Re: QuantLib-users Digest, Vol 105, Issue 13
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Re: QuantLib-users Digest, Vol 105, Issue 13
 
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Hi Luigi,
Is there any doc or release notes for Quantlib 1.5 without having to download Quantlib 1.5?
What are the new functionalities and improvements in QuantLib 1.5?
Regards
Theo
-----Original Message-----
From: quantlib-users-request <[hidden email]> To: quantlib-users <[hidden email]> Sent: Thu, 12 Feb 2015 8:54 Subject: QuantLib-users Digest, Vol 105, Issue 13 Send QuantLib-users mailing list submissions to [hidden email] To subscribe or unsubscribe via the World Wide Web, visit https://lists.sourceforge.net/lists/listinfo/quantlib-users or, via email, send a message with subject or body 'help' to [hidden email] You can reach the person managing the list at [hidden email] When replying, please edit your Subject line so it is more specific than "Re: Contents of QuantLib-users digest..." Today's Topics: 1. QuantLib 1.5 released (Luigi Ballabio) 2. Re: Difference between quantlib version 1.4 and 1.0 (Eric Ehlers) 3. installing quantlib with python SWIG bindings (nickR1) 4. Re: installing quantlib with python SWIG bindings (nickR1) 5. Re: installing quantlib with python SWIG bindings (Luigi Ballabio) 6. Re: installing quantlib with python SWIG bindings (nickR1) Attached Message
QuantLib is a cross-platform, free/open-source quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life.
Version 1.5 has been released and is available for download at <
http://quantlib.org/download.shtml>.
Please log any problems you have with this release in the SourceForge bug tracker at <
http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying that you're using QuantLib 1.5.
The QuantLib group
Attached Message
Hello, > Hi thank you for your prompt reply. Let me check out the details. > Would you recommend using excel or python going forward? Not sure > which is better supported and more up to date with latest quantlib. To see what QuantLib functionality is supported in QuantLibXL, you could start here: http://quantlib.org/quantlibxl/allfunctions.html Regards, Eric Attached Message
I am having issues installing quantlib 1.5 for python using SWIG bindings on Windows 7 64bit: I started by building quantlib in VS Express 2008 for 64bit (following the "hacks" suggested in https://jenshuebel.wordpress.com/2009/02/12/visual-c-2008-express-edition-and-64-bit-targets/); the recommended test in http://quantlib.org/install/vc9.shtml works and I build the project without errors. I then proceeded ahead to test whether i can build quantlib for puthon, but this gives me the following errors, which I cannot resolve. Would appreciate any help: C:\Users\nick1\Documents\software\QuantLibSWIG\Python>python setup.py wrap running wrap Generating Python bindings for QuantLib... SWIG(1) : Warning 125: Use of the include path to find the input file is depreca ted and will not work with ccache. Please include the path when specifying the i nput file. C:\Users\nick1\Documents\software\QuantLibSWIG\Python>python setup.py build --compiler msvc running build running build_py copying QuantLib\QuantLib.py -> build\lib.win-amd64-2.7\QuantLib running build_ext building 'QuantLib._QuantLib' extension c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -D__WIN32__ -DWIN32 -DNDEBUG -D_WINDOWS -DNOMINMAX -IC:\An aconda1\include -IC:\Anaconda1\PC -IC:\Users\nick1\Documents\software\QuantLi b-1.5 -IC:\Boost\boost_1_57_0 /TpQuantLib/quantlib_wrap.cpp /Fobuild\temp.win-am d64-2.7\Release\QuantLib/quantlib_wrap.obj /GR /FD /Zm250 /EHsc /MD quantlib_wrap.cpp C:\Boost\boost_1_57_0\boost/type_index.hpp(37) : warning C4068: unknown pragma QuantLib/quantlib_wrap.cpp(14046) : error C2039: 'Surface' : is not a member of 