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Release candidates for version 1.3

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Luigi Ballabio

Release candidates for version 1.3

Hi all,
if you have some time and a few cycles on your computer, please
download the tarballs at
<https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>,
give them a try and tell me if there are any problems. I'm especially
interested about (1) compilation with VC++11 and (2) 64-bit
compilation with any version of VC++, since I can't try those myself.

Thanks,
Luigi

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

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Ballabio Gerardo-4

R: Release candidates for version 1.3

The News.txt file is still that of version 1.2.1.

Gerardo

Gerardo Ballabio
Risk Management

Banca Profilo S.p.A.
Via Cerva 28 - 20122 Milano
Tel. +39 02 58408.463
www.bancaprofilo.it

-----Messaggio originale-----
Da: Luigi Ballabio [mailto:[hidden email]]
Inviato: mercoledì 3 luglio 2013 16.14
A: QuantLib users
Oggetto: [Quantlib-users] Release candidates for version 1.3

Hi all,
if you have some time and a few cycles on your computer, please download the tarballs at <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>,
give them a try and tell me if there are any problems. I'm especially interested about (1) compilation with VC++11 and (2) 64-bit compilation with any version of VC++, since I can't try those myself.

Thanks,
Luigi

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

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Luigi Ballabio

Re: R: Release candidates for version 1.3

Yes, I know (sorry for not being clear on that). The code should be final, but I still have to update the docs.

On Jul 3, 2013 5:00 PM, "Ballabio Gerardo" <[hidden email]> wrote:

The News.txt file is still that of version 1.2.1.

Gerardo

Gerardo Ballabio
Risk Management

Banca Profilo S.p.A.
Via Cerva 28 - 20122 Milano
Tel. +39 02 58408.463
www.bancaprofilo.it

-----Messaggio originale-----
Da: Luigi Ballabio [mailto:[hidden email]]
Inviato: mercoledì 3 luglio 2013 16.14
A: QuantLib users
Oggetto: [Quantlib-users] Release candidates for version 1.3

Hi all,
if you have some time and a few cycles on your computer, please download the tarballs at <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>,
give them a try and tell me if there are any problems. I'm especially interested about (1) compilation with VC++11 and (2) 64-bit compilation with any version of VC++, since I can't try those myself.

Thanks,
Luigi

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

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<div style="font-family:Calibri;font-size:10px">
Banca Profilo S.p.A.
Via Cerva, 28 - 20122 Milano - Tel. 02 58408.1, Fax 02 5831 6057
Capitale Sociale Euro 136.794.106,00 i.v.
Iscrizione al Registro Imprese di Milano, C.F. e P.IVA 09108700155 - [hidden email]
Iscritta all’Albo delle Banche e dei Gruppi bancari
Aderente al Fondo Interbancario di Tutela dei depositi
Aderente al Conciliatore Bancario Finanziario e all’Arbitro Bancario Finanziario
Appartenente al Gruppo bancario Banca Profilo e soggetta all’attività di direzione e coordinamento di Arepo BP S.p.A.

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Ballabio Gerardo-4

R: R: Release candidates for version 1.3

Ah, ok. I wanted to know what’s new, but I suppose I can wait for the release...

Gerardo

Gerardo Ballabio

Risk Management

Banca Profilo S.p.A.

Via Cerva 28 - 20122 Milano

Tel. +39 02 58408.463

www.bancaprofilo.it

Da: Luigi Ballabio [mailto:[hidden email]]
Inviato: mercoledì 3 luglio 2013 17.11
A: Ballabio Gerardo
Cc: QuantLib users
Oggetto: Re: R: [Quantlib-users] Release candidates for version 1.3

Yes, I know (sorry for not being clear on that). The code should be final, but I still have to update the docs.

On Jul 3, 2013 5:00 PM, "Ballabio Gerardo" <[hidden email]> wrote:





Banca Profilo S.p.A.
Via Cerva, 28 - 20122 Milano - Tel. 02 58408.1, Fax 02 5831 6057
Capitale Sociale Euro 136.794.106,00 i.v.
Iscrizione al Registro Imprese di Milano, C.F. e P.IVA 09108700155 - [hidden email]
Iscritta all’Albo delle Banche e dei Gruppi bancari
Aderente al Fondo Interbancario di Tutela dei depositi
Aderente al Conciliatore Bancario Finanziario e all’Arbitro Bancario Finanziario
Appartenente al Gruppo bancario Banca Profilo e soggetta all’attività di direzione e coordinamento di Arepo BP S.p.A.


