Re: [Quantlib-dev] QuantLib-SWIG-1.15 example Run issue

SourceForge Headquarters 1320 Columbia Street Suite 310 San Diego, CA 92101 +1 (858) 422-6466

The EquityOption example doesn't throw an exception, but all those 0 are
wrong.  It almost seems as though it's not detecting the change of the
global evaluation date.  Is it possible that you're loading multiple
versions of the underlying DLL?  Do you have any way to detect that?

Luigi

On Thu, Aug 8, 2019 at 3:01 AM Banerjee, Tapas K via QuantLib-dev <
qua...@li...> wrote:

> Hi Luigi, Qlib experts,
>
>
>
> It seems I could able to run some Java SWIG examples, some other fails.
> See below.
>
> I guess he failed example may have data or incompatible function issue.
>
> I was googling it on failures, looks like some other also got similar
> failures.
>
> If anyone has any pointe to fix the issue, please let me know.
>
>
>
> Thanks,
>
>
>
> *home/podsintr/qlib/QuantLib-SWIG-1.15/Java > javac -cp ".:QuantLib.jar"
> examples/EquityOptions.java*
>
> */home/podsintr/qlib/QuantLib-SWIG-1.15/Java > java -cp ".:QuantLib.jar"
> -Djava.library.path=/home/podsintr/qlib/lib examples.EquityOptions*
>
>
>
> *Method                              European       Bermudan
> American*
>
>
> *============================================================================*
>
> *                     Black-Scholes   0.000000000           NaN
> NaN*
>
> *              Heston Semi-Analytic   0.000000000           NaN
> NaN*
>
> *                 Heston COS Method   0.000000000           NaN
> NaN*
>
> *               Bates Semi-Analytic   0.000000000           NaN
> NaN*
>
> *               Barone-Adesi/Whaley           NaN           NaN
> 0.000000000*
>
> *               Bjerksund/Stensland           NaN           NaN
> 0.000000000*
>
> *                          Integral   0.000000000           NaN
> NaN*
>
> *                Finite differences   0.000000000   0.000000000
> 0.000000000*
>
> *              Binomial Jarrow-Rudd   0.000000000   0.000000000
> 0.000000000*
>
> *      Binomial Cox-Ross-Rubinstein   0.000000000   0.000000000
> 0.000000000*
>
> *        Additive equiprobabilities   0.000000000   0.000000000
> 0.000000000*
>
> *               Binomial Trigeorgis   0.000000000   0.000000000
> 0.000000000*
>
> *                     Binomial Tian   0.000000000   0.000000000
> 0.000000000*
>
> *            Binomial Leisen-Reimer   0.000000000   0.000000000
> 0.000000000*
>
> *                    Binomial Joshi   0.000000000   0.000000000
> 0.000000000*
>
> *                        MC (crude)   0.000000000           NaN
> NaN*
>
> *                        MC (Sobol)   0.000000000           NaN
> NaN*
>
>
>
>
>
>
>
> *home/podsintr/qlib/QuantLib-SWIG-1.15/Java > java -cp ".:QuantLib.jar"
> -Djava.library.path=/home/podsintr/qlib/lib examples.UnaryFunctions*
>
> *Integration result 1.9999999999999944*
>
> *Brent Solver result 0.7390851323735234*
>
>
>
> *# Fails*
>
> *java -cp ".:QuantLib.jar" -Djava.library.path=/home/podsintr/qlib/lib
> examples.FRA*
>
> */home/podsintr/qlib/QuantLib-SWIG-1.15/Java > java -cp ".:QuantLib.jar"
> -Djava.library.path=/home/podsintr/qlib/lib examples.FRA*
>
> *Exception in thread "main" java.lang.RuntimeException: Missing Euribor3M
> Actual/360 fixing for May 19th, 2006*
>
> *        at org.quantlib.QuantLibJNI.ForwardRateAgreement_spotValue(Native
> Method)*
>
> *        at
> org.quantlib.ForwardRateAgreement.spotValue(ForwardRateAgreement.java:51)*
>
> *        at examples.FRA.main(FRA.java:49)*
>
>
>
>
>
> *From:* Banerjee, Tapas K via QuantLib-dev [mailto:
> qua...@li...]
> *Sent:* Wednesday, August 07, 2019 1:13 PM
> *To:* QuantLib developers <qua...@li...>
> *Subject:* Re: [Quantlib-dev] QuantLib-SWIG-1.15 example Run issue
