Posted by
Ted Byers on
Sep 09, 2011; 3:10pm
URL: http://quantlib.414.s1.nabble.com/problems-making-QuantLib-v-1-1-in-cygwin-on-Windows-7-tp6263p6269.html
OK, that is all done, and it is definitiely using the right library files
and header files for boost 1.47.0,
But the result is the same.
The following command fails to link:
libtool: 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 -L/usr/local/lib
./.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
And modifying it so that the directive ti link to the boost unit test
framerwork library is placed at the end of the command, and trying it in the
bash commandline works, producing the intended executible file, and I am
running that executible file right now. But that file seems to get blown
away if I run make from QuantLib-1.1, because it fails at the above command.
Here is the output from that test:
================================================================
Ted@Ted-acer-i7w7 ~/QuantLib-1.1/test-suite/.libs
$ ./quantlib-test-suite.exe
Running 467 test cases...
Tests completed in 17 m 28 s
*** No errors detected
================================================================
It looks to me like the problem is not with the QuantLib source code, but
rather that the way configure is writing the makefile has it writing this
command with the libraries being specified in the wrong order. As I have
not begun to work with, or study, autoconf, I have no idea whether this is
due to some peculiarity of the build tools provided on cygwin, or if it is
something that happens on some unix boxes and thus more general than just
cygwin), or a bug in the configure script.
It looks like I now have a successful build of QuantLib, but I wonder if
there is a fix that would protect other cygwin users from this headache?
> -----Original Message-----
> From: Luigi Ballabio [mailto:
[hidden email]]
> Sent: September-09-11 3:54 AM
> To: Ted Byers
> Cc:
[hidden email]
> Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin (on
> Windows 7)
>
>
> On Sep 9, 2011, at 2:13 AM, Ted Byers wrote:
>
> > OK, I ran ./configure with the flags to tell it where the boost
> > headers and library files are located, and then I ran make.
> >
> > All seemed to be progressing fine until the following command:
> >
> > libtool: compile: g++ -DHAVE_CONFIG_H -I. -I../../../ql -I../../.. -
> > I../../.. -I/usr/local/include -g -O2 -MT armijo.lo -MD -MP - MF
> > .deps/armijo.Tpo -c armijo.cpp -DDLL_EXPORT -DPIC -o .libs/ armijo.o
> >
> > in the directory: QuantLib-1.1/ql/math/optimization
> >
> > It has been working on that, consuming 25% of the CPY cycles, for
> > almost 8 hours now.
> >
> > Shall I let it run, or kill that bash session and then start a new
> > bash session and invoke make again? Or should I let it continue?
> > Why might it be stuck on this particular command?
>
> No idea. It shouldn't take more than a minute. Maybe you ran out of
> memory, disk space...?
> I'd kill it and run 'make' again.
>
> Luigi
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