[Quantlib-dev] QL 1.0b in cygwin , was RE: Installation of Quantlib 0.9.9 fails under cygwin (gcc 4.3.4)

[Jose Aparicio-N. <ja...@fr...>]

Quoting Richard Stanton <st...@ha...>:

> I got these to compile by manually editing the makefile for the test programs
> and moving $(quantlib_benchmark_LDFLAGS) to the end of the relevant lines.

Thanks for the tip.

Finally managed to build boost, the gcc upgrade did the trick.
However I had to link the test suite manually.
------------------------------------------
/bin/sh ../libtool --tag=CXX --mode=link g++  -g -O2  -L/usr/local/lib -o
quantlib-test-suite.exe -lboost_unit_test_framework quantlibtestsuite.o
americanoption.o array.o asianoptions.o assetswap.o barrieroption.o
basketoption.o batesmodel.o bermudanswaption.o bonds.o brownianbridge.o
calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o cdsoption.o
cliquetoption.o cms.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 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
varianceoption.o varianceswaps.o volatilitymodels.o libUnitMain.la
../ql/libQuantLib.la
libtool: link: g++ -g -O2 -o .libs/quantlib-test-suite.exe quantlibtestsuite.o
americanoption.o array.o asianoptions.o assetswap.o barrieroption.o
basketoption.o batesmodel.o bermudanswaption.o bonds.o brownianbridge.o
calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o cdsoption.o
cliquetoption.o cms.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 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
varianceoption.o varianceswaps.o volatilitymodels.o  -L/usr/local/lib
-lboost_unit_test_framework ./.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':
/cygdrive/e/QuantLib-1.0b1/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':
/cygdrive/e/QuantLib-1.0b1/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 `/cygdrive/e/QuantLib-1.0b1/test-suite'
make: *** [all-recursive] Error 1

------------------------------------------
$ /bin/sh ../libtool --tag=CXX --mode=link g++  -g -O2  -L/usr/local/lib -o
quantlib-test-suite.exe /usr/local/lib/libboost_unit_test_framework.a
quantlibtestsuite.o americanoption.o array.o asianoptions.o assetswap.o
barrieroption.o basketoption.o batesmodel.o bermudanswaption.o bonds.o
brownianbridge.o calendars.o capfloor.o capflooredcoupon.o cashflows.o cdo.o
cdsoption.o cliquetoption.o cms.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 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
varianceoption.o varianceswaps.o volatilitymodels.o libUnitMain.la
../ql/libQuantLib.la

------------------------------------------

I am not a gnu tools guru but is this not finding the right boost test suite
libs?
I did config like this:
$ ./configure --with-boost-include=/usr/boost_1_41_0/
--with-boost-lib=/usr/local/lib

but I still have the boost 1.33 coming with cygwin.
The output was good:

$ ./quantlib-test-suite.exe  --build_info=yes
Running 446 test cases...
Platform: Cygwin
Compiler: GNU C++ version 4.3.4 20090804 (release) 1
STL     : GNU libstdc++ version 20090804
Boost   : 1.41.0

Tests completed in 1 h 0 m 55 s


*** No errors detected



I also tested on VC8 with boost_1_38_0 and everything is ok there.
1>==============================
1>Testing QuantLib-vc80-mt-s.lib
1>==============================
1>Running 446 test cases...
1>Platform: Win32
1>Compiler: Microsoft Visual C++ version 8.0
1>STL     : Dinkumware standard library version 405
1>Boost   : 1.38.0
1>Testing Barone-Adesi and Whaley approximation for American options...
[...]
1>Tests completed in 1 h 1 m 34 s
1>Test suite "Master Test Suite" passed with:
1>  1689 assertions out of 1689 passed
1>  446 test cases out of 446 passed
1>Build log was saved at "file://e:\QuantLib-1.0b1\test-suite\build\vc80\Release
(static runtime)\BuildLog.htm"
1>testsuite - 0 error(s), 0 warning(s)
========== Build: 1 succeeded, 0 failed, 0 up-to-date, 0 skipped ==========



Best regards
Pepe