problems making QuantLib v 1.1 in cygwin (on Windows 7)

[Ted Byers]

I have boost 1.47.0 built and installed.

 

Here is the last few lines of output from make:

 

/bin/sh ../libtool --tag=CXX   --mode=link g++  -g -O2 -lboost_unit_test_framework-mt  -o quantlib-test-suite.exe quantlibtestsuite.o americanoption.o array.o asianoptions.o assetswap.o autocovariances.o barrieroption.o basketoption.o batesmodel.o bermudanswaption.o blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o digitaloption.o distributions.o dividendoption.o europeanoption.o everestoption.o exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o inflationcapflooredcoupon.o inflationvolatility.o instruments.o integrals.o interestrates.o interpolations.o jumpdiffusion.o libormarketmodel.o libormarketmodelprocess.o linearleastsquaresregression.o lookbackoptions.o lowdiscrepancysequences.o margrabeoption.o marketmodel.o marketmodel_cms.o marketmodel_smm.o marketmodel_smmcapletalphacalibration.o marketmodel_smmcapletcalibration.o marketmodel_smmcaplethomocalibration.o matrices.o mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o operators.o optimizers.o optionletstripper.o overnightindexedswap.o pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o surface.o swap.o swapforwardmappings.o swaption.o swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o utilities.o variancegamma.o varianceoption.o varianceswaps.o volatilitymodels.o libUnitMain.la ../ql/libQuantLib.lalibtool: link: g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o americanoption.o array.o asianoptions.o assetswap.o autocovariances.o barrieroption.o basketoption.o batesmodel.o bermudanswaption.o blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o digitaloption.o distributions.o dividendoption.o europeanoption.o everestoption.o exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o inflationcapflooredcoupon.o inflationvolatility.o instruments.o integrals.o interestrates.o interpolations.o jumpdiffusion.o libormarketmodel.o libormarketmodelprocess.o linearleastsquaresregression.o lookbackoptions.o lowdiscrepancysequences.o margrabeoption.o marketmodel.o marketmodel_cms.o marketmodel_smm.o marketmodel_smmcapletalphacalibration.o marketmodel_smmcapletcalibration.o marketmodel_smmcaplethomocalibration.o matrices.o mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o operators.o optimizers.o optionletstripper.o overnightindexedswap.o pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o surface.o swap.o swapforwardmappings.o swaption.o swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o utilities.o variancegamma.o varianceoption.o varianceswaps.o volatilitymodels.o -lboost_unit_test_framework-mt ./.libs/libUnitMain.a ../ql/.libs/libQuantLib.a /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a -L/usr/lib/gcc/i686-pc-cygwin/4.3.4 ./.libs/libUnitMain.a(libUnitMain_la-main.o):

In function `main':

/home/Ted/QuantLib-1.1/test-suite/main.cpp:11: undefined reference to `boost::unit_test::unit_test_main(bool (*)(), int, char**)'

./.libs/libUnitMain.a(libUnitMain_la-main.o): In function `_Z13init_functionv':

/home/Ted/QuantLib-1.1/test-suite/main.cpp:7: undefined reference to `boost::unit_test::framework::master_test_suite()'

collect2: ld returned 1 exit status

make[1]: *** [quantlib-test-suite.exe] Error 1

make[1]: Leaving directory `/home/Ted/QuantLib-1.1/test-suite'

make: *** [all-recursive] Error 1

 

However, that last command works if I edit it to have ' lboost_unit_test_framework-mt ' come after './.libs/libUnitMain.a ', as in :

g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o americanoption.o array.o asianoptions.o assetswap.o autocovariances.o barrieroption.o basketoption.o batesmodel.o bermudanswaption.o blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o digitaloption.o distributions.o dividendoption.o europeanoption.o everestoption.o exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o inflationcapflooredcoupon.o inflationvolatility.o instruments.o integrals.o interestrates.o interpolations.o jumpdiffusion.o libormarketmodel.o libormarketmodelprocess.o linearleastsquaresregression.o lookbackoptions.o lowdiscrepancysequences.o margrabeoption.o marketmodel.o marketmodel_cms.o marketmodel_smm.o marketmodel_smmcapletalphacalibration.o marketmodel_smmcapletcalibration.o marketmodel_smmcaplethomocalibration.o matrices.o mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o operators.o optimizers.o optionletstripper.o overnightindexedswap.o pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o surface.o swap.o swapforwardmappings.o swaption.o swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o utilities.o variancegamma.o varianceoption.o varianceswaps.o volatilitymodels.o ./.libs/libUnitMain.a -lboost_unit_test_framework-mt ../ql/.libs/libQuantLib.a /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a -L/usr/lib/gcc/i686-pc-cygwin/4.3.4

 

This last command, executed in test-suite, works fine, and here is the output of running quantlib-test-suite.exe in ,libs that it produces:

 

Ted@Ted-acer-i7w7 ~/QuantLib-1.1/test-suite/.libs

$ ./quantlib-test-suite.exe

Running 467 test cases...

unknown location(0): fatal error in "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibrationTest::testFunction)": std::exception: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05

utilities.hpp(78): last checkpoint

unknown location(0): fatal error in "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibrationTest::testFunction)": std::exception: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05

utilities.hpp(78): last checkpoint

unknown location(0): fatal error in "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibrationTest::testFunction)": std::exception: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05

utilities.hpp(78): last checkpoint

optionletstripper.cpp(303): fatal error in "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testFlatTermVolatilityStripping1)":

option tenor:       3Y

strike:             4.000000 %

stripped vol price: 0.766155 %

constant vol price: 0.769284 %

error:              0.003129 %

tolerance:          0.002500 %

optionletstripper.cpp(362): fatal error in "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTermVolatilityStripping1)":

option tenor:       4Y

strike:             4.000000 %

stripped vol price: 1.011738 %

constant vol price: 1.015189 %

error:              0.003451 %

tolerance:          0.002500 %

 

Tests completed in 17 m 37 s

 

 

*** 5 failures detected in test suite "Master Test Suite"

 

There are, thus, two questions.

 

1) How do I fix the makefiles QuantLib's files produces so that the two problem libraries are included in the right order in the above command?

2) Is this output from 'quantlib-test-suite.exe' indicative of serious problems, sufficient to warrant caution in installing QuantLib?  If so, how do I fix things?  5 failures out of 467 tests doesn't seem too bad.  And differences like '1.407131009625862e-05' in a number like '0.1340517152226495' doesn't seem too bad.  But then, I am drawing on experience in modelling environmental systems were one can count onself lucky if you can get 3 significant figures in one's measurements.

 

My aim is to study what QuantLib can do for me, and how?  What is the best way to proceed.  Like most open source products I have used, the documentation is OK, but short on details when things go awry.

 

Thanks

 

Ted

 

------------------------------------------------------------------------------
Special Offer -- Download ArcSight Logger for FREE!
Finally, a world-class log management solution at an even better
price-free! And you'll get a free "Love Thy Logs" t-shirt when you
download Logger. Secure your free ArcSight Logger TODAY!
http://p.sf.net/sfu/arcsisghtdev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Luigi Ballabio]

Ted,
        did 'configure' actually find the library?  I remember an error in the
code check that could give a false positive.  Try looking for 'boost'
inside config.log and you should find a more verbose output from the
tests.

Later,
        Luigi


On Mon, 2011-08-29 at 16:44 -0400, Ted Byers wrote:

> I have boost 1.47.0 built and installed.
>
>  
>
> Here is the last few lines of output from make:
>
>  
>
> /bin/sh ../libtool --tag=CXX   --mode=link g++  -g -O2
> -lboost_unit_test_framework-mt  -o quantlib-test-suite.exe
> quantlibtestsuite.o americanoption.o array.o asianoptions.o
> assetswap.o autocovariances.o barrieroption.o basketoption.o
> batesmodel.o bermudanswaption.o blackdeltacalculator.o bonds.o
> brownianbridge.o calendars.o capfloor.o capflooredcoupon.o cashflows.o
> cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o
> commodityunitofmeasure.o compoundoption.o convertiblebonds.o
> covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o
> defaultprobabilitycurves.o digitalcoupon.o digitaloption.o
> distributions.o dividendoption.o europeanoption.o everestoption.o
> exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o
> fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o
> gjrgarchmodel.o hestonmodel.o himalayaoption.o
> hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> integrals.o interestrates.o interpolations.o jumpdiffusion.o
> libormarketmodel.o libormarketmodelprocess.o
> linearleastsquaresregression.o lookbackoptions.o
> lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> marketmodel_cms.o marketmodel_smm.o
> marketmodel_smmcapletalphacalibration.o
> marketmodel_smmcapletcalibration.o
> marketmodel_smmcaplethomocalibration.o matrices.o
> mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> surface.o swap.o swapforwardmappings.o swaption.o
> swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> utilities.o variancegamma.o varianceoption.o varianceswaps.o
> volatilitymodels.o libUnitMain.la ../ql/libQuantLib.lalibtool: link: g
> ++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> digitaloption.o distributions.o dividendoption.o europeanoption.o
> everestoption.o exchangerate.o extendedtrees.o factorial.o
> fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> integrals.o interestrates.o interpolations.o jumpdiffusion.o
> libormarketmodel.o libormarketmodelprocess.o
> linearleastsquaresregression.o lookbackoptions.o
> lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> marketmodel_cms.o marketmodel_smm.o
> marketmodel_smmcapletalphacalibration.o
> marketmodel_smmcapletcalibration.o
> marketmodel_smmcaplethomocalibration.o matrices.o
> mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> surface.o swap.o swapforwardmappings.o swaption.o
> swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> utilities.o variancegamma.o varianceoption.o varianceswaps.o
> volatilitymodels.o
> -lboost_unit_test_framework-mt ./.libs/libUnitMain.a ../ql/.libs/libQuantLib.a /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a -L/usr/lib/gcc/i686-pc-cygwin/4.3.4 ./.libs/libUnitMain.a(libUnitMain_la-main.o):
>
> In function `main':
>
> /home/Ted/QuantLib-1.1/test-suite/main.cpp:11: undefined reference to
> `boost::unit_test::unit_test_main(bool (*)(), int, char**)'
>
> ./.libs/libUnitMain.a(libUnitMain_la-main.o): In function
> `_Z13init_functionv':
>
> /home/Ted/QuantLib-1.1/test-suite/main.cpp:7: undefined reference to
> `boost::unit_test::framework::master_test_suite()'
>
> collect2: ld returned 1 exit status
>
> make[1]: *** [quantlib-test-suite.exe] Error 1
>
> make[1]: Leaving directory `/home/Ted/QuantLib-1.1/test-suite'
>
> make: *** [all-recursive] Error 1
>
>  
>
> However, that last command works if I edit it to have '
> lboost_unit_test_framework-mt ' come after './.libs/libUnitMain.a ',
> as in :
>
> g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> digitaloption.o distributions.o dividendoption.o europeanoption.o
> everestoption.o exchangerate.o extendedtrees.o factorial.o
> fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> integrals.o interestrates.o interpolations.o jumpdiffusion.o
> libormarketmodel.o libormarketmodelprocess.o
> linearleastsquaresregression.o lookbackoptions.o
> lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> marketmodel_cms.o marketmodel_smm.o
> marketmodel_smmcapletalphacalibration.o
> marketmodel_smmcapletcalibration.o
> marketmodel_smmcaplethomocalibration.o matrices.o
> mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> surface.o swap.o swapforwardmappings.o swaption.o
> swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> utilities.o variancegamma.o varianceoption.o varianceswaps.o
> volatilitymodels.o ./.libs/libUnitMain.a
> -lboost_unit_test_framework-mt ../ql/.libs/libQuantLib.a /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
>
>  
>
> This last command, executed in test-suite, works fine, and here is the
> output of running quantlib-test-suite.exe in ,libs that it produces:
>
>  
>
> Ted@Ted-acer-i7w7 ~/QuantLib-1.1/test-suite/.libs
>
> $ ./quantlib-test-suite.exe
>
> Running 467 test cases...
>
> unknown location(0): fatal error in
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibrationTest::testFunction)": std::exception: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05
>
> utilities.hpp(78): last checkpoint
>
> unknown location(0): fatal error in
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibrationTest::testFunction)": std::exception: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05
>
> utilities.hpp(78): last checkpoint
>
> unknown location(0): fatal error in
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibrationTest::testFunction)": std::exception: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05
>
> utilities.hpp(78): last checkpoint
>
> optionletstripper.cpp(303): fatal error in
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testFlatTermVolatilityStripping1)":
>
> option tenor:       3Y
>
> strike:             4.000000 %
>
> stripped vol price: 0.766155 %
>
> constant vol price: 0.769284 %
>
> error:              0.003129 %
>
> tolerance:          0.002500 %
>
> optionletstripper.cpp(362): fatal error in
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTermVolatilityStripping1)":
>
> option tenor:       4Y
>
> strike:             4.000000 %
>
> stripped vol price: 1.011738 %
>
> constant vol price: 1.015189 %
>
> error:              0.003451 %
>
> tolerance:          0.002500 %
>
>  
>
> Tests completed in 17 m 37 s
>
>  
>
>  
>
> *** 5 failures detected in test suite "Master Test Suite"
>
>  
>
> There are, thus, two questions.
>
>  
>
> 1) How do I fix the makefiles QuantLib's files produces so that the
> two problem libraries are included in the right order in the above
> command?
>
> 2) Is this output from 'quantlib-test-suite.exe' indicative of serious
> problems, sufficient to warrant caution in installing QuantLib?  If
> so, how do I fix things?  5 failures out of 467 tests doesn't seem too
> bad.  And differences like '1.407131009625862e-05' in a number like
> '0.1340517152226495' doesn't seem too bad.  But then, I am drawing on
> experience in modelling environmental systems were one can count
> onself lucky if you can get 3 significant figures in one's
> measurements.
>
>  
>
> My aim is to study what QuantLib can do for me, and how?  What is the
> best way to proceed.  Like most open source products I have used, the
> documentation is OK, but short on details when things go awry.
>
>  
>
> Thanks
>
>  
>
> Ted
>
>  
>
>
> ------------------------------------------------------------------------------
> Special Offer -- Download ArcSight Logger for FREE!
> Finally, a world-class log management solution at an even better
> price-free! And you'll get a free "Love Thy Logs" t-shirt when you
> download Logger. Secure your free ArcSight Logger TODAY!
> http://p.sf.net/sfu/arcsisghtdev2dev
> _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users