>
>
>
> Hi Luigi, Qlib experts,
>
>
>
> I fixed both issues the way u mentioned below. Now Quantlib.jar and
> libJNI.so created fine
>
>
>
> When I try to run example programs, I get below error:
>
>
>
> *java -cp ".:QuantLib.jar" -Djava.library.path=/home/podsintr/qlib/lib
> examples.FRA*
>
> */home/podsintr/qlib/QuantLib-SWIG-1.15/Java > java -cp ".:QuantLib.jar"
> -Djava.library.path=/home/podsintr/qlib/lib examples.FRA*
>
> *Exception in thread "main" java.lang.RuntimeException: Missing Euribor3M
> Actual/360 fixing for May 19th, 2006*
>
> *        at org.quantlib.QuantLibJNI.ForwardRateAgreement_spotValue(Native
> Method)*
>
> *        at
> org.quantlib.ForwardRateAgreement.spotValue(ForwardRateAgreement.java:51)*
>
> *        at examples.FRA.main(FRA.java:49)*
>
>
>
>
>
> */home/podsintr/qlib/QuantLib-SWIG-1.15/Java > java -cp ".:QuantLib.jar"
> -Djava.library.path=/home/podsintr/qlib/lib examples.Bonds*
>
> *Today: Monday, September 15th, 2008*
>
> *Settlement date: Thursday, September 18th, 2008*
>
> *Exception in thread "main" java.lang.RuntimeException: Boost assertion
> failed: px != 0*
>
> *        at
> org.quantlib.QuantLibJNI.IborCouponPricer_setCapletVolatility__SWIG_0(Native
> Method)*
>
> *        at
> org.quantlib.IborCouponPricer.setCapletVolatility(IborCouponPricer.java:43)*
>
> *        at examples.Bonds.main(Bonds.java:497)*
>
>
>
>
>
> Any idea, why is the issue & how to fix?
>
> Can I run any other example program to see it I working?
>
>
>
> FYI: We are using 1.56 version Boost (to make it compatible gcc 44) , 1.15
> version of Quantlib.
>
>
>
> Thanks,
>
>
>
>
>
> *From:* Luigi Ballabio [mailto:lui...@gm...]
> *Sent:* Tuesday, August 06, 2019 3:14 AM
> *To:* Banerjee, Tapas K <tap...@jp...>
> *Cc:* QuantLib developers <qua...@li...>
> *Subject:* Re: [Quantlib-dev] QuantLib-SWIG-1.15 build issue
>
>
>
> Thanks.  The first error,
>
>
>
> On Mon, Aug 5, 2019 at 10:16 PM Banerjee, Tapas K via QuantLib-dev <
> qua...@li...> wrote:
>
> *checking for QuantLib... ./configure: line 4029: quantlib-config: command
> not found*
>
>
>
> means that you either didn't install QuantLib (the C++ library) or that
> you installed it in a non-standard location and configure can't find it.
> In the first case, install QuantLib (i.e., run `make install` and possibly
> `ldconfig` after you compile it).  In the second case, if you installed it
> in /some/other/path, add /some/other/path/bin to PATH before running
> configure.
>
>
>
> The second error,
>
>
>
> config.status: error: cannot find input file: `CSharp/Makefile.in'   # We
> don’t have C# compiler, so thought it is OK to infore.
>
>
>
> blocks configure and prevents it from continuing and creating the Java
> Makefile (Makefile.in is not the makefile; it's the input that configure
> processes to create the makefile).  Did you remove CSharp/Makefile.in?
> If so, start over from a clean download.
>
>
>
> Luigi
>
>
>
>
>
>
>
> This message is confidential and subject to terms at:
> https://www.jpmorgan.com/emaildisclaimer including on confidential,
> privileged or legal entity information, viruses and monitoring of
> electronic messages. If you are not the intended recipient, please delete
> this message and notify the sender immediately. Any unauthorized use is
> strictly prohibited.
>
> This message is confidential and subject to terms at:
> https://www.jpmorgan.com/emaildisclaimer including on confidential,
> privileged or legal entity information, viruses and monitoring of
> electronic messages. If you are not the intended recipient, please delete
> this message and notify the sender immediately. Any unauthorized use is
> strictly prohibited.
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>