Posted by
Ted Byers on
Sep 08, 2011; 2:29pm
URL: http://quantlib.414.s1.nabble.com/problems-making-QuantLib-v-1-1-in-cygwin-on-Windows-7-tp6263p6265.html
Hi Luigi,
Thanks for your response.
You're not kidding when you say it is more verbose. :-)
The short answer is no, it didn't find boost.
This is a puzzle since I used the default ./configure/make/make install to install boost (boost v 1.47.0), and in usr/local/lib I see libboost_unit_test_framework.a
libboost_unit_test_framework.dll.a
libboost_unit_test_framework-mt.a
libboost_unit_test_framework-mt.dll.a
It is also puzzling that it went ahead and wrote a makefile anyway.
And, I don't understand why, running the command to build the test from the commandline, with the order ot the linked libraries changes, works (i.e. from the commandline, g++ finds the right boost library).
Anyway, I can live with a puzzle, as long as there is a fix that works, and I can proceed. Should I make a new directory with QuantLib source as distributed, and rerun ./configure/make, &c., but provide an option to configure to tell it where to look for boost? If so, what would that flag look like (something like boost_prefix=usr/local?)?
The first part of that verbose output regarding boost follows (there is a lot more indicating failure to find boost, but it is quite repetitive):
configure:14476: checking for Boost development files
configure:14492: g++ -c -g -O2 conftest.cpp >&5
configure:14492: $? = 0
configure:14493: result: yes
configure:14503: checking Boost version
configure:14519: g++ -c -g -O2 conftest.cpp >&5
configure:14519: $? = 0
configure:14520: result: yes
configure:14530: checking for Boost::uBLAS support
configure:14545: g++ -c -g -O2 conftest.cpp >&5
configure:14545: $? = 0
configure:14546: result: yes
configure:14560: checking for Boost unit-test framework
configure:14591: g++ -o conftest.exe -g -O2 conftest.cpp -lboost_unit_test_framework-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc43
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK conftest.cpp -lboost_unit_test_framework-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc43
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14591: g++ -o conftest.exe -g -O2 conftest.cpp -lboost_unit_test_framework-gcc >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK conftest.cpp -lboost_unit_test_framework-gcc >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14591: g++ -o conftest.exe -g -O2 conftest.cpp -lboost_unit_test_framework >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK conftest.cpp -lboost_unit_test_framework >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14591: g++ -o conftest.exe -g -O2 conftest.cpp -lboost_unit_test_framework-mt-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-mt-gcc43
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK conftest.cpp -lboost_unit_test_framework-mt-gcc43 >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-mt-gcc43
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14591: g++ -o conftest.exe -g -O2 conftest.cpp -lboost_unit_test_framework-gcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc43-mt
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK conftest.cpp -lboost_unit_test_framework-gcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-gcc43-mt
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14591: g++ -o conftest.exe -g -O2 conftest.cpp -lboost_unit_test_framework-xgcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-xgcc43-mt
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK conftest.cpp -lboost_unit_test_framework-xgcc43-mt >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-xgcc43-mt
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14591: g++ -o conftest.exe -g -O2 conftest.cpp -lboost_unit_test_framework-mt-gcc >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-mt-gcc
collect2: ld returned 1 exit status
configure:14591: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
configure:14612: g++ -o conftest.exe -g -O2 -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK conftest.cpp -lboost_unit_test_framework-mt-gcc >&5
/usr/lib/gcc/i686-pc-cygwin/4.3.4/../../../../i686-pc-cygwin/bin/ld: cannot find -lboost_unit_test_framework-mt-gcc
collect2: ld returned 1 exit status
configure:14612: $? = 1
configure: failed program was:
| /* confdefs.h */
| #define PACKAGE_NAME "QuantLib"
| #define PACKAGE_TARNAME "QuantLib"
| #define PACKAGE_VERSION "1.1"
| #define PACKAGE_STRING "QuantLib 1.1"
| #define PACKAGE_BUGREPORT "
[hidden email]"
| #define PACKAGE_URL ""
| #define PACKAGE "QuantLib"
| #define VERSION "1.1"
| #define STDC_HEADERS 1
| #define HAVE_SYS_TYPES_H 1
| #define HAVE_SYS_STAT_H 1
| #define HAVE_STDLIB_H 1
| #define HAVE_STRING_H 1
| #define HAVE_MEMORY_H 1
| #define HAVE_STRINGS_H 1
| #define HAVE_INTTYPES_H 1
| #define HAVE_STDINT_H 1
| #define HAVE_UNISTD_H 1
| #define HAVE_DLFCN_H 1
| #define LT_OBJDIR ".libs/"
| #define QL_HAVE_ASINH /**/
| /* end confdefs.h. */
| #include <boost/test/unit_test.hpp>
| using namespace boost::unit_test_framework;
| test_suite*
| init_unit_test_suite(int argc, char** argv)
| {
| return (test_suite*) 0;
| }
|
> -----Original Message-----
> From: Luigi Ballabio [mailto:
[hidden email]]
> Sent: September-08-11 8:20 AM
> To: Ted Byers
> Cc:
[hidden email]
> Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
>
> Ted,
> did 'configure' actually find the library? I remember an error in the
> code check that could give a false positive. Try looking for 'boost'
> inside config.log and you should find a more verbose output from the tests.