--

Don't let school get in the way of your education.
-- Mark Twain



------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[YuHong-4]

Hello,

I am curious to know why to compile QuantLib in cygwin on Windows?  Thanks.

Regards,

Hong Yu



-----Original Message-----
From: Luigi Ballabio
Sent: Thursday, September 08, 2011 5:20 AM
To: Ted Byers
Cc: [hidden email]
Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
Windows 7)


Ted,
did 'configure' actually find the library?  I remember an error in the
code check that could give a false positive.  Try looking for 'boost'
inside config.log and you should find a more verbose output from the
tests.

Later,
Luigi


On Mon, 2011-08-29 at 16:44 -0400, Ted Byers wrote:

> I have boost 1.47.0 built and installed.
>
>
>
> Here is the last few lines of output from make:
>
>
>
> /bin/sh ../libtool --tag=CXX   --mode=link g++  -g -O2
> -lboost_unit_test_framework-mt  -o quantlib-test-suite.exe
> quantlibtestsuite.o americanoption.o array.o asianoptions.o
> assetswap.o autocovariances.o barrieroption.o basketoption.o
> batesmodel.o bermudanswaption.o blackdeltacalculator.o bonds.o
> brownianbridge.o calendars.o capfloor.o capflooredcoupon.o cashflows.o
> cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o
> commodityunitofmeasure.o compoundoption.o convertiblebonds.o
> covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o
> defaultprobabilitycurves.o digitalcoupon.o digitaloption.o
> distributions.o dividendoption.o europeanoption.o everestoption.o
> exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o
> fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o
> gjrgarchmodel.o hestonmodel.o himalayaoption.o
> hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> integrals.o interestrates.o interpolations.o jumpdiffusion.o
> libormarketmodel.o libormarketmodelprocess.o
> linearleastsquaresregression.o lookbackoptions.o
> lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> marketmodel_cms.o marketmodel_smm.o
> marketmodel_smmcapletalphacalibration.o
> marketmodel_smmcapletcalibration.o
> marketmodel_smmcaplethomocalibration.o matrices.o
> mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> surface.o swap.o swapforwardmappings.o swaption.o
> swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> utilities.o variancegamma.o varianceoption.o varianceswaps.o
> volatilitymodels.o libUnitMain.la ../ql/libQuantLib.lalibtool: link: g
> ++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> digitaloption.o distributions.o dividendoption.o europeanoption.o
> everestoption.o exchangerate.o extendedtrees.o factorial.o
> fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> integrals.o interestrates.o interpolations.o jumpdiffusion.o
> libormarketmodel.o libormarketmodelprocess.o
> linearleastsquaresregression.o lookbackoptions.o
> lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> marketmodel_cms.o marketmodel_smm.o
> marketmodel_smmcapletalphacalibration.o
> marketmodel_smmcapletcalibration.o
> marketmodel_smmcaplethomocalibration.o matrices.o
> mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> surface.o swap.o swapforwardmappings.o swaption.o
> swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> utilities.o variancegamma.o varianceoption.o varianceswaps.o
> volatilitymodels.o
> -lboost_unit_test_framework-mt ./.libs/libUnitMain.a
> ../ql/.libs/libQuantLib.a
> /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> ./.libs/libUnitMain.a(libUnitMain_la-main.o):
>
> In function `main':
>
> /home/Ted/QuantLib-1.1/test-suite/main.cpp:11: undefined reference to
> `boost::unit_test::unit_test_main(bool (*)(), int, char**)'
>
> ./.libs/libUnitMain.a(libUnitMain_la-main.o): In function
> `_Z13init_functionv':
>
> /home/Ted/QuantLib-1.1/test-suite/main.cpp:7: undefined reference to
> `boost::unit_test::framework::master_test_suite()'
>
> collect2: ld returned 1 exit status
>
> make[1]: *** [quantlib-test-suite.exe] Error 1
>
> make[1]: Leaving directory `/home/Ted/QuantLib-1.1/test-suite'
>
> make: *** [all-recursive] Error 1
>
>
>
> However, that last command works if I edit it to have '
> lboost_unit_test_framework-mt ' come after './.libs/libUnitMain.a ',
> as in :
>
> g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> digitaloption.o distributions.o dividendoption.o europeanoption.o
> everestoption.o exchangerate.o extendedtrees.o factorial.o
> fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> integrals.o interestrates.o interpolations.o jumpdiffusion.o
> libormarketmodel.o libormarketmodelprocess.o
> linearleastsquaresregression.o lookbackoptions.o
> lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> marketmodel_cms.o marketmodel_smm.o
> marketmodel_smmcapletalphacalibration.o
> marketmodel_smmcapletcalibration.o
> marketmodel_smmcaplethomocalibration.o matrices.o
> mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> surface.o swap.o swapforwardmappings.o swaption.o
> swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> utilities.o variancegamma.o varianceoption.o varianceswaps.o
> volatilitymodels.o ./.libs/libUnitMain.a
> -lboost_unit_test_framework-mt ../ql/.libs/libQuantLib.a
> /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
>
>
>
> This last command, executed in test-suite, works fine, and here is the
> output of running quantlib-test-suite.exe in ,libs that it produces:
>
>
>
> Ted@Ted-acer-i7w7 ~/QuantLib-1.1/test-suite/.libs
>
> $ ./quantlib-test-suite.exe
>
> Running 467 test cases...
>
> unknown location(0): fatal error in
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibrationTest::testFunction)":
> std::exception: last caplet vol (0.1340376439125532) must be equal to last
> swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05
>
> utilities.hpp(78): last checkpoint
>
> unknown location(0): fatal error in
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibrationTest::testFunction)":
> std::exception: last caplet vol (0.1340376439125532) must be equal to last
> swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05
>
> utilities.hpp(78): last checkpoint
>
> unknown location(0): fatal error in
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibrationTest::testFunction)":
> std::exception: last caplet vol (0.1340376439125532) must be equal to last
> swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05
>
> utilities.hpp(78): last checkpoint
>
> optionletstripper.cpp(303): fatal error in
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testFlatTermVolatilityStripping1)":
>
> option tenor:       3Y
>
> strike:             4.000000 %
>
> stripped vol price: 0.766155 %
>
> constant vol price: 0.769284 %
>
> error:              0.003129 %
>
> tolerance:          0.002500 %
>
> optionletstripper.cpp(362): fatal error in
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTermVolatilityStripping1)":
>
> option tenor:       4Y
>
> strike:             4.000000 %
>
> stripped vol price: 1.011738 %
>
> constant vol price: 1.015189 %
>
> error:              0.003451 %
>
> tolerance:          0.002500 %
>
>
>
> Tests completed in 17 m 37 s
>
>
>
>
>
> *** 5 failures detected in test suite "Master Test Suite"
>
>
>
> There are, thus, two questions.
>
>
>
> 1) How do I fix the makefiles QuantLib's files produces so that the
> two problem libraries are included in the right order in the above
> command?
>
> 2) Is this output from 'quantlib-test-suite.exe' indicative of serious
> problems, sufficient to warrant caution in installing QuantLib?  If
> so, how do I fix things?  5 failures out of 467 tests doesn't seem too
> bad.  And differences like '1.407131009625862e-05' in a number like
> '0.1340517152226495' doesn't seem too bad.  But then, I am drawing on
> experience in modelling environmental systems were one can count
> onself lucky if you can get 3 significant figures in one's
> measurements.
>
>
>
> My aim is to study what QuantLib can do for me, and how?  What is the
> best way to proceed.  Like most open source products I have used, the
> documentation is OK, but short on details when things go awry.
>
>
>
> Thanks
>
>
>
> Ted
>
>
>
>
> ------------------------------------------------------------------------------
> Special Offer -- Download ArcSight Logger for FREE!
> Finally, a world-class log management solution at an even better
> price-free! And you'll get a free "Love Thy Logs" t-shirt when you
> download Logger. Secure your free ArcSight Logger TODAY!
> http://p.sf.net/sfu/arcsisghtdev2dev
> _______________________________________________ QuantLib-users mailing
> list [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

--

Don't let school get in the way of your education.
-- Mark Twain



------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users 


------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Ted Byers]

Hi Luigi,

Thanks for your response.

