exception handling on Unix

[Xavier.Abulker]

Hello Quantlib,
Excuse me if this question is too basic but I'm trying to understand how to
handle Quantlib exceptions on Unix.
I haven't changed any option to compile quantlib with gcc and when an
exception is returned I have "core dump" instead of a beautiful error
message.
I'm sure this is an option to change with gcc compiler but I can't find
which one.
Thank you for your help.
Xavier


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[Luigi Ballabio-2]

At 09:45 AM 5/21/03 +0200, [hidden email] wrote:
>Excuse me if this question is too basic but I'm trying to understand how to
>handle Quantlib exceptions on Unix.
>I haven't changed any option to compile quantlib with gcc and when an
>exception is returned I have "core dump" instead of a beautiful error
>message.

Xavier,
         I'm not sure I understand. What is it exactly that you're doing?
Are you linking the library to some application? And does the application
properly handle exceptions? I mean, if you just write:

int main() {
         throw Error("Boo!");
         return 0;
}

the program will just abort---you'll have to write:

int main() {
         try {
                 throw Error("Boo!");
                 return 0;
         } catch (std::exception& e) {
                 std::cerr << e.what() << std::endl;
                 return 1;
         } catch (...) {
                 std::cerr << "unknown error" << std::endl;
                 return 2;
         }
}

after which the program will tell you what was the exception. Also, I'm not
sure that even the above will work if some special kind of errors are
raised (such as division by zero). In that case, you'll have to find out
when that happens and add a check before the division...

Was this what you were asking, or am I off the mark?

Later,
         Luigi

[Xavier.Abulker]

Hi Luigi,

I'm using the EuropeanOption.cpp example to deduce the implied volatility
of options.
There's the try-catch in the source code as you explained me.
Now everything goes fine except when it is impossible to find a solution.
the Brent algorithm should give me an exception like:"Exception happend for
matrix point: root not bracketed: f[0.0001000000,4.0000000000] ->
[0.63761133978130147000,6.27375654274655490000]" (I see that on NT) but on
Unix I only see  a core dump.

I'm wondering if it's not a bug with gcc with the option -O2 or -O3, I
found on internet that people reported the same problem with gcc (until
3.1) on Unix or Linux using this option to compile.


Xavier



                                                                                                                       
                    Luigi Ballabio                                                                                    
                    <luigi.ballabio@fast       To:     [hidden email], [hidden email]  
                    webnet.it>                 cc:                                                                    
                                               Subject:     Re: [Quantlib-users] exception handling on Unix            
                    21/05/2003 10:34                                                                                  
                                                                                                                       
                                                                                                                       




At 09:45 AM 5/21/03 +0200, [hidden email] wrote:
>Excuse me if this question is too basic but I'm trying to understand how
to
>handle Quantlib exceptions on Unix.
>I haven't changed any option to compile quantlib with gcc and when an
>exception is returned I have "core dump" instead of a beautiful error
>message.

Xavier,
         I'm not sure I understand. What is it exactly that you're doing?
Are you linking the library to some application? And does the application
properly handle exceptions? I mean, if you just write:

int main() {
         throw Error("Boo!");
         return 0;
}

the program will just abort---you'll have to write:

int main() {
         try {
                 throw Error("Boo!");
                 return 0;
         } catch (std::exception& e) {
                 std::cerr << e.what() << std::endl;
                 return 1;
         } catch (...) {
                 std::cerr << "unknown error" << std::endl;
                 return 2;
         }
}

after which the program will tell you what was the exception. Also, I'm not

sure that even the above will work if some special kind of errors are
raised (such as division by zero). In that case, you'll have to find out
when that happens and add a check before the division...

Was this what you were asking, or am I off the mark?

Later,
         Luigi






*************************************************************************
Ce message et toutes les pieces jointes (ci-apres le "message") sont
confidentiels et etablis a l'intention exclusive de ses destinataires.
Toute utilisation ou diffusion non autorisee est interdite.
Tout message electronique est susceptible d'alteration.
La Fimat et ses filiales declinent toute responsabilite au
titre de ce message s'il a ete altere, deforme ou falsifie.
                    ********
This message and any attachments (the "message") are confidential and
intended solely for the addressees.
Any unauthorised use or dissemination is prohibited.
E-mails are susceptible to alteration.
Neither Fimat nor any of its subsidiaries or affiliates shall
be liable for the message if altered, changed or falsified.
*************************************************************************

[Jens Thiel-2]

Hi Xavier,

optimizations sometimes result in buggy code (that is why they are disabled
by default). Using higher -O levels, the compiler gets more and more
agressive with it assumptions on what can be "optimized". Do you have the
same errors without optimization? Have you tried to run the test-suite with
different optimization levels?

