quantlib-dev — Discussion of QuantLib development

Re: [Quantlib-dev] Removing Boost dependency from QuantLib

[Hao Z. <ha...@ha...>]

Hi Luigi,

I was not aware of the difference between std::shared_ptr and boost::shared_ptr. After checking the source code for GCC, I found that at least in GCC, std::shared_ptr also has the check for nullptr. However this check is only available in debug mode.

Hao
On Wednesday, July 5, 2017 8:31:05 AM EDT Luigi Ballabio wrote:
> A warning on shared_ptr, though: unlike boost::shared_ptr, std::shared_ptr
> can't be configured to throw an exception when accessing a null pointer, so
> a call to p->foo() segfaults.  Currently we rely on boost's behavior and
> don't have checks for null pointers (which is convenient, but we're
> probably making lots of unnecessary checks at each method call instead of
> checking for nulls just once) so they should probably be added before the
> library is safely usable.
> 
> Luigi
> 
> 
> On Wed, Jul 5, 2017 at 12:05 PM Johannes Göttker-Schnetmann <
> jsc...@gm...> wrote:
> 
> > Hi Hao, Peter,
> >
> > I also find this very interesting. Since C++ is moving at a better pace
> > for some time we need at some point decide how QuantLib reacts to this.
> > Personally I am using modern compilers and like the features modern C++
> > provides. Therefore I would appreciate if QuantLib decides to fork or move
> > completely to a modern C++ version.
> >
> > Boost is in part an incubator of ideas, which at some point might make it
> > into the C++ standard. For QuantLib the most prominent instances are
> > boost::shared_pointer and boost:unique_pointer which are both in the
> > standard for quite some time now. I would prefer to use the standard
> > libraries instead of boost in those cases.
> >
> > Kind regards,
> > Johannes
> >
> > On 4. Jul 2017, at 17:38, Peter Caspers <pca...@gm...> wrote:
> >
> > Hi Hao, that’s very interesting. Do you know where the performance gain is
> > coming from, is it mostly MKL vs. UBLAS? Or are there other drivers as
> > well?
> > I’d also be interested in the motivation to do this in the first place, I
> > never thought boost as such was a bad thing?
> > The upgrade to C++17 is surely nice and makes sense, no doubt.
> > Best Regards
> > Peter
> >
> > On 04 Jul 2017, at 09:42, Luigi Ballabio <lui...@gm...> wrote:
> >
> > Hello Hao,
> >     that's great news---I've been wondering myself if this was possible.
> > I'll be sure to check out your project.
> > I suggest you also post to quantlib-users for greater exposure.
> >
> > Later,
> >     Luigi
> >
> >
> > On Tue, Jul 4, 2017 at 5:24 AM Hao Zhang via QuantLib-dev <
> > qua...@li...> wrote:
> >
> >> Hello Everyone,
> >>
> >> I have removed all Boost dependency from QuantLib, and ported QuantLib to
> >> C++17. The code is hosted on GitHub (https://github.com/haozhangphd/
> >> QuantLib-noBoost <https://github.com/haozhangphd/QuantLib-noBoost>).
> >>
> >> The ported code passes all test cases, and there are significant
> >> performance improvements in SOME functionalities. Using the QuantLib
> >> Benchmark Suite, Quantlib-noBoost gives 