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QuantLib under cygwin

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financial engineer

QuantLib under cygwin

hi,

I am trying to install QuantLib under cygwin.

I followed the following instructions after downloading QuantLib-1.0.1.tar.gz

1. saved the .tar.gz file in C:\cygwin\home\BA (this is my ~ directory when I open cygwin)

2. entered the following command:
$ tar -xvzf QuantLib-1.0.1.tar.gz

3. cd QuantLib-1.0.1

4. then to run, I entered:
$./configure --enable-static --with-boost-include=/opt/local/include/ --with-boost-lib=/opt/local/lib/ --prefix=/opt/local/
and it ran and returned to ~/QuantLib-1.0.1

5. cd ..

6. I tried to compile a test program which included
#include <ql/quantlib.hpp>
using namespace QuantLib;

and I get an error stating ql/quantlib.hpp: No such file or directory

(I already have boost from the latest download of cygwin and when I run a test program for boost it works)

Can anyone please help me fix this problem so I can include QuantLib.

thanks in advance,
BA

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Luigi Ballabio

Re: QuantLib under cygwin

On Wed, 2011-04-27 at 18:12 -0400, financial engineer wrote:
> I am trying to install QuantLib under cygwin.
>
> I followed the following instructions [...]
>
> 4. then to run, I entered:
> $./configure --enable-static
> --with-boost-include=/opt/local/include/ --with-boost-lib=/opt/local/lib/ --prefix=/opt/local/
> and it ran and returned to ~/QuantLib-1.0.1

Ok. Now you'll have to run
$ make
to build the library (you'll need that, it's not just the headers.)

> 6. I tried to compile a test program which included
> #include <ql/quantlib.hpp>
> using namespace QuantLib;
>
> and I get an error stating ql/quantlib.hpp: No such file or directory

You'll have to tell your compiler where to find the headers. Probably
something like

gcc -IQuantLib-1.0.1 test.cpp

If you do something more than just the namespace declaration, you'll
probably need the library. For that, you'll have to say

gcc -IQuantLib-1.0.1 -LQuantLib-1.0.1/lib -lQuantLib test.cpp

Luigi

--

Of course, if people could just act consistently, they could keep
their desks clean, avoid cavities, lose weight, give up smoking,
play a musical instrument, and possibly even produce software on
a regular and timely basis.
-- Alistair Cockburn

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financial engineer

Re: QuantLib under cygwin

hi Luigi,

Thank you for your response.

> Subject: Re: [Quantlib-users] QuantLib under cygwin

> From: [hidden email]
> To: [hidden email]
> CC: [hidden email]
> Date: Thu, 28 Apr 2011 09:15:51 +0200
>
> On Wed, 2011-04-27 at 18:12 -0400, financial engineer wrote:
> > I am trying to install QuantLib under cygwin.
> >
> > I followed the following instructions [...]
> >
> > 4. then to run, I entered:
> > $./configure --enable-static
> > --with-boost-include=/opt/local/include/ --with-boost-lib=/opt/local/lib/ --prefix=/opt/local/
> > and it ran and returned to ~/QuantLib-1.0.1
>
> Ok. Now you'll have to run
> $ make
> to build the library (you'll need that, it's not just the headers.)

when I try to run make, I get the following error:
bash: make: command not found

Is there a way around it?

>
>
> > 6. I tried to compile a test program which included
> > #include <ql/quantlib.hpp>
> > using namespace QuantLib;
> >
> > and I get an error stating ql/quantlib.hpp: No such file or directory
>
> You'll have to tell your compiler where to find the headers. Probably
> something like
>
> gcc -IQuantLib-1.0.1 test.cpp

I trust I need to run 'make' for this to work..
I have read so much about QL and I can't wait to get this to work

>
> If you do something more than just the namespace declaration, you'll
> probably need the library. For that, you'll have to say
>
> gcc -IQuantLib-1.0.1 -LQuantLib-1.0.1/lib -lQuantLib test.cpp
>
> Luigi
>
> --
>
> Of course, if people could just act consistently, they could keep
> their desks clean, avoid cavities, lose weight, give up smoking,
> play a musical instrument, and possibly even produce software on
> a regular and timely basis.
> -- Alistair Cockburn
>
>

Luigi Ballabio

Re: QuantLib under cygwin

On Thu, 2011-04-28 at 10:30 -0400, financial engineer wrote:
> > Ok. Now you'll have to run
> > $ make
> > to build the library (you'll need that, it's not just the headers.)
>
> when I try to run make, I get the following error:
> bash: make: command not found
>
> Is there a way around it?

Well, no. You need make. It's probably in some cygwin package you'll
have to install.