Jens.




-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of
[hidden email]
Sent: Wednesday, May 21, 2003 10:49 AM
To: Luigi Ballabio
Cc: [hidden email]
Subject: Re: [Quantlib-users] exception handling on Unix



Hi Luigi,

I'm using the EuropeanOption.cpp example to deduce the implied volatility of
options. There's the try-catch in the source code as you explained me. Now
everything goes fine except when it is impossible to find a solution. the
Brent algorithm should give me an exception like:"Exception happend for
matrix point: root not bracketed: f[0.0001000000,4.0000000000] ->
[0.63761133978130147000,6.27375654274655490000]" (I see that on NT) but on
Unix I only see  a core dump.

I'm wondering if it's not a bug with gcc with the option -O2 or -O3, I found
on internet that people reported the same problem with gcc (until
3.1) on Unix or Linux using this option to compile.


Xavier



 

                    Luigi Ballabio

                    <luigi.ballabio@fast       To:
[hidden email], [hidden email]  
                    webnet.it>                 cc:

                                               Subject:     Re:
[Quantlib-users] exception handling on Unix            
                    21/05/2003 10:34

 

 





At 09:45 AM 5/21/03 +0200, [hidden email] wrote:
>Excuse me if this question is too basic but I'm trying to understand
>how
to
>handle Quantlib exceptions on Unix.
>I haven't changed any option to compile quantlib with gcc and when an
>exception is returned I have "core dump" instead of a beautiful error
>message.

Xavier,
         I'm not sure I understand. What is it exactly that you're doing?
Are you linking the library to some application? And does the application
properly handle exceptions? I mean, if you just write:

int main() {
         throw Error("Boo!");
         return 0;
}

the program will just abort---you'll have to write:

int main() {
         try {
                 throw Error("Boo!");
                 return 0;
         } catch (std::exception& e) {
                 std::cerr << e.what() << std::endl;
                 return 1;
         } catch (...) {
                 std::cerr << "unknown error" << std::endl;
                 return 2;
         }
}

after which the program will tell you what was the exception. Also, I'm not

sure that even the above will work if some special kind of errors are raised
(such as division by zero). In that case, you'll have to find out when that
happens and add a check before the division...

Was this what you were asking, or am I off the mark?

Later,
         Luigi






*************************************************************************
Ce message et toutes les pieces jointes (ci-apres le "message") sont
confidentiels et etablis a l'intention exclusive de ses destinataires. Toute
utilisation ou diffusion non autorisee est interdite. Tout message
electronique est susceptible d'alteration. La Fimat et ses filiales
declinent toute responsabilite au titre de ce message s'il a ete altere,
deforme ou falsifie.
                    ********
This message and any attachments (the "message") are confidential and
intended solely for the addressees. Any unauthorised use or dissemination is
prohibited. E-mails are susceptible to alteration. Neither Fimat nor any of
its subsidiaries or affiliates shall be liable for the message if altered,
changed or falsified.
*************************************************************************



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[Luigi Ballabio-2]

At 10:49 AM 5/21/03 +0200, [hidden email] wrote:
>I'm using the EuropeanOption.cpp example to deduce the implied volatility
>of options.
>There's the try-catch in the source code as you explained me.
>Now everything goes fine except when it is impossible to find a solution.
>the Brent algorithm should give me an exception like:"Exception happend for
>matrix point: root not bracketed: f[0.0001000000,4.0000000000] ->
>[0.63761133978130147000,6.27375654274655490000]" (I see that on NT) but on
>Unix I only see  a core dump.

Xavier,
         can you send me the inputs you're using? Also, what kind of option
are you analyzing? And if it is as European, are you using the old-style or
the new-style option?

