[Quantlib-dev] Quantlib with Sunstudio 12.1 on Solaris 2.10/Sparc

[Norbert I. <N....@di...>]

I finally solved my problems.

I had 4 unresolved symbols.

3 were due to functions, which were declared  and defined with different signatures, e.g.

  Quantlib:: DefaultEvent:: DefaultSettlement::recoveryRate

 was declared in "QuantLib-1.0/ql/experimental/credit/defaultevent.hpp" as

   Real recoveryRate(Seniority sen) const;

while in "QuantLib-1.0/ql/experimental/credit/defaultevent.cpp"

  Real recoveryRate(const Seniority sen) const { ... }

was defined.

The same problem i had with the constructors:

  QuantLib::FdmHestonSolver::FdmHestonSolver
  QuantLib::FdmHestonHullWhiteSolver:: FdmHestonHullWhiteSolver

They also had different declarations and definitions (parameters declared as non-const,
but const in definition).


The 4-th unresolved symbol was the template function,

   ForwardOptionArguments<QuantLib::Option::arguments>::validate

which was not instantiated, because the template definition (defined in
/pricingengines/forward/forwardengine.hpp) was not visible at the
instantiation location.

I simply added the line

  #include <ql/pricingengines/forward/forwardengine.hpp>

to

  QuantLib-1.0/ql/instruments/forwardvanillaoption.cpp

and the problem was gone.


As i previously wrote, when compiling Quantlib with Sunstudio i got
a lot of undefined "M_PI", "sqrt" etc..
I solved these by simply adding lots of "#include <math.h>" to the sources,
perhaps this could be done more elegantly at a central location.

But overall i can say QuantLib builds and runs fine on Solaris10/Sparc/Sunstudio12.1
with only minor modifications.