You're not kidding when you say it is more verbose.  :-)

The short answer is no, it didn't find boost.

This is a puzzle since I used the default ./configure/make/make install to install boost (boost v 1.47.0), and in usr/local/lib I see libboost_unit_test_framework.a
libboost_unit_test_framework.dll.a
libboost_unit_test_framework-mt.a
libboost_unit_test_framework-mt.dll.a

It is also puzzling that it went ahead and wrote a makefile anyway.

And, I don't understand why, running the command to build the test from the commandline, with the order ot the linked libraries changes, works (i.e. from the commandline, g++ finds the right boost library).

Anyway, I can live with a puzzle, as long as there is a fix that works, and I can proceed.  Should I make a new directory with QuantLib source as distributed, and rerun ./configure/make, &c., but provide an option to configure to tell it where to look for boost?  If so, what would that flag look like (something like boost_prefix=usr/local?)?

The first part of that verbose output regarding boost follows (there is a lot more indicating failure to find boost, but it is quite repetitive):
configure:14476: checking for Boost development files
configure:14492: g++ -c -g -O2  conftest.cpp >&5
configure:14492: $? = 0
configure:14493: result: yes
configure:14503: checking Boost version
configure:14519: g++ -c -g -O2  conftest.cpp >&5
configure:14519: $? = 0
configure:14520: result: yes
configure:14530: checking for Boost::uBLAS support
configure:14545: g++ -c -g -O2  conftest.cpp >&5
configure:14545: $? = 0
configure:14546: result: yes
configure:14560: checking for Boost unit-test framework
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp  -lboost_unit_test_framework-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc43
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK   conftest.cpp  -lboost_unit_test_framework-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc43
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp  -lboost_unit_test_framework-gcc >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK   conftest.cpp  -lboost_unit_test_framework-gcc >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp  -lboost_unit_test_framework >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK   conftest.cpp  -lboost_unit_test_framework >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp  -lboost_unit_test_framework-mt-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-mt-gcc43
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK   conftest.cpp  -lboost_unit_test_framework-mt-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-mt-gcc43
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp  -lboost_unit_test_framework-gcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc43-mt
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK   conftest.cpp  -lboost_unit_test_framework-gcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc43-mt
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp  -lboost_unit_test_framework-xgcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-xgcc43-mt
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK   conftest.cpp  -lboost_unit_test_framework-xgcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-xgcc43-mt
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp  -lboost_unit_test_framework-mt-gcc >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-mt-gcc
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK   conftest.cpp  -lboost_unit_test_framework-mt-gcc >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-mt-gcc
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|

> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: September-08-11 8:20 AM
> To: Ted Byers
> Cc: [hidden email]
> Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
>
> Ted,
> did 'configure' actually find the library?  I remember an error in the
> code check that could give a false positive.  Try looking for 'boost'
> inside config.log and you should find a more verbose output from the tests.
>
> Later,
> Luigi
>
>
> On Mon, 2011-08-29 at 16:44 -0400, Ted Byers wrote:
> > I have boost 1.47.0 built and installed.
> >
> >
> >
> > Here is the last few lines of output from make:
> >
> >
> >
> > /bin/sh ../libtool --tag=CXX   --mode=link g++  -g -O2
> > -lboost_unit_test_framework-mt  -o quantlib-test-suite.exe
> > quantlibtestsuite.o americanoption.o array.o asianoptions.o
> > assetswap.o autocovariances.o barrieroption.o basketoption.o
> > batesmodel.o bermudanswaption.o blackdeltacalculator.o bonds.o
> > brownianbridge.o calendars.o capfloor.o capflooredcoupon.o cashflows.o
> > cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o
> > commodityunitofmeasure.o compoundoption.o convertiblebonds.o
> > covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o
> > defaultprobabilitycurves.o digitalcoupon.o digitaloption.o
> > distributions.o dividendoption.o europeanoption.o everestoption.o
> > exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o
> > fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o
> > gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o libUnitMain.la ../ql/libQuantLib.lalibtool: link: g
> > ++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> > barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> > blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> > capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> > cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> > convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> > dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> > digitaloption.o distributions.o dividendoption.o europeanoption.o
> > everestoption.o exchangerate.o extendedtrees.o factorial.o
> > fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> > gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o -lboost_unit_test_framework-mt
> > ./.libs/libUnitMain.a ../ql/.libs/libQuantLib.a /usr/lib/gcc/i686-pc-
> cygwin/4.3.4/libstdc++.dll.a -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> ./.libs/libUnitMain.a(libUnitMain_la-main.o):
> >
> > In function `main':
> >
> > /home/Ted/QuantLib-1.1/test-suite/main.cpp:11: undefined reference to
> > `boost::unit_test::unit_test_main(bool (*)(), int, char**)'
> >
> > ./.libs/libUnitMain.a(libUnitMain_la-main.o): In function
> > `_Z13init_functionv':
> >
> > /home/Ted/QuantLib-1.1/test-suite/main.cpp:7: undefined reference to
> > `boost::unit_test::framework::master_test_suite()'
> >
> > collect2: ld returned 1 exit status
> >
> > make[1]: *** [quantlib-test-suite.exe] Error 1
> >
> > make[1]: Leaving directory `/home/Ted/QuantLib-1.1/test-suite'
> >
> > make: *** [all-recursive] Error 1
> >
> >
> >
> > However, that last command works if I edit it to have '
> > lboost_unit_test_framework-mt ' come after './.libs/libUnitMain.a ',
> > as in :
> >
> > g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> > barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> > blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> > capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> > cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> > convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> > dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> > digitaloption.o distributions.o dividendoption.o europeanoption.o
> > everestoption.o exchangerate.o extendedtrees.o factorial.o
> > fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> > gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o ./.libs/libUnitMain.a
> > -lboost_unit_test_framework-mt ../ql/.libs/libQuantLib.a
> > /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a
> > -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> >
> >
> >
> > This last command, executed in test-suite, works fine, and here is the
> > output of running quantlib-test-suite.exe in ,libs that it produces:
> >
> >
> >
> > Ted@Ted-acer-i7w7 ~/QuantLib-1.1/test-suite/.libs
> >
> > $ ./quantlib-test-suite.exe
> >
> > Running 467 test cases...
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibr
> > ationTest::testFunction)": std::exception: last caplet vol
> > (0.1340376439125532) must be equal to last swaption vol
> > (0.1340517152226495); discrepancy is 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibration
> > Test::testFunction)": std::exception: last caplet vol
> > (0.1340376439125532) must be equal to last swaption vol
> > (0.1340517152226495); discrepancy is 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibr
> a
> > tionTest::testFunction)": std::exception: last caplet vol
> > (0.1340376439125532) must be equal to last swaption vol
> > (0.1340517152226495); discrepancy is 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > optionletstripper.cpp(303): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testFlatTerm
> VolatilityStripping1)":
> >
> > option tenor:       3Y
> >
> > strike:             4.000000 %
> >
> > stripped vol price: 0.766155 %
> >
> > constant vol price: 0.769284 %
> >
> > error:              0.003129 %
> >
> > tolerance:          0.002500 %
> >
> > optionletstripper.cpp(362): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTermVola
> tilityStripping1)":
> >
> > option tenor:       4Y
> >
> > strike:             4.000000 %
> >
> > stripped vol price: 1.011738 %
> >
> > constant vol price: 1.015189 %
> >
> > error:              0.003451 %
> >
> > tolerance:          0.002500 %
> >
> >
> >
> > Tests completed in 17 m 37 s
> >
> >
> >
> >
> >
> > *** 5 failures detected in test suite "Master Test Suite"
> >
> >
> >
> > There are, thus, two questions.
> >
> >
> >
> > 1) How do I fix the makefiles QuantLib's files produces so that the
> > two problem libraries are included in the right order in the above
> > command?
> >
> > 2) Is this output from 'quantlib-test-suite.exe' indicative of serious
> > problems, sufficient to warrant caution in installing QuantLib?  If
> > so, how do I fix things?  5 failures out of 467 tests doesn't seem too
> > bad.  And differences like '1.407131009625862e-05' in a number like
> > '0.1340517152226495' doesn't seem too bad.  But then, I am drawing on
> > experience in modelling environmental systems were one can count
> > onself lucky if you can get 3 significant figures in one's
> > measurements.
> >
> >
> >
> > My aim is to study what QuantLib can do for me, and how?  What is the
> > best way to proceed.  Like most open source products I have used, the
> > documentation is OK, but short on details when things go awry.
> >
> >
> >
> > Thanks
> >
> >
> >
> > Ted
> >
> >
> >
> >
> > ----------------------------------------------------------------------
> > -------- Special Offer -- Download ArcSight Logger for FREE!
> > Finally, a world-class log management solution at an even better
> > price-free! And you'll get a free "Love Thy Logs" t-shirt when you
> > download Logger. Secure your free ArcSight Logger TODAY!
> > http://p.sf.net/sfu/arcsisghtdev2dev
> > _______________________________________________ QuantLib-
> users mailing
> > list [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
> --
>
> Don't let school get in the way of your education.
> -- Mark Twain
>

------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Smith, Dale (Norcross)]

The problem here is configure wants to use

configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp
-lboost_unit_test_framework-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-gcc43
collect2: ld returned 1 exit status

but your library does not have -gcc43 in the name. You can create a
symlink to the required libraries, which should fix your problem.

Thanks,
Dale Smith, Ph.D.
Senior Financial Quantitative Analyst
Risk & Compliance
Fiserv.
107 Technology Park
Norcross, GA 30092
Office: 678-375-5315
Mobile: [phone]
Mail: [hidden email]
www.fiserv.com

-----Original Message-----
From: Ted Byers [mailto:[hidden email]]
Sent: Thursday, September 08, 2011 10:29 AM
To: [hidden email]
Cc: [hidden email]
Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin
(onWindows 7)

Hi Luigi,

Thanks for your response.

You're not kidding when you say it is more verbose.  :-)

The short answer is no, it didn't find boost.

This is a puzzle since I used the default ./configure/make/make install
to install boost (boost v 1.47.0), and in usr/local/lib I see
libboost_unit_test_framework.a
libboost_unit_test_framework.dll.a
libboost_unit_test_framework-mt.a
libboost_unit_test_framework-mt.dll.a

It is also puzzling that it went ahead and wrote a makefile anyway.

