Resolved: Still Problems with QuantLibAddIn under Linux

[Penschke, Walter]

Hi Eric,

just got the current version of QuantLibAddin via anon-cvs.
Could successfully compile (configure with --disable-calc)!


Many thanks,

wpe

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Today's Topics:

   1. Re: QL FpML Object Handler Modifications (eric ehlers)
   2. Still problems compiling QuantLibAddIn under Linux (Penschke, Walter)
   3. Re: QL FpML Object Handler Modifications (Fabrice Carrega)
   4. Re: Still problems compiling QuantLibAddIn under Linux (eric ehlers)
   5. Re: QL FpML Object Handler Modifications (eric ehlers)

--__--__--

Message: 1
Date: Mon, 28 Feb 2005 12:35:03 +0000
From: eric ehlers <[hidden email]>
Reply-To: eric ehlers <[hidden email]>
To: [hidden email]
Subject: Re: [Quantlib-dev] QL FpML Object Handler Modifications

Hi David

Welcome back, glad to hear that your negotiations are progressing, and
looking forward to your project getting underway.

>    After discussing with out Professor the idea of assisting with
> GNUmeric implementation to QuantLibAddIn we found that our project was
> not suitable.  

I know you mentioned a Gnumeric plugin, I hadn't understood that you
were considering that for your project.

> He said that wrappers were not a good substitute for a
> complete learning experience involving object oriented programming.

I agree.  Wrapping QuantLibAddin for any specific platform is a small
technical exercise, mainly writing a Python script to autogenerate the
source for the Addin.

>    Eric:  We are not clear on whether you would be implementing FpML
> if we built a modified object handler subclass that encoded /
> unencoded FpML (or as Luigi called it:  Serialized / Deserialized
> FpML.)  We are simply asking to make sure that no one is peforming
> redundant work.

I don't think there will be a subclass of ObjectHandler, nor any
functionality in ObjectHandler for directly (De)Serializing FpML.

Irrespective of who does what, let me first reiterate my current
understanding of what needs to be done:

In QuantLib:
- implementation of TermSheet classes
- extension of Instrument classes to support new constructors
accepting TermSheet as input

In new component QuantLib-FpML:
- translation of FpML <-> TermSheet

(note that QuantLib is now FpML-enabled - independent of
ObjectHandler/QuantLibAddin)

In ObjectHandler:
- extend the abstract base class Object to include (De)Serialize
member functions (which would be pure virtual)
- extend class ObjectHandler to support (Un)Load functions (which in
turn invoke Object->(De)Serialize).

In QuantLibAddin:
- for derived Object classes - override (De)Serialize to call the code
in QuantLib-FpML appropriate for the underlying QuantLib object

Back to the question of avoiding redundant work - I definitely agree
that we need to clarify who does what - I haven't yet started to think
about what I'd do personally and it depends a lot on what you would
enjoy doing.

>    Luigi:  Could you send us some links on the current structure of
> the QL_Object_Handler that woudl require modification?  Any advice is
> appreciated.

Hopefully the comments above clarify the changes required in
ObjectHandler?  There isn't much, with the main FpML-specific
functionality implemented in QuantLib-FpML.

Hope this clarifies things.  Very much looking forward to hearing your
project proposal, please let me know what I can do to help.

Best Regards,
Eric


--__--__--

Message: 2
From: "Penschke, Walter" <[hidden email]>
To: "'[hidden email]'"
<[hidden email]>
Date: Mon, 28 Feb 2005 19:28:16 +0100
Subject: [Quantlib-dev] Still problems compiling QuantLibAddIn under Linux

Hi Eric, hi Luigi,

Sorry, to bother you again.
I am still struggling with the compilation of QuantLibAddIn under Linux.

Luigi, you mentioned that you added some "patches" to the current
development branch (Linux). So I today retrieved the modules QuantLib,
ObjectHandler and QuantLibAddin via anon-cvs and tried to compile and
link the modules again (in the above order).

