Re: Installation issues on Mac OS X 10.11.2
Posted by xvallee on Jan 03, 2016; 3:17pm
URL: http://quantlib.414.s1.nabble.com/Installation-issues-on-Mac-OS-X-10-11-2-tp17214p17218.html
Hi,
I did as Luigi recommended and managed to "make && sudo make install" quantlib.
I then ran the following command g++ -I/opt/local/include/ -I/opt/local/include/boost BermudanSwaption.cpp -o bermudanswaption -L/opt/local/lib/ -lQuantLib in Examples/BermudanSwaption
and got a new error message (apologies for the length of it):
Undefined symbols for architecture x86_64:
"QuantLib::MultiStepSwap::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::MultiStepSwap in BermudanSwaption-8ea63d.o
"QuantLib::ExerciseAdapter::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::ExerciseAdapter in BermudanSwaption-8ea63d.o
"QuantLib::OneStepForwards::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::OneStepForwards in BermudanSwaption-8ea63d.o
"QuantLib::BermudanExercise::BermudanExercise(std::__1::vector<QuantLib::Date, std::__1::allocator<QuantLib::Date> > const&, bool)", referenced from:
_main in BermudanSwaption-8ea63d.o
"QuantLib::MultiStepNothing::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::MultiStepNothing in BermudanSwaption-8ea63d.o
"QuantLib::MultiStepRatchet::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::MultiStepRatchet in BermudanSwaption-8ea63d.o
"QuantLib::MultiStepForwards::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::MultiStepForwards in BermudanSwaption-8ea63d.o
"QuantLib::MultiStepSwaption::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::MultiStepSwaption in BermudanSwaption-8ea63d.o
"QuantLib::OneStepOptionlets::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::OneStepOptionlets in BermudanSwaption-8ea63d.o
"QuantLib::MultiStepOptionlets::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::MultiStepOptionlets in BermudanSwaption-8ea63d.o
"QuantLib::OneStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::OneStepCoinitialSwaps in BermudanSwaption-8ea63d.o
"QuantLib::OneStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::OneStepCoterminalSwaps in BermudanSwaption-8ea63d.o
"QuantLib::MultiStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::MultiStepCoinitialSwaps in BermudanSwaption-8ea63d.o
"QuantLib::MultiStepInverseFloater::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::MultiStepInverseFloater in BermudanSwaption-8ea63d.o
"QuantLib::MultiStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::MultiStepCoterminalSwaps in BermudanSwaption-8ea63d.o
"QuantLib::MultiStepCoterminalSwaptions::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::MultiStepCoterminalSwaptions in BermudanSwaption-8ea63d.o
"QuantLib::MultiStepPeriodCapletSwaptions::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
vtable for QuantLib::MultiStepPeriodCapletSwaptions in BermudanSwaption-8ea63d.o
"QuantLib::Error::Error(std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > const&, long, std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > const&, std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > const&)", referenced from:
QuantLib::DiscretizedOption::reset(unsigned long) in BermudanSwaption-8ea63d.o
QuantLib::Instrument::setupArguments(QuantLib::PricingEngine::arguments*) const in BermudanSwaption-8ea63d.o
QuantLib::Option::setupArguments(QuantLib::PricingEngine::arguments*) const in BermudanSwaption-8ea63d.o
QuantLib::Payoff::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-8ea63d.o
QuantLib::BlackVolTermStructure::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-8ea63d.o
QuantLib::SimpleQuote::value() const in BermudanSwaption-8ea63d.o
QuantLib::Handle<QuantLib::Quote>::operator->() const in BermudanSwaption-8ea63d.o
...
"QuantLib::detail::operator<<(std::__1::basic_ostream<char, std::__1::char_traits<char> >&, QuantLib::detail::percent_holder const&)", referenced from:
calibrateModel(boost::shared_ptr<QuantLib::ShortRateModel> const&, std::__1::vector<boost::shared_ptr<QuantLib::CalibrationHelper>, std::__1::allocator<boost::shared_ptr<QuantLib::CalibrationHelper> > > const&) in BermudanSwaption-8ea63d.o
_main in BermudanSwaption-8ea63d.o
"QuantLib::operator<<(std::__1::basic_ostream<char, std::__1::char_traits<char> >&, QuantLib::Date const&)", referenced from:
QuantLib::InterestRateIndex::valueDate(QuantLib::Date const&) const in BermudanSwaption-8ea63d.o
ld: symbol(s) not found for architecture x86_64
Any idea of what's wrong? Your help is greatly appreciated!