http://quantlib.414.s1.nabble.com/Re-QuantLib-users-Digest-Vol-97-Issue-24-tp15479p15487.html
> Hi Eric,
>
>
> I do have boost, its in C:\Program Files\boost\boost_1_51. Also I
> have the following settings in Project Properties for
> QuantlibXLstatic.
>
>
> C:\Program Files\boost\boost_1_51;$(IncludePath)
> C:\Program Files\boost\boost_1_51\lib;$(LibraryPath)
>
> Regards
>
>
> Theo
>
>
> -----Original Message-----
> From: quantlib-users-request <
[hidden email]>
> To: quantlib-users <
[hidden email]>
> Sent: Mon, 16 Jun 2014 9:00
> Subject: QuantLib-users Digest, Vol 97, Issue 24
>
>
> Send QuantLib-users mailing list submissions to
>
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> To subscribe or unsubscribe via the World Wide Web, visit
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>
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> When replying, please edit your Subject line so it is more specific
> than "Re: Contents of QuantLib-users digest..."
>
>
> Today's Topics:
>
> 1. Re: QuantLib XL errors (Eric Ehlers)
> 2. Re: VS11.0 question about building QuantLibXL (Eric Ehlers)
> 3. Fwd: Re: Fwd: pure virtual function call (Klaus Spanderen)
>
>
>
> Attached Message
>
>
>
> From:
>
> Eric Ehlers <
[hidden email]>
>
>
>
> To:
>
> Theo Boafo <
[hidden email]>
>
>
>
> CC:
>
>
[hidden email]
>
>
>
> Subject:
>
> Re: [Quantlib-users] QuantLib XL errors
>
>
>
> Date:
>
> Mon, 16 Jun 2014 07:24:48 +0000
>
>
>
> Hi THeo,
>
>> Regarding my previous link error build\vc100\Release (static
>>> runtime)\log4cxx\log4cxx_obj\log4cxx.res : fatal error LNK1123:
>>> failure during conversion to COFF: file invalid or corrupt
>> I renamed the cvtres application in C:\Program Files
>> (x86)\Microsoft > Visual Studio 10.0\VC\bin as per link you sent me
>> and I am not > getting that error any more.
>> I now have these errors:
>> 1> Microsoft (R) Program Maintenance Utility Version 10.00.30319.01
>> 1> Copyright (C) Microsoft Corporation. All rights reserved.
>> 1>
>> 4>------ Build started: Project: QuantLibObjects, Configuration: >
>> Release (static runtime) Win32 ------
>> 4> QuantLibObjects_vc10.vcxproj -> >
>> C:\build_ql_1_2_0\QuantLibAddin\.\lib\QuantLibObjects-vc100-mt-s-1_2_0.lib
>> 3> log4cxx_vc10.vcxproj -> >
>> C:\build_ql_1_2_0\log4cxx\msvc\.\lib\log4cxxs-vc100-mt-s-0_10_0.lib
>> 5>------ Build started: Project: QuantLibXLStatic, Configuration: >
>> Release (static runtime) Win32 ------
>> 5> Creating library .\buildStatic\vc100\Release (static >
>> runtime)/QuantLibAddinStatic-vc100-mt-s-1_2_0.lib and object >
>> .\buildStatic\vc100\Release (static >
>> runtime)/QuantLibAddinStatic-vc100-mt-s-1_2_0.exp
>> 5>QuantLibObjects-vc100-mt-s-1_2_0.lib(calendarfactory.obj) : error
>> > LNK2019: unresolved external symbol "private: class >
>> boost::basic_regex<char,struct boost::regex_traits<char,class
>
> OK, now it is failing to link to boost. Do you have boost?
>
> Kind Regards,
> Eric
> ===================================================
> Eric Ehlers
> nazcatech sprl | Brussels |
http://www.nazcatech.be> * Distributed computing for pricing analytics
> * Use Microsoft Excel as a client to the Grid
>
>
>
>
>
>
>
>
>
> Attached Message
>
>
>
> From:
>
> Eric Ehlers <
[hidden email]>
>
>
>
> To:
>
> Francois Botha <
[hidden email]>
>
>
>
> CC:
>
> QuantLib users <
[hidden email]>
>
>
>
> Subject:
>
> Re: [Quantlib-users] VS11.0 question about building QuantLibXL
>
>
>
> Date:
>
> Mon, 16 Jun 2014 07:42:20 +0000
>
>
>
> I have VS11 on Windows 7, I don't get this problem. I don't see the
> path to python.exe in my PATH. I think when I installed python it
> associated files of type *.py to python.exe.