Anyway, is there any particular reason why you're using cygwin to
compile the library, instead of using (for example) the express version
of the Visual C++ compiler, which is available for free?

Luigi

--

I have made this letter longer than usual, only because I have not had
the time to make it shorter.
-- B. Pascal

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financial engineer

Re: QuantLib under cygwin

> Subject: RE: [Quantlib-users] QuantLib under cygwin

> From: [hidden email]
> To: [hidden email]
> CC: [hidden email]
> Date: Thu, 28 Apr 2011 17:25:57 +0200
>
> On Thu, 2011-04-28 at 10:30 -0400, financial engineer wrote:
> > > Ok. Now you'll have to run
> > > $ make
> > > to build the library (you'll need that, it's not just the headers.)
> >
> > when I try to run make, I get the following error:
> > bash: make: command not found
> >
> > Is there a way around it?
>
> Well, no. You need make. It's probably in some cygwin package you'll
> have to install.
>
> Anyway, is there any particular reason why you're using cygwin to
> compile the library, instead of using (for example) the express version
> of the Visual C++ compiler, which is available for free?

no particular reason, I was suggested cygwin, I started using it and got comfy with it....now I am learning that it is not the best option...
I wasn't aware of a free Visual C++ compiler....I must check that out and I guess I will download Ubuntu as well.
>

> Luigi
>
>
> --
>
> I have made this letter longer than usual, only because I have not had
> the time to make it shorter.
> -- B. Pascal
>
>

Ted Byers

Re: QuantLib under cygwin

In reply to this post by Luigi Ballabio

> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: April-28-11 11:26 AM
> To: financial engineer
> Cc: [hidden email]
> Subject: Re: [Quantlib-users] QuantLib under cygwin
>
> Well, no. You need make. It's probably in some cygwin package you'll
have
> to install.
>
> Anyway, is there any particular reason why you're using cygwin to compile
> the library, instead of using (for example) the express version of the
Visual
> C++ compiler, which is available for free?
>
There is nothing wrong with cygwin. I like it, in part to keep my unix
skills relatively fresh (all my employers for the past decade have been
Windows only shops and I don't have a budget to keep a machine dedicated to
unix programming).

But the problem here is one of not having installed all the usual suite of
development tools. I suggest 'financial engineer' go back to setup and
install at least make (there are several, so pick one or install all and
play), perhaps also autoconf, automake, &c. When you run setup, and are at
the point where you see the various things that can be installed, it
provides terse descriptions, so you'll have a decent sense of what may be
useful (there is a lot of stuff there, much of which is not relevant to
software development, so it makes sense to do a basic install first and then
go back and add the optional stuff you need). I would also suggest that he
not give up on it too soon, but be aware that like most things in the unix
world, the documentation provided ssumes you're already an expert, so it can
be challenging to get started with it. There isn't a lot of good quality
unix documentation that caters to someone who hasn't used it before. It is
worth while sticking with it even with a steep learning curve.

Yes, there is a free version of MSVC++, but it is limited. If you want good
optimization from a free compiler, you need use gcc (i.e. either that in
cygwin or mingw).

I was able to build quantlib in cygwin as well as MSVC++ 2005, but not
MSVC++ 2010. Apparently that is because the latest release of Quantlib
predates the release of MSVC++ 2010. If 'financial engineer' installed the
free version of that, he'll encounter the same troubles I did (and never
resolved). I have been told that support for MSVC++ 2010 has been added to
the more recent development versions of Quantlib, but when it comes to
libraries I try to use, I work only with official releases.

Cheers

Ted

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financial engineer

Re: QuantLib under cygwin

thanks Ted,

> From: [hidden email]

I will go back in to update cygwin and check those out again and see if it works.

When you run setup, and are at

> the point where you see the various things that can be installed, it
> provides terse descriptions, so you'll have a decent sense of what may be
> useful (there is a lot of stuff there, much of which is not relevant to
> software development, so it makes sense to do a basic install first and then
> go back and add the optional stuff you need). I would also suggest that he
> not give up on it too soon, but be aware that like most things in the unix
> world, the documentation provided ssumes you're already an expert, so it can
> be challenging to get started with it. There isn't a lot of good quality
> unix documentation that caters to someone who hasn't used it before. It is
> worth while sticking with it even with a steep learning curve.
>
> Yes, there is a free version of MSVC++, but it is limited. If you want good
> optimization from a free compiler, you need use gcc (i.e. either that in
> cygwin or mingw).

