QuantLib on Mac
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Dear all,
I am quite new on using QuantLib, so sorry for this basic question.
I have been trying to use QuantLib on Mac, for C++ coding. Boost and QuantLib are installed following the instruction provided on QuantLib website. Xcode is configured so that C++ coding is supported. I was writing a little piece of code to see how to use QuantLib. This code does nothing, but including the QuantLib header QuantLib.cpp and the timer header in Boost library. Unfortunately, when I built the code, a lot of compiling errors were thrown out. I just wonder whether you could help me out.
The code I have written is as the follow. #include <ql/quantlib.hpp>
#include <boost/timer.hpp>
#include <iostream>
using namespace std; int main(int argc, const char * argv[]) { // insert code here... boost::timer time; double t = time.elapsed();
cout << "the time is " << t << "\n";
double tmp; cin >> tmp;
return 0; } The errors messages are like:
Ld /Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Products/Debug/SimpleMC1 normal x86_64 cd "/Users/zrm/Work/C++ Projects/SimpleMC1/SimpleMC1" export MACOSX_DEPLOYMENT_TARGET=10.9 /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/clang++ -arch x86_64 -isysroot /Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.9.sdk -L/Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Products/Debug -F/Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Products/Debug -filelist /Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Intermediates/SimpleMC1.build/Debug/SimpleMC1.build/Objects-normal/x86_64/SimpleMC1.LinkFileList -mmacosx-version-min=10.9 -stdlib=libc++ -Xlinker -dependency_info -Xlinker /Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Intermediates/SimpleMC1.build/Debug/SimpleMC1.build/Objects-normal/x86_64/SimpleMC1_dependency_info.dat -o /Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Products/Debug/SimpleMC1 Undefined symbols for architecture x86_64: "boost::assertion_failed(char const*, char const*, char const*, long)", referenced from: boost::shared_ptr<QuantLib::Observable>::operator->() const in main.o boost::shared_ptr<QuantLib::DiscretizedAsset>::operator->() const in main.o boost::shared_ptr<QuantLib::IborIndex>::operator->() const in main.o boost::shared_ptr<QuantLib::Quote>::operator->() const in main.o boost::shared_ptr<QuantLib::DefaultProbabilityTermStructure>::operator->() const in main.o boost::shared_ptr<QuantLib::Exercise>::operator->() const in main.o boost::shared_ptr<QuantLib::ZeroInflationIndex>::operator->() const in main.o ... "QuantLib::InterestRate::impliedRate(double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency, double)", referenced from: QuantLib::InterestRate::equivalentRate(QuantLib::Compounding, QuantLib::Frequency, double) const in main.o "QuantLib::InterestRate::InterestRate(double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)", referenced from: QuantLib::FlatForward::performCalculations() const in main.o QuantLib::ZeroSpreadedTermStructure::zeroYieldImpl(double) const in main.o "QuantLib::SmileSection::update()", referenced from: vtable for QuantLib::FlatSmileSection in main.o construction vtable for QuantLib::SmileSection-in-QuantLib::FlatSmileSection in main.o construction vtable for QuantLib::SmileSection-in-QuantLib::SpreadedSmileSection in main.o "QuantLib::MultiStepSwap::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from: vtable for QuantLib::MultiStepSwap in main.o "QuantLib::TermStructure::update()", referenced from: QuantLib::DefaultProbabilityTermStructure::update() in main.o QuantLib::FittedBondDiscountCurve::update() in main.o QuantLib::ForwardSpreadedTermStructure::update() in main.o QuantLib::ZeroSpreadedTermStructure::update() in main.o vtable for QuantLib::TermStructure in main.o vtable for QuantLib::VolatilityTermStructure in main.o construction vtable for QuantLib::TermStructure-in-QuantLib::VolatilityTermStructure in main.o ... ... ... ...
vtable for QuantLib::SwaptionVolatilityCube in main.o construction vtable for QuantLib::SwaptionVolatilityDiscrete-in-QuantLib::SwaptionVolatilityCube in main.o "non-virtual thunk to QuantLib::ExtendedBlackVarianceSurface::update()", referenced from: vtable for QuantLib::ExtendedBlackVarianceSurface in main.o ld: symbol(s) not found for architecture x86_64 clang: error: linker command failed with exit code 1 (use -v to see invocation) Showing first 200 notices only Showing first 200 errors only
If I comment out the line, #include <ql/quantlib.hpp>, then the code is built and run as expected. So that seems the Boost library might be fine.