Later,
         Luigi

[Xavier.Abulker]

Hi Luigi,
this is a European Put Option

price = 0.01;
maturity =0.0986;
underlyingPrice =147.5;
 strike =1;

then I define
EuropeanOption
Europeanoptioniv(Option::Put,underlyingPrice,strike,dividend,zero_rate,maturity,implvol);



and return the implied vol in database
std::cout<<"OPTION IMPLIED VOL= "
<<Europeanoptioniv.impliedVolatility(price)

I know that the strike is crazy but unfortunately this option exists on the
market, a price is given everyday by the market place and my clients have
it in in their portfolio!



                                                                                                                       
                    Luigi Ballabio                                                                                    
                    <luigi.ballabio@fast       To:     [hidden email]                                        
                    webnet.it>                 cc:     [hidden email]                            
                                               Subject:     Re: [Quantlib-users] exception handling on Unix            
                    21/05/2003 11:12                                                                                  
                                                                                                                       
                                                                                                                       




At 10:49 AM 5/21/03 +0200, [hidden email] wrote:
>I'm using the EuropeanOption.cpp example to deduce the implied volatility
>of options.
>There's the try-catch in the source code as you explained me.
>Now everything goes fine except when it is impossible to find a solution.
>the Brent algorithm should give me an exception like:"Exception happend
for
>matrix point: root not bracketed: f[0.0001000000,4.0000000000] ->
>[0.63761133978130147000,6.27375654274655490000]" (I see that on NT) but on
>Unix I only see  a core dump.

Xavier,
         can you send me the inputs you're using? Also, what kind of option

are you analyzing? And if it is as European, are you using the old-style or

the new-style option?

Later,
         Luigi






*************************************************************************
Ce message et toutes les pieces jointes (ci-apres le "message") sont
confidentiels et etablis a l'intention exclusive de ses destinataires.
Toute utilisation ou diffusion non autorisee est interdite.
Tout message electronique est susceptible d'alteration.
La Fimat et ses filiales declinent toute responsabilite au
titre de ce message s'il a ete altere, deforme ou falsifie.
                    ********
This message and any attachments (the "message") are confidential and
intended solely for the addressees.
Any unauthorised use or dissemination is prohibited.
E-mails are susceptible to alteration.
Neither Fimat nor any of its subsidiaries or affiliates shall
be liable for the message if altered, changed or falsified.
*************************************************************************

[Luigi Ballabio-2]

Xavier,
        the attached file works as expected for me by just doing:

ballabl:~$ g++ foo.cpp -lQuantLib
ballabl:~$ ./a.out
solver1d.cpp:125: root not bracketed: f[0.0001000000,4.0000000000] ->
[-0.01000000000000000021,-0.00989983370038110579]
ballabl:~$

Can you try and see what happens for you? However, note that I'm using the
version of the library currently in cvs, not 0.3.1. Also, I'm using g++ 3.2.3.

Good luck,
                Luigi

[Xavier.Abulker]

Hi Luigi,
thanks for this file,
just compiling like that it gives the same error "core dumped".
Now I'm going to remove all the -O3 in the compilation options and then
test again.
bye



                                                                                                                                   
                    Luigi Ballabio                                                                                                
                    <[hidden email]>         To:     [hidden email]                                        
                    Sent by:                               cc:     [hidden email]                            
                    [hidden email]       Subject:     Re: [Quantlib-users] exception handling on Unix            
                    eforge.net                                                                                                    
                                                                                                                                   
                                                                                                                                   
                    21/05/2003 11:34                                                                                              
                                                                                                                                   
                                                                                                                                   





Xavier,
           the attached file works as expected for me by just doing:

ballabl:~$ g++ foo.cpp -lQuantLib
ballabl:~$ ./a.out
solver1d.cpp:125: root not bracketed: f[0.0001000000,4.0000000000] ->
[-0.01000000000000000021,-0.00989983370038110579]
ballabl:~$

Can you try and see what happens for you? However, note that I'm using the
version of the library currently in cvs, not 0.3.1. Also, I'm using g++
3.2.3.

Good luck,
                     Luigi(See attached file: foo.cpp)




*************************************************************************
Ce message et toutes les pieces jointes (ci-apres le "message") sont
confidentiels et etablis a l'intention exclusive de ses destinataires.
Toute utilisation ou diffusion non autorisee est interdite.
Tout message electronique est susceptible d'alteration.
La Fimat et ses filiales declinent toute responsabilite au
titre de ce message s'il a ete altere, deforme ou falsifie.
                    ********
This message and any attachments (the "message") are confidential and
intended solely for the addressees.
Any unauthorised use or dissemination is prohibited.
E-mails are susceptible to alteration.
Neither Fimat nor any of its subsidiaries or affiliates shall
be liable for the message if altered, changed or falsified.
*************************************************************************

[Luigi Ballabio-2]

Xavier,
        would you mind trying this file?