And, I don't understand why, running the command to build the test from
the commandline, with the order ot the linked libraries changes, works
(i.e. from the commandline, g++ finds the right boost library).

Anyway, I can live with a puzzle, as long as there is a fix that works,
and I can proceed.  Should I make a new directory with QuantLib source
as distributed, and rerun ./configure/make, &c., but provide an option
to configure to tell it where to look for boost?  If so, what would that
flag look like (something like boost_prefix=usr/local?)?

The first part of that verbose output regarding boost follows (there is
a lot more indicating failure to find boost, but it is quite
repetitive):
configure:14476: checking for Boost development files
configure:14492: g++ -c -g -O2  conftest.cpp >&5
configure:14492: $? = 0
configure:14493: result: yes
configure:14503: checking Boost version
configure:14519: g++ -c -g -O2  conftest.cpp >&5
configure:14519: $? = 0
configure:14520: result: yes
configure:14530: checking for Boost::uBLAS support
configure:14545: g++ -c -g -O2  conftest.cpp >&5
configure:14545: $? = 0
configure:14546: result: yes
configure:14560: checking for Boost unit-test framework
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp
-lboost_unit_test_framework-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-gcc43
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN
-DBOOST_TEST_DYN_LINK   conftest.cpp  -lboost_unit_test_framework-gcc43
>&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-gcc43
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp
-lboost_unit_test_framework-gcc >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-gcc
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN
-DBOOST_TEST_DYN_LINK   conftest.cpp  -lboost_unit_test_framework-gcc
>&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-gcc
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp
-lboost_unit_test_framework >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN
-DBOOST_TEST_DYN_LINK   conftest.cpp  -lboost_unit_test_framework >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp
-lboost_unit_test_framework-mt-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-mt-gcc43
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN
-DBOOST_TEST_DYN_LINK   conftest.cpp
-lboost_unit_test_framework-mt-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-mt-gcc43
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp
-lboost_unit_test_framework-gcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-gcc43-mt
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN
-DBOOST_TEST_DYN_LINK   conftest.cpp
-lboost_unit_test_framework-gcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-gcc43-mt
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp
-lboost_unit_test_framework-xgcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-xgcc43-mt
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN
-DBOOST_TEST_DYN_LINK   conftest.cpp
-lboost_unit_test_framework-xgcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-xgcc43-mt
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp
-lboost_unit_test_framework-mt-gcc >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-mt-gcc
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN
-DBOOST_TEST_DYN_LINK   conftest.cpp  -lboost_unit_test_framework-mt-gcc
>&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
cannot find -lboost_unit_test_framework-mt-gcc
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h.  */
| #include <boost/test/unit_test.hpp>
|           using namespace boost::unit_test_framework;
|           test_suite*
|           init_unit_test_suite(int argc, char** argv)
|           {
|               return (test_suite*) 0;
|           }
|


> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: September-08-11 8:20 AM
> To: Ted Byers
> Cc: [hidden email]
> Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin
(on
> Windows 7)
>
>
> Ted,
> did 'configure' actually find the library?  I remember an error
in the
> code check that could give a false positive.  Try looking for 'boost'
> inside config.log and you should find a more verbose output from the
tests.

>
> Later,
> Luigi
>
>
> On Mon, 2011-08-29 at 16:44 -0400, Ted Byers wrote:
> > I have boost 1.47.0 built and installed.
> >
> >
> >
> > Here is the last few lines of output from make:
> >
> >
> >
> > /bin/sh ../libtool --tag=CXX   --mode=link g++  -g -O2
> > -lboost_unit_test_framework-mt  -o quantlib-test-suite.exe
> > quantlibtestsuite.o americanoption.o array.o asianoptions.o
> > assetswap.o autocovariances.o barrieroption.o basketoption.o
> > batesmodel.o bermudanswaption.o blackdeltacalculator.o bonds.o
> > brownianbridge.o calendars.o capfloor.o capflooredcoupon.o

cashflows.o

> > cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o
> > commodityunitofmeasure.o compoundoption.o convertiblebonds.o
> > covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o
> > defaultprobabilitycurves.o digitalcoupon.o digitaloption.o
> > distributions.o dividendoption.o europeanoption.o everestoption.o
> > exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o
> > fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o
> > gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o libUnitMain.la ../ql/libQuantLib.lalibtool: link:

g
> > ++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > americanoption.o array.o asianoptions.o assetswap.o
autocovariances.o
> > barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> > blackdeltacalculator.o bonds.o brownianbridge.o calendars.o
capfloor.o

> > capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> > cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> > convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> > dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> > digitaloption.o distributions.o dividendoption.o europeanoption.o
> > everestoption.o exchangerate.o extendedtrees.o factorial.o
> > fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> > gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o -lboost_unit_test_framework-mt
> > ./.libs/libUnitMain.a ../ql/.libs/libQuantLib.a

/usr/lib/gcc/i686-pc-
> cygwin/4.3.4/libstdc++.dll.a -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> ./.libs/libUnitMain.a(libUnitMain_la-main.o):
> >
> > In function `main':
> >
> > /home/Ted/QuantLib-1.1/test-suite/main.cpp:11: undefined reference
to

> > `boost::unit_test::unit_test_main(bool (*)(), int, char**)'
> >
> > ./.libs/libUnitMain.a(libUnitMain_la-main.o): In function
> > `_Z13init_functionv':
> >
> > /home/Ted/QuantLib-1.1/test-suite/main.cpp:7: undefined reference to
> > `boost::unit_test::framework::master_test_suite()'
> >
> > collect2: ld returned 1 exit status
> >
> > make[1]: *** [quantlib-test-suite.exe] Error 1
> >
> > make[1]: Leaving directory `/home/Ted/QuantLib-1.1/test-suite'
> >
> > make: *** [all-recursive] Error 1
> >
> >
> >
> > However, that last command works if I edit it to have '
> > lboost_unit_test_framework-mt ' come after './.libs/libUnitMain.a ',
> > as in :
> >
> > g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > americanoption.o array.o asianoptions.o assetswap.o

autocovariances.o
> > barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> > blackdeltacalculator.o bonds.o brownianbridge.o calendars.o
capfloor.o

> > capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> > cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> > convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> > dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> > digitaloption.o distributions.o dividendoption.o europeanoption.o
> > everestoption.o exchangerate.o extendedtrees.o factorial.o
> > fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> > gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o ./.libs/libUnitMain.a
> > -lboost_unit_test_framework-mt ../ql/.libs/libQuantLib.a
> > /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a
> > -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> >
> >
> >
> > This last command, executed in test-suite, works fine, and here is

the

> > output of running quantlib-test-suite.exe in ,libs that it produces:
> >
> >
> >
> > Ted@Ted-acer-i7w7 ~/QuantLib-1.1/test-suite/.libs
> >
> > $ ./quantlib-test-suite.exe
> >
> > Running 467 test cases...
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibr
> > ationTest::testFunction)": std::exception: last caplet vol
> > (0.1340376439125532) must be equal to last swaption vol
> > (0.1340517152226495); discrepancy is 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibration
> > Test::testFunction)": std::exception: last caplet vol
> > (0.1340376439125532) must be equal to last swaption vol
> > (0.1340517152226495); discrepancy is 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibr
> a
> > tionTest::testFunction)": std::exception: last caplet vol
> > (0.1340376439125532) must be equal to last swaption vol
> > (0.1340517152226495); discrepancy is 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > optionletstripper.cpp(303): fatal error in
> >
>

"QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testFlatTe
rm

> VolatilityStripping1)":
> >
> > option tenor:       3Y
> >
> > strike:             4.000000 %
> >
> > stripped vol price: 0.766155 %
> >
> > constant vol price: 0.769284 %
> >
> > error:              0.003129 %
> >
> > tolerance:          0.002500 %
> >
> > optionletstripper.cpp(362): fatal error in
> >
>

"QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTermVo
la

> tilityStripping1)":
> >
> > option tenor:       4Y
> >
> > strike:             4.000000 %
> >
> > stripped vol price: 1.011738 %
> >
> > constant vol price: 1.015189 %
> >
> > error:              0.003451 %
> >
> > tolerance:          0.002500 %
> >
> >
> >
> > Tests completed in 17 m 37 s
> >
> >
> >
> >
> >
> > *** 5 failures detected in test suite "Master Test Suite"
> >
> >
> >
> > There are, thus, two questions.
> >
> >
> >
> > 1) How do I fix the makefiles QuantLib's files produces so that the
> > two problem libraries are included in the right order in the above
> > command?
> >
> > 2) Is this output from 'quantlib-test-suite.exe' indicative of

serious
> > problems, sufficient to warrant caution in installing QuantLib?  If
> > so, how do I fix things?  5 failures out of 467 tests doesn't seem
too
> > bad.  And differences like '1.407131009625862e-05' in a number like
> > '0.1340517152226495' doesn't seem too bad.  But then, I am drawing
on
> > experience in modelling environmental systems were one can count
> > onself lucky if you can get 3 significant figures in one's
> > measurements.
> >
> >
> >
> > My aim is to study what QuantLib can do for me, and how?  What is
the
> > best way to proceed.  Like most open source products I have used,
the

> > documentation is OK, but short on details when things go awry.
> >
> >
> >
> > Thanks
> >
> >
> >
> > Ted
> >
> >
> >
> >
> >

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

> > -------- Special Offer -- Download ArcSight Logger for FREE!
> > Finally, a world-class log management solution at an even better
> > price-free! And you'll get a free "Love Thy Logs" t-shirt when you
> > download Logger. Secure your free ArcSight Logger TODAY!
> > http://p.sf.net/sfu/arcsisghtdev2dev
> > _______________________________________________ QuantLib-
> users mailing
> > list [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
> --
>
> Don't let school get in the way of your education.
> -- Mark Twain
>

------------------------------------------------------------------------
------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market
businesses
from deploying virtual desktops?   How do next-generation virtual
desktops
provide companies an easier-to-deploy, easier-to-manage and more
affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Luigi Ballabio]

On Thu, 2011-09-08 at 10:29 -0400, Ted Byers wrote:
> The short answer is no, it didn't find boost.
> [...]
> Anyway, I can live with a puzzle, as long as there is a fix that
> works, and I can proceed.  Should I make a new directory with QuantLib
> source as distributed, and rerun ./configure/make, &c., but provide an
> option to configure to tell it where to look for boost?  If so, what
> would that flag look like (something like boost_prefix=usr/local?)?

./configure --with-boost-lib=/usr/local/lib

(or whatever path your libraries live in)

Luigi


--

All generalizations are false, including this one.
-- Mark Twain



------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Luigi Ballabio]

On Thu, 2011-09-08 at 09:39 -0500, Smith, Dale wrote:
> The problem here is configure wants to use
>
> configure:14591: g++ -o conftest.exe -g -O2   conftest.cpp
> -lboost_unit_test_framework-gcc43 >&5
> /usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld:
> cannot find -lboost_unit_test_framework-gcc43
> collect2: ld returned 1 exit status
>
> but your library does not have -gcc43 in the name.

