QuantLib for Python2.6 Windows

[steinarruneeriksen]

Has anybody successfully managed to build this one?

I have built _QuantLib.pyd for Python 2.5 with Visual Studio 2003, but I am not able to build the same library for Python 2.6

The problem:
Python 2.6 is built with Visual Studio 2008 (i.e. QuantLib_vc9.sln).

I have built QuantLib (0.97) itself with 2008, resulting in QuantLib-vc90-mt-s-0_9_7.lib. This works fine, and I have tried all kinds of versions of boost along side it (1.34.1->1.39.9). There is an error with Boost 1.40 and as such I was not able to try this one with  QuantLib 0.97

The problem appears when trying to build the SWIG wrapper for Python. The paths are set to QL_DIR and boost, but the linker fails when running "setup.py build"

   Creating library build\temp.win32-2.6\Release\QuantLib\_QuantLib.lib and obje
ct build\temp.win32-2.6\Release\QuantLib\_QuantLib.exp
quantlib_wrap.obj : error LNK2019: unresolved external symbol "void __cdecl boos
t::throw_exception(class std::exception const &)" (?throw_exception@boost@@YAXAB
Vexception@std@@@Z) referenced in function "public: __thiscall boost::detail::sh
ared_count::shared_count<class QuantLib::Actual365Fixed::Impl>(class QuantLib::A
ctual365Fixed::Impl *)" (??$?0VImpl@Actual365Fixed@QuantLib@@@shared_count@detai
l@boost@@QAE@PAVImpl@Actual365Fixed@QuantLib@@@Z)
build\lib.win32-2.6\QuantLib\_QuantLib.pyd : fatal error LNK1120: 1 unresolved e
xternals


I have tried QuantLib 0.96 as well, but with the same problem. I think it has to do with Visual Studio 2008, and as such just wondering if anyone else has successfully \built this

[Luigi Ballabio]

On Thu, 2009-09-17 at 04:20 -0700, steinarruneeriksen wrote:
> I have built QuantLib (0.97) itself with 2008, resulting in
> QuantLib-vc90-mt-s-0_9_7.lib. This works fine, and I have tried all kinds of
> versions of boost along side it (1.34.1->1.39.9). There is an error with
> Boost 1.40 and as such I was not able to try this one with  QuantLib 0.97

Sorry, I'm not sure I got this---were you able to build the QuantLib
module with Boost <= 1.39? Or does it fail with those as well?

Luigi


--

No, I'm not interested in developing a powerful brain. All I'm after
is just a mediocre brain, something like the president of American
Telephone and Telegraph Company.
-- Alan Turing on the possibilities of a thinking machine, 1943.



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[steinarruneeriksen]

It failed with all versions of Boost. With Boost 1.40 I am having some other problems, not being able to build QuantLib it self even. With Boost earlier versions QuantLib builds fine, it is the SWIG wrapper tha fails in linking.

Temporarily what I did was to change the linker option to force building a library despite the unresolved linkage issue. I am for myself able to compare tests between this lib for Python 2.6 with the one I have for Python 2.5 and the functions I use work fine.  Obviously not an ideal solution, but works for me.

Luigi Ballabio wrote

On Thu, 2009-09-17 at 04:20 -0700, steinarruneeriksen wrote:
> I have built QuantLib (0.97) itself with 2008, resulting in
> QuantLib-vc90-mt-s-0_9_7.lib. This works fine, and I have tried all kinds of
> versions of boost along side it (1.34.1->1.39.9). There is an error with
> Boost 1.40 and as such I was not able to try this one with  QuantLib 0.97

Sorry, I'm not sure I got this---were you able to build the QuantLib
module with Boost <= 1.39? Or does it fail with those as well?

Luigi