Release candidates for QuantLib 1.10
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Release candidates for QuantLib 1.10
 
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Hi all,
preliminary tarballs for QuantLib 1.10 are available at <https://sourceforge.net/projects/quantlib/files/test> (no docs yet, but most changes are listed at https://github.com/lballabio/QuantLib/milestone/5?closed=1). Please download them and try them out if you have a few cycles available. Thanks, Luigi ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Release candidates for QuantLib 1.10
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Hi Luigi, I tried compiling preliminary tarballs for QuantLib 1.10 as available at <https://sourceforge.net/ using gcc34/g++34 version gcc34 (GCC) 3.4.6 20060404 (Red Hat 3.4.6-19.el6)/g++34 (GCC) 3.4.6 20060404 (Red Hat 3.4.6-19.el6) along with Boost version 1.62.0 I am getting below compilation error. ../../../ql/experimental/math/tcopulapolicy.hpp:134: instantiated from here /scratch/ofsaadb/build/CAP802_JAVA7_O12C/BOOSTNEW/include/boost/math/tools/roots.hpp:68: error: no matching function for call to `get(const boost::fusion::tuple<long double, long double, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_>&)' make[3]: *** [gaussianlhplossmodel.lo] Error 1 make[3]: Leaving directory `/scratch/ofsaaweb/QuantLib-suncc/ql/experimental/credit' make[2]: *** [all-recursive] Error 1 make[2]: Leaving directory `/scratch/ofsaaweb/QuantLib-suncc/ql/experimental' make[1]: *** [all-recursive] Error 1 make[1]: Leaving directory `/scratch/ofsaaweb/QuantLib-suncc/ql' make: *** [all] Error 2 Request to please help me resolving this issue. This works if i use gcc/g++ version 4.4.7 compiler but fails for gcc34/g++34 Regards Shailesh Kumar On Wed, Apr 12, 2017 at 9:16 PM, Luigi Ballabio <[hidden email]> wrote:
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Re: Release candidates for QuantLib 1.10
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On 19 April 2017 at 00:23, shailesh kumar wrote: | Hi Luigi, | | I tried compiling preliminary tarballs for QuantLib 1.10 as available at < | https://sourceforge.net/projects/quantlib/files/test> on OEL 6.7 (Oracle Linux | Server release 6.7) | using gcc34/g++34 version gcc34 (GCC) 3.4.6 20060404 (Red Hat 3.4.6-19.el6)/ | g++34 (GCC) 3.4.6 20060404 (Red Hat 3.4.6-19.el6) along with Boost version | 1.62.0 | | I am getting below compilation error. | | ../../../ql/experimental/math/tcopulapolicy.hpp:134: instantiated from here | /scratch/ofsaadb/build/CAP802_JAVA7_O12C/BOOSTNEW/include/boost/math/tools/ | roots.hpp:68: error: no matching function for call to `get(const | boost::fusion::tuple<long double, long double, boost::fusion::void_, | boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, | boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, | boost::fusion::void_>&)' | make[3]: *** [gaussianlhplossmodel.lo] Error 1 | make[3]: Leaving directory `/scratch/ofsaaweb/QuantLib-suncc/ql/experimental/ | credit' | make[2]: *** [all-recursive] Error 1 | make[2]: Leaving directory `/scratch/ofsaaweb/QuantLib-suncc/ql/experimental' | make[1]: *** [all-recursive] Error 1 | make[1]: Leaving directory `/scratch/ofsaaweb/QuantLib-suncc/ql' | make: *** [all] Error 2 | | Request to please help me resolving this issue. | This works if i use gcc/g++ version 4.4.7 compiler but fails for gcc34/g++34 I hope you do realize that gcc 3.4 was released _eleven_ years ago. Even 4.4.* is pretty ancient at an age of five years. Dirk | | | Regards | Shailesh Kumar | | | | | On Wed, Apr 12, 2017 at 9:16 PM, Luigi Ballabio <[hidden email]> | wrote: | | Hi all, | preliminary tarballs for QuantLib 1.10 are available at <https:// | sourceforge.net/projects/quantlib/files/test> (no docs yet, but most | changes are listed at https://github.com/lballabio/QuantLib/milestone/5? | closed=1). Please download them and try them out if you have a few cycles | available. | | Thanks, | Luigi | | | | ------------------------------------------------------------ | ------------------ | Check out the vibrant tech community on one of the world's most | engaging tech sites, Slashdot.org! http://sdm.link/slashdot | _______________________________________________ | QuantLib-users mailing list | [hidden email] | https://lists.sourceforge.net/lists/listinfo/quantlib-users | | | | ------------------------------------------------------------------------------ | Check out the vibrant tech community on one of the world's most | engaging tech sites, Slashdot.org! http://sdm.link/slashdot | _______________________________________________ | QuantLib-users mailing list | [hidden email] | https://lists.sourceforge.net/lists/listinfo/quantlib-users -- http://dirk.eddelbuettel.com | @eddelbuettel | [hidden email] ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Release candidates for QuantLib 1.10