That's just the first failure. There's quite a few others later, when
configure tries in turn to link boost_unit_test_framework-gcc43,
boost_unit_test_framework-gcc, boost_unit_test_framework,
boost_unit_test_framework-mt-gcc43, and a few other permutations
including boost_unit_test_framework-mt.

Luigi


--

When I was a boy of fourteen, my father was so ignorant I could hardly
stand to have the old man around. But when I got to be twenty-one, I
was astonished at how much the old man had learned in seven years.
-- Mark Twain



------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Ted Byers]

Hi YuHong,

Why not?  ;-)

Actually, I have several compilers (two versions of MSVC++, along with gcc
on cygwin).  I like to pass my code through different compilers to ensure my
code is as portable and robust as possible.  Different compilers have
different strengths and weaknesses WRT ANSI compliance, to I pick up
potential issues with one that the others may have missed.  This makes for
better quality code.  While I am new to working on risk assessment using
QuantLib, I have been developing code for decades, mostly in C++, to assess
risk in other fields (such as environmental risk associated with
agriculture, mining, pulp and paper, and the nuclear industries).

There is another reason also.  I try to keep up my skills programming in a
unix-like environment, and I don't have a unix box.  Cygwin is the nest best
thing (as I don't have the space to get and set up another computer to run a
real distribution of Unix (such as some Linux or BSD distribution).

Cheers

Ted

> -----Original Message-----
> From: YuHong [mailto:[hidden email]]
> Sent: September-08-11 11:24 PM
> To: [hidden email]; Ted Byers
> Cc: [hidden email]
> Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
>
> Hello,
>
> I am curious to know why to compile QuantLib in cygwin on Windows?
> Thanks.
>
> Regards,
>
> Hong Yu
>
>
>
> -----Original Message-----
> From: Luigi Ballabio
> Sent: Thursday, September 08, 2011 5:20 AM
> To: Ted Byers
> Cc: [hidden email]
> Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
>
> Ted,
> did 'configure' actually find the library?  I remember an error in the

code
> check that could give a false positive.  Try looking for 'boost'
> inside config.log and you should find a more verbose output from the
tests.

>
> Later,
> Luigi
>
>
> On Mon, 2011-08-29 at 16:44 -0400, Ted Byers wrote:
> > I have boost 1.47.0 built and installed.
> >
> >
> >
> > Here is the last few lines of output from make:
> >
> >
> >
> > /bin/sh ../libtool --tag=CXX   --mode=link g++  -g -O2
> > -lboost_unit_test_framework-mt  -o quantlib-test-suite.exe
> > quantlibtestsuite.o americanoption.o array.o asianoptions.o
> > assetswap.o autocovariances.o barrieroption.o basketoption.o
> > batesmodel.o bermudanswaption.o blackdeltacalculator.o bonds.o
> > brownianbridge.o calendars.o capfloor.o capflooredcoupon.o cashflows.o
> > cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o
> > commodityunitofmeasure.o compoundoption.o convertiblebonds.o
> > covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o
> > defaultprobabilitycurves.o digitalcoupon.o digitaloption.o
> > distributions.o dividendoption.o europeanoption.o everestoption.o
> > exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o
> > fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o
> > gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o libUnitMain.la ../ql/libQuantLib.lalibtool: link: g
> > ++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> > barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> > blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> > capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> > cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> > convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> > dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> > digitaloption.o distributions.o dividendoption.o europeanoption.o
> > everestoption.o exchangerate.o extendedtrees.o factorial.o
> > fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> > gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o -lboost_unit_test_framework-mt
> > ./.libs/libUnitMain.a ../ql/.libs/libQuantLib.a
> > /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a
> > -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> > ./.libs/libUnitMain.a(libUnitMain_la-main.o):
> >
> > In function `main':
> >
> > /home/Ted/QuantLib-1.1/test-suite/main.cpp:11: undefined reference to
> > `boost::unit_test::unit_test_main(bool (*)(), int, char**)'
> >
> > ./.libs/libUnitMain.a(libUnitMain_la-main.o): In function
> > `_Z13init_functionv':
> >
> > /home/Ted/QuantLib-1.1/test-suite/main.cpp:7: undefined reference to
> > `boost::unit_test::framework::master_test_suite()'
> >
> > collect2: ld returned 1 exit status
> >
> > make[1]: *** [quantlib-test-suite.exe] Error 1
> >
> > make[1]: Leaving directory `/home/Ted/QuantLib-1.1/test-suite'
> >
> > make: *** [all-recursive] Error 1
> >
> >
> >
> > However, that last command works if I edit it to have '
> > lboost_unit_test_framework-mt ' come after './.libs/libUnitMain.a ',
> > as in :
> >
> > g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> > barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> > blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> > capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> > cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> > convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> > dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> > digitaloption.o distributions.o dividendoption.o europeanoption.o
> > everestoption.o exchangerate.o extendedtrees.o factorial.o
> > fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> > gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o ./.libs/libUnitMain.a
> > -lboost_unit_test_framework-mt ../ql/.libs/libQuantLib.a
> > /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a
> > -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> >
> >
> >
> > This last command, executed in test-suite, works fine, and here is the
> > output of running quantlib-test-suite.exe in ,libs that it produces:
> >
> >
> >
> > Ted@Ted-acer-i7w7 ~/QuantLib-1.1/test-suite/.libs
> >
> > $ ./quantlib-test-suite.exe
> >
> > Running 467 test cases...
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibr
> ationTest::testFunction)":
> > std::exception: last caplet vol (0.1340376439125532) must be equal to
> > last swaption vol (0.1340517152226495); discrepancy is
> > 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibrationT
> est::testFunction)":
> > std::exception: last caplet vol (0.1340376439125532) must be equal to
> > last swaption vol (0.1340517152226495); discrepancy is
> > 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibr
> ationTest::testFunction)":
> > std::exception: last caplet vol (0.1340376439125532) must be equal to
> > last swaption vol (0.1340517152226495); discrepancy is
> > 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > optionletstripper.cpp(303): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testFlatTerm
> VolatilityStripping1)":
> >
> > option tenor:       3Y
> >
> > strike:             4.000000 %
> >
> > stripped vol price: 0.766155 %
> >
> > constant vol price: 0.769284 %
> >
> > error:              0.003129 %
> >
> > tolerance:          0.002500 %
> >
> > optionletstripper.cpp(362): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTermVola
> tilityStripping1)":
> >
> > option tenor:       4Y
> >
> > strike:             4.000000 %
> >
> > stripped vol price: 1.011738 %
> >
> > constant vol price: 1.015189 %
> >
> > error:              0.003451 %
> >
> > tolerance:          0.002500 %
> >
> >
> >
> > Tests completed in 17 m 37 s
> >
> >
> >
> >
> >
> > *** 5 failures detected in test suite "Master Test Suite"
> >
> >
> >
> > There are, thus, two questions.
> >
> >
> >
> > 1) How do I fix the makefiles QuantLib's files produces so that the
> > two problem libraries are included in the right order in the above
> > command?
> >
> > 2) Is this output from 'quantlib-test-suite.exe' indicative of serious
> > problems, sufficient to warrant caution in installing QuantLib?  If
> > so, how do I fix things?  5 failures out of 467 tests doesn't seem too
> > bad.  And differences like '1.407131009625862e-05' in a number like
> > '0.1340517152226495' doesn't seem too bad.  But then, I am drawing on
> > experience in modelling environmental systems were one can count
> > onself lucky if you can get 3 significant figures in one's
> > measurements.
> >
> >
> >
> > My aim is to study what QuantLib can do for me, and how?  What is the
> > best way to proceed.  Like most open source products I have used, the
> > documentation is OK, but short on details when things go awry.
> >
> >
> >
> > Thanks
> >
> >
> >
> > Ted
> >
> >
> >
> >
> > ----------------------------------------------------------------------
> > -------- Special Offer -- Download ArcSight Logger for FREE!
> > Finally, a world-class log management solution at an even better
> > price-free! And you'll get a free "Love Thy Logs" t-shirt when you
> > download Logger. Secure your free ArcSight Logger TODAY!
> > http://p.sf.net/sfu/arcsisghtdev2dev
> > _______________________________________________ QuantLib-
> users mailing
> > list [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
> --
>
> Don't let school get in the way of your education.
> -- Mark Twain
>
>
>
>

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

> Doing More with Less: The Next Generation Virtual Desktop What are the
> key obstacles that have prevented many mid-market businesses
> from deploying virtual desktops?   How do next-generation virtual desktops
> provide companies an easier-to-deploy, easier-to-manage and more
> affordable virtual desktop
> model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[YuHong-4]

The theoretical side of QuantLib is still difficult for me, and I lost
previous files in that old broken laptop, so am slowly re-creating things on
the new workstation.

If yours is a desktop, maybe add a hard-disk or two, and install a Linux on
the new hard-disk(s)?

Another question is,
It would be interesting to know the resulted application performance
comparisons from difference compilers with the same group of code files on
windows.  I myself haven't much experience of that.

Regards,

Hong Yu


-----Original Message-----
From: Ted Byers
Sent: Thursday, September 08, 2011 7:51 AM
To: 'YuHong' ; [hidden email]
Cc: [hidden email]
Subject: RE: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
Windows 7)

Hi YuHong,

Why not?  ;-)

Actually, I have several compilers (two versions of MSVC++, along with gcc
on cygwin).  I like to pass my code through different compilers to ensure my
code is as portable and robust as possible.  Different compilers have
different strengths and weaknesses WRT ANSI compliance, to I pick up
potential issues with one that the others may have missed.  This makes for
better quality code.  While I am new to working on risk assessment using
QuantLib, I have been developing code for decades, mostly in C++, to assess
risk in other fields (such as environmental risk associated with
agriculture, mining, pulp and paper, and the nuclear industries).

There is another reason also.  I try to keep up my skills programming in a
unix-like environment, and I don't have a unix box.  Cygwin is the nest best
thing (as I don't have the space to get and set up another computer to run a
real distribution of Unix (such as some Linux or BSD distribution).

Cheers

Ted

> -----Original Message-----
> From: YuHong [mailto:[hidden email]]
> Sent: September-08-11 11:24 PM
> To: [hidden email]; Ted Byers
> Cc: [hidden email]
> Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
>
> Hello,
>
> I am curious to know why to compile QuantLib in cygwin on Windows?
> Thanks.
>
> Regards,
>
> Hong Yu
>
>
>
> -----Original Message-----
> From: Luigi Ballabio
> Sent: Thursday, September 08, 2011 5:20 AM
> To: Ted Byers
> Cc: [hidden email]
> Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
>
> Ted,
> did 'configure' actually find the library?  I remember an error in the

code
> check that could give a false positive.  Try looking for 'boost'
> inside config.log and you should find a more verbose output from the
tests.

