QuantLib - Re: QuantLib-users Digest, Vol 105, Issue 13

Re: QuantLib-users Digest, Vol 105, Issue 13

Posted by Theo Boafo on
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-users-Digest-Vol-105-Issue-13-tp16267.html

Hi Luigi,

Is there any doc or release notes for Quantlib 1.5 without having to download Quantlib 1.5?

What are the new functionalities and improvements in QuantLib 1.5?

Regards

Theo

-----Original Message-----
From: quantlib-users-request <[hidden email]>
To: quantlib-users <[hidden email]>
Sent: Thu, 12 Feb 2015 8:54
Subject: QuantLib-users Digest, Vol 105, Issue 13

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Today's Topics:

   1. QuantLib 1.5 released (Luigi Ballabio)
   2. Re: Difference between quantlib version 1.4 and 1.0 (Eric Ehlers)
   3. installing quantlib with python SWIG bindings (nickR1)
   4. Re: installing quantlib with python SWIG bindings (nickR1)
   5. Re: installing quantlib with python SWIG bindings (Luigi Ballabio)
   6. Re: installing quantlib with python SWIG bindings (nickR1)

Attached Message

From	Luigi Ballabio <[hidden email]>
To	QuantLib users <[hidden email]>
Subject	[Quantlib-users] QuantLib 1.5 released
Date	Tue, 10 Feb 2015 11:01:36 +0100

QuantLib is a cross-platform, free/open-source quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life.

Version 1.5 has been released and is available for download at < http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge bug tracker at < http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying that you're using QuantLib 1.5.

The QuantLib group

Attached Message

From	Eric Ehlers <[hidden email]>
To	seawater <[hidden email]>
CC	[hidden email]
Subject	Re: [Quantlib-users] Difference between quantlib version 1.4 and 1.0
Date	Tue, 10 Feb 2015 16:36:54 +0100

Hello,

> Hi thank you for your prompt reply. Let me check out the details.
> Would you recommend using excel or python going forward? Not sure
> which is better supported and more up to date with latest quantlib.

To see what QuantLib functionality is supported in QuantLibXL, you
could start here:

http://quantlib.org/quantlibxl/allfunctions.html

Regards,
Eric

Attached Message

From	nickR1 <[hidden email]>
To	[hidden email]
Subject	[Quantlib-users] installing quantlib with python SWIG bindings
Date	Tue, 10 Feb 2015 17:28:55 -0700 (MST)

I am having issues installing quantlib 1.5 for python using SWIG bindings on
Windows 7 64bit: I started by building quantlib in VS Express 2008 for 64bit
(following the "hacks" suggested in
https://jenshuebel.wordpress.com/2009/02/12/visual-c-2008-express-edition-and-64-bit-targets/);
the recommended test in http://quantlib.org/install/vc9.shtml works and I
build the project without errors. I then proceeded ahead to test whether i
can build quantlib for puthon, but this gives me the following errors, which
I cannot resolve. Would appreciate any help:

C:\Users\nick1\Documents\software\QuantLibSWIG\Python>python setup.py wrap
running wrap
Generating Python bindings for QuantLib...
SWIG(1) : Warning 125: Use of the include path to find the input file is
depreca
ted and will not work with ccache. Please include the path when specifying
the i
nput file.
C:\Users\nick1\Documents\software\QuantLibSWIG\Python>python setup.py build
--compiler msvc

running build
running build_py
copying QuantLib\QuantLib.py -> build\lib.win-amd64-2.7\QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\cl.exe /c /nologo
/Ox
/MD /W3 /GS- /DNDEBUG -D__WIN32__ -DWIN32 -DNDEBUG -D_WINDOWS -DNOMINMAX
-IC:\An
aconda1\include -IC:\Anaconda1\PC
-IC:\Users\nick1\Documents\software\QuantLi
b-1.5 -IC:\Boost\boost_1_57_0 /TpQuantLib/quantlib_wrap.cpp
/Fobuild\temp.win-am
d64-2.7\Release\QuantLib/quantlib_wrap.obj /GR /FD /Zm250 /EHsc /MD
quantlib_wrap.cpp
C:\Boost\boost_1_57_0\boost/type_index.hpp(37) : warning C4068: unknown
pragma
QuantLib/quantlib_wrap.cpp(14046) : error C2039: 'Surface' : is not a member
of
'QuantLib'
QuantLib/quantlib_wrap.cpp(14046) : error C2873: 'Surface' : symbol cannot
be us
ed in a using-declaration
QuantLib/quantlib_wrap.cpp(14047) : error C2039: 'Domain' : is not a member
of '
QuantLib'
QuantLib/quantlib_wrap.cpp(14047) : error C2873: 'Domain' : symbol cannot be
use
d in a using-declaration
QuantLib/quantlib_wrap.cpp(14049) : error C2065: 'Surface' : undeclared
identifi
er
QuantLib/quantlib_wrap.cpp(14050) : error C2678: binary '!' : no operator
found
which takes a left-hand operand of type 'boost::shared_ptr' (or there is no
acce
ptable conversion)
        C:\Boost\boost_1_57_0\boost/smart_ptr/detail/operator_bool.hpp(60):
coul
d be 'bool boost::shared_ptr<X>::operator !(void) const'
        while trying to match the argument list '(boost::shared_ptr)'
QuantLib/quantlib_wrap.cpp(14053) : error C2039: 'TestSurface' : is not a
member
 of 'QuantLib'
QuantLib/quantlib_wrap.cpp(14053) : error C2873: 'TestSurface' : symbol
cannot b
e used in a using-declaration
QuantLib/quantlib_wrap.cpp(14054) : error C2065: 'Surface' : undeclared
identifi
er
QuantLib/quantlib_wrap.cpp(14057) : error C2061: syntax error : identifier
'Test
Surface'
QuantLib/quantlib_wrap.cpp(14057) : error C2514: 'boost::shared_ptr' : class
has
 no constructors
        C:\Boost\boost_1_57_0\boost/smart_ptr/shared_ptr.hpp(324) : see
declarat
ion of 'boost::shared_ptr'
QuantLib/quantlib_wrap.cpp(247341) : error C2065: 'Surface' : undeclared
identif
ier
QuantLib/quantlib_wrap.cpp(247341) : error C2065: 'Surface' : undeclared
identif
ier