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I second Dirk that we probably shouldn't put much effort in making that code compile. However, we can disable it so that the build succeeds, even if the resulting library will miss a few features. In fact, I did the same thing recently for an older Solaris compiler. May you try running configure as ./configure CXXFLAGS='-DQL_PATCH_SOLARIS' and see if you get to the end of the build? Luigi On Tue, Apr 18, 2017, 21:16 Dirk Eddelbuettel <[hidden email]> wrote:
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Re: Release candidates for QuantLib 1.10
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Oh, right, it was you for Solaris as well. It's good to have an archaeologist around :) On Tue, Apr 18, 2017, 21:28 Luigi Ballabio <[hidden email]> wrote:
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Re: Release candidates for QuantLib 1.10
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Hi Luigi/Dirk, Thanks for your quick response. I am forced to perform role of archaeologist :) My Modified Duration component was earlier based on Quantlib 0.9.7 (last built in 2007) but in order to support "negative jumps in interest-rate curves" and to incorporate other bug fixes, i upgraded the Quantlib version to latest keeping the compiler version same as component also had few external libraries dependencies built with gcc34/g++34 Luigi, As suggested, I ran ./configure CXXFLAGS='-DQL_PATCH_SOLARIS' but it failed at squarerootprocessrndcalculator.cpp:64: instantiated from here Request to please guide so as to disable it at my end to proceed further. Regards Shailesh Kumar On Wed, Apr 19, 2017 at 1:05 AM, Luigi Ballabio <[hidden email]> wrote:
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Hi How can I create wheel file for QuantLib Python ? I compiled QuantLib and make -C Python for SWIG successfully. Then I cd Python; python setup.py bdist_wheel But it said error : invalid command 'bdist_wheel' So only python setup.py bdist is possible? Thanks
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Re: Release candidates for QuantLib 1.10
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I think you have to modify setup.py and replace from distutils.core import setup, Extension with from setuptools import setup from distutils.core import Extension since the wheel functionality is only available in setuptools. Luigi On Wed, Apr 19, 2017 at 11:28 AM CK TUNG <[hidden email]> wrote:
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yes, this solved the problem. Thanks
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Re: Release candidates for QuantLib 1.10
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In reply to this post by shailesh kumar
Please try to see if the gcc-3.4 branch on GitHub works for you. If so, clone it in your repo so that you can maintain it in the future: I probably won't include the changes in version 1.10. My suggestion of testing earlier versions of Boost stands: most if not all the errors came from Boost code.
Luigi On Wed, Apr 19, 2017 at 6:03 AM shailesh kumar <[hidden email]> wrote:
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Re: Release candidates for QuantLib 1.10
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Hi Luigi, The gcc-3.4 branch on GitHub didn't work and landed up in compilation issues. In order to maintain uniformity in Quantlib source code across all OS, i have used Quantlib 1.10 with boost 1.54.0 to compile with gcc34/g++34 on OEL 6 and build went through successfully. I am targeting Quantlib build on other OS such as OEL 7 (gcc/g++) , AIX 6.1 / 7.1 (xlc_r/xlC_r) , Sun Solaris 10/11 (cc/CC) and will update in couple of days. Thanks for your help. Regards Shailesh Kumar On Wed, Apr 19, 2017 at 9:41 PM, Luigi Ballabio <[hidden email]> wrote:
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Re: Release candidates for QuantLib 1.10
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Ok, thanks. I guess I'll just delete the gcc 3.4 branch then. On Wed, Apr 19, 2017, 22:46 shailesh kumar <[hidden email]> wrote:
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