Personally, I am not the biggest fan of Microsoft, so if you were able to build quantlib in cygwin, that is encouraging

>

> I was able to build quantlib in cygwin as well as MSVC++ 2005, but not
> MSVC++ 2010. Apparently that is because the latest release of Quantlib
> predates the release of MSVC++ 2010. If 'financial engineer' installed the
> free version of that, he'll encounter the same troubles I did (and never
> resolved). I have been told that support for MSVC++ 2010 has been added to
> the more recent development versions of Quantlib, but when it comes to
> libraries I try to use, I work only with official releases.
>
> Cheers
>
> Ted
>

Cheers,
Bobby

------------------------------------------------------------------------------
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management toolset available today. Delivers lowest initial
acquisition cost and overall TCO of any competing solution.
http://p.sf.net/sfu/whatsupgold-sd
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financial engineer

Re: QuantLib under cygwin

In reply to this post by Ted Byers

I installed all the make and autoconf packages in cygwin, went to my QuantLib-1.0.1 directory and entered the following command,

$: make && sudo make install

it started running now, but it's been almost 2 hours and it is still doing it's thing.....is that how long it's supposed to take.

> From: [hidden email]

> To: [hidden email]; [hidden email]
> CC: [hidden email]
> Subject: RE: [Quantlib-users] QuantLib under cygwin
> Date: Thu, 28 Apr 2011 12:09:06 -0400
>
> > -----Original Message-----
> > From: Luigi Ballabio [mailto:[hidden email]]
> > Sent: April-28-11 11:26 AM
> > To: financial engineer
> > Cc: [hidden email]
> > Subject: Re: [Quantlib-users] QuantLib under cygwin
> >
> > Well, no. You need make. It's probably in some cygwin package you'll
> have
> > to install.
> >
> > Anyway, is there any particular reason why you're using cygwin to compile
> > the library, instead of using (for example) the express version of the
> Visual
> > C++ compiler, which is available for free?
> >
> There is nothing wrong with cygwin. I like it, in part to keep my unix
> skills relatively fresh (all my employers for the past decade have been
> Windows only shops and I don't have a budget to keep a machine dedicated to
> unix programming).
>
> But the problem here is one of not having installed all the usual suite of
> development tools. I suggest 'financial engineer' go back to setup and
> install at least make (there are several, so pick one or install all and
> play), perhaps also autoconf, automake, &c. When you run setup, and are at
> the point where you see the various things that can be installed, it
> provides terse descriptions, so you'll have a decent sense of what may be
> useful (there is a lot of stuff there, much of which is not relevant to
> software development, so it makes sense to do a basic install first and then
> go back and add the optional stuff you need). I would also suggest that he
> not give up on it too soon, but be aware that like most things in the unix
> world, the documentation provided ssumes you're already an expert, so it can
> be challenging to get started with it. There isn't a lot of good quality
> unix documentation that caters to someone who hasn't used it before. It is
> worth while sticking with it even with a steep learning curve.
>
> Yes, there is a free version of MSVC++, but it is limited. If you want good
> optimization from a free compiler, you need use gcc (i.e. either that in
> cygwin or mingw).
>
> I was able to build quantlib in cygwin as well as MSVC++ 2005, but not
> MSVC++ 2010. Apparently that is because the latest release of Quantlib
> predates the release of MSVC++ 2010. If 'financial engineer' installed the
> free version of that, he'll encounter the same troubles I did (and never
> resolved). I have been told that support for MSVC++ 2010 has been added to
> the more recent development versions of Quantlib, but when it comes to
> libraries I try to use, I work only with official releases.
>
> Cheers
>
> Ted
>

financial engineer

Re: QuantLib under cygwin

any thoughts on how long this should take - 3+ hours seems awfully long....I wonder if my make command is correct.

Should I just kill it?

From: [hidden email]
To: [hidden email]; [hidden email]
Date: Thu, 28 Apr 2011 15:43:30 -0400
CC: [hidden email]
Subject: Re: [Quantlib-users] QuantLib under cygwin

I installed all the make and autoconf packages in cygwin, went to my QuantLib-1.0.1 directory and entered the following command,

$: make && sudo make install

it started running now, but it's been almost 2 hours and it is still doing it's thing.....is that how long it's supposed to take.