>
> It would be better for the makefiles to say "python.exe
> scriptname.py" rather than just "scriptname.py". As an alternative
> to adding the full path to python in the makefile, you could list it
> under the binary paths in the VS project properties.
>
> Kind Regards,
> Eric
>
> Quoting Francois Botha <
[hidden email]>:
>
>> Try editing the Makefile.vc files (2 of them) and putting your full path to
>> python.exe before the gensrc.py.
>>
>> The current Makefile.vc tries to execute the python files by executing them
>> directly instead of passing them as a parameter to python.exe . Apparently
>> that is supposed to work if .PY is in your PATHEXT environment variable,
>> but it fails on my Windows 7 machine too.
>>
>> The workaround solved my problem.
>> On 14 Jun 2014 1:09 AM, "Nicholas Manganaro" <
[hidden email]>
>> wrote:
>>
>>> I was able to build the QLXL1.4.0 xll file before, but I had to rebuild my
>>> Win 7 SP1 machine and am now receiving the following error that starts a
>>> cascade of problems:
>>>
>>>
>>>
>>> NMAKE : fatal error U1077: ‘..\..\gensrc\gensrc.py’ : return code ‘0x1’
>>>
>>>
>>>
>>> It occurs in building gensrc and ohgensrc, each time followed by:
>>>
>>>
>>>
>>> C:\Program Files
>>> (x86)\MSBuild\Microsoft.cpp\v4.0\Microsoft.MakeFile.Targets(43,5): error
>>> MSB3073: The command “NMAKE /f Makefile.vc /a” exited with code 2.
>>>
>>>
>>>
>>> The user list questions regarding this seem to be solved by using a
>>> version of Python in the 2.x series. I am using 2.7.6, from Anaconda,
>>> however, so I do not think that is the problem.
>>>
>>> Microsoft says there is a problem with Visual Studio 2010 and NMake, so I
>>> am wondering if you recommend using Visual Studio 2012 to see if that
>>> solves the problem.
>>>
>>>
>>>
>>> I do not know if the exe installers files registered or just unpacked the
>>> QL-1.2.0 files, so I do not know if I can uninstall all the folders from
>>> the process of compiling QuantLibXL 1.2.0 that I built using msvc-10.0,
>>> create folders into which to copy the most recent versions of the following
>>> from GIT hub:
>>>
>>> · gensrc
>>>
>>> · log4cxx
>>>
>>> · ObjectHandler
>>>
>>> · QuantLib
>>>
>>> · QuantLibAddin
>>>
>>> · QuantLibXL
>>>
>>>
>>>
>>> and use msvc-11.1 to build the newest version referring to those folders.
>>>
>>> Please advise.
>>>
>>>
>>>
>>> Nicholas
>>>
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> HPCC Systems Open Source Big Data Platform from LexisNexis Risk Solutions
>>> Find What Matters Most in Your Big Data with HPCC Systems
>>> Open Source. Fast. Scalable. Simple. Ideal for Dirty Data.
>>> Leverages Graph Analysis for Fast Processing & Easy Data Exploration
>>>
http://p.sf.net/sfu/hpccsystems>>> _______________________________________________
>>> QuantLib-users mailing list
>>>
[hidden email]
>>>
https://lists.sourceforge.net/lists/listinfo/quantlib-users>>>
>>>
>
> ===================================================
> Eric Ehlers
> nazcatech sprl | Brussels |
http://www.nazcatech.be> * Distributed computing for pricing analytics
> * Use Microsoft Excel as a client to the Grid
>
>
>
>
>
>
>
>
>
> Attached Message
>
>
>
> From:
>
> Klaus Spanderen <
[hidden email]>
>
>
>
> To:
>
>
[hidden email]
>
>
>
> Subject:
>
> [Quantlib-users] Fwd: Re: Fwd: pure virtual function call
>
>
>
> Date:
>
> Mon, 16 Jun 2014 09:57:37 +0200 (CEST)
>
>
>
>
>
> Simon,
>
>
>
> you'll need to update observer.hpp and observer.cpp.
