http://quantlib.414.s1.nabble.com/problems-making-QuantLib-v-1-1-in-cygwin-on-Windows-7-tp6263p6277.html
I find the math easy, but the rationale for some of it is not so obvious to
me. The common assumption of normality is something I worry about, as
be more appropriate. I don't know, and will have to investigate later, that
replacing inappropriate algorithms by optimal algorithms. With such an
4 minutes, 45 seconds by using a different compiler. :-)
> cygwin). I like to pass my code through different compilers to ensure my
> code is as portable and robust as possible. Different compilers have
> with one that the others may have missed. This makes for better quality
> code. While I am new to working on risk assessment using QuantLib, I have
> There is another reason also. I try to keep up my skills programming in a
> unix-like environment, and I don't have a unix box. Cygwin is the nest
> real distribution of Unix (such as some Linux or BSD distribution).
>
> Cheers
>
> Ted
>
> > -----Original Message-----
> > From: YuHong [mailto:
[hidden email]]
> > Sent: September-08-11 11:24 PM
> > To:
[hidden email]; Ted Byers
> > Cc:
[hidden email]
> > Subject: Re: [Quantlib-users] problems making QuantLib v 1.1 in cygwin
> > (on Windows 7)
> >
> >
> > Hello,
> >
> > I am curious to know why to compile QuantLib in cygwin on Windows?
> > Thanks.
> >
> > Regards,
> >
> > Hong Yu
> >
> >
> >
> > -----Original Message-----
> > From: Luigi Ballabio
> > Sent: Thursday, September 08, 2011 5:20 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
> > model.
virtual desktop model.