DISCLAIMER:
The information transmitted may contain confidential and/or privileged material.
Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, 
this information by persons or entities other than the intended recipient is prohibited. 
If you received this in error, please contact the sender and delete the material from any computer.

Smith, Dale (Norcross)

Re: Release candidates for version 1.3

In reply to this post by Luigi Ballabio

I have Visual Studio 2010 SP1, x64 under Windows 7 Professional. I downloaded, opened the solution in VS but changed qldefines.hpp to have

#ifndef quantlib_defines_hpp

/* install-hook */

#define quantlib_defines_hpp

#define BOOST_ALL_NO_LIB

then did a build for debug & release x64:

QuantLib_vc10.vcxproj -> C:\Temp.dsmith\QuantLib-1.3\.\lib\QuantLib-vc100-x64-mt-gd.lib

------ Rebuild All started: Project: BermudanSwaption, Configuration: Release x64 ------

BermudanSwaption.cpp

LINK : fatal error LNK1181: cannot open input file 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'

------ Rebuild All started: Project: BermudanSwaption, Configuration: Debug x64 ------

BermudanSwaption.cpp

LINK : fatal error LNK1104: cannot open file 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'

…

quantlibtestsuite.cpp

LINK : fatal error LNK1104: cannot open file 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'

So I think there is some inconsistency in the build targets. I did not check the other examples.

Dale Smith, Ph.D.

Senior Financial Quantitative Analyst

Risk & Compliance

Fiserv

Office: 678-375-5315

www.fiserv.com

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Wednesday, July 03, 2013 10:14 AM
To: QuantLib users
Subject: [Quantlib-users] Release candidates for version 1.3

Hi all,

if you have some time and a few cycles on your computer, please download the tarballs at <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>,

give them a try and tell me if there are any problems. I'm especially interested about (1) compilation with VC++11 and (2) 64-bit compilation with any version of VC++, since I can't try those myself.

Thanks,

Luigi

<https://implementingquantlib.blogspot.com>

<https://twitter.com/lballabio>

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Luigi Ballabio

Re: Release candidates for version 1.3

Hi Dale,
may you replace Quantib-1.3/ql/auto_link.hpp with the version I'm
attaching and try again?

Thanks,
Luigi

On Wed, Jul 3, 2013 at 6:32 PM, Smith, Dale (Norcross)
<[hidden email]> wrote:

> I have Visual Studio 2010 SP1, x64 under Windows 7 Professional. I
> downloaded, opened the solution in VS but changed qldefines.hpp to have
>
>
>
> #ifndef quantlib_defines_hpp
>
> /* install-hook */
>
> #define quantlib_defines_hpp
>
> #define BOOST_ALL_NO_LIB
>
>
>
> then did a build for debug & release x64:
>
>
>
> QuantLib_vc10.vcxproj ->
> C:\Temp.dsmith\QuantLib-1.3\.\lib\QuantLib-vc100-x64-mt-gd.lib
>
> ------ Rebuild All started: Project: BermudanSwaption, Configuration:
> Release x64 ------
>
> BermudanSwaption.cpp
>
> LINK : fatal error LNK1181: cannot open input file
> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>
> ------ Rebuild All started: Project: BermudanSwaption, Configuration: Debug
> x64 ------
>
> BermudanSwaption.cpp
>
> LINK : fatal error LNK1104: cannot open file
> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>
> …
>
> quantlibtestsuite.cpp
>
> LINK : fatal error LNK1104: cannot open file
> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>
>
>
> So I think there is some inconsistency in the build targets. I did not check
> the other examples.
>
>
>
> Dale Smith, Ph.D.
>
> Senior Financial Quantitative Analyst
>
> Risk & Compliance
>
> Fiserv
>
> Office: 678-375-5315
>
> www.fiserv.com
>
>
>
> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Wednesday, July 03, 2013 10:14 AM
> To: QuantLib users
> Subject: [Quantlib-users] Release candidates for version 1.3
>
>
>
> Hi all,
>
> if you have some time and a few cycles on your computer, please download
> the tarballs at
> <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>,
>
> give them a try and tell me if there are any problems. I'm especially
> interested about (1) compilation with VC++11 and (2) 64-bit compilation with
> any version of VC++, since I can't try those myself.
>
>
>
> Thanks,
>
> Luigi
>
>
>
> --
>
> <https://implementingquantlib.blogspot.com>
>
> <https://twitter.com/lballabio>
>
>
>
> ------------------------------------------------------------------------------
>
> This SF.net email is sponsored by Windows:
>
>
>
> Build for Windows Store.
>
>
>
> http://p.sf.net/sfu/windows-dev2dev
>
> _______________________________________________
>
> QuantLib-users mailing list
>
> [hidden email]
>
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

