Re: AW: Quantlib on sun solaris 8

Posted by Xavier.Abulker on Aug 21, 2002; 7:27am
URL: http://quantlib.414.s1.nabble.com/Quantlib-on-sun-solaris-8-tp2136p2138.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.
Thanks
(See attached file: make.txt)




                                                                                                                               
                    "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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>                     eforge.net
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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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