>
> Later,
> Luigi
>
>
> On Mon, 2011-08-29 at 16:44 -0400, Ted Byers wrote:
> > I have boost 1.47.0 built and installed.
> >
> >
> >
> > Here is the last few lines of output from make:
> >
> >
> >
> > /bin/sh ../libtool --tag=CXX --mode=link g++ -g -O2
> > -lboost_unit_test_framework-mt -o quantlib-test-suite.exe
> > quantlibtestsuite.o americanoption.o array.o asianoptions.o
> > assetswap.o autocovariances.o barrieroption.o basketoption.o
> > batesmodel.o bermudanswaption.o blackdeltacalculator.o bonds.o
> > brownianbridge.o calendars.o capfloor.o capflooredcoupon.o cashflows.o
> > cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o
> > commodityunitofmeasure.o compoundoption.o convertiblebonds.o
> > covariance.o creditdefaultswap.o curvestates.o dates.o daycounters.o
> > defaultprobabilitycurves.o digitalcoupon.o digitaloption.o
> > distributions.o dividendoption.o europeanoption.o everestoption.o
> > exchangerate.o extendedtrees.o factorial.o fastfouriertransform.o
> > fdheston.o fdmlinearop.o forwardoption.o gaussianquadratures.o
> > gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o libUnitMain.la ../ql/libQuantLib.lalibtool: link: g
> > ++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> > barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> > blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> > capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> > cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> > convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> > dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> > digitaloption.o distributions.o dividendoption.o europeanoption.o
> > everestoption.o exchangerate.o extendedtrees.o factorial.o
> > fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> > gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o -lboost_unit_test_framework-mt
> > ./.libs/libUnitMain.a ../ql/.libs/libQuantLib.a /usr/lib/gcc/i686-pc-
> cygwin/4.3.4/libstdc++.dll.a -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> ./.libs/libUnitMain.a(libUnitMain_la-main.o):
> >
> > In function `main':
> >
> > /home/Ted/QuantLib-1.1/test-suite/main.cpp:11: undefined reference to
> > `boost::unit_test::unit_test_main(bool (*)(), int, char**)'
> >
> > ./.libs/libUnitMain.a(libUnitMain_la-main.o): In function
> > `_Z13init_functionv':
> >
> > /home/Ted/QuantLib-1.1/test-suite/main.cpp:7: undefined reference to
> > `boost::unit_test::framework::master_test_suite()'
> >
> > collect2: ld returned 1 exit status
> >
> > make[1]: *** [quantlib-test-suite.exe] Error 1
> >
> > make[1]: Leaving directory `/home/Ted/QuantLib-1.1/test-suite'
> >
> > make: *** [all-recursive] Error 1
> >
> >
> >
> > However, that last command works if I edit it to have '
> > lboost_unit_test_framework-mt ' come after './.libs/libUnitMain.a ',
> > as in :
> >
> > g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
> > americanoption.o array.o asianoptions.o assetswap.o autocovariances.o
> > barrieroption.o basketoption.o batesmodel.o bermudanswaption.o
> > blackdeltacalculator.o bonds.o brownianbridge.o calendars.o capfloor.o
> > capflooredcoupon.o cashflows.o cdo.o cdsoption.o chooseroption.o
> > cliquetoption.o cms.o commodityunitofmeasure.o compoundoption.o
> > convertiblebonds.o covariance.o creditdefaultswap.o curvestates.o
> > dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
> > digitaloption.o distributions.o dividendoption.o europeanoption.o
> > everestoption.o exchangerate.o extendedtrees.o factorial.o
> > fastfouriertransform.o fdheston.o fdmlinearop.o forwardoption.o
> > gaussianquadratures.o gjrgarchmodel.o hestonmodel.o himalayaoption.o
> > hybridhestonhullwhiteprocess.o inflation.o inflationcapfloor.o
> > inflationcapflooredcoupon.o inflationvolatility.o instruments.o
> > integrals.o interestrates.o interpolations.o jumpdiffusion.o
> > libormarketmodel.o libormarketmodelprocess.o
> > linearleastsquaresregression.o lookbackoptions.o
> > lowdiscrepancysequences.o margrabeoption.o marketmodel.o
> > marketmodel_cms.o marketmodel_smm.o
> > marketmodel_smmcapletalphacalibration.o
> > marketmodel_smmcapletcalibration.o
> > marketmodel_smmcaplethomocalibration.o matrices.o
> > mclongstaffschwartzengine.o mersennetwister.o money.o nthtodefault.o
