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eran.peter

Quantlib project

Hi,

I downloaded the project ang got the following error, what should I do?

Error 3 fatal error C1083: Cannot open include file: 'boost/config.hpp': No such file or directory c:\quant\quantlib-1.0.1\ql\qldefines.hpp 29

Thanks,

Eran

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animesh

Re: Quantlib project

Do you have boost libraries installed?
Also which system, which compiler?

On 8/27/10 4:46 PM, [hidden email] wrote:

Hi,

I downloaded the project ang got the following error, what should I do?

Error 3 fatal error C1083: Cannot open include file: 'boost/config.hpp': No such file or directory c:\quant\quantlib-1.0.1\ql\qldefines.hpp 29

Thanks,

Eran
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Luigi Ballabio

Re: Quantlib project

In reply to this post by eran.peter

On Fri, 2010-08-27 at 04:16 -0700, [hidden email] wrote:
> I downloaded the project ang got the following error, what should I
> do?
>
> Error 3 fatal error C1083: Cannot open include file:
> 'boost/config.hpp': No such file or directory c:\quant\quantlib-1.0.1
> \ql\qldefines.hpp 29

You need the Boost libraries.
See the instructions at <http://quantlib.org/install/vc9.shtml>.

Luigi

--

The Feynman Problem Solving Algorithm:
1) Write down the problem.
2) Think very hard.
3) Write down the solution.

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Jack Harvard-2

Re: Quantlib project

Spent some time installing QuantLib on my Mac, found no complete Installation Instructions for Snow Leopard online, thought my experience below on how to install QuantLib on Mac could help somebody who tries to the same.

First get macports(porticus is a nice gui to use) and install boost(and dependents).

1) To install boost(in terminal)

sudo port install boost

Boost should install in /opt/local by default.

2) Then download quantlib. You want to download the tar.gz package and extract it

tar -xzvf QuantLib

3) To install QuantLib(in terminal)

./configure -enable-static –with-boost-include=/opt/local/include/ –with-boost-lib=/opt/local/lib/ –prefix=/opt/local/

4) And at last

make && sudo make install

5) And then try to compile the examples(terminal). For example

g++ -I /opt/local/include/ -I/opt/local/include/boost BermudanSwaption.cpp -o bermudanoption -L/opt/local/lib/ -lQuantLib

6) Edit ~/.bash_profile, add the following lines into the file

export CPLUS_INCLUDE_PATH=/opt/local/include
export C_INCLUDE_PATH=/opt/local/include
export DYLD_LIBRARY_PATH=/opt/local/lib

When this is done, restart the terminal, no Include or Link directory needs to be specified when compiling with g++.

Note: the whole process takes two hours if installing both boost and QuantLib.

Warning: the steps above work for me, however I haven't tested on another machine, please help to improve it if there's a better way.

On Mon, Aug 30, 2010 at 11:14 AM, Luigi Ballabio <[hidden email]> wrote:

On Fri, 2010-08-27 at 04:16 -0700, [hidden email] wrote:
> I downloaded the project ang got the following error, what should I
> do?
>
> Error 3 fatal error C1083: Cannot open include file:
> 'boost/config.hpp': No such file or directory c:\quant\quantlib-1.0.1
> \ql\qldefines.hpp 29

You need the Boost libraries.
See the instructions at <http://quantlib.org/install/vc9.shtml>.

Luigi

--

The Feynman Problem Solving Algorithm:
1) Write down the problem.
2) Think very hard.
3) Write down the solution.

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--
Jack Harvard

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P Nelnik

Re: Quantlib project

Thanks Jack,
I've now added this helpful information to the quantlib wiki:
http://quantlib.referata.com/wiki/Installing_on_a_MAC

Philip

On Mon, Aug 30, 2010 at 7:28 PM, Jack Harvard <[hidden email]> wrote:

Spent some time installing QuantLib on my Mac, found no complete Installation Instructions for Snow Leopard online, thought my experience below on how to install QuantLib on Mac could help somebody who tries to the same.

First get macports(porticus is a nice gui to use) and install boost(and dependents).

1) To install boost(in terminal)

sudo port install boost

Boost should install in /opt/local by default.

2) Then download quantlib. You want to download the tar.gz package and extract it

tar -xzvf QuantLib

3) To install QuantLib(in terminal)

./configure -enable-static –with-boost-include=/opt/local/include/ –with-boost-lib=/opt/local/lib/ –prefix=/opt/local/

4) And at last

make && sudo make install

5) And then try to compile the examples(terminal). For example

g++ -I /opt/local/include/ -I/opt/local/include/boost BermudanSwaption.cpp -o bermudanoption -L/opt/local/lib/ -lQuantLib

6) Edit ~/.bash_profile, add the following lines into the file

export CPLUS_INCLUDE_PATH=/opt/local/include
export C_INCLUDE_PATH=/opt/local/include
export DYLD_LIBRARY_PATH=/opt/local/lib

When this is done, restart the terminal, no Include or Link directory needs to be specified when compiling with g++.

Note: the whole process takes two hours if installing both boost and QuantLib.
Warning: the steps above work for me, however I haven't tested on another machine, please help to improve it if there's a better way.

On Mon, Aug 30, 2010 at 11:14 AM, Luigi Ballabio <[hidden email]> wrote:

On Fri, 2010-08-27 at 04:16 -0700, [hidden email] wrote:
> I downloaded the project ang got the following error, what should I
> do?
>
> Error 3 fatal error C1083: Cannot open include file:
> 'boost/config.hpp': No such file or directory c:\quant\quantlib-1.0.1
> \ql\qldefines.hpp 29

You need the Boost libraries.
See the instructions at <http://quantlib.org/install/vc9.shtml>.

Luigi

--

The Feynman Problem Solving Algorithm:
1) Write down the problem.
2) Think very hard.
3) Write down the solution.

------------------------------------------------------------------------------
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_______________________________________________
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https://lists.sourceforge.net/lists/listinfo/quantlib-users

--
Jack Harvard

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Luigi Ballabio

Re: Quantlib project

In reply to this post by Jack Harvard-2

On Mon, 2010-08-30 at 12:28 +0100, Jack Harvard wrote:
> Spent some time installing QuantLib on my Mac, found no complete
> Installation Instructions for Snow Leopard online, thought my
> experience below on how to install QuantLib on Mac could help somebody
> who tries to the same.

Jack,
do you mind if I put your instructions on the QuantLib site?

Luigi

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really clever who has not found that he is stupid.
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Tawanda Gwena

Re: Quantlib project

I did write about this a million years ago. One optimization is that you don't need to do a port install of Boost because QuantLib only uses the header-files part of Boost. Just a plain unzipping of Boost suffices.

On Tue, Sep 14, 2010 at 11:33 AM, Luigi Ballabio <[hidden email]> wrote:

On Mon, 2010-08-30 at 12:28 +0100, Jack Harvard wrote:
> Spent some time installing QuantLib on my Mac, found no complete
> Installation Instructions for Snow Leopard online, thought my
> experience below on how to install QuantLib on Mac could help somebody
> who tries to the same.

Jack,
do you mind if I put your instructions on the QuantLib site?

Luigi

--

The doctrine of human equality reposes on this: that there is no man
really clever who has not found that he is stupid.
-- Gilbert K. Chesterson

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Luigi Ballabio

Re: Quantlib project

On Sep 14, 2010, at 9:12 PM, Tawanda Gwena wrote:

> One optimization is that you don't need to do a port install of
> Boost because QuantLib only uses the header-files part of Boost.
> Just a plain unzipping of Boost suffices.

Unless you want to compile the test suite. And you do want to compile
the test suite...

Luigi

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