------------------------------------------------------------------------------
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auto_link.hpp (2K) Download Attachment

Yelnil Gabo

Re: Release candidates for version 1.3

Hi Luigi

I was able to compile on VC++11 Debug Win32.

However, on Release, the testsuite project wasn't able to build: http://pastebin.com/jhSN7LiG

Not sure if that's expected since it's release and its a test unit.

Cheers,

Yelnil Gabo
University of British Columbia
Vancouver, BC Canada

On Wed, Jul 3, 2013 at 2:18 PM, Luigi Ballabio <[hidden email]> wrote:

Hi Dale,
may you replace Quantib-1.3/ql/auto_link.hpp with the version I'm
attaching and try again?

Thanks,
Luigi

On Wed, Jul 3, 2013 at 6:32 PM, Smith, Dale (Norcross)
<[hidden email]> wrote:
> I have Visual Studio 2010 SP1, x64 under Windows 7 Professional. I
> downloaded, opened the solution in VS but changed qldefines.hpp to have
>
>
>
> #ifndef quantlib_defines_hpp
>
> /* install-hook */
>
> #define quantlib_defines_hpp
>
> #define BOOST_ALL_NO_LIB
>
>
>
> then did a build for debug & release x64:
>
>
>
> QuantLib_vc10.vcxproj ->
> C:\Temp.dsmith\QuantLib-1.3\.\lib\QuantLib-vc100-x64-mt-gd.lib
>
> ------ Rebuild All started: Project: BermudanSwaption, Configuration:
> Release x64 ------
>
> BermudanSwaption.cpp
>
> LINK : fatal error LNK1181: cannot open input file
> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>
> ------ Rebuild All started: Project: BermudanSwaption, Configuration: Debug
> x64 ------
>
> BermudanSwaption.cpp
>
> LINK : fatal error LNK1104: cannot open file
> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>
> …
>
> quantlibtestsuite.cpp
>
> LINK : fatal error LNK1104: cannot open file
> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>
>
>
> So I think there is some inconsistency in the build targets. I did not check
> the other examples.
>
>
>
> Dale Smith, Ph.D.
>
> Senior Financial Quantitative Analyst
>
> Risk & Compliance
>
> Fiserv
>
> Office: 678-375-5315
>
> www.fiserv.com
>
>
>
> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Wednesday, July 03, 2013 10:14 AM
> To: QuantLib users
> Subject: [Quantlib-users] Release candidates for version 1.3
>
>
>
> Hi all,
>
> if you have some time and a few cycles on your computer, please download
> the tarballs at
> <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>,
>
> give them a try and tell me if there are any problems. I'm especially
> interested about (1) compilation with VC++11 and (2) 64-bit compilation with
> any version of VC++, since I can't try those myself.
>
>
>
> Thanks,
>
> Luigi
>
>
>
> --
>
> <https://implementingquantlib.blogspot.com>
>
> <https://twitter.com/lballabio>
>
>
>
> ------------------------------------------------------------------------------
>
> This SF.net email is sponsored by Windows:
>
>
>
> Build for Windows Store.
>
>
>
> http://p.sf.net/sfu/windows-dev2dev
>
> _______________________________________________
>
> QuantLib-users mailing list
>
> [hidden email]
>
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

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Luigi Ballabio

Re: Release candidates for version 1.3

Hello Yelnil,
that's odd. It's trying to link to boost debug libraries with the
release build. Did you change anything in the project? Did the other
projects build correctly? And what is the name of the QuantLib library
built in the lib folder?