>
> W.r.t to the potential memory leak. This has nothing to do with
> SWIG or the patch. The inflation code in QuantLib has a circular
> reference and if you don't break this reference after pricing then
> the shared pointers might not get cleaned up. See e.g. line 168 in
>
>
>
>
>
https://github.com/lballabio/quantlib/blob/master/QuantLib/test-suite/inflationcpibond.cpp>
>
>
>
>
>
>
> regards
>
> Klaus
>
>
>
> ---------- Ursprüngliche Nachricht ----------
> Von: smazzucca <
[hidden email]>
> An:
[hidden email]
> Datum: 15. Juni 2014 um 19:47
> Betreff: Re: [Quantlib-users] Fwd: pure virtual function call
>
>
>
> Klaus,
>
>
>
> If this works it will be game changing for us! I will test tomorrow
> and let you know.
>
>
>
> I’m not sure I follow what you say about the memory leak. Are you
> saying that even with this new patch, I may get a leak ?
>
>
>
> Which files in the ZIP file should I update ?
>
>
>
> Thank you,
>
> Simon Mazzucca
>
> Senior Developer
>
>
>
>
> 1345 Avenue of the Americas, 3rd Floor
> New York, NY 10105
>
> ( Main 646.840.4950
>
> ( Direct 646.840.4967
>
> * [hidden email]
>
>
>
> From: Klaus Spanderen-2 [via QuantLib] [mailto:ml-node+[hidden email]]
> Sent: Sunday, June 15, 2014 10:17 AM
> To: Simon Mazzucca
> Subject: Re: Fwd: pure virtual function call
>
>
>
> Hi Simon,
>
>
>
> I think I've made some progress on this topic. In order to be able
> to debug it I've implemented the
> InflationCPIBondTest::testCleanPrice unit test in Scala... and this
> program shows the same behavior as you've outlined:
>
> 1. pure virtual function call with an unpatched QuantLib
>
> 2. spurious dead locks when using the patch
>
>
>
> Indeed due to the cyclic reference structure (Inflation Index
> referring the CPI term-structure and via versa) this problem exposes
> a possible dead lock situation within the patched observer pattern.
> After this has been fixed the CPI bond test case is now running
> smoothly for hours w/o any "pure virtual function calls" or dead
> locks.
>
>
>
> The latest version of the patch is available here
>
>
http://hpc-quantlib.de/src/observer.zip>
>
>
> I'd would be nice if you can test it. BTW, due to the cyclic
> references in the QL inflation code it is quite easy to create a
> memory leak even with Scala. I had to manually break the cyclic
> reference, s. line 141 in the CPIBond example
>
>
https://github.com/lballabio/quantlib/pull/106>
>
>
> best regards
>
> Klaus
>
>
>
> On Friday, June 06, 2014 08:47:47 AM smazzucca wrote:
>
>> Klaus,
>
>>
>
>> It will be very complicated to write up a sample to reproduce the error... I
>
>> will if it comes to it, but can you see if this looks right in the meantime
>
>> ? Or maybe it can be simplified in such a way that the critical code is
>
>> used less ?