As before there were no problems with QuantLib and ObjectHandler. When
trying to compile the QuantLibAddin module in the same way as described
previously (please see below), however, I encountered the following
errors:

--- SCHNIPP ---
[wpe@metallica QuantLibAddin]$ make
Making all in Autogen
make[1]: Entering directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/Autogen'
make[1]: Nothing to be done for `all'.
make[1]: Leaving directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/Autogen'
Making all in qla
make[1]: Entering directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/qla'
make  all-am
make[2]: Entering directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/qla'
make[2]: Leaving directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/qla'
make[1]: Leaving directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/qla'
Making all in Addins/C
make[1]: Entering directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/Addins/C'
if /bin/sh ../../libtool --mode=compile g++ -DHAVE_CONFIG_H -I. -I.
-I../../qla  -I../.. -I/home/wpe/projects/quantlib_cvs_devel/ObjectHandler
-I/home/wpe/projects/quantlib_cvs_devel/QuantLib/include/  -g -O2 -Wall -MT
options.lo -MD -MP -MF ".deps/options.Tpo" -c -o options.lo options.cpp; \
then mv -f ".deps/options.Tpo" ".deps/options.Plo"; else rm -f
".deps/options.Tpo"; exit 1; fi
 g++ -DHAVE_CONFIG_H -I. -I. -I../../qla -I../..
-I/home/wpe/projects/quantlib_cvs_devel/ObjectHandler
-I/home/wpe/projects/quantlib_cvs_devel/QuantLib/include/ -g -O2 -Wall -MT
options.lo -MD -MP -MF .deps/options.Tpo -c options.cpp  -fPIC -DPIC -o
.libs/options.o
options.cpp: In function `int QL_OPTION_ASIAN_D(char*, char*, char*, double,
   long int, long int, long int*, char*, char*, double, char*, long int,
long
   int, char*, long int, VariesList*)':
options.cpp:87: error: no matching function for call to `Conversion<long
int>::
   convertVector(long int*&, long int&)'
../../Addins/C/varies.hpp:28: error: candidates are: static
   std::vector<array_type, std::allocator<_CharT> >
   Conversion<T>::convertVector(const T*&, const long int&) [with T = long
int]
../../Addins/C/varies.hpp:35: error:                 static
   std::vector<std::string, std::allocator<std::string> >
   Conversion<T>::convertVector(char**&, const long int&) [with T = long
int]
options.cpp: In function `int QL_OPTION_CLIQUET(char*, char*, long int, long
   int*, char*, double, long int, char*, long int, VariesList*)':
options.cpp:212: error: no matching function for call to `Conversion<long
int>
   ::convertVector(long int*&, long int&)'
../../Addins/C/varies.hpp:28: error: candidates are: static
   std::vector<array_type, std::allocator<_CharT> >
   Conversion<T>::convertVector(const T*&, const long int&) [with T = long
int]
../../Addins/C/varies.hpp:35: error:                 static
   std::vector<std::string, std::allocator<std::string> >
   Conversion<T>::convertVector(char**&, const long int&) [with T = long
int]
options.cpp: In function `int QL_OPTION_DIVIDENDVANILLA(char*, char*, long
int,
   long int*, long int, double*, char*, char*, double, char*, long int, long
   int, char*, long int, VariesList*)':
options.cpp:251: error: no matching function for call to `Conversion<long
int>
   ::convertVector(long int*&, long int&)'
../../Addins/C/varies.hpp:28: error: candidates are: static
   std::vector<array_type, std::allocator<_CharT> >
   Conversion<T>::convertVector(const T*&, const long int&) [with T = long
int]
../../Addins/C/varies.hpp:35: error:                 static
   std::vector<std::string, std::allocator<std::string> >
   Conversion<T>::convertVector(char**&, const long int&) [with T = long
int]
options.cpp:253: error: no matching function for call to
`Conversion<double>::
   convertVector(double*&, long int&)'
../../Addins/C/varies.hpp:28: error: candidates are: static
   std::vector<array_type, std::allocator<_CharT> >
   Conversion<T>::convertVector(const T*&, const long int&) [with T =
double]
../../Addins/C/varies.hpp:35: error:                 static
   std::vector<std::string, std::allocator<std::string> >
   Conversion<T>::convertVector(char**&, const long int&) [with T = double]
make[1]: *** [options.lo] Error 1
make[1]: Leaving directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/Addins/C'
make: *** [all-recursive] Error 1
[wpe@metallica QuantLibAddin]$
--- SCHNAPP ---