Thanks,
Luigi

On Thu, Jul 4, 2013 at 2:07 AM, Yelnil Gabo <[hidden email]> wrote:

> Hi Luigi
>
> I was able to compile on VC++11 Debug Win32.
>
> However, on Release, the testsuite project wasn't able to build:
> http://pastebin.com/jhSN7LiG
>
> Not sure if that's expected since it's release and its a test unit.
>
> Cheers,
>
> Yelnil Gabo
> University of British Columbia
> Vancouver, BC Canada
>
>
> On Wed, Jul 3, 2013 at 2:18 PM, Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Hi Dale,
>> may you replace Quantib-1.3/ql/auto_link.hpp with the version I'm
>> attaching and try again?
>>
>> Thanks,
>> Luigi
>>
>>
>> On Wed, Jul 3, 2013 at 6:32 PM, Smith, Dale (Norcross)
>> <[hidden email]> wrote:
>> > I have Visual Studio 2010 SP1, x64 under Windows 7 Professional. I
>> > downloaded, opened the solution in VS but changed qldefines.hpp to have
>> >
>> >
>> >
>> > #ifndef quantlib_defines_hpp
>> >
>> > /* install-hook */
>> >
>> > #define quantlib_defines_hpp
>> >
>> > #define BOOST_ALL_NO_LIB
>> >
>> >
>> >
>> > then did a build for debug & release x64:
>> >
>> >
>> >
>> > QuantLib_vc10.vcxproj ->
>> > C:\Temp.dsmith\QuantLib-1.3\.\lib\QuantLib-vc100-x64-mt-gd.lib
>> >
>> > ------ Rebuild All started: Project: BermudanSwaption, Configuration:
>> > Release x64 ------
>> >
>> > BermudanSwaption.cpp
>> >
>> > LINK : fatal error LNK1181: cannot open input file
>> > 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>> >
>> > ------ Rebuild All started: Project: BermudanSwaption, Configuration:
>> > Debug
>> > x64 ------
>> >
>> > BermudanSwaption.cpp
>> >
>> > LINK : fatal error LNK1104: cannot open file
>> > 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>> >
>> > …
>> >
>> > quantlibtestsuite.cpp
>> >
>> > LINK : fatal error LNK1104: cannot open file
>> > 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>> >
>> >
>> >
>> > So I think there is some inconsistency in the build targets. I did not
>> > check
>> > the other examples.
>> >
>> >
>> >
>> > Dale Smith, Ph.D.
>> >
>> > Senior Financial Quantitative Analyst
>> >
>> > Risk & Compliance
>> >
>> > Fiserv
>> >
>> > Office: 678-375-5315
>> >
>> > www.fiserv.com
>> >
>> >
>> >
>> > -----Original Message-----
>> > From: Luigi Ballabio [mailto:[hidden email]]
>> > Sent: Wednesday, July 03, 2013 10:14 AM
>> > To: QuantLib users
>> > Subject: [Quantlib-users] Release candidates for version 1.3
>> >
>> >
>> >
>> > Hi all,
>> >
>> > if you have some time and a few cycles on your computer, please
>> > download
>> > the tarballs at
>> > <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>,
>> >
>> > give them a try and tell me if there are any problems. I'm especially
>> > interested about (1) compilation with VC++11 and (2) 64-bit compilation
>> > with
>> > any version of VC++, since I can't try those myself.
>> >
>> >
>> >
>> > Thanks,
>> >
>> > Luigi
>> >
>> >
>> >
>> > --
>> >
>> > <https://implementingquantlib.blogspot.com>
>> >
>> > <https://twitter.com/lballabio>
>> >
>> >
>> >
>> >
>> > ------------------------------------------------------------------------------
>> >
>> > This SF.net email is sponsored by Windows:
>> >
>> >
>> >
>> > Build for Windows Store.
>> >
>> >
>> >
>> > http://p.sf.net/sfu/windows-dev2dev
>> >
>> > _______________________________________________
>> >
>> > QuantLib-users mailing list
>> >
>> > [hidden email]
>> >
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>>
>>
>> --
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>>
>>
>> ------------------------------------------------------------------------------
>> This SF.net email is sponsored by Windows:
>>
>> Build for Windows Store.
>>
>> http://p.sf.net/sfu/windows-dev2dev
>> _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>

Yelnil Gabo

Re: Release candidates for version 1.3

Hi Luigi,

I have fixed the issue. (It had something to do with inherited includes in visual studio.)

Compiled successfully on VC++11 debug/release win32.

Cheers,

Yelnil Gabo
University of British Columbia
Vancouver, BC Canada

On Thu, Jul 4, 2013 at 12:26 AM, Luigi Ballabio <[hidden email]> wrote:

Hello Yelnil,
that's odd. It's trying to link to boost debug libraries with the
release build. Did you change anything in the project? Did the other
projects build correctly? And what is the name of the QuantLib library
built in the lib folder?