Thank you very much for your help in advance. Kind regards, Bo
------------------------------------------------------------------------------ Open source business process management suite built on Java and Eclipse Turn processes into business applications with Bonita BPM Community Edition Quickly connect people, data, and systems into organized workflows Winner of BOSSIE, CODIE, OW2 and Gartner awards http://p.sf.net/sfu/Bonitasoft _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hi Bo,
I don't know this enviroment very well (not at all to be honest) but may it be that you just do not link your code against the QuantLib library ? Somewhere you should probably see -lQuantLib as a parameter in your build process. Peter On 28 June 2014 00:20, Bo Zhao <[hidden email]> wrote: > Dear all, > > I am quite new on using QuantLib, so sorry for this basic question. > > I have been trying to use QuantLib on Mac, for C++ coding. Boost and > QuantLib are installed following the instruction provided on QuantLib > website. Xcode is configured so that C++ coding is supported. > > I was writing a little piece of code to see how to use QuantLib. This code > does nothing, but including the QuantLib header QuantLib.cpp and the timer > header in Boost library. Unfortunately, when I built the code, a lot of > compiling errors were thrown out. I just wonder whether you could help me > out. > > The code I have written is as the follow. > > #include <ql/quantlib.hpp> > > > #include <boost/timer.hpp> > > > #include <iostream> > > > using namespace std; > > > int main(int argc, const char * argv[]) > > { > > > // insert code here... > > boost::timer time; > > double t = time.elapsed(); > > > > cout << "the time is " << t << "\n"; > > > > double tmp; > > cin >> tmp; > > > > return 0; > > } > > > The errors messages are like: > > > Ld > /Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Products/Debug/SimpleMC1 > normal x86_64 > > cd "/Users/zrm/Work/C++ Projects/SimpleMC1/SimpleMC1" > > export MACOSX_DEPLOYMENT_TARGET=10.9 > > > /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/clang++ > -arch x86_64 -isysroot > /Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.9.sdk > -L/Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Products/Debug > -F/Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Products/Debug > -filelist > /Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Intermediates/SimpleMC1.build/Debug/SimpleMC1.build/Objects-normal/x86_64/SimpleMC1.LinkFileList > -mmacosx-version-min=10.9 -stdlib=libc++ -Xlinker -dependency_info -Xlinker > /Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Intermediates/SimpleMC1.build/Debug/SimpleMC1.build/Objects-normal/x86_64/SimpleMC1_dependency_info.dat > -o > /Users/zrm/Library/Developer/Xcode/DerivedData/SimpleMC1-dnzreinrixododgttxobkughqdsw/Build/Products/Debug/SimpleMC1 > > > Undefined symbols for architecture x86_64: > > "boost::assertion_failed(char const*, char const*, char const*, long)", > referenced from: > > boost::shared_ptr<QuantLib::Observable>::operator->() const in main.o > > boost::shared_ptr<QuantLib::DiscretizedAsset>::operator->() const in > main.o > > boost::shared_ptr<QuantLib::IborIndex>::operator->() const in main.o > > boost::shared_ptr<QuantLib::Quote>::operator->() const in main.o > > > boost::shared_ptr<QuantLib::DefaultProbabilityTermStructure>::operator->() > const in main.o > > boost::shared_ptr<QuantLib::Exercise>::operator->() const in main.o > > boost::shared_ptr<QuantLib::ZeroInflationIndex>::operator->() const in > main.o > > ... > > "QuantLib::InterestRate::impliedRate(double, QuantLib::DayCounter const&, > QuantLib::Compounding, QuantLib::Frequency, double)", referenced from: > > QuantLib::InterestRate::equivalentRate(QuantLib::Compounding, > QuantLib::Frequency, double) const in main.o > > "QuantLib::InterestRate::InterestRate(double, QuantLib::DayCounter