Your help is (as always) highly appreciated,


wpe




-----Original Message-----
From: [hidden email]
[mailto:[hidden email]]On Behalf Of
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Sent: Saturday, February 19, 2005 5:33 AM
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Subject: Quantlib-dev digest, Vol 1 #285 - 5 msgs


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Today's Topics:

   1. [ quantlib-Bugs-1143732 ] VC6 Compliation Error (SourceForge.net)
   2. ObjectHandler and QuantLibAddin (Penschke, Walter)
   3. Re: ObjectHandler and QuantLibAddin (eric ehlers)
   4. ObjectHandler and QuantLibAddin II (Penschke, Walter)
   5. Re: ObjectHandler and QuantLibAddin (Luigi Ballabio)


Message: 2
From: "Penschke, Walter" <[hidden email]>
To: "'[hidden email]'"
<[hidden email]>
Date: Fri, 18 Feb 2005 14:55:31 +0100
Subject: [Quantlib-dev] ObjectHandler and QuantLibAddin

Hi Eric,

sorry that I could not respong to you earlier.

Before I get come to your response to my initial email I'd like to address
that I have problems getting
QuantLibAddIn compiled from the actual development backup tar-ball. With QL
and ObjectHandler
everything went fine. Here is what I did (Linux as OS):

- Downloaded the development tar ball and extracted it locally.

- Set CVSROOT to the just extracted local CVS repository and checked out the

modules QuantLib, ObjectHandler and QuantLibAddin.

- Compiled QuantLib and ObjectHandler successfully like that:
$ ./autogen.sh
$ ./configure --prefix=`pwd`
$ make
$ make install

- Tried to compile QuantLibAddin like that:
$ ./autogen.sh
$ ./configure --prefix=`pwd` CPPFLAGS="-I<PATH_TO_OBJECTHANDLER>
-I<PATH_TO_QUANTLIB>/include" LDFLAGS="-L<PATH_TO_OBJECTHANDLER>/lib
-L<PATH_TO_QUANTLIB>/lib"
$ make

This make command seems to compile and link the directory
QuantLibAddin/qla/objects successfully
but runs into problems with the directory QuantLibAddin/qla/functions. Here
is the end of the generated output:

--- SCHNIPP ---
g++ -DHAVE_CONFIG_H -I. -I. -I../../qla -I../..
-I/home/wpe/projects/quantlib_cvs_devel/ObjectHandler/
-I/home/wpe/projects/quantlib_cvs_devel/QuantLib/include -g -O2 -Wall -MT
vanillaoption.lo -MD -MP -MF .deps/vanillaoption.Tpo -c vanillaoption.cpp -o
vanillaoption.o >/dev/null 2>&1
/bin/sh ../../libtool --mode=link g++  -g -O2 -Wall
-L/home/wpe/projects/quantlib_cvs_devel/ObjectHandler/lib
-L/home/wpe/projects/quantlib_cvs_devel/QuantLib/lib -o libObjects.la
asianoption.lo barrieroption.lo basketoption.lo cliquetoption.lo
dividendvanillaoption.lo forwardvanillaoption.lo optionutils.lo
stochasticprocess.lo vanillaoption.lo
ar cru .libs/libObjects.a .libs/asianoption.o .libs/barrieroption.o
.libs/basketoption.o .libs/cliquetoption.o .libs/dividendvanillaoption.o
.libs/forwardvanillaoption.o .libs/optionutils.o .libs/stochasticprocess.o
.libs/vanillaoption.o
ranlib .libs/libObjects.a
creating libObjects.la
(cd .libs && rm -f libObjects.la && ln -s ../libObjects.la libObjects.la)
make[3]: Leaving directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/qla/objects'
Making all in functions
make[3]: Entering directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/qla/functions'
make[3]: *** No rule to make target `options.cpp', needed by `options.lo'.
Stop.
make[3]: Leaving directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/qla/functions'
make[2]: *** [all-recursive] Error 1
make[2]: Leaving directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/qla'
make[1]: *** [all] Error 2
make[1]: Leaving directory
`/opt/projects/quantlib_cvs_devel/QuantLibAddin/qla'
make: *** [all-recursive] Error 1
[wpe@metallica QuantLibAddin]$
--- SCHNAPP ---