'QuantLib' QuantLib/quantlib_wrap.cpp(14046) : error C2873: 'Surface' : symbol cannot be us ed in a using-declaration QuantLib/quantlib_wrap.cpp(14047) : error C2039: 'Domain' : is not a member of ' QuantLib' QuantLib/quantlib_wrap.cpp(14047) : error C2873: 'Domain' : symbol cannot be use d in a using-declaration QuantLib/quantlib_wrap.cpp(14049) : error C2065: 'Surface' : undeclared identifi er QuantLib/quantlib_wrap.cpp(14050) : error C2678: binary '!' : no operator found which takes a left-hand operand of type 'boost::shared_ptr' (or there is no acce ptable conversion) C:\Boost\boost_1_57_0\boost/smart_ptr/detail/operator_bool.hpp(60): coul d be 'bool boost::shared_ptr<X>::operator !(void) const' while trying to match the argument list '(boost::shared_ptr)' QuantLib/quantlib_wrap.cpp(14053) : error C2039: 'TestSurface' : is not a member of 'QuantLib' QuantLib/quantlib_wrap.cpp(14053) : error C2873: 'TestSurface' : symbol cannot b e used in a using-declaration QuantLib/quantlib_wrap.cpp(14054) : error C2065: 'Surface' : undeclared identifi er QuantLib/quantlib_wrap.cpp(14057) : error C2061: syntax error : identifier 'Test Surface' QuantLib/quantlib_wrap.cpp(14057) : error C2514: 'boost::shared_ptr' : class has no constructors C:\Boost\boost_1_57_0\boost/smart_ptr/shared_ptr.hpp(324) : see declarat ion of 'boost::shared_ptr' QuantLib/quantlib_wrap.cpp(247341) : error C2065: 'Surface' : undeclared identif ier QuantLib/quantlib_wrap.cpp(247341) : error C2065: 'Surface' : undeclared identif ier -- View this message in context: http://quantlib.10058.n7.nabble.com/installing-quantlib-with-python-SWIG-bindings-tp16260.html Sent from the quantlib-users mailing list archive at Nabble.com. Attached Message
actually the error I am getting is the following (needed to update quantlib SWIG to 1.5 since i had an old version). I dont understand why the system complains since I performed all the steps to compile a 64bit version of quantlib. Is there any way to check that my compiled library is indeed 64bit? running build running build_py copying QuantLib\QuantLib.py -> build\lib.win-amd64-2.7\QuantLib running build_ext building 'QuantLib._QuantLib' extension c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -D__WIN32__ -DWIN32 -DNDEBUG -D_WINDOWS -DNOMINMAX -IC:\Anaconda1\include -IC:\Anaconda1\PC -IC:\Users\stathis1\Documents\software\QuantLib-1.5 -IC:\Boost\boost_1_57_0 /TpQuantLib/quantlib_wrap.cpp /Fobuild\temp.win-amd64-2.7\Release\QuantLib/quantlib_wrap.obj /GR /FD /Zm250 /EHsc /MD quantlib_wrap.cpp C:\Boost\boost_1_57_0\boost/type_index.hpp(37) : warning C4068: unknown pragma QuantLib/quantlib_wrap.cpp(13920) : warning C4018: '<' : signed/unsigned mismatch c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\link.exe /DLL /nologo /INCREMENTAL:NO /LIBPATH:C:\Anaconda1\libs /LIBPATH:C:\Anaconda1\PCbuild\amd64 /LIBPATH:C:\Users\stathis1\Documents\software\QuantLib-1.5\lib /LIBPATH:C:\Boost\boost_1_57_0\libs /LIBPATH:C:\Users\stathis1\Documents\software\QuantLib-1.5\lib /EXPORT:init_QuantLib build\temp.win-amd64-2.7\Release\QuantLib/quantlib_wrap.obj /OUT:build\lib.win-amd64-2.7\QuantLib\_QuantLib.pyd /IMPLIB:build\temp.win-amd64-2.7\Release\QuantLib\_QuantLib.lib /MANIFESTFILE:build\temp.win-amd64-2.7\Release\QuantLib\_QuantLib.pyd.manifest /subsystem:windows /machine:I386 python27.lib(python27.dll) : fatal error LNK1112: module machine type 'x64' conflicts with target machine type 'X86' -- View this message in context: http://quantlib.10058.n7.nabble.com/installing-quantlib-with-python-SWIG-bindings-tp16260p16261.html Sent from the quantlib-users mailing list archive at Nabble.com. Attached Message
I'm guessing that the '/machine:I386' passed to the compiler is messing things up. May you try removing it from the list of extra_link_args in setup.py, line 132 and see what happens?