const&, > QuantLib::Compounding, QuantLib::Frequency)", referenced from: > > QuantLib::FlatForward::performCalculations() const in main.o > > QuantLib::ZeroSpreadedTermStructure::zeroYieldImpl(double) const in > main.o > > "QuantLib::SmileSection::update()", referenced from: > > vtable for QuantLib::FlatSmileSection in main.o > > construction vtable for > QuantLib::SmileSection-in-QuantLib::FlatSmileSection in main.o > > construction vtable for > QuantLib::SmileSection-in-QuantLib::SpreadedSmileSection in main.o > > "QuantLib::MultiStepSwap::nextTimeStep(QuantLib::CurveState const&, > std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, > std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, > std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, > std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, > std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", > referenced from: > > vtable for QuantLib::MultiStepSwap in main.o > > "QuantLib::TermStructure::update()", referenced from: > > QuantLib::DefaultProbabilityTermStructure::update() in main.o > > QuantLib::FittedBondDiscountCurve::update() in main.o > > QuantLib::ForwardSpreadedTermStructure::update() in main.o > > QuantLib::ZeroSpreadedTermStructure::update() in main.o > > vtable for QuantLib::TermStructure in main.o > > vtable for QuantLib::VolatilityTermStructure in main.o > > construction vtable for > QuantLib::TermStructure-in-QuantLib::VolatilityTermStructure in main.o > > ... > > ... > > ... > > ... > > > vtable for QuantLib::SwaptionVolatilityCube in main.o > > construction vtable for > QuantLib::SwaptionVolatilityDiscrete-in-QuantLib::SwaptionVolatilityCube in > main.o > > "non-virtual thunk to QuantLib::ExtendedBlackVarianceSurface::update()", > referenced from: > > vtable for QuantLib::ExtendedBlackVarianceSurface in main.o > > ld: symbol(s) not found for architecture x86_64 > > clang: error: linker command failed with exit code 1 (use -v to see > invocation) > > Showing first 200 notices only > > Showing first 200 errors only > > > > > If I comment out the line, #include <ql/quantlib.hpp>, then the code is > built and run as expected. So that seems the Boost library might be fine. > > Thank you very much for your help in advance. > > Kind regards, > > Bo > > ------------------------------------------------------------------------------ > Open source business process management suite built on Java and Eclipse > Turn processes into business applications with Bonita BPM Community Edition > Quickly connect people, data, and systems into organized workflows > Winner of BOSSIE, CODIE, OW2 and Gartner awards > http://p.sf.net/sfu/Bonitasoft > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users > ------------------------------------------------------------------------------ Open source business process management suite built on Java and Eclipse Turn processes into business applications with Bonita BPM Community Edition Quickly connect people, data, and systems into organized workflows Winner of BOSSIE, CODIE, OW2 and Gartner awards http://p.sf.net/sfu/Bonitasoft _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Dear Peter, Thank you very much for your suggestion. In deed, you are right about it. In Xcode, there is a place to set the library flag with its corresponding path. It is working now. Thank you very much again.
Regards, Bo On 28 June 2014 11:33, Peter Caspers <[hidden email]> wrote: Hi Bo, ------------------------------------------------------------------------------ Open source business process management suite built on Java and Eclipse Turn processes into business applications with Bonita BPM Community Edition Quickly connect people, data, and systems into organized workflows Winner of BOSSIE, CODIE, OW2 and Gartner awards http://p.sf.net/sfu/Bonitasoft _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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