QuantLib - Re: Installation issues on Mac OS X 10.11.2

Re: Installation issues on Mac OS X 10.11.2

Posted by Luigi Ballabio on Jan 05, 2016; 2:56pm
URL: http://quantlib.414.s1.nabble.com/Installation-issues-on-Mac-OS-X-10-11-2-tp17214p17223.html

If you managed to run `make`, then you already compiled the BermudanSwaption example. May you check which commands were executed in Examples/BermudanSwaption during your successful `make` run?

Luigi

On Sun, Jan 3, 2016 at 5:05 PM xvallee <[hidden email]> wrote:

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!

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