[Quantlib-dev] 64 bit QuantLib

[Johannes Göttker-S. <jsc...@gm...>]

Hi,

since I am using QuantLib in a 64 bit environment (Visual Studio C++ 2010)
I have to add the x64 configuration with each release/update. I have
read Luigi's suggestion  to add such a configuration on the quantlib-users
mailing list last december.

The trunk still contains only 32 bit compilation for Windows - is someone
working on a x64 configuration at the moment? Otherwise I could submit my
*.vcproj- and *.sln-files (just straight-forward addition of the x64 build
configuration in addition to the existing Win32 configuration).

Related to that: The 64 bit compilation throws a lot of warnings. The bulk
of those are caused by assigning QuantLib::Size to QuantLib::Integer. The
first ends up as a __int64 on a 64 bit Windows systems, the latter as an
int, which is 32 bit. This is a known issue when porting to 64 bit, at
least on Windows (
http://msdn.microsoft.com/en-us/library/3b2e7499(v=vs.100).aspx). All tests
are passed nevertheless.

Changing QL_INTEGER and QL_BIG_INTEGER to 64 bit cures most of the
warnings, but causes some new ones when assigning integer types to
QuantLib::Real.
Changing QuantLib::Size to a 32 bit type is not a viable alternative
because it causes loads of warnings again, mostly from using standard
library methods which return std:size_t, not QuantLib::Size.
The third possibility to get rid of the warnings is to use static_casts or
dynamic_casts where appropriate.

What do you think?

Kind regards,
Johannes