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Attached Message

From	nickR1 <[hidden email]>
To	[hidden email]
Subject	Re: [Quantlib-users] installing quantlib with python SWIG bindings
Date	Tue, 10 Feb 2015 19:43:03 -0700 (MST)

actually the error I am getting is the following (needed to update quantlib
SWIG to 1.5  since i had an old version). I dont understand why the system
complains since I performed all the steps to compile a 64bit version of
quantlib. Is there any way to check that my compiled library is indeed
64bit?


running build
running build_py
copying QuantLib\QuantLib.py -> build\lib.win-amd64-2.7\QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\cl.exe /c /nologo
/Ox /MD /W3 /GS- /DNDEBUG -D__WIN32__ -DWIN32 -DNDEBUG -D_WINDOWS -DNOMINMAX
-IC:\Anaconda1\include -IC:\Anaconda1\PC
-IC:\Users\stathis1\Documents\software\QuantLib-1.5 -IC:\Boost\boost_1_57_0
/TpQuantLib/quantlib_wrap.cpp
/Fobuild\temp.win-amd64-2.7\Release\QuantLib/quantlib_wrap.obj /GR /FD
/Zm250 /EHsc /MD
quantlib_wrap.cpp
C:\Boost\boost_1_57_0\boost/type_index.hpp(37) : warning C4068: unknown
pragma
QuantLib/quantlib_wrap.cpp(13920) : warning C4018: '<' : signed/unsigned
mismatch
c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\link.exe /DLL
/nologo /INCREMENTAL:NO /LIBPATH:C:\Anaconda1\libs
/LIBPATH:C:\Anaconda1\PCbuild\amd64
/LIBPATH:C:\Users\stathis1\Documents\software\QuantLib-1.5\lib
/LIBPATH:C:\Boost\boost_1_57_0\libs
/LIBPATH:C:\Users\stathis1\Documents\software\QuantLib-1.5\lib
/EXPORT:init_QuantLib
build\temp.win-amd64-2.7\Release\QuantLib/quantlib_wrap.obj
/OUT:build\lib.win-amd64-2.7\QuantLib\_QuantLib.pyd
/IMPLIB:build\temp.win-amd64-2.7\Release\QuantLib\_QuantLib.lib
/MANIFESTFILE:build\temp.win-amd64-2.7\Release\QuantLib\_QuantLib.pyd.manifest
/subsystem:windows /machine:I386
python27.lib(python27.dll) : fatal error LNK1112: module machine type 'x64'
conflicts with target machine type 'X86'




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Attached Message

From	Luigi Ballabio <[hidden email]>
To	nickR1 <[hidden email]>
CC	QuantLib users <[hidden email]>
Subject	Re: [Quantlib-users] installing quantlib with python SWIG bindings
Date	Wed, 11 Feb 2015 09:48:22 +0100

I'm guessing that the '/machine:I386' passed to the compiler is messing things up. May you try removing it from the list of extra_link_args in setup.py, line 132 and see what happens?