>
> Later,
> Luigi
>
>
> On Mon, 2011-08-29 at 16:44 -0400, Ted Byers wrote:
> > I have boost 1.47.0 built and installed.
> >
> >
> >
> > Here is the last few lines of output from make:
> >
> >
> >
> > /bin/sh ../libtool --tag=CXX   --mode=link g++  -g -O2
> > -lboost_unit_test_framework-mt  -o quantlib-test-suite.exe
> > quantlibtestsuite.o americanoption.o array.o asianoptions.o
> > assetswap.o autocovariances.o barrieroption.o basketoption.o
> > batesmodel.o bermudanswaption.o blackdeltacalculator.o bonds.o
> > brownianbridge.o calendars.o capfloor.o capflooredcoupon.o cashflows.o
> > cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o
> > commodityunitofmeasure.o compoundoption.o convertiblebonds.o
> > covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o
> > defaultprobabilitycurves.o digitalcoupon.o digitaloption.o
> > distributions.o dividendoption.o europeanoption.o everestoption.o
> > exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o
> > fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o
> > gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o libUnitMain.la ../ql/libQuantLib.lalibtool: link: g
> > ++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> > barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> > blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> > capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> > cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> > convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> > dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> > digitaloption.o distributions.o dividendoption.o europeanoption.o
> > everestoption.o exchangerate.o extendedtrees.o factorial.o
> > fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> > gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o -lboost_unit_test_framework-mt
> > ./.libs/libUnitMain.a ../ql/.libs/libQuantLib.a
> > /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a
> > -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> > ./.libs/libUnitMain.a(libUnitMain_la-main.o):
> >
> > In function `main':
> >
> > /home/Ted/QuantLib-1.1/test-suite/main.cpp:11: undefined reference to
> > `boost::unit_test::unit_test_main(bool (*)(), int, char**)'
> >
> > ./.libs/libUnitMain.a(libUnitMain_la-main.o): In function
> > `_Z13init_functionv':
> >
> > /home/Ted/QuantLib-1.1/test-suite/main.cpp:7: undefined reference to
> > `boost::unit_test::framework::master_test_suite()'
> >
> > collect2: ld returned 1 exit status
> >
> > make[1]: *** [quantlib-test-suite.exe] Error 1
> >
> > make[1]: Leaving directory `/home/Ted/QuantLib-1.1/test-suite'
> >
> > make: *** [all-recursive] Error 1
> >
> >
> >
> > However, that last command works if I edit it to have '
> > lboost_unit_test_framework-mt ' come after './.libs/libUnitMain.a ',
> > as in :
> >
> > g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> > barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> > blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> > capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> > cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> > convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> > dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> > digitaloption.o distributions.o dividendoption.o europeanoption.o
> > everestoption.o exchangerate.o extendedtrees.o factorial.o
> > fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> > gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o ./.libs/libUnitMain.a
> > -lboost_unit_test_framework-mt ../ql/.libs/libQuantLib.a
> > /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a
> > -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> >
> >
> >
> > This last command, executed in test-suite, works fine, and here is the
> > output of running quantlib-test-suite.exe in ,libs that it produces:
> >
> >
> >
> > Ted@Ted-acer-i7w7 ~/QuantLib-1.1/test-suite/.libs
> >
> > $ ./quantlib-test-suite.exe
> >
> > Running 467 test cases...
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibr
> ationTest::testFunction)":
> > std::exception: last caplet vol (0.1340376439125532) must be equal to
> > last swaption vol (0.1340517152226495); discrepancy is
> > 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibrationT
> est::testFunction)":
> > std::exception: last caplet vol (0.1340376439125532) must be equal to
> > last swaption vol (0.1340517152226495); discrepancy is
> > 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibr
> ationTest::testFunction)":
> > std::exception: last caplet vol (0.1340376439125532) must be equal to
> > last swaption vol (0.1340517152226495); discrepancy is
> > 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > optionletstripper.cpp(303): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testFlatTerm
> VolatilityStripping1)":
> >
> > option tenor:       3Y
> >
> > strike:             4.000000 %
> >
> > stripped vol price: 0.766155 %
> >
> > constant vol price: 0.769284 %
> >
> > error:              0.003129 %
> >
> > tolerance:          0.002500 %
> >
> > optionletstripper.cpp(362): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTermVola
> tilityStripping1)":
> >
> > option tenor:       4Y
> >
> > strike:             4.000000 %
> >
> > stripped vol price: 1.011738 %
> >
> > constant vol price: 1.015189 %
> >
> > error:              0.003451 %
> >
> > tolerance:          0.002500 %
> >
> >
> >
> > Tests completed in 17 m 37 s
> >
> >
> >
> >
> >
> > *** 5 failures detected in test suite "Master Test Suite"
> >
> >
> >
> > There are, thus, two questions.
> >
> >
> >
> > 1) How do I fix the makefiles QuantLib's files produces so that the
> > two problem libraries are included in the right order in the above
> > command?
> >
> > 2) Is this output from 'quantlib-test-suite.exe' indicative of serious
> > problems, sufficient to warrant caution in installing QuantLib?  If
> > so, how do I fix things?  5 failures out of 467 tests doesn't seem too
> > bad.  And differences like '1.407131009625862e-05' in a number like
> > '0.1340517152226495' doesn't seem too bad.  But then, I am drawing on
> > experience in modelling environmental systems were one can count
> > onself lucky if you can get 3 significant figures in one's
> > measurements.
> >
> >
> >
> > My aim is to study what QuantLib can do for me, and how?  What is the
> > best way to proceed.  Like most open source products I have used, the
> > documentation is OK, but short on details when things go awry.
> >
> >
> >
> > Thanks
> >
> >
> >
> > Ted
> >
> >
> >
> >
> > ----------------------------------------------------------------------
> > -------- Special Offer -- Download ArcSight Logger for FREE!
> > Finally, a world-class log management solution at an even better
> > price-free! And you'll get a free "Love Thy Logs" t-shirt when you
> > download Logger. Secure your free ArcSight Logger TODAY!
> > http://p.sf.net/sfu/arcsisghtdev2dev
> > _______________________________________________ QuantLib-
> users mailing
> > list [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
> --
>
> Don't let school get in the way of your education.
> -- Mark Twain
>
>
>
>

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

> Doing More with Less: The Next Generation Virtual Desktop What are the
> key obstacles that have prevented many mid-market businesses
> from deploying virtual desktops?   How do next-generation virtual desktops
> provide companies an easier-to-deploy, easier-to-manage and more
> affordable virtual desktop
> model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Ted Byers]

I find the math easy, but the rationale for some of it is not so obvious to
me.  The common assumption of normality is something I worry about, as
Mandlebrot's work suggests an L-stable distribution, with fatter tails, may
be more appropriate.  I don't know, and will have to investigate later, that
issue (once I wrap my mind around what QuantLib does and why).

I have worked with dual boot systems before, with mixed results, so I
hesitate to set up a dual boot system on a machine I use for work.

I routinely check on relative performance, but different compilers come out
on top depending on how the code being compiled is written and how that
interacts with the strengths and weaknesses of each compiler WRT optiization
That said, the differences between different compilers/linkers working on
well written code are usually not enough to worry about.

I have transformed simulation models that would take over a day to run to
completion into programs that would run the same model in 5 minutes, just by
replacing inappropriate algorithms by optimal algorithms.  With such an
improvement, I am not going to worry about seeing if I can get it to run in
4 minutes, 45 seconds by using a different compiler.  :-)

Cheers

Ted

> -----Original Message-----
> From: YuHong [mailto:[hidden email]]
> Sent: September-09-11 2:02 AM
> To: Ted Byers; [hidden email]
> Cc: [hidden email]
> Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
>
> The theoretical side of QuantLib is still difficult for me, and I lost

previous files
> in that old broken laptop, so am slowly re-creating things on the new
> workstation.
>
> If yours is a desktop, maybe add a hard-disk or two, and install a Linux
on the

> new hard-disk(s)?
>
> Another question is,
> It would be interesting to know the resulted application performance
> comparisons from difference compilers with the same group of code files on
> windows.  I myself haven't much experience of that.
>
> Regards,
>
> Hong Yu
>
>
> -----Original Message-----
> From: Ted Byers
> Sent: Thursday, September 08, 2011 7:51 AM
> To: 'YuHong' ; [hidden email]
> Cc: [hidden email]
> Subject: RE: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
> Hi YuHong,
>
> Why not?  ;-)
>
> Actually, I have several compilers (two versions of MSVC++, along with gcc

on
> cygwin).  I like to pass my code through different compilers to ensure my
> code is as portable and robust as possible.  Different compilers have
different
> strengths and weaknesses WRT ANSI compliance, to I pick up potential
issues
> with one that the others may have missed.  This makes for better quality
> code.  While I am new to working on risk assessment using QuantLib, I have
> been developing code for decades, mostly in C++, to assess risk in other
> fields (such as environmental risk associated with agriculture, mining,
pulp
> and paper, and the nuclear industries).
>
> There is another reason also.  I try to keep up my skills programming in a
> unix-like environment, and I don't have a unix box.  Cygwin is the nest
best
> thing (as I don't have the space to get and set up another computer to run
a

