[Quantlib-dev] [Kurt.Hornik@wu-wien.ac.at: Re: RQuantLib_0.1.0 in incoming]

[Dirk E. <ed...@de...>]

Sorry to pester all of you with this, but it looks as if I have some egg
on my face. The package doesn't seem to compile on the R CRAN archive
maintainer's machine ... with the exact same Debian setup as mine. The one
difference I can think of is that I do not export -pedantic and -Wall. 

Could that make the difference?  If so, could you make it work :->  ?

Dirk

----- Forwarded message from Kurt Hornik <Kur...@wu...> -----

Envelope-to: ed...@ed...
Delivery-date: Tue, 26 Feb 2002 01:20:38 -0600
From: Kurt Hornik <Kur...@wu...>
To: Dirk Eddelbuettel <ed...@de...>
Cc: cr...@r-...
Subject: Re: RQuantLib_0.1.0 in incoming
Reply-To: Kur...@wu...

>>>>> Dirk Eddelbuettel writes:

> I just uploaded RQuantLib into incoming/.

> RQuantLib is an R [ http://www.r-project.org ] package to access the powerful
> QuantLib [ http://quantlib.org ] libraries for quantitative finance.

> The packages passes the R CMD check and build steps on my Debian testing
> systems with libquantlib0 and libquantlib0-dev packages installed.

> RQuantLib is at an early stage: I only defined two basic classes Option and
> ImpliedVolatility with print and summary methods, and European and American
> options on top of them. Binary Options are also available for the option
> calculator.  I opted for (named) lists as input and output types. These
> functions are "scalar" and operate on one option at a time.

> One other cute function is EuropeanOptionArrays which allows for vectors of
> any of the numeric input variables, and returns an appropriate
> multidimensional array of all possible valuation combinations. The example()
> function plots a few combinations.

> The package, and well as a little more documentation, is also at

>     http://dirk.eddelbuettel.com/code/rquantlib.html

Dirk,

I have

hornik@mithrandir:~/src/R/share/perl/R$ dpkg -l "*quantlib*"
Desired=Unknown/Install/Remove/Purge/Hold
| Status=Not/Installed/Config-files/Unpacked/Failed-config/Half-installed
|/ Err?=(none)/Hold/Reinst-required/X=both-problems (Status,Err: uppercase=bad)
||/ Name           Version        Description
+++-==============-==============-============================================
ii  libquantlib0   0.2.1cvs200201 Quantitative Finance Library -- development 
ii  libquantlib0-d 0.2.1cvs200201 Quantitative Finance Library -- library pack
pn  quantlib-pytho <none>         (no description available)
ii  quantlib-refma 0.2.1-1        Quantitative Finance Library -- reference ma
pn  quantlib-ruby  <none>         (no description available)

and get

hornik@mithrandir:~/tmp/CRAN$ R CMD check RQuantLib
* checking for working latex ... OK
* using log directory `/home/Hornik/tmp/CRAN/RQuantLib.Rcheck'

Installing *source* package `RQuantLib' ...
loading site script /usr/local/etc/config.site
creating cache ./config.cache
checking for quantlib-config... yes
checking for c++... c++
checking whether the C++ compiler (c++  ) works... yes
checking whether the C++ compiler (c++  ) is a cross-compiler... no
checking whether we are using GNU C++... yes
checking whether c++ accepts -g... yes
checking how to run the C++ preprocessor... c++ -E
updating cache ./config.cache
creating ./config.status
creating src/Makevars
Completed configuration and ready to build.
 libs
g++ -I/usr/lib/R/include  -I/usr/local/include -mieee-fp -I/usr/include -fPIC  -
g -O2 -Wall -pedantic -c RQuantLib.cc -o RQuantLib.o
In file included from /usr/include/ql/quantlib.hpp:228,
                 from RQuantLib.cc:25:
/usr/include/ql/Utilities/combiningiterator.hpp: In method `class QuantLib::Util
ities::combining_iterator<Iterator,Function> & QuantLib::Utilities::combining_it
erator<Iterator,Function>::operator ++()':
/usr/include/ql/Utilities/combiningiterator.hpp:119: parse error before `='
/usr/include/ql/Utilities/combiningiterator.hpp: In method `class QuantLib::Util
ities::combining_iterator<Iterator,Function> & QuantLib::Utilities::combining_it
erator<Iterator,Function>::operator --()':
/usr/include/ql/Utilities/combiningiterator.hpp:135: parse error before `='
/usr/include/ql/Utilities/combiningiterator.hpp: In method `class QuantLib::Util
ities::combining_iterator<Iterator,Function> & QuantLib::Utilities::combining_it
erator<Iterator,Function>::operator +=(typename iterator_traits<_Iterator>::diff
erence_type)':
/usr/include/ql/Utilities/combiningiterator.hpp:152: parse error before `='
/usr/include/ql/Utilities/combiningiterator.hpp: In method `class QuantLib::Util
ities::combining_iterator<Iterator,Function> & QuantLib::Utilities::combining_it
erator<Iterator,Function>::operator -=(typename iterator_traits<_Iterator>::diff
erence_type)':
/usr/include/ql/Utilities/combiningiterator.hpp:160: parse error before `='
RQuantLib.cc: In function `struct SEXPREC * QL_EuropeanOption(SEXPREC *)':
RQuantLib.cc:79: warning: `enum QuantLib::Option::Type optionType' might be used
 uninitialized in this function
RQuantLib.cc: In function `struct SEXPREC * QL_EuropeanOptionImpliedVolatility(S
EXPREC *)':
RQuantLib.cc:129: warning: `enum QuantLib::Option::Type optionType' might be use
d uninitialized in this function
RQuantLib.cc: In function `struct SEXPREC * QL_AmericanOption(SEXPREC *)':
RQuantLib.cc:171: warning: `enum QuantLib::Option::Type optionType' might be use
d uninitialized in this function
RQuantLib.cc: In function `struct SEXPREC * QL_AmericanOptionImpliedVolatility(S
EXPREC *)':
RQuantLib.cc:223: warning: `enum QuantLib::Option::Type optionType' might be use
d uninitialized in this function
RQuantLib.cc: In function `struct SEXPREC * QL_BinaryOption(SEXPREC *)':
RQuantLib.cc:270: warning: `enum QuantLib::Option::Type optionType' might be use
d uninitialized in this function
make: *** [RQuantLib.o] Error 1
ERROR: compilation failed for package `RQuantLib'
 ERROR

???

----- End forwarded message -----

-- 
Good judgement comes from experience; experience comes from bad judgement. 
							    -- Fred Brooks