> > operators.o optimizers.o optionletstripper.o overnightindexedswap.o
> > pagodaoption.o pathgenerator.o period.o piecewiseyieldcurve.o
> > quantooption.o quotes.o rangeaccrual.o riskstats.o rngtraits.o
> > rounding.o sampledcurve.o shortratemodels.o solvers.o stats.o
> > surface.o swap.o swapforwardmappings.o swaption.o
> > swaptionvolatilitycube.o swaptionvolatilitymatrix.o termstructures.o
> > timeseries.o transformedgrid.o tqreigendecomposition.o tracing.o
> > utilities.o variancegamma.o varianceoption.o varianceswaps.o
> > volatilitymodels.o ./.libs/libUnitMain.a
> > -lboost_unit_test_framework-mt ../ql/.libs/libQuantLib.a
> > /usr/lib/gcc/i686-pc-cygwin/4.3.4/libstdc++.dll.a
> > -L/usr/lib/gcc/i686-pc-cygwin/4.3.4
> >
> >
> >
> > This last command, executed in test-suite, works fine, and here is the
> > output of running quantlib-test-suite.exe in ,libs that it produces:
> >
> >
> >
> > Ted@Ted-acer-i7w7 ~/QuantLib-1.1/test-suite/.libs
> >
> > $ ./quantlib-test-suite.exe
> >
> > Running 467 test cases...
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibr
> > ationTest::testFunction)": std::exception: last caplet vol
> > (0.1340376439125532) must be equal to last swaption vol
> > (0.1340517152226495); discrepancy is 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibration
> > Test::testFunction)": std::exception: last caplet vol
> > (0.1340376439125532) must be equal to last swaption vol
> > (0.1340517152226495); discrepancy is 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > unknown location(0): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibr
> a
> > tionTest::testFunction)": std::exception: last caplet vol
> > (0.1340376439125532) must be equal to last swaption vol
> > (0.1340517152226495); discrepancy is 1.407131009625862e-05
> >
> > utilities.hpp(78): last checkpoint
> >
> > optionletstripper.cpp(303): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testFlatTerm
> VolatilityStripping1)":
> >
> > option tenor: 3Y
> >
> > strike: 4.000000 %
> >
> > stripped vol price: 0.766155 %
> >
> > constant vol price: 0.769284 %
> >
> > error: 0.003129 %
> >
> > tolerance: 0.002500 %
> >
> > optionletstripper.cpp(362): fatal error in
> >
> "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTermVola
> tilityStripping1)":
> >
> > option tenor: 4Y
> >
> > strike: 4.000000 %
> >
> > stripped vol price: 1.011738 %
> >
> > constant vol price: 1.015189 %
> >
> > error: 0.003451 %
> >
> > tolerance: 0.002500 %
> >
> >
> >
> > Tests completed in 17 m 37 s
> >
> >
> >
> >
> >
> > *** 5 failures detected in test suite "Master Test Suite"
> >
> >
> >
> > There are, thus, two questions.
> >
> >
> >
> > 1) How do I fix the makefiles QuantLib's files produces so that the
> > two problem libraries are included in the right order in the above
> > command?
> >
> > 2) Is this output from 'quantlib-test-suite.exe' indicative of serious
> > problems, sufficient to warrant caution in installing QuantLib? If
> > so, how do I fix things? 5 failures out of 467 tests doesn't seem too
> > bad. And differences like '1.407131009625862e-05' in a number like
> > '0.1340517152226495' doesn't seem too bad. But then, I am drawing on
> > experience in modelling environmental systems were one can count
> > onself lucky if you can get 3 significant figures in one's
> > measurements.
> >
> >
> >
> > My aim is to study what QuantLib can do for me, and how? What is the
> > best way to proceed. Like most open source products I have used, the
> > documentation is OK, but short on details when things go awry.
> >
> >
> >
> > Thanks
> >
> >
> >
> > Ted
> >
> >
> >
> >
> > ----------------------------------------------------------------------
> > -------- Special Offer -- Download ArcSight Logger for FREE!
> > Finally, a world-class log management solution at an even better
> > price-free! And you'll get a free "Love Thy Logs" t-shirt when you
> > download Logger. Secure your free ArcSight Logger TODAY!
> >
http://p.sf.net/sfu/arcsisghtdev2dev> > _______________________________________________ QuantLib-
> users mailing
> > list
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> >
https://lists.sourceforge.net/lists/listinfo/quantlib-users>
> --
>
> Don't let school get in the way of your education.
> -- Mark Twain
>
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