> real distribution of Unix (such as some Linux or BSD distribution).
>
> Cheers
>
> Ted
>
> > -----Original Message-----
> > From: YuHong [mailto:[hidden email]]
> > Sent: September-08-11 11:24 PM
> > To: [hidden email]; Ted Byers
> > Cc: [hidden email]
> > Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin
> > (on Windows 7)
> >
> >
> > Hello,
> >
> > I am curious to know why to compile QuantLib in cygwin on Windows?
> > Thanks.
> >
> > Regards,
> >
> > Hong Yu
> >
> >
> >
> > -----Original Message-----
> > From: Luigi Ballabio
> > Sent: Thursday, September 08, 2011 5:20 AM
> > To: Ted Byers
> > Cc: [hidden email]
> > Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin
> > (on Windows 7)
> >
> >
> > Ted,
> > did 'configure' actually find the library?  I remember an error in the
> code
> > check that could give a false positive.  Try looking for 'boost'
> > inside config.log and you should find a more verbose output from the
> tests.
> >
> > Later,
> > Luigi
> >
> >
> > On Mon, 2011-08-29 at 16:44 -0400, Ted Byers wrote:
> > > I have boost 1.47.0 built and installed.
> > >
> > >
> > >
> > > Here is the last few lines of output from make:
> > >
> > >
> > >
> > > /bin/sh ../libtool --tag=CXX   --mode=link g++  -g -O2
> > > -lboost_unit_test_framework-mt  -o quantlib-test-suite.exe
> > > quantlibtestsuite.o americanoption.o array.o asianoptions.o
> > > assetswap.o autocovariances.o barrieroption.o basketoption.o
> > > batesmodel.o bermudanswaption.o blackdeltacalculator.o bonds.o
> > > brownianbridge.o calendars.o capfloor.o capflooredcoupon.o
> > > cashflows.o cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o
> > > commodityunitofmeasure.o compoundoption.o convertiblebonds.o
> > > covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o
> > > defaultprobabilitycurves.o digitalcoupon.o digitaloption.o
> > > distributions.o dividendoption.o europeanoption.o everestoption.o
> > > exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o
> > > fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o
> > > gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > > libormarketmodel.o libormarketmodelprocess.o
> > > linearleastsquaresregression.o lookbackoptions.o
> > > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > > marketmodel_cms.o marketmodel_smm.o
> > > marketmodel_smmcapletalphacalibration.o
> > > marketmodel_smmcapletcalibration.o
> > > marketmodel_smmcaplethomocalibration.o matrices.o
> > > mclongstaffschwartzengine.o mersennetwister.o money.o
> nthtodefault.o
> > > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > > surface.o swap.o swapforwardmappings.o swaption.o
> > > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > > volatilitymodels.o libUnitMain.la ../ql/libQuantLib.lalibtool: link:
> > > g
> > > ++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > > americanoption.o array.o asianoptions.o assetswap.o
> > > autocovariances.o barrieroption.o basketoption.o batesmodel.o
> > > bermudanswaption.o blackdeltacalculator.o bonds.o brownianbridge.o
> > > calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o
> > > cdsoption.o chooseroption.o cliquetoption.o cms.o
> > > commodityunitofmeasure.o compoundoption.o convertiblebonds.o
> > > covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o
> > > defaultprobabilitycurves.o digitalcoupon.o digitaloption.o
> > > distributions.o dividendoption.o europeanoption.o everestoption.o
> > > exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o
> > > fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o
> > > gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > > libormarketmodel.o libormarketmodelprocess.o
> > > linearleastsquaresregression.o lookbackoptions.o
> > > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > > marketmodel_cms.o marketmodel_smm.o
> > > marketmodel_smmcapletalphacalibration.o
> > > marketmodel_smmcapletcalibration.o
> > > marketmodel_smmcaplethomocalibration.o matrices.o
> > > mclongstaffschwartzengine.o mersennetwister.o money.o
> nthtodefault.o
> > > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > > surface.o swap.o swapforwardmappings.o swaption.o
> > > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > > volatilitymodels.o -lboost_unit_test_framework-mt
> > > ./.libs/libUnitMain.a ../ql/.libs/libQuantLib.a
> > > /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a
> > > -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> > > ./.libs/libUnitMain.a(libUnitMain_la-main.o):
> > >
> > > In function `main':
> > >
> > > /home/Ted/QuantLib-1.1/test-suite/main.cpp:11: undefined reference
> > > to `boost::unit_test::unit_test_main(bool (*)(), int, char**)'
> > >
> > > ./.libs/libUnitMain.a(libUnitMain_la-main.o): In function
> > > `_Z13init_functionv':
> > >
> > > /home/Ted/QuantLib-1.1/test-suite/main.cpp:7: undefined reference to
> > > `boost::unit_test::framework::master_test_suite()'
> > >
> > > collect2: ld returned 1 exit status
> > >
> > > make[1]: *** [quantlib-test-suite.exe] Error 1
> > >
> > > make[1]: Leaving directory `/home/Ted/QuantLib-1.1/test-suite'
> > >
> > > make: *** [all-recursive] Error 1
> > >
> > >
> > >
> > > However, that last command works if I edit it to have '
> > > lboost_unit_test_framework-mt ' come after './.libs/libUnitMain.a ',
> > > as in :
> > >
> > > g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > > americanoption.o array.o asianoptions.o assetswap.o
> > > autocovariances.o barrieroption.o basketoption.o batesmodel.o
> > > bermudanswaption.o blackdeltacalculator.o bonds.o brownianbridge.o
> > > calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o
> > > cdsoption.o chooseroption.o cliquetoption.o cms.o
> > > commodityunitofmeasure.o compoundoption.o convertiblebonds.o
> > > covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o
> > > defaultprobabilitycurves.o digitalcoupon.o digitaloption.o
> > > distributions.o dividendoption.o europeanoption.o everestoption.o
> > > exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o
> > > fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o
> > > gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > > libormarketmodel.o libormarketmodelprocess.o
> > > linearleastsquaresregression.o lookbackoptions.o
> > > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > > marketmodel_cms.o marketmodel_smm.o
> > > marketmodel_smmcapletalphacalibration.o
> > > marketmodel_smmcapletcalibration.o
> > > marketmodel_smmcaplethomocalibration.o matrices.o
> > > mclongstaffschwartzengine.o mersennetwister.o money.o
> nthtodefault.o
> > > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > > surface.o swap.o swapforwardmappings.o swaption.o
> > > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > > volatilitymodels.o ./.libs/libUnitMain.a
> > > -lboost_unit_test_framework-mt ../ql/.libs/libQuantLib.a
> > > /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a
> > > -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> > >
> > >
> > >
> > > This last command, executed in test-suite, works fine, and here is
> > > the output of running quantlib-test-suite.exe in ,libs that it

produces:

> > >
> > >
> > >
> > > Ted@Ted-acer-i7w7 ~/QuantLib-1.1/test-suite/.libs
> > >
> > > $ ./quantlib-test-suite.exe
> > >
> > > Running 467 test cases...
> > >
> > > unknown location(0): fatal error in
> > >
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibr
> > ationTest::testFunction)":
> > > std::exception: last caplet vol (0.1340376439125532) must be equal
> > > to last swaption vol (0.1340517152226495); discrepancy is
> > > 1.407131009625862e-05
> > >
> > > utilities.hpp(78): last checkpoint
> > >
> > > unknown location(0): fatal error in
> > >
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibration
> > T
> > est::testFunction)":
> > > std::exception: last caplet vol (0.1340376439125532) must be equal
> > > to last swaption vol (0.1340517152226495); discrepancy is
> > > 1.407131009625862e-05
> > >
> > > utilities.hpp(78): last checkpoint
> > >
> > > unknown location(0): fatal error in
> > >
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibr
> > ationTest::testFunction)":
> > > std::exception: last caplet vol (0.1340376439125532) must be equal
> > > to last swaption vol (0.1340517152226495); discrepancy is
> > > 1.407131009625862e-05
> > >
> > > utilities.hpp(78): last checkpoint
> > >
> > > optionletstripper.cpp(303): fatal error in
> > >
> > "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testFlat
> > Term
> > VolatilityStripping1)":
> > >
> > > option tenor:       3Y
> > >
> > > strike:             4.000000 %
> > >
> > > stripped vol price: 0.766155 %
> > >
> > > constant vol price: 0.769284 %
> > >
> > > error:              0.003129 %
> > >
> > > tolerance:          0.002500 %
> > >
> > > optionletstripper.cpp(362): fatal error in
> > >
> > "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTerm
> > Vola
> > tilityStripping1)":
> > >
> > > option tenor:       4Y
> > >
> > > strike:             4.000000 %
> > >
> > > stripped vol price: 1.011738 %
> > >
> > > constant vol price: 1.015189 %
> > >
> > > error:              0.003451 %
> > >
> > > tolerance:          0.002500 %
> > >
> > >
> > >
> > > Tests completed in 17 m 37 s
> > >
> > >
> > >
> > >
> > >
> > > *** 5 failures detected in test suite "Master Test Suite"
> > >
> > >
> > >
> > > There are, thus, two questions.
> > >
> > >
> > >
> > > 1) How do I fix the makefiles QuantLib's files produces so that the
> > > two problem libraries are included in the right order in the above
> > > command?
> > >
> > > 2) Is this output from 'quantlib-test-suite.exe' indicative of
> > > serious problems, sufficient to warrant caution in installing
> > > QuantLib?  If so, how do I fix things?  5 failures out of 467 tests
> > > doesn't seem too bad.  And differences like '1.407131009625862e-05'
> > > in a number like '0.1340517152226495' doesn't seem too bad.  But
> > > then, I am drawing on experience in modelling environmental systems
> > > were one can count onself lucky if you can get 3 significant figures
> > > in one's measurements.
> > >
> > >
> > >
> > > My aim is to study what QuantLib can do for me, and how?  What is
> > > the best way to proceed.  Like most open source products I have
> > > used, the documentation is OK, but short on details when things go

awry.

> > >
> > >
> > >
> > > Thanks
> > >
> > >
> > >
> > > Ted
> > >
> > >
> > >
> > >
> > > --------------------------------------------------------------------
> > > --
> > > -------- Special Offer -- Download ArcSight Logger for FREE!
> > > Finally, a world-class log management solution at an even better
> > > price-free! And you'll get a free "Love Thy Logs" t-shirt when you
> > > download Logger. Secure your free ArcSight Logger TODAY!
> > > http://p.sf.net/sfu/arcsisghtdev2dev
> > > _______________________________________________ QuantLib-
> > users mailing
> > > list [hidden email]
> > > https://lists.sourceforge.net/lists/listinfo/quantlib-users
> >
> > --
> >
> > Don't let school get in the way of your education.
> > -- Mark Twain
> >
> >
> >
> >
>

----------------------------------------------------------------------------
> --
> > Doing More with Less: The Next Generation Virtual Desktop What are the
> > key obstacles that have prevented many mid-market businesses
> > from deploying virtual desktops?   How do next-generation virtual
desktops
> > provide companies an easier-to-deploy, easier-to-manage and more
> > affordable virtual desktop
> > model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
> > _______________________________________________
> > QuantLib-users mailing list
> > [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>



------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Luigi Ballabio]

On Thu, 2011-09-08 at 11:18 -0400, Ted Byers wrote:
> I have worked with dual boot systems before, with mixed results, so I
> hesitate to set up a dual boot system on a machine I use for work.

Nowadays you can use a virtual machine instead...

Luigi


--

Brady's First Law of Problem Solving:
When confronted by a difficult problem, you can solve it more
easily by reducing it to the question, "How would the Lone
Ranger have handled this?"



------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Ted Byers]

OK, so configure seems to have worked well when I told it where the boost header and library files are located.

And I started make about 2 hours ago, and for the last hour and a half, it has been working on the following:
libtool: compile:  g++ -DHAVE_CONFIG_H -I. -I../../../ql -I../../.. -I../../.. -I/usr/local/include -g -O2 -MT armijo.lo -MD -MP -MF .deps/armijo.Tpo -c armijo.cpp  -DDLL_EXPORT -DPIC -o .libs/armijo.o

And for this, it is using about 25% of the processing power on this machine (Intel Core i7)

Is it to be expected that it would take that long for this particular object file?

> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: September-08-11 10:41 AM
> To: Ted Byers
> Cc: [hidden email]
> Subject: RE: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
> On Thu, 2011-09-08 at 10:29 -0400, Ted Byers wrote:
> > The short answer is no, it didn't find boost.
> > [...]
> > Anyway, I can live with a puzzle, as long as there is a fix that
> > works, and I can proceed.  Should I make a new directory with QuantLib
> > source as distributed, and rerun ./configure/make, &c., but provide an
> > option to configure to tell it where to look for boost?  If so, what
> > would that flag look like (something like boost_prefix=usr/local?)?
>
> ./configure --with-boost-lib=/usr/local/lib
>
> (or whatever path your libraries live in)
>
> Luigi
>
>
> --
>
> All generalizations are false, including this one.
> -- Mark Twain
>

------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Guowen Han]

You may want to turn off the debug mode (-g).
---------------------------
Guowen         Han
Risk Management
(212)  855  -  5753
------------------------------------
DTCC Confidential (Yellow)

"Ted Byers" <[hidden email]>

09/08/2011 01:54 PM

To	<[hidden email]>
cc	[hidden email]
Subject	Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on        Windows 7)

OK, so configure seems to have worked well when I told it where the boost header and library files are located.

And I started make about 2 hours ago, and for the last hour and a half, it has been working on the following:
libtool: compile:  g++ -DHAVE_CONFIG_H -I. -I../../../ql -I../../.. -I../../.. -I/usr/local/include -g -O2 -MT armijo.lo -MD -MP -MF .deps/armijo.Tpo -c armijo.cpp  -DDLL_EXPORT -DPIC -o .libs/armijo.o

And for this, it is using about 25% of the processing power on this machine (Intel Core i7)

Is it to be expected that it would take that long for this particular object file?

> -----Original Message-----
> From: Luigi Ballabio [mailto:luigi.ballabio@...]
> Sent: September-08-11 10:41 AM
> To: Ted Byers
> Cc: [hidden email]
> Subject: RE: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
> On Thu, 2011-09-08 at 10:29 -0400, Ted Byers wrote:
> > The short answer is no, it didn't find boost.
> > [...]
> > Anyway, I can live with a puzzle, as long as there is a fix that
> > works, and I can proceed.  Should I make a new directory with QuantLib
> > source as distributed, and rerun ./configure/make, &c., but provide an
> > option to configure to tell it where to look for boost?  If so, what
> > would that flag look like (something like boost_prefix=usr/local?)?
>
> ./configure --with-boost-lib=/usr/local/lib
>
> (or whatever path your libraries live in)
>
> Luigi
>
>
> --
>
> All generalizations are false, including this one.
> -- Mark Twain
>



------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users


_____________________________________________________________
DTCC DISCLAIMER: This email and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this email in error, please notify us immediately and delete the email and any attachments from your system. The recipient should check this email and any attachments for the presence of viruses. The company accepts no liability for any damage caused by any virus transmitted by this email.
------------------------------------------------------------------------------
Doing More with Less: The Next Generation Virtual Desktop
What are the key obstacles that have prevented many mid-market businesses
from deploying virtual desktops?   How do next-generation virtual desktops
provide companies an easier-to-deploy, easier-to-manage and more affordable
virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Ted Byers]

OK, I ran ./configure with the flags to tell it where the boost headers and library files are located, and then I ran make.  

All seemed to be progressing fine until the following command:

libtool: compile:  g++ -DHAVE_CONFIG_H -I. -I../../../ql -I../../.. -I../../.. -I/usr/local/include -g -O2 -MT armijo.lo -MD -MP -MF .deps/armijo.Tpo -c armijo.cpp  -DDLL_EXPORT -DPIC -o .libs/armijo.o

in the directory: QuantLib-1.1/ql/math/optimization

It has been working on that, consuming 25% of the CPY cycles, for almost 8 hours now.

Shall I let it run, or kill that bash session and then start a new bash session and invoke make again?  Or should I let it continue?  Why might it be  stuck on this particular command?

> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: September-08-11 10:41 AM
> To: Ted Byers
> Cc: [hidden email]
> Subject: RE: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
> On Thu, 2011-09-08 at 10:29 -0400, Ted Byers wrote:
> > The short answer is no, it didn't find boost.
> > [...]
> > Anyway, I can live with a puzzle, as long as there is a fix that
> > works, and I can proceed.  Should I make a new directory with QuantLib
> > source as distributed, and rerun ./configure/make, &c., but provide an
> > option to configure to tell it where to look for boost?  If so, what
> > would that flag look like (something like boost_prefix=usr/local?)?
>
> ./configure --with-boost-lib=/usr/local/lib
>
> (or whatever path your libraries live in)
>
> Luigi
>
>
> --
>
> All generalizations are false, including this one.
> -- Mark Twain
>

------------------------------------------------------------------------------
Why Cloud-Based Security and Archiving Make Sense
Osterman Research conducted this study that outlines how and why cloud
computing security and archiving is rapidly being adopted across the IT
space for its ease of implementation, lower cost, and increased
reliability. Learn more. http://www.accelacomm.com/jaw/sfnl/114/51425301/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Luigi Ballabio]

On Sep 9, 2011, at 2:13 AM, Ted Byers wrote:

> OK, I ran ./configure with the flags to tell it where the boost  
> headers and library files are located, and then I ran make.
>
> All seemed to be progressing fine until the following command:
>
> libtool: compile:  g++ -DHAVE_CONFIG_H -I. -I../../../ql -I../../.. -
> I../../.. -I/usr/local/include -g -O2 -MT armijo.lo -MD -MP -
> MF .deps/armijo.Tpo -c armijo.cpp  -DDLL_EXPORT -DPIC -o .libs/
> armijo.o
>
> in the directory: QuantLib-1.1/ql/math/optimization
>
> It has been working on that, consuming 25% of the CPY cycles, for  
> almost 8 hours now.
>
> Shall I let it run, or kill that bash session and then start a new  
> bash session and invoke make again?  Or should I let it continue?  
> Why might it be  stuck on this particular command?

No idea.  It shouldn't take more than a minute.  Maybe you ran out of  
memory, disk space...?
I'd kill it and run 'make' again.

Luigi


------------------------------------------------------------------------------
Why Cloud-Based Security and Archiving Make Sense
Osterman Research conducted this study that outlines how and why cloud
computing security and archiving is rapidly being adopted across the IT
space for its ease of implementation, lower cost, and increased
reliability. Learn more. http://www.accelacomm.com/jaw/sfnl/114/51425301/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Ted Byers]

OK, that is all done, and it is definitiely using the right library files
and header files for boost 1.47.0,

But the result is the same.

The following command fails to link:
libtool: link: g++ -g -O2 -o .libs/quantlib-test-suite.exe
quantlibtestsuite.o americanoption.o array.o asianoptions.o assetswap.o
autocovariances.o barrieroption.o basketoption.o batesmodel.o
bermudanswaption.o blackdeltacalculator.o bonds.o brownianbridge.o
calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o cdsoption.o
chooseroption.o cliquetoption.o cms.o commodityunitofmeasure.o
compoundoption.o convertiblebonds.o covariance.o creditdefaultswap.o
curvestates.o dates.o daycounters.o defaultprobabilitycurves.o
digitalcoupon.o digitaloption.o distributions.o dividendoption.o
europeanoption.o everestoption.o exchangerate.o extendedtrees.o factorial.o
fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
inflationcapflooredcoupon.o inflationvolatility.o instruments.o integrals.o
interestrates.o interpolations.o jumpdiffusion.o libormarketmodel.o
libormarketmodelprocess.o linearleastsquaresregression.o lookbackoptions.o
lowdiscrepancysequences.o margrabeoption.o marketmodel.o marketmodel_cms.o
marketmodel_smm.o marketmodel_smmcapletalphacalibration.o
marketmodel_smmcapletcalibration.o marketmodel_smmcaplethomocalibration.o
matrices.o mclongstaffschwartzengine.o mersennetwister.o money.o
nthtodefault.o operators.o optimizers.o optionletstripper.o
overnightindexedswap.o pagodaoption.o pathgenerator.o period.o
piecewiseyieldcurve.o quantooption.o quotes.o rangeaccrual.o riskstats.o
rngtraits.o rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
surface.o swap.o swapforwardmappings.o swaption.o swaptionvolatilitycube.o
swaptionvolatilitymatrix.o termstructures.o timeseries.o transformedgrid.o
tqreigendecomposition.o tracing.o utilities.o variancegamma.o
varianceoption.o varianceswaps.o
volatilitymodels.o-lboost_unit_test_framework -L/usr/local/lib
./.libs/libUnitMain.a ../ql/.libs/libQuantLib.a
/usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a
-L/usr/lib/gcc/i686-pc-cygwin/4.3.4

And modifying it so that the directive ti link to the boost unit test
framerwork library is placed at the end of the command, and trying it in the
bash commandline works, producing the intended executible file, and I am
running that executible file right now.  But that file seems to get blown
away if I run make from QuantLib-1.1, because it fails at the above command.

Here is the output from that test:
================================================================
Ted@Ted-acer-i7w7 ~/QuantLib-1.1/test-suite/.libs
$ ./quantlib-test-suite.exe
Running 467 test cases...

Tests completed in 17 m 28 s


*** No errors detected
================================================================

It looks to me like the problem is not with the QuantLib source code, but
rather that the way configure is writing the makefile has it writing this
command with the libraries being specified in the wrong order.   As I have
not begun to work with, or study, autoconf, I have no idea whether this is
due to some peculiarity of the build tools provided on cygwin, or if it is
something that happens on some unix boxes and thus more general than just
cygwin), or a bug in the configure script.

It looks like I now have a successful build of QuantLib, but I wonder if
there is a fix that would protect other cygwin users from this headache?

> -----Original Message-----
> From: Luigi Ballabio [mailto:[hidden email]]
> Sent: September-09-11 3:54 AM
> To: Ted Byers
> Cc: [hidden email]
> Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
>
> On Sep 9, 2011, at 2:13 AM, Ted Byers wrote:
>
> > OK, I ran ./configure with the flags to tell it where the boost
> > headers and library files are located, and then I ran make.
> >
> > All seemed to be progressing fine until the following command:
> >
> > libtool: compile:  g++ -DHAVE_CONFIG_H -I. -I../../../ql -I../../.. -
> > I../../.. -I/usr/local/include -g -O2 -MT armijo.lo -MD -MP - MF
> > .deps/armijo.Tpo -c armijo.cpp  -DDLL_EXPORT -DPIC -o .libs/ armijo.o
> >
> > in the directory: QuantLib-1.1/ql/math/optimization
> >
> > It has been working on that, consuming 25% of the CPY cycles, for
> > almost 8 hours now.
> >
> > Shall I let it run, or kill that bash session and then start a new
> > bash session and invoke make again?  Or should I let it continue?
> > Why might it be  stuck on this particular command?
>
> No idea.  It shouldn't take more than a minute.  Maybe you ran out of
> memory, disk space...?
> I'd kill it and run 'make' again.
>
> Luigi

------------------------------------------------------------------------------
Why Cloud-Based Security and Archiving Make Sense
Osterman Research conducted this study that outlines how and why cloud
computing security and archiving is rapidly being adopted across the IT
space for its ease of implementation, lower cost, and increased
reliability. Learn more. http://www.accelacomm.com/jaw/sfnl/114/51425301/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users