>
>>
>
>> This is how we create CpiBond objects. This is done thousands of times:
>
>>
>
>> private CPIBond CreateIndexLinkedBond()
>
>> {
>
>> ZeroIndexTermCurve.LoadCurveValues(InstrumentCalendar,
>
>> DayCounter, ScenarioDate, false);
>
>> ZeroIndexTermCurve.AdjustCurve(_CurrentMaturityDate);
>
>>
>
>> Period zeroCouponSwapObservationPeriod = new
>
>> Period(ZERO_COUPON_SWAP_OBSERVATION_LAG-1, TimeUnit.Months); Date
>
>> observationLagDate =
>
>> ScenarioDate.Subtract(zeroCouponSwapObservationPeriod);
>
>>
>
>> DateGeneration.Rule backwardDateGeneration =
>
>> DateGeneration.Rule.Backward;
>
>>
>
>> bool interpolated = false;
>
>> ZeroInflationTermStructureHandle cpiTS = new
>
>> ZeroInflationTermStructureHandle(); ZeroInflationIndex inflationIndex = new
>
>> USCPI(interpolated, cpiTS);
>
>>
>
>> inflationIndex.addFixing(observationLagDate,
>
>> CurrentReferenceIndexlevel);
>
>>
>
>> //Zero coupon inflation index swap
>
>> Datum[] zeroCouponInflationIndexSwapData =
>
>> ZeroIndexTermCurve.ToDatumArray(); ZeroHelperVector zeroCouponSwapHelpers =
>
>> ZeroIndexTermCurve.ToZeroHelperVector( inflationIndex,
>
>> zeroCouponSwapObservationPeriod,
>
>> InstrumentCalendar,
>
>> DayCounter);
>
>>
>
>> double baseZeroRate = zeroCouponInflationIndexSwapData[0].rate /
>
>> 100; BackwardFlat backwardFlat = new BackwardFlat();
>
>> double accuracy = 1.0e-12;
>
>>
>
>> ZeroInflationTermStructure piecewiseZeroInflation = new
>
>> PiecewiseZeroInflation( ScenarioDate,
>
>> InstrumentCalendar,
>
>> DayCounter,
>
>> zeroCouponSwapObservationPeriod,
>
>> QuantLib.Frequency.Monthly,
>
>> interpolated,
>
>> baseZeroRate,
>
>> _DiscountCurve,
>
>> zeroCouponSwapHelpers,
>
>> accuracy,
>
>> backwardFlat);
>
>>
>
>> cpiTS = new
>
>> ZeroInflationTermStructureHandle(piecewiseZeroInflation); inflationIndex =
>
>> new USCPI(interpolated, cpiTS);
>
>>
>
>> List<double> fixedRatesList = new List<double>() { 1, CouponRate
>
>> / 100 }; DoubleVector fixedRates = new DoubleVector(fixedRatesList);
>
>>
>
>> //Always use actual365fixed ISDA convention for this
>
>> DayCounter fixedDayCount = new Actual365Fixed();
>
>> CPI.InterpolationType observationInterpolation =
>
>> CPI.InterpolationType.Linear; Period couponFrequenceyPeriod = new
>
>> Period(Frequency);
>
>>
>
>> Schedule fixedSchedule = new Schedule(
>
>> IssueDate,
>
>> MaturityDate,
>
>> couponFrequenceyPeriod,
>
>> InstrumentCalendar,
>
>> _BusinessDayConvention,
>
>> _BusinessDayConvention,
>
>> backwardDateGeneration,
>
>> _EndOfMonth);
>
>>
>
>> CPIBond bond = new CPIBond(
>
>> (uint)SettlementDays,
>
>> NotionalValue,
>
>> GrowthOnly,
>
>> BaseIndex,
>
>> ObservationPeriod,
>
>> inflationIndex,
>
>> observationInterpolation,
>
>> fixedSchedule,
>
>> fixedRates,
>
>> fixedDayCount,
>
>> _BusinessDayConvention,
>
>> IssueDate
>
>> );
>
>>
>
>> return bond;
>
>> }
>
>>
>
>>
>
>> First we create the CpiBond with CreateIndexLinkedBond() then load the
>
>> pricing engine:
>
>>
>
>> private void LoadPriceEngine()
>
>> {
>
>> PricingEngine engine = new
>
>> DiscountingBondEngine(_DiscountCurve);
>
>>
>
>> _Bond.setPricingEngine(engine);
>
>>
>
>> if (_CleanPrice == 0)
>
>> _CleanPrice = _Bond.cleanPrice();
>
>> }
>
>>
>
>>
>
>> Methods called from CreateIndexLinkedBond():
>
>>
>
>> public void LoadCurveValues(Calendar calendar, DayCounter
>
>> dayCounter, Date scenarioDate, bool inludeFirstCurvePoint) {
>
>> List<CurveValue> curveValues = GetAsCurveValues();
>
>>
>
>> _DayCounter = dayCounter;
>
>> _Calendar = calendar;
>
>> //Curves must be initialized with reference date
>
>> double firstValue = (curveValues.Count > 0) ?