Luigi
On Wed, Feb 11, 2015 at 3:43 AM, nickR1
<[hidden email]> wrote:
actually the error I am getting is the following (needed to update quantlib Attached Message
didnt work. I even changed the line to extra_link_args = ['/subsystem:windows', '/machine:AMD64'], but i'm getting a similar error now, although seems like the importing went one step further down: running build running build_py copying QuantLib\QuantLib.py -> build\lib.win-amd64-2.7\QuantLib running build_ext building 'QuantLib._QuantLib' extension c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -D__WIN32__ -DWIN32 -DNDEBUG -D_WINDOWS -DNOMINMAX -IC:\An aconda1\include -IC:\Anaconda1\PC -IC:\Users\nick1\Documents\software\QuantLi b-1.5 -IC:\Boost\boost_1_57_0 /TpQuantLib/quantlib_wrap.cpp /Fobuild\temp.win-am d64-2.7\Release\QuantLib/quantlib_wrap.obj /GR /FD /Zm250 /EHsc /MD quantlib_wrap.cpp C:\Boost\boost_1_57_0\boost/type_index.hpp(37) : warning C4068: unknown pragma QuantLib/quantlib_wrap.cpp(13920) : warning C4018: '<' : signed/unsigned mismatc h c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\link.exe /DLL /nologo /INCREMENTAL:NO /LIBPATH:C:\Anaconda1\libs /LIBPATH:C:\Anaconda1\PCbuild\amd64 / LIBPATH:C:\Users\nick1\Documents\software\QuantLib-1.5\lib /LIBPATH:C:\Boost\ boost_1_57_0\libs /LIBPATH:C:\Users\nick1\Documents\software\QuantLib-1.5\lib /EXPORT:init_QuantLib build\temp.win-amd64-2.7\Release\QuantLib/quantlib_wrap.o bj /OUT:build\lib.win-amd64-2.7\QuantLib\_QuantLib.pyd /IMPLIB:build\temp.win-am d64-2.7\Release\QuantLib\_QuantLib.lib /MANIFESTFILE:build\temp.win-amd64-2.7\Re lease\QuantLib\_QuantLib.pyd.manifest /subsystem:windows /machine:AMD64 build\temp.win-amd64-2.7\Release\QuantLib/quantlib_wrap.obj : fatal error LNK111 2: module machine type 'X86' conflicts with target machine type 'x64' error: command 'c:\\Program Files (x86)\\Microsoft Visual Studio 9.0\\VC\\BIN\\l ink.exe' failed with exit status 1112 -- View this message in context: http://quantlib.10058.n7.nabble.com/installing-quantlib-with-python-SWIG-bindings-tp16260p16265.html Sent from the quantlib-users mailing list archive at Nabble.com. ------------------------------------------------------------------------------ Dive into the World of Parallel Programming. The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ Dive into the World of Parallel Programming. The Go Parallel Website, sponsored by Intel and developed in partnership with Slashdot Media, is your hub for all things parallel software development, from weekly thought leadership blogs to news, videos, case studies, tutorials and more. Take a look and join the conversation now. http://goparallel.sourceforge.net/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: QuantLib-users Digest, Vol 105, Issue 13
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On Thu, Feb 12, 2015 at 10:32 PM, Theo Boafo <[hidden email]> wrote:
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