Posted by
Xavier.Abulker on
Aug 21, 2002; 7:28am
URL: http://quantlib.414.s1.nabble.com/Quantlib-on-sun-solaris-8-tp2136p2137.html
Hi Jens,
this is what I did and I still have the same problem:
> export CXXFLAGS="-g"
>make clean
I have removed the -o3 from all the files in the quantlib directory the -o3
(36 files)
I checked the result of the make command into a file make.txt to be sure
that there's no -o3 used during the compilation. There's no -o3
>make
If I test EuropeanOption, the result is still wrong and SwapValuation
crashes.
Thanks
"Jens Thiel"
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21/08/2002 14:09
Xavier,
you must -- of course -- recompile the whole QuantLib library (thats were
the calculations are done!) without compiler optimizations. And use a "make
clean" before! Just removing the target won't help, since all optimizations
are done while compiling to the .o files.
With higher opt.levels (like -O1, -O2, etc.) compilers are more likely to
produce errenous code due to over-agressive optimizations techniques.
Jens.
>
> Hi Sad,
> unfortunately it gives the same error:
> this is my Unix cession:
>
> [xavier:540]~/QuantLib-0.3.0/Examples/EuropeanOption> rm EuropeanOption
>
> [xavier:541]~/QuantLib-0.3.0/Examples/EuropeanOption> export CXXFLAGS="
-g"
>
> [xavier:542]~/QuantLib-0.3.0/Examples/EuropeanOption> make
> /bin/sh ../../libtool --mode=link g++ -g -pedantic -Wall -o
> EuropeanOption EuropeanOption.o ../../ql/libQuantLib.la
> g++ -g -pedantic -Wall -o .libs/EuropeanOption EuropeanOption.o
> ../../ql/.libs/libQuantLib.so -R/usr/local/lib
> creating EuropeanOption
>
> [xavier:543]~/QuantLib-0.3.0/Examples/EuropeanOption> EuropeanOption
> Time to maturity = 0.25
> Underlying price = 102
> Strike = 100
> Risk-free interest rate = 0.05
> Volatility = 0.2
>
> Method Value EstimatedError Discrepancy Rel. Discr.
> Black Scholes 3.2422 0.0000 0.000000 0.000000
> Call-Put parity 3.2422 N/A 0 0.000000
> Integral 5.8308 N/A 2.588611 0.798407
> Finite Diff. 5.8309 N/A 2.588639 0.798416
> MC (crude) 5.8110 0.0116 2.568813 0.792301
> MC (antithetic) 5.8260 0.0052 2.583786 0.796919
> Binomial (JR) 5.8308 N/A 2.588541 0.798385
> Binomial (CRR) 5.8311 N/A 2.588926 0.798504
>
> The Black Scholes price is still wrong.
> Thanks for your help
> Xavier
>
>
>
>
>
> Sadruddin Rejeb
>
> <
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> Sent by: cc:
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> Subject: Re: [Quantlib-users] Quantlib on sun solaris 8
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> 21/08/2002 15:41
>
> Please respond to sad.rejeb
>
>
>
>
>
>
>
>
>
> Salut Xavier!
> The thing is to delete -O2 (or -O3) from the compiler options.
> You can try to set the environment variable CXXFLAGS to "-g"
> e.g. if you use bash:
> export CXXFLAGS="-g"
> If this works, you can try to increment the optimization level by
> setting CXXFLAGS to "-g -O1"
>
> Regards,
> Sad
>
>
> On 21 Aug 2002 at 13:25,
[hidden email] wrote:
> >
> >
> > Hi Jens,
> > thanks for your reply, where is this -Optimizations located?
> > I can't find any occurence Optimizations in any of text files into the
> > Quantlib directory.
> > Is it an option of compilation?
> > Thanks
> > Xavier
>
>
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