> errors occurs (see below). Some classes can't be found.
> Does this indicate an error in the .so file? Do you know this problem?
>
> Thanks
>
>> dyn.load('QuantLib.so')
>> source('QuantLib.R')
> in method for ‘coerce’ with signature
> ‘"_p_std__vectorTDate_std__allocatorTDate_t_t","character"’: no  
> definition
> for class "_p_std__vectorTDate_std__allocatorTDate_t_t"
> in method for ‘coerce’ with signature
> ‘"character","_p_std__vectorTDate_std__allocatorTDate_t_t"’: no  
> definition
> for class "_p_std__vectorTDate_std__allocatorTDate_t_t"
> in method for ‘print’ with signature
> ‘"_p_std__vectorTint_std__allocatorTint_t_t"’: no definition for class
> "_p_std__vectorTint_std__allocatorTint_t_t"
> in method for ‘coerce’ with signature
> ‘"_p_std__vectorTint_std__allocatorTint_t_t","integer"’: no  
> definition for
> class "_p_std__vectorTint_std__allocatorTint_t_t"
> in method for ‘coerce’ with signature
> ‘"integer","_p_std__vectorTint_std__allocatorTint_t_t"’: no  
> definition for
> class "_p_std__vectorTint_std__allocatorTint_t_t"
> in method for ‘print’ with signature
> ‘"_p_std__vectorTdouble_std__allocatorTdouble_t_t"’: no definition  
> for class
> "_p_std__vectorTdouble_std__allocatorTdouble_t_t"
> in method for ‘coerce’ with signature
> ‘"_p_std__vectorTdouble_std__allocatorTdouble_t_t","numeric"’: no  
> definition
> for class "_p_std__vectorTdouble_std__allocatorTdouble_t_t"
> in method for ‘coerce’ with signature
> ‘"numeric","_p_std__vectorTdouble_std__allocatorTdouble_t_t"’: no  
> definition
> for class "_p_std__vectorTdouble_std__allocatorTdouble_t_t"
> in method for ‘print’ with signature
> ‘"_p_std__vectorTstd__string_std__allocatorTstd__string_t_t"’: no  
> definition
> for class "_p_std__vectorTstd__string_std__allocatorTstd__string_t_t"
> in method for ‘coerce’ with signature
> ‘"_p_std__vectorTstd__string_std__allocatorTstd__string_t_t
> ","character"’:
> no definition for class
> "_p_std__vectorTstd__string_std__allocatorTstd__string_t_t"
> in method for ‘coerce’ with signature
> ‘"character
> ","_p_std__vectorTstd__string_std__allocatorTstd__string_t_t"’:
> no definition for class
> "_p_std__vectorTstd__string_std__allocatorTstd__string_t_t"
> in method for ‘summary’ with signature
> ‘"_p_boost__shared_ptrTInstrument_t"’: no definition for class
> "_p_boost__shared_ptrTInstrument_t"
> in method for ‘print’ with signature  
> ‘"_p_boost__shared_ptrTInstrument_t"’:
> no definition for class "_p_boost__shared_ptrTInstrument_t"
> in method for ‘as.data.frame’ with signature
> ‘"_p_TimeSeriesTdouble_std__mapTDate_double_t_t"’: no definition for  
> class
> "_p_TimeSeriesTdouble_std__mapTDate_double_t_t"
> in method for ‘print’ with signature
> ‘"_p_TimeSeriesTdouble_std_mapTDate_double_t_t"’: no definition for  
> class
> "_p_TimeSeriesTdouble_std_mapTDate_double_t_t"
> in method for ‘as.data.frame’ with signature
> ‘"_p_TimeSeriesTIntervalPrice_std_mapTDate_IntervalPrice_t_t"’: no
> definition for class
> "_p_TimeSeriesTIntervalPrice_std_mapTDate_IntervalPrice_t_t"
> in method for ‘print’ with signature
> ‘"_p_TimeSeriesTIntervalPrice_std_mapTDate_IntervalPrice_t_t"’: no
> definition for class
> "_p_TimeSeriesTIntervalPrice_std_mapTDate_IntervalPrice_t_t"
>>
>
>
>
>
>
>
> behave wrote:
>>
>> hi,
>>
>> I am trying to run Quantlib 1.0 in R (2.11.0) on my Ubuntu karmic  
>> system.
>>
>> Loading the generated files (QuantLib.RData (311KB), QuantLib.R  
>> (1.97MB)
>> and QuantLib.so (22.7MB)) works without any problems:
>>
>>  dyn.load('QuantLib.so')
>>  load('QuantLib.RData')
>>  cacheMetaData(1)
>>
>> But when trying to run the examples an error on the first line
>> "todaysDate <- Date(15, "May", 1998)"
>> occurs.
>> It says: "can't find function 'f'. When googling for the solution I  
>> found,
>> that I can try substituting 'integer' by 'numeric' on line 2088 and  
>> twice
>> in the following lines in the QuantLib.RData-file. Unfortunately this
>> didn't solve the problem.
>>
>> Thanks
>>
>
> --
> View this message in context: http://old.nabble.com/QuantLib-and-R-tp28357956p28368270.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users


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