>
>> curveValues[0].Value : 0.0; CurveDates = new List<Date>() { scenarioDate };
>
>> CurveValues = new List<double>() { firstValue };
>
>> int startIndex = inludeFirstCurvePoint ? 0 : 1;
>
>>
>
>> for (int i = startIndex; i < curveValues.Count(); i++)
>
>> {
>
>> Period months = new Period(curveValues[i].Months,
>
>> TimeUnit.Months); Date itemDate =
>
>> _Calendar.adjust(scenarioDate.Add(months)); CurveDates.Add(itemDate);
>
>> CurveValues.Add(curveValues[i].Value);
>
>> }
>
>> }
>
>>
>
>> /// <summary>
>
>> /// With good data, this won't be an issue, but defensively we must
>
>> /// ensure that the Maturity Date is included in the curve
>
>> /// </summary>
>
>> public void AdjustCurve(Date maturityDate)
>
>> {
>
>> if (CurveDates.Count > 0)
>
>> {
>
>> Date lastDate = CurveDates[CurveDates.Count - 1];
>
>> double lastValue = CurveValues[CurveValues.Count - 1];
>
>>
>
>> if (maturityDate.ToDateTime() > lastDate.ToDateTime())
>
>> {
>
>> CurveDates.Add(maturityDate);
>
>> CurveValues.Add(lastValue);
>
>> }
>
>> }
>
>> }
>
>>
>
>> Thank you,
>
>> Simon
>
>>
>
>> From: Klaus Spanderen-2 [via QuantLib]
>
>> [mailto:[hidden email]] Sent: Thursday, June 05,
>
>> 2014 5:03 PM
>
>> To: Simon Mazzucca
>
>> Subject: Re: Fwd: pure virtual function call
>
>>
>
>>
>
>> Hi Simon,
>
>>
>
>>
>
>>
>
>> thanks for the error report. Case 3 shows that it is actually the observer
>
>> pattern, which is creating the problems for you. (I bet, if you comment out
>
>> the update() methd in case 1 it will also work).
>
>>
>
>>
>
>>
>
>> Unclear now is why the patch does not fix it. Based on your description I
>
>> guess in case 2 your application is facing a dead lock. If I had an exmple
>
>> program then I'd remove boost::mutex::scoped_lock in observable.cpp or I'd
>
>> replace them by boost::recursive_mutex::scoped_lock (and also replace
>
>> boost::mutex by boost::recursive_mutex)
>
>>
>
>>
>
>>
>
>> thanks and regards
>
>>
>
>> Klaus
>
>>
>
>> On Thursday, June 05, 2014 08:02:33 AM smazzucca wrote:
>
>> > OK, I think I have something we can work with.
>
>> >
>
>> >
>
>> >
>
>> > I have 3 sets of files:
>
>> >
>
>> > 1) SWIG wrapper for QL 1.3
>
>> >
>
>> > 2) SWIG wrapper for QL 1.4 (patched)
>
>> >
>
>> > 3) SWIG wrapper for QL 1.4 (patched, but with update() method commented
>
>> > out)
>
>> >
>
>> >
>
>> >
>
>> > This is what I get with each:
>
>> >
>
>> >
>
>> >
>
>> > 1) This is my control scenario where I get the "Pure Virtual Function
>
>> > Call"
>
>> >
>
>> > error
>
>> >
>
>> >
>
>> >
>
>> > 2) Contrary to what I said yesterday, I don't actually get the PVFC error,
>
>> >
>
>> > but it's something similar. While the PVFC issue takes down the whole
>
>> >
>
>> > process, this /freezes/ the process. The good news is that in VS I can
>
>> >
>
>> > actually see a bit of what's going on.