Luigi

On Wed, Feb 11, 2015 at 3:43 AM, nickR1 <[hidden email]> wrote:

actually the error I am getting is the following (needed to update quantlib
SWIG to 1.5 since i had an old version). I dont understand why the system
complains since I performed all the steps to compile a 64bit version of
quantlib. Is there any way to check that my compiled library is indeed
64bit?

running build
running build_py
copying QuantLib\QuantLib.py -> build\lib.win-amd64-2.7\QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\cl.exe /c /nologo
/Ox /MD /W3 /GS- /DNDEBUG -D__WIN32__ -DWIN32 -DNDEBUG -D_WINDOWS -DNOMINMAX
-IC:\Anaconda1\include -IC:\Anaconda1\PC
-IC:\Users\stathis1\Documents\software\QuantLib-1.5 -IC:\Boost\boost_1_57_0
/TpQuantLib/quantlib_wrap.cpp
/Fobuild\temp.win-amd64-2.7\Release\QuantLib/quantlib_wrap.obj /GR /FD
/Zm250 /EHsc /MD
quantlib_wrap.cpp
C:\Boost\boost_1_57_0\boost/type_index.hpp(37) : warning C4068: unknown
pragma
QuantLib/quantlib_wrap.cpp(13920) : warning C4018: '<' : signed/unsigned
mismatch
c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\link.exe /DLL
/nologo /INCREMENTAL:NO /LIBPATH:C:\Anaconda1\libs
/LIBPATH:C:\Anaconda1\PCbuild\amd64
/LIBPATH:C:\Users\stathis1\Documents\software\QuantLib-1.5\lib
/LIBPATH:C:\Boost\boost_1_57_0\libs
/LIBPATH:C:\Users\stathis1\Documents\software\QuantLib-1.5\lib
/EXPORT:init_QuantLib
build\temp.win-amd64-2.7\Release\QuantLib/quantlib_wrap.obj
/OUT:build\lib.win-amd64-2.7\QuantLib\_QuantLib.pyd
/IMPLIB:build\temp.win-amd64-2.7\Release\QuantLib\_QuantLib.lib
/MANIFESTFILE:build\temp.win-amd64-2.7\Release\QuantLib\_QuantLib.pyd.manifest
/subsystem:windows /machine:I386
python27.lib(python27.dll) : fatal error LNK1112: module machine type 'x64'
conflicts with target machine type 'X86'

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_______________________________________________
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Attached Message

From	nickR1 <[hidden email]>
To	[hidden email]
Subject	Re: [Quantlib-users] installing quantlib with python SWIG bindings
Date	Wed, 11 Feb 2015 08:01:35 -0700 (MST)

didnt work. I even changed the line to extra_link_args =
['/subsystem:windows', '/machine:AMD64'], but i'm getting a similar error
now, although seems like the importing went one step further down:

running build
running build_py
copying QuantLib\QuantLib.py -> build\lib.win-amd64-2.7\QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\cl.exe /c /nologo
/Ox
/MD /W3 /GS- /DNDEBUG -D__WIN32__ -DWIN32 -DNDEBUG -D_WINDOWS -DNOMINMAX
-IC:\An
aconda1\include -IC:\Anaconda1\PC
-IC:\Users\nick1\Documents\software\QuantLi
b-1.5 -IC:\Boost\boost_1_57_0 /TpQuantLib/quantlib_wrap.cpp
/Fobuild\temp.win-am
d64-2.7\Release\QuantLib/quantlib_wrap.obj /GR /FD /Zm250 /EHsc /MD
quantlib_wrap.cpp
C:\Boost\boost_1_57_0\boost/type_index.hpp(37) : warning C4068: unknown
pragma
QuantLib/quantlib_wrap.cpp(13920) : warning C4018: '<' : signed/unsigned
mismatc
h
c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\link.exe /DLL
/nologo
/INCREMENTAL:NO /LIBPATH:C:\Anaconda1\libs
/LIBPATH:C:\Anaconda1\PCbuild\amd64 /
LIBPATH:C:\Users\nick1\Documents\software\QuantLib-1.5\lib
/LIBPATH:C:\Boost\
boost_1_57_0\libs
/LIBPATH:C:\Users\nick1\Documents\software\QuantLib-1.5\lib
 /EXPORT:init_QuantLib
build\temp.win-amd64-2.7\Release\QuantLib/quantlib_wrap.o
bj /OUT:build\lib.win-amd64-2.7\QuantLib\_QuantLib.pyd
/IMPLIB:build\temp.win-am
d64-2.7\Release\QuantLib\_QuantLib.lib
/MANIFESTFILE:build\temp.win-amd64-2.7\Re
lease\QuantLib\_QuantLib.pyd.manifest /subsystem:windows /machine:AMD64
build\temp.win-amd64-2.7\Release\QuantLib/quantlib_wrap.obj : fatal error
LNK111
2: module machine type 'X86' conflicts with target machine type 'x64'
error: command 'c:\\Program Files (x86)\\Microsoft Visual Studio
9.0\\VC\\BIN\\l
ink.exe' failed with exit status 1112





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leadership blogs to news, videos, case studies, tutorials and more. Take a
look and join the conversation now. http://goparallel.sourceforge.net/

_______________________________________________
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https://lists.sourceforge.net/lists/listinfo/quantlib-users

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hub for all things parallel software development, from weekly thought
leadership blogs to news, videos, case studies, tutorials and more. Take a
look and join the conversation now. http://goparallel.sourceforge.net/
_______________________________________________
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https://lists.sourceforge.net/lists/listinfo/quantlib-users