[Xavier.Abulker]

Hi Luigi,
this second example gives me the error:
"
~/QuantLib-0.3.1/Examples/EuropeanOption> make
source='EuropeanOption.cpp' object='EuropeanOption.o' libtool=no \
depfile='.deps/EuropeanOption.Po' tmpdepfile='.deps/EuropeanOption.TPo' \
depmode=gcc /bin/bash ../../config/depcomp \
g++ -DHAVE_CONFIG_H -I. -I. -I../../ql   -I../.. -I../..    -c -o
EuropeanOption.o `test -f 'EuropeanOption.cpp' || echo './'
`EuropeanOption.cpp
EuropeanOption.cpp: In function `int main()':
EuropeanOption.cpp:29: parse error before `)'
EuropeanOption.cpp:32: no matching function for call to
`QuantLib::Instruments::VanillaOption::VanillaOption
(QuantLib::Option::Type,
QuantLib::RelinkableHandle<QuantLib::MarketElement> &, double,
QuantLib::RelinkableHandle<QuantLib::TermStructure> &,
QuantLib::RelinkableHandle<QuantLib::TermStructure> &,
QuantLib::EuropeanExercise,
QuantLib::RelinkableHandle<QuantLib::BlackVolTermStructure> &,
QuantLib::Handle<QuantLib::PricingEngine> (&)(...))'
../../ql/Instruments/vanillaoption.hpp:51: candidates are:
QuantLib::Instruments::VanillaOption::VanillaOption(QuantLib::Option::Type,
const QuantLib::RelinkableHandle<QuantLib::MarketElement> &, double, const
QuantLib::RelinkableHandle<QuantLib::TermStructure> &, const
QuantLib::RelinkableHandle<QuantLib::TermStructure> &, const QuantLib::Date
&, const QuantLib::RelinkableHandle<QuantLib::MarketElement> &, const
QuantLib::Handle<QuantLib::PricingEngine> &, const string & = "", const
string & = "")
../../ql/Instruments/vanillaoption.hpp:100:
QuantLib::Instruments::VanillaOption::VanillaOption(const
QuantLib::Instruments::VanillaOption &)
*** Error code 1
make: Fatal error: Command failed for target `EuropeanOption.o'
"

I'm currenlty Sad advice: use gcc -lstdc++ instead of g++

Thank you for your help

Xavier



                                                                                                                                   
                    Luigi Ballabio                                                                                                
                    <[hidden email]>         To:     [hidden email]                                        
                    Sent by:                               cc:     [hidden email]                            
                    [hidden email]       Subject:     Re: [Quantlib-users] exception handling on Unix            
                    eforge.net                                                                                                    
                                                                                                                                   
                                                                                                                                   
                    21/05/2003 13:18                                                                                              
                                                                                                                                   
                                                                                                                                   





Xavier,
           would you mind trying this file?
(See attached file: foo.cpp)




*************************************************************************
Ce message et toutes les pieces jointes (ci-apres le "message") sont
confidentiels et etablis a l'intention exclusive de ses destinataires.
Toute utilisation ou diffusion non autorisee est interdite.
Tout message electronique est susceptible d'alteration.
La Fimat et ses filiales declinent toute responsabilite au
titre de ce message s'il a ete altere, deforme ou falsifie.
                    ********
This message and any attachments (the "message") are confidential and
intended solely for the addressees.
Any unauthorised use or dissemination is prohibited.
E-mails are susceptible to alteration.
Neither Fimat nor any of its subsidiaries or affiliates shall
be liable for the message if altered, changed or falsified.
*************************************************************************

[Luigi Ballabio-2]

At 03:27 PM 5/21/03 +0200, [hidden email] wrote:

>Hi Luigi,
>this second example gives me the error:
>...

Hmm, probably a version mismatch---I'm using the latest cvs, not 0.3.1...
oh well, never mind...

>I'm currenlty Sad advice: use gcc -lstdc++ instead of g++

Does it work?

Bye,
         Luigi