Thanks,
Luigi

On Thu, Jul 4, 2013 at 2:07 AM, Yelnil Gabo <[hidden email]> wrote:
> Hi Luigi
>
> I was able to compile on VC++11 Debug Win32.
>
> However, on Release, the testsuite project wasn't able to build:
> http://pastebin.com/jhSN7LiG
>
> Not sure if that's expected since it's release and its a test unit.
>
> Cheers,
>
> Yelnil Gabo
> University of British Columbia
> Vancouver, BC Canada
>
>
> On Wed, Jul 3, 2013 at 2:18 PM, Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Hi Dale,
>> may you replace Quantib-1.3/ql/auto_link.hpp with the version I'm
>> attaching and try again?
>>
>> Thanks,
>> Luigi
>>
>>
>> On Wed, Jul 3, 2013 at 6:32 PM, Smith, Dale (Norcross)
>> <[hidden email]> wrote:
>> > I have Visual Studio 2010 SP1, x64 under Windows 7 Professional. I
>> > downloaded, opened the solution in VS but changed qldefines.hpp to have
>> >
>> >
>> >
>> > #ifndef quantlib_defines_hpp
>> >
>> > /* install-hook */
>> >
>> > #define quantlib_defines_hpp
>> >
>> > #define BOOST_ALL_NO_LIB
>> >
>> >
>> >
>> > then did a build for debug & release x64:
>> >
>> >
>> >
>> > QuantLib_vc10.vcxproj ->
>> > C:\Temp.dsmith\QuantLib-1.3\.\lib\QuantLib-vc100-x64-mt-gd.lib
>> >
>> > ------ Rebuild All started: Project: BermudanSwaption, Configuration:
>> > Release x64 ------
>> >
>> > BermudanSwaption.cpp
>> >
>> > LINK : fatal error LNK1181: cannot open input file
>> > 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>> >
>> > ------ Rebuild All started: Project: BermudanSwaption, Configuration:
>> > Debug
>> > x64 ------
>> >
>> > BermudanSwaption.cpp
>> >
>> > LINK : fatal error LNK1104: cannot open file
>> > 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>> >
>> > …
>> >
>> > quantlibtestsuite.cpp
>> >
>> > LINK : fatal error LNK1104: cannot open file
>> > 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>> >
>> >
>> >
>> > So I think there is some inconsistency in the build targets. I did not
>> > check
>> > the other examples.
>> >
>> >
>> >
>> > Dale Smith, Ph.D.
>> >
>> > Senior Financial Quantitative Analyst
>> >
>> > Risk & Compliance
>> >
>> > Fiserv
>> >
>> > Office: 678-375-5315
>> >
>> > www.fiserv.com
>> >
>> >
>> >
>> > -----Original Message-----
>> > From: Luigi Ballabio [mailto:[hidden email]]
>> > Sent: Wednesday, July 03, 2013 10:14 AM
>> > To: QuantLib users
>> > Subject: [Quantlib-users] Release candidates for version 1.3
>> >
>> >
>> >
>> > Hi all,
>> >
>> > if you have some time and a few cycles on your computer, please
>> > download
>> > the tarballs at
>> > <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>,
>> >
>> > give them a try and tell me if there are any problems. I'm especially
>> > interested about (1) compilation with VC++11 and (2) 64-bit compilation
>> > with
>> > any version of VC++, since I can't try those myself.
>> >
>> >
>> >
>> > Thanks,
>> >
>> > Luigi
>> >
>> >
>> >
>> > --
>> >
>> > <https://implementingquantlib.blogspot.com>
>> >
>> > <https://twitter.com/lballabio>
>> >
>> >
>> >
>> >
>> > ------------------------------------------------------------------------------
>> >
>> > This SF.net email is sponsored by Windows:
>> >
>> >
>> >
>> > Build for Windows Store.
>> >
>> >
>> >
>> > http://p.sf.net/sfu/windows-dev2dev
>> >
>> > _______________________________________________
>> >
>> > QuantLib-users mailing list
>> >
>> > [hidden email]
>> >
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>>
>>
>> --
>> <https://implementingquantlib.blogspot.com>
>> <https://twitter.com/lballabio>
>>
>>
>> ------------------------------------------------------------------------------
>> This SF.net email is sponsored by Windows:
>>
>> Build for Windows Store.
>>
>> http://p.sf.net/sfu/windows-dev2dev
>> _______________________________________________
>> QuantLib-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