Having a look in the corresponding QuantLibAddin/qla/functions/Makefile it
seems that it expects a source file options.cpp. However in the
corresponding directory there is no such file.

Any help would be highly appreciated. Thanks in advance.


wpe


-- __--__--

Message: 3
Date: Fri, 18 Feb 2005 14:32:25 +0000
From: eric ehlers <[hidden email]>
Reply-To: eric ehlers <[hidden email]>
To: [hidden email]
Subject: Re: [Quantlib-dev] ObjectHandler and QuantLibAddin

Hi Walter

> Having a look in the corresponding QuantLibAddin/qla/functions/Makefile it
> seems that it expects a source file options.cpp. However in the
> corresponding directory there is no such file.

Much of the QuantLibAddin source code is autogenerated, you need to cd
to the Autogen directory and run autogen.py.  Sorry for not mentioning
that anywhere!, I'll add it to the readme file.

Some other notes on recompiling ...
- compiling the Calc Linux addin requires some extra steps which I
haven't gotten around to documenting.  If you need that please let me
know.  The Calc addin on Windows should compile as documented.
- On Windows I use MSDEV6 and those project workspace files are always
up to date.  I try to propogate changes to the other IDEs with
grep/sed but they may be broken.

Very much looking forward to your feedback.

Regards
Eric




-- __--__--

Message: 5
Date: Fri, 18 Feb 2005 16:09:07 +0000
From: Luigi Ballabio <[hidden email]>
Subject: Re: [Quantlib-dev] ObjectHandler and QuantLibAddin
To: eric ehlers <[hidden email]>
Cc: [hidden email]


On 02/18/05 15:32:25, eric ehlers wrote:
> Much of the QuantLibAddin source code is autogenerated, you need to cd
> to the Autogen directory and run autogen.py.  Sorry for not mentioning
> that anywhere!, I'll add it to the readme file.

I just committed a couple of small patches---under Linux, 'make' will now
=20
invoke autogen.py before building the addins.

> Some other notes on recompiling ...
> - compiling the Calc Linux addin requires some extra steps which I
> haven't gotten around to documenting.  If you need that please let me
> know.

Or if you don't have Calc installed, use
./configure --disable-calc
to inhibit Calc-specific compilations.

Later,
        Luigi

----------------------------------------

Every solution breeds new problems.
-- unknown





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--__--__--

Message: 3
Date: Mon, 28 Feb 2005 22:06:52 +0100
From: Fabrice Carrega <[hidden email]>
Reply-To: Fabrice Carrega <[hidden email]>
To: eric ehlers <[hidden email]>
Subject: Re: [Quantlib-dev] QL FpML Object Handler Modifications
Cc: [hidden email]

Hello there,


I have started reading FpML specs (which is not the best book I have
ever read, I must admit), and will need some more time to finish.

Concerning my participation, I am still interested in coding part of
the new QuantLib-FpML module, as described by Eric in his last post.

I was also thinking of contacting one of the FpML development groups
to ask them what will be the next steps in the development of this
language.


