OptionMatrix Code
Financial Derivatives Calculator with 171+ Models (Options Calculator)
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Instructions for the OptionMatrix Autotools Package * To build applications and testing executables Run: ./configure ; make ** Two application executables will be built src/gtk/optionmatrix src/curses/optionmatrix_console ** Many testing executables will be built common/checks models/financialrecipes/run_all_examples models/metaoptions/tests/ * If packages are missing under GNU/Linux using apt-get run: sudo apt-get install g++ clang libncurses5-dev libncurses5 libgtk2.0-dev libgtk-3-dev gsl-bin libgsl0-dev libnewmat10-dev libitpp-dev zip devscripts automake autotools-dev help2man linkchecker aspell diction asciidoc alien libboost-all-dev texlive texinfo dbtoepub imagemagick or run: utils/apt-get.sh * If packages are missing under GNU/Linux using rpm run: yum install gcc-c++ clang ncurses-devel gtk2-devel gtk3-devel gsl gsl-devel help2man boost-devel texinfo texlive texinfo-tex or run: utils/yum.sh * If packages are missing under GNU/Linux using dnf run: dnf install gcc-c++ clang ncurses-devel gtk2-devel gtk3-devel gsl gsl-devel help2man boost-devel texinfo texlive texinfo-tex or run: utils/dnf.sh * If packages are missing under GNU/Linux using zypper run: sudo zypper install gcc-c++ llvm-clang ncurses-devel gtk2-devel gtk3-devel gsl gsl-devel help2man texinfo or run: utils/zypper.sh * If packages are missing under GNU/Linux using apt-get and auto-apt is installed run: sudo auto-apt run ./configure * The configure script checks for the installation of the QuantLib, GNU Scientific Library (GSL), Newmat and IT++ libraries. These libraries are not needed but inclusion will add more financial option models. OptionMatrix was tested with QuantLib-1.36. * To install under GNU/Linux ./configure ; make ; sudo make install You should be able to see the installation with find /usr -name "*optionmatrix*" -print 2>/dev/null * To uninstall under GNU/Linux ./configure ; make ; sudo make uninstall * To compile with clang++ ./configure CXX=clang++ ; make For more options see: ./configure --help * To create PDF documentation make pdf See: doc/optionmatrix.pdf * To create HTML documentation make html See: doc/html * To create zip file HTML documentation cd doc ; make zip See: doc/html/optionmatrix.zip * To create Info documentation make info See: doc/optionmatrix.info * To create XML documentation cd doc ; make xml See: doc/optionmatrix.xml * To create DocBook documentation cd doc ; make docbook See: doc/optionmatrix.dbk * To create EPUB documentation cd doc ; make epub See: doc/optionmatrix.epub dbtoepub must be installed. Try "sudo apt-get install dbtoepub" to install on systems with the apt-get package manager. * To create PS/DVI documentation cd doc ; make png2eps ; make ps See: doc/optionmatrix.ps doc/optionmatrix.dvi ImageMagick mogrify must be installed. Try "sudo apt-get install imagemagick" to install in systems with the apt-get package manager. * To create source-highlight HTML zip file cd doc ; make source_html * To build Microsoft HTML Helper File (.chm) cd doc ; make htmlhelp More instructions will be given by the Makefile. * To clean project make clean * To make tar.gz distribution make dist * distcheck should be successful before distribution of the tar.gz package make dist ; make distcheck * To make ‘xz’ tar archive of the distribution make dist-xz * To make zip distribution make dist-zip * Install and uninstall check. The find command should yield zero files. If files are found likely problem with "uninstall-local:" in Makefile.am sudo make install sudo make uninstall find /usr -name "*optionmatrix*" -print 2>/dev/null * To ensure no tabs in source code cd utils ; ./tab.sh * Debug gdb gdb src/common/checks gdb src/gtk/optionmatrix gdb src/curses/optionmatrix_console * Debug ddd ddd src/common/checks ddd src/gtk/optionmatrix ddd src/curses/optionmatrix_console * Memcheck valgrind -v --leak-check=yes --track-origins=yes src/common/checks valgrind -v --leak-check=yes --track-origins=yes src/gtk/optionmatrix valgrind -v --leak-check=yes --track-origins=yes src/curses/optionmatrix_console * Windows MSYS2 compilation and packaging In src/gtk/Makefile add -mwindows to LDFLAGS LDFLAGS = -mwindows to remove terminal from the GTK+ application. Run linux command strip on all executables. The Nullsoft Scriptable Install System (NSIS) can be used to create a Windows Installer. ----------------------------------------------------------------------- optionmatrix: Options & Futures Matrix Modeler Copyright (C) Anthony Bradford. 2012. anthony_bradford@yahoo.com optionmatrix may be freely redistributed. See file COPYING included with this distribution for license information This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program. If not, see <http://www.gnu.org/licenses/>.