>
>> >
>
>> >
>
>> >
>
>> > The "GC Finalizer Thread" is trying to dispose a CPIBond object:
>
>> >
>
>> >
>
>> >
>
>> > ~CPIBond()
>
>> >
>
>> > {
>
>> >
>
>> > Dispose();
>
>> >
>
>> > }
>
>> >
>
>> >
>
>> >
>
>> > Which in turn calls:
>
>> >
>
>> >
>
>> >
>
>> > public override void Dispose()
>
>> >
>
>> > {
>
>> >
>
>> > lock (this)
>
>> >
>
>> > {
>
>> >
>
>> > if (swigCPtr.Handle != IntPtr.Zero)
>
>> >
>
>> > {
>
>> >
>
>> > if (swigCMemOwn)
>
>> >
>
>> > {
>
>> >
>
>> > swigCMemOwn = false;
>
>> >
>
>> > *NQuantLibcPINVOKE.delete_CPIBond(swigCPtr);*
>
>> >
>
>> > }
>
>> >
>
>> > swigCPtr = new HandleRef(null, IntPtr.Zero);
>
>> >
>
>> > }
>
>> >
>
>> > GC.SuppressFinalize(this);
>
>> >
>
>> > base.Dispose();
>
>> >
>
>> > }
>
>> >
>
>> > }
>
>> >
>
>> >
>
>> >
>
>> > The above (from the C# wrapper) gets stuck on the bold line while calling
>
>> >
>
>> > the method below (in the C++ wrapper):
>
>> >
>
>> >
>
>> >
>
>> > SWIGEXPORT void SWIGSTDCALL CSharp_delete_CPIBond(void * jarg1) {
>
>> >
>
>> > CPIBondPtr *arg1 = (CPIBondPtr *) 0 ;
>
>> >
>
>> >
>
>> >
>
>> > arg1 = (CPIBondPtr *)jarg1;
>
>> >
>
>> > {
>
>> >
>
>> > try {
>
>> >
>
>> > delete arg1;
>
>> >
>
>> > } catch (std::out_of_range& e) {
>
>> >
>
>> > {
>
>> >
>
>> > SWIG_CSharpException(SWIG_IndexError, const_cast<char*>(e.what()));
>
>> >
>
>> > return ;
>
>> >
>
>> > };
>
>> >
>
>> > } catch (std::exception& e) {
>
>> >
>
>> > {
>
>> >
>
>> > SWIG_CSharpException(SWIG_RuntimeError,
>
>> >
>
>> > const_cast<char*>(e.what())); return ;
>
>> >
>
>> > };
>
>> >
>
>> > } catch (...) {
>
>> >
>
>> > {
>
>> >
>
>> > SWIG_CSharpException(SWIG_UnknownError, "unknown error"); return ;
>
>> >
>
>> > };
>
>> >
>
>> > }
>
>> >
>
>> > }
>
>> >
>
>> > }
>
>> >
>
>> >
>
>> >
>
>> > 3) Lastly, when I run the version with commented out update(), it all
>
>> >
>
>> > appears to work. I have not checked the numbers themselves, but at least I
>
>> >
>
>> > don't get any errors. I think the only problem is that it appears a bit
>
>> >
>
>> > slow, but I have not actually timed it.
>
>> >
>
>> >
>
>> >
>
>> > As far as converting your test app to C#, I am not sure we should do that
>
>> >
>
>> > yet. The issue might have something to do with how we use QL. I will see
>
>> > if
>
>> >
>
>> > I can isolate my issue in a small app I can send you.
>
>> >
>
>> >
>
>> >
>
>> > Hopefully the above will help you understand what's going on.
>
>> >
>
>> >
>
>> >
>
>> > Thank you,
>
>> >
>
>> > Simon
>
>> >
>
>> >
>
>> >
>
>> >
>
>> >
>
>> >
>
>> >
>
>> > --
>
>> >
>
>> > View this message in context:
>
>> >
>
>> >
http://quantlib.10058.n7.nabble.com/pure-virtual-function-call-tp15342p153>
>> > 9
>
>> >
>
>> > 4.html Sent from the quantlib-users mailing list archive at Nabble.com.
>
>> >
>
>> >
>
>> >
>
>> > --------------------------------------------------------------------------
>
>> > --
>
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>> > -- Learn Graph Databases - Download FREE O'Reilly Book
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>> > "Graph Databases" is the definitive new guide to graph databases and their
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>> >
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>> > applications. Written by three acclaimed leaders in the field,
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>> >
>
>> > this first edition is now available. Download your free book today!
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