> From: [hidden email]
> To: [hidden email]; [hidden email]
> CC: [hidden email]
> Subject: RE: [Quantlib-users] QuantLib under cygwin
> Date: Thu, 28 Apr 2011 12:09:06 -0400
>
> > -----Original Message-----
> > From: Luigi Ballabio [mailto:[hidden email]]
> > Sent: April-28-11 11:26 AM
> > To: financial engineer
> > Cc: [hidden email]
> > Subject: Re: [Quantlib-users] QuantLib under cygwin
> >
> > Well, no. You need make. It's probably in some cygwin package you'll
> have
> > to install.
> >
> > Anyway, is there any particular reason why you're using cygwin to compile
> > the library, instead of using (for example) the express version of the
> Visual
> > C++ compiler, which is available for free?
> >
> There is nothing wrong with cygwin. I like it, in part to keep my unix
> skills relatively fresh (all my employers for the past decade have been
> Windows only shops and I don't have a budget to keep a machine dedicated to
> unix programming).
>
> But the problem here is one of not having installed all the usual suite of
> development tools. I suggest 'financial engineer' go back to setup and
> install at least make (there are several, so pick one or install all and
> play), perhaps also autoconf, automake, &c. When you run setup, and are at
> the point where you see the various things that can be installed, it
> provides terse descriptions, so you'll have a decent sense of what may be
> useful (there is a lot of stuff there, much of which is not relevant to
> software development, so it makes sense to do a basic install first and then
> go back and add the optional stuff you need). I would also suggest that he
> not give up on it too soon, but be aware that like most things in the unix
> world, the documentation provided ssumes you're already an expert, so it can
> be challenging to get started with it. There isn't a lot of good quality
> unix documentation that caters to someone who hasn't used it before. It is
> worth while sticking with it even with a steep learning curve.
>
> Yes, there is a free version of MSVC++, but it is limited. If you want good
> optimization from a free compiler, you need use gcc (i.e. either that in
> cygwin or mingw).
>
> I was able to build quantlib in cygwin as well as MSVC++ 2005, but not
> MSVC++ 2010. Apparently that is because the latest release of Quantlib
> predates the release of MSVC++ 2010. If 'financial engineer' installed the
> free version of that, he'll encounter the same troubles I did (and never
> resolved). I have been told that support for MSVC++ 2010 has been added to
> the more recent development versions of Quantlib, but when it comes to
> libraries I try to use, I work only with official releases.
>
> Cheers
>
> Ted
>

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acquisition cost and overall TCO of any competing solution.
http://p.sf.net/sfu/whatsupgold-sd
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Ted Byers

Re: QuantLib under cygwin

I really don't know. It has been months since I did it.

But the time it takes on my system here may not be representative. This is a workstation built on Intel's Core i7, with 8 GB RAM, so everything on it is fast. I have yet to push it beyond about 60% of its avaiable processing power. ;-)

I notice, though, you used " make && sudo make install"

I tend to be paranoid, so I do things one step at a time. First make, then (if the makefile includes a test target) 'make check', and then only if all compiles well, 'make install'.

Quantlib uses the typical unix configure, build and then install process vis:

./configure

make

make install

Before you run the above commands, though, you would be wise to run './configure --help' so you know what options you may want to set. And I would run 'make check' between make and make install.

Cheers

Ted

From: financial engineer [mailto:[hidden email]]
Sent: April-28-11 4:42 PM
To: Ted Byers; Luigi Ballabio
Cc: QL users
Subject: RE: [Quantlib-users] QuantLib under cygwin

any thoughts on how long this should take - 3+ hours seems awfully long....I wonder if my make command is correct.

Should I just kill it?

financial engineer

Re: QuantLib under cygwin

perfect timing Ted,

it just got done....almost 4 hours....yeah, I guess it makes sense to do it one step at a time...oh well...now I gotta run some test programs to see if it works...

I did run ./configure --enable-static --with-boost-include=/usr/include/boost/ --with-boost-lib=/lib

I have a Centrino Duo w/ 2GB and am thinking of buying one of those Dell laptops - Core i3, 4GB RAM...never had a Dell before, but it seems to be moderately priced...

Cheers,
Bobby

From: [hidden email]
To: [hidden email]; [hidden email]
CC: [hidden email]
Subject: RE: [Quantlib-users] QuantLib under cygwin
Date: Thu, 28 Apr 2011 17:16:55 -0400

I really don't know. It has been months since I did it.

I notice, though, you used " make && sudo make install"

I tend to be paranoid, so I do things one step at a time. First make, then (if the makefile includes a test target) 'make check', and then only if all compiles well, 'make install'.

Quantlib uses the typical unix configure, build and then install process vis:

./configure

make

make install

Before you run the above commands, though, you would be wise to run './configure --help' so you know what options you may want to set. And I would run 'make check' between make and make install.

Cheers

Ted

From: financial engineer [mailto:[hidden email]]
Sent: April-28-11 4:42 PM
To: Ted Byers; Luigi Ballabio
Cc: QL users
Subject: RE: [Quantlib-users] QuantLib under cygwin

any thoughts on how long this should take - 3+ hours seems awfully long....I wonder if my make command is correct.

Should I just kill it?