Bonne soir=E9e,

Fabrice


On Mon, 28 Feb 2005 12:35:03 +0000, eric ehlers <[hidden email]> wro=
te:

> Hi David
>=20
> Welcome back, glad to hear that your negotiations are progressing, and
> looking forward to your project getting underway.
>=20
> >    After discussing with out Professor the idea of assisting with
> > GNUmeric implementation to QuantLibAddIn we found that our project was
> > not suitable.
>=20
> I know you mentioned a Gnumeric plugin, I hadn't understood that you
> were considering that for your project.
>=20
> > He said that wrappers were not a good substitute for a
> > complete learning experience involving object oriented programming.
>=20
> I agree.  Wrapping QuantLibAddin for any specific platform is a small
> technical exercise, mainly writing a Python script to autogenerate the
> source for the Addin.
>=20
> >    Eric:  We are not clear on whether you would be implementing FpML
> > if we built a modified object handler subclass that encoded /
> > unencoded FpML (or as Luigi called it:  Serialized / Deserialized
> > FpML.)  We are simply asking to make sure that no one is peforming
> > redundant work.
>=20
> I don't think there will be a subclass of ObjectHandler, nor any
> functionality in ObjectHandler for directly (De)Serializing FpML.
>=20
> Irrespective of who does what, let me first reiterate my current
> understanding of what needs to be done:
>=20
> In QuantLib:
> - implementation of TermSheet classes
> - extension of Instrument classes to support new constructors
> accepting TermSheet as input
>=20
> In new component QuantLib-FpML:
> - translation of FpML <-> TermSheet
>=20
> (note that QuantLib is now FpML-enabled - independent of
> ObjectHandler/QuantLibAddin)
>=20
> In ObjectHandler:
> - extend the abstract base class Object to include (De)Serialize
> member functions (which would be pure virtual)
> - extend class ObjectHandler to support (Un)Load functions (which in
> turn invoke Object->(De)Serialize).
>=20
> In QuantLibAddin:
> - for derived Object classes - override (De)Serialize to call the code
> in QuantLib-FpML appropriate for the underlying QuantLib object
>=20
> Back to the question of avoiding redundant work - I definitely agree
> that we need to clarify who does what - I haven't yet started to think
> about what I'd do personally and it depends a lot on what you would
> enjoy doing.
>=20
> >    Luigi:  Could you send us some links on the current structure of
> > the QL_Object_Handler that woudl require modification?  Any advice is
> > appreciated.
>=20
> Hopefully the comments above clarify the changes required in
> ObjectHandler?  There isn't much, with the main FpML-specific
> functionality implemented in QuantLib-FpML.
>=20
> Hope this clarifies things.  Very much looking forward to hearing your
> project proposal, please let me know what I can do to help.
>=20
> Best Regards,
> Eric
>=20
>=20
> -------------------------------------------------------
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--__--__--

Message: 4
Date: Mon, 28 Feb 2005 21:37:34 +0000
From: eric ehlers <[hidden email]>
Reply-To: eric ehlers <[hidden email]>
To: [hidden email]
Subject: Re: [Quantlib-dev] Still problems compiling QuantLibAddIn under
Linux

Hi Walter

> Sorry, to bother you again.
> I am still struggling with the compilation of QuantLibAddIn under Linux.

No bother - the problem is due to an error on my part so apologies to
you for the hassle.  It's fixed now so if you refresh QuantLibAddin
from CVS and try again it should be OK.

Many Thanks
Eric


--__--__--

Message: 5
Date: Mon, 28 Feb 2005 21:59:55 +0000
From: eric ehlers <[hidden email]>
Reply-To: eric ehlers <[hidden email]>
To: Fabrice Carrega <[hidden email]>
Subject: Re: [Quantlib-dev] QL FpML Object Handler Modifications
Cc: [hidden email]

Salut Fabrice

> Concerning my participation, I am still interested in coding part of
> the new QuantLib-FpML module, as described by Eric in his last post.

Sounds good.  Once we hear back from David on his preferences maybe
there will be a clear picture of how best to divide the work.  There
is also the QuantLib-XML module to be written.

> I was also thinking of contacting one of the FpML development groups
> to ask them what will be the next steps in the development of this
> language.

Of course you're welcome to do that but is it necessary?  Earlier in
this forum it's been clarified that any instrument in QuantLib is
already represented in FpML.  Separately there are non-instrument
classes such as StochasticProcess which are not and never will be
represented in FpML, for those we write QuantLib-XML.

Bonne soir=E9e
Eric



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