Posted by
Xavier.Abulker on
Aug 21, 2002; 6:06am
URL: http://quantlib.414.s1.nabble.com/Quantlib-on-sun-solaris-8-tp2136p2139.html
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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[hidden email] Subject: Re: [Quantlib-users] Quantlib on sun solaris 8
eforge.net
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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