linux 64bit & Quantlib

[Tamas Sashalmi]

Hello all,

I would like to report some problems what I had on Suse 10 64bit Linux  
with Quantlib CVS:

I've compiled the cvs version on 64bit linux. The first problem what I had  
was some missing hpp file (garch.hpp) in VolatilityModels.
Removing its request in QuantLib/ql/VolatilityModels/Makefile.in solved  
the problem. The second problem is the quantlib libraries will be  
installed in /usr/local/lib/ instead of /usr/local/lib64 (even if I used  
the ./configure x86_64-suse-linux --enable-libsuffix=64) I guess the  
configure does not know about "--enable-libsuffix=64". Third was reported  
already on version 0.3.12 :Heston engine's tolerance set is a little high,  
my error was 7.889232e-08.

Please fix them if you have some free time (yes I know, neither do I  )

If you need more info please let me know

Thank You,

Tamas Sashalmi

[Luigi Ballabio]

On 4/15/06, Tamas R Sashalmi <[hidden email]> wrote:
> I've compiled the cvs version on 64bit linux. The first problem what I had
> was some missing hpp file (garch.hpp) in VolatilityModels.

This is now fixed.


> The second problem is the quantlib libraries will be
> installed in /usr/local/lib/ instead of /usr/local/lib64 (even if I used
> the ./configure x86_64-suse-linux --enable-libsuffix=64) I guess the
> configure does not know about "--enable-libsuffix=64".

I guess so. You can cause the libraries to be installed in the right
place by running
./configure --libdir=/usr/local/lib64


> Third was reported already on version 0.3.12 :Heston engine's tolerance
> set is a little high, my error was 7.889232e-08.

Ok, I'll make the test a bit more tolerant.

Thanks,
    Luigi