Richard Stanton

Re: Release candidates for version 1.3

In reply to this post by Luigi Ballabio

OS X 10.8.4:

1) Using gcc 4.7.3 (mp-gcc47, Macports) I get one test-suite error:

optimizers.cpp:512: error in "QuantLib::detail::quantlib_test_case(&OptimizersTest::testDifferentialEvolution)": costFunction # 4
calculated: 0.161267
expected: 0

2) Switching compilers to llvm-gccv42, I get three test suite errors:

Running 528 test cases...
optimizers.cpp:512: error in "QuantLib::detail::quantlib_test_case(&OptimizersTest::testDifferentialEvolution)": costFunction # 4
calculated: 0.161267
expected: 0
barrieroption.cpp:550: error in "QuantLib::detail::quantlib_test_case(&BarrierOptionTest::testPerturbative)": Failed to reproduce expected value
calculated: 1.4861e+29
expected: 0.89437
barrieroption.cpp:564: error in "QuantLib::detail::quantlib_test_case(&BarrierOptionTest::testPerturbative)": Failed to reproduce expected value
calculated: 1.4856e+29
expected: 0.89438

With the latter compiler, however, I don't get a memory error in Python when I use QuantLib.Date().

------------------------------------------------------------------------------
This SF.net email is sponsored by Windows:

Build for Windows Store.

http://p.sf.net/sfu/windows-dev2dev
_______________________________________________
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[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

Smith, Dale (Norcross)

Re: Release candidates for version 1.3

In reply to this post by Luigi Ballabio

Luigi,

I still have link errors. I'm willing to work this out with you. Let me know how you want to proceed. This is for debug and release targets.

error LNK1104: cannot open file 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib' BermudanSwaption
error LNK1104: cannot open file 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib' testsuite
error LNK1181: cannot open input file 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib' BermudanSwaption
error LNK1181: cannot open input file 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib' testsuite

The QuantLib project built the following:

QuantLib-vc100-x64-mt.lib
QuantLib-vc100-x64-mt-gd.lib

so I think there is something in the example & test suite project where you need to specify the library. My suggestion is for debug targets, you can set

QuantLib-vc100-$(Platform)-mt-gd

in the General property sheet under Configuration Properties, and

QuantLib-vc100-$(Platform)-mt

for the release target. Since we have the platform in the lib name, it should work for Win32 as well. Use

QuantLib-vc100-$(Platform)-mt-s

for the static runtime targets.

Dale Smith, Ph.D.
Senior Financial Quantitative Analyst
Risk & Compliance
Fiserv
Office: 678-375-5315
www.fiserv.com

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Wednesday, July 03, 2013 5:19 PM
To: Smith, Dale (Norcross)
Cc: QuantLib users
Subject: Re: [Quantlib-users] Release candidates for version 1.3

Hi Dale,
may you replace Quantib-1.3/ql/auto_link.hpp with the version I'm attaching and try again?

Thanks,
Luigi

On Wed, Jul 3, 2013 at 6:32 PM, Smith, Dale (Norcross) <[hidden email]> wrote:

> I have Visual Studio 2010 SP1, x64 under Windows 7 Professional. I
> downloaded, opened the solution in VS but changed qldefines.hpp to
> have
>
>
>
> #ifndef quantlib_defines_hpp
>
> /* install-hook */
>
> #define quantlib_defines_hpp
>
> #define BOOST_ALL_NO_LIB
>
>
>
> then did a build for debug & release x64:
>
>
>
> QuantLib_vc10.vcxproj ->
> C:\Temp.dsmith\QuantLib-1.3\.\lib\QuantLib-vc100-x64-mt-gd.lib
>
> ------ Rebuild All started: Project: BermudanSwaption, Configuration:
> Release x64 ------
>
> BermudanSwaption.cpp
>
> LINK : fatal error LNK1181: cannot open input file
> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>
> ------ Rebuild All started: Project: BermudanSwaption, Configuration:
> Debug
> x64 ------
>
> BermudanSwaption.cpp
>
> LINK : fatal error LNK1104: cannot open file
> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>
> ...
>
> quantlibtestsuite.cpp
>
> LINK : fatal error LNK1104: cannot open file
> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>
>
>
> So I think there is some inconsistency in the build targets. I did not
> check the other examples.
>
>
>
> Dale Smith, Ph.D.
>
> Senior Financial Quantitative Analyst
>
> Risk & Compliance
>
> Fiserv
>
> Office: 678-375-5315
>
> www.fiserv.com
>
>
>
> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Wednesday, July 03, 2013 10:14 AM
> To: QuantLib users
> Subject: [Quantlib-users] Release candidates for version 1.3
>
>
>
> Hi all,
>
> if you have some time and a few cycles on your computer, please
> download the tarballs at
> <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>
> ,
>
> give them a try and tell me if there are any problems. I'm especially
> interested about (1) compilation with VC++11 and (2) 64-bit
> compilation with any version of VC++, since I can't try those myself.
>
>
>
> Thanks,
>
> Luigi
>
>
>
> --
>
> <https://implementingquantlib.blogspot.com>
>
> <https://twitter.com/lballabio>
>
>
>
> ----------------------------------------------------------------------
> --------
>
> This SF.net email is sponsored by Windows:
>
>
>
> Build for Windows Store.
>
>
>
> http://p.sf.net/sfu/windows-dev2dev
>
> _______________________________________________
>
> QuantLib-users mailing list
>
> [hidden email]
>
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

Luigi Ballabio

Re: Release candidates for version 1.3

Hi Dale,
thanks for the help.

The name of the library to pick up should be built in ql/auto_link and
passed to the linked through the #pragma directive in it, so there
should be no need to specify it manually.

Please try replacing the BermudanSwaption project with the one I'm
attaching. It looks like the previous version was missing the
preprocessor macro telling auto_link to use the x64 version. Let's see
if this version works better.

I still don't understand why your linker should always ask for the
same library, though, regardless of debug or release version. Just to
be sure, are you positive that at some past time you haven't added a
hard-coded library name to your IDE?

Thanks,
Luigi

On Fri, Jul 5, 2013 at 2:21 PM, Smith, Dale (Norcross)
<[hidden email]> wrote:

> Luigi,
>
> I still have link errors. I'm willing to work this out with you. Let me know how you want to proceed. This is for debug and release targets.
>
> error LNK1104: cannot open file 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib' BermudanSwaption
> error LNK1104: cannot open file 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib' testsuite
> error LNK1181: cannot open input file 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib' BermudanSwaption
> error LNK1181: cannot open input file 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib' testsuite
>
> The QuantLib project built the following:
>
> QuantLib-vc100-x64-mt.lib
> QuantLib-vc100-x64-mt-gd.lib
>
> so I think there is something in the example & test suite project where you need to specify the library. My suggestion is for debug targets, you can set
>
> QuantLib-vc100-$(Platform)-mt-gd
>
> in the General property sheet under Configuration Properties, and
>
> QuantLib-vc100-$(Platform)-mt
>
> for the release target. Since we have the platform in the lib name, it should work for Win32 as well. Use
>
> QuantLib-vc100-$(Platform)-mt-s
>
> for the static runtime targets.
>
> Dale Smith, Ph.D.
> Senior Financial Quantitative Analyst
> Risk & Compliance
> Fiserv
> Office: 678-375-5315
> www.fiserv.com
>
> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: Wednesday, July 03, 2013 5:19 PM
> To: Smith, Dale (Norcross)
> Cc: QuantLib users
> Subject: Re: [Quantlib-users] Release candidates for version 1.3
>
> Hi Dale,
> may you replace Quantib-1.3/ql/auto_link.hpp with the version I'm attaching and try again?
>
> Thanks,
> Luigi
>
>
> On Wed, Jul 3, 2013 at 6:32 PM, Smith, Dale (Norcross) <[hidden email]> wrote:
>> I have Visual Studio 2010 SP1, x64 under Windows 7 Professional. I
>> downloaded, opened the solution in VS but changed qldefines.hpp to
>> have
>>
>>
>>
>> #ifndef quantlib_defines_hpp
>>
>> /* install-hook */
>>
>> #define quantlib_defines_hpp
>>
>> #define BOOST_ALL_NO_LIB
>>
>>
>>
>> then did a build for debug & release x64:
>>
>>
>>
>> QuantLib_vc10.vcxproj ->
>> C:\Temp.dsmith\QuantLib-1.3\.\lib\QuantLib-vc100-x64-mt-gd.lib
>>
>> ------ Rebuild All started: Project: BermudanSwaption, Configuration:
>> Release x64 ------
>>
>> BermudanSwaption.cpp
>>
>> LINK : fatal error LNK1181: cannot open input file
>> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>>
>> ------ Rebuild All started: Project: BermudanSwaption, Configuration:
>> Debug
>> x64 ------
>>
>> BermudanSwaption.cpp
>>
>> LINK : fatal error LNK1104: cannot open file
>> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>>
>> ...
>>
>> quantlibtestsuite.cpp
>>
>> LINK : fatal error LNK1104: cannot open file
>> 'C:\Temp.dsmith\QuantLib-1.3\lib\QuantLib-vc100-mt-gd.lib'
>>
>>
>>
>> So I think there is some inconsistency in the build targets. I did not
>> check the other examples.
>>
>>
>>
>> Dale Smith, Ph.D.
>>
>> Senior Financial Quantitative Analyst
>>
>> Risk & Compliance
>>
>> Fiserv
>>
>> Office: 678-375-5315
>>
>> www.fiserv.com
>>
>>
>>
>> -----Original Message-----
>> From: Luigi Ballabio [mailto:[hidden email]]
>> Sent: Wednesday, July 03, 2013 10:14 AM
>> To: QuantLib users
>> Subject: [Quantlib-users] Release candidates for version 1.3
>>
>>
>>
>> Hi all,
>>
>> if you have some time and a few cycles on your computer, please
>> download the tarballs at
>> <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>
>> ,
>>
>> give them a try and tell me if there are any problems. I'm especially
>> interested about (1) compilation with VC++11 and (2) 64-bit
>> compilation with any version of VC++, since I can't try those myself.
>>
>>
>>
>> Thanks,
>>
>> Luigi
>>
>>
>>
>> --
>>
>> <https://implementingquantlib.blogspot.com>
>>
>> <https://twitter.com/lballabio>
>>
>>
>>
>> ----------------------------------------------------------------------
>> --------
>>
>> This SF.net email is sponsored by Windows:
>>
>>
>>
>> Build for Windows Store.
>>
>>
>>
>> http://p.sf.net/sfu/windows-dev2dev
>>
>> _______________________________________________
>>
>> QuantLib-users mailing list
>>
>> [hidden email]
>>
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
>
>
> --
> <https://implementingquantlib.blogspot.com>
> <https://twitter.com/lballabio>

BermudanSwaption_vc11.vcxproj (45K) Download Attachment

Luigi Ballabio

Re: Release candidates for version 1.3

In reply to this post by Richard Stanton

Richard,
I've added warnings to the documentation of the classes failing
the tests, but I don't have the possibility to debug them on OS X
10.8. if you (or anybody else) wants to give it a try, I'll be
grateful. But for the time being, I'll just have to keep it as a known
issue.

Thanks anyway for the report.

Luigi

On Thu, Jul 4, 2013 at 6:05 PM, Richard Stanton
<[hidden email]> wrote:

> OS X 10.8.4:
>
> 1) Using gcc 4.7.3 (mp-gcc47, Macports) I get one test-suite error:
>
> optimizers.cpp:512: error in "QuantLib::detail::quantlib_test_case(&OptimizersTest::testDifferentialEvolution)": costFunction # 4
> calculated: 0.161267
> expected: 0
>
> 2) Switching compilers to llvm-gccv42, I get three test suite errors:
>
> Running 528 test cases...
> optimizers.cpp:512: error in "QuantLib::detail::quantlib_test_case(&OptimizersTest::testDifferentialEvolution)": costFunction # 4
> calculated: 0.161267
> expected: 0
> barrieroption.cpp:550: error in "QuantLib::detail::quantlib_test_case(&BarrierOptionTest::testPerturbative)": Failed to reproduce expected value
> calculated: 1.4861e+29
> expected: 0.89437
> barrieroption.cpp:564: error in "QuantLib::detail::quantlib_test_case(&BarrierOptionTest::testPerturbative)": Failed to reproduce expected value
> calculated: 1.4856e+29
> expected: 0.89438
>
> With the latter compiler, however, I don't get a memory error in Python when I use QuantLib.Date().
>
>
>
> ------------------------------------------------------------------------------
> This SF.net email is sponsored by Windows:
>
> Build for Windows Store.
>
> http://p.sf.net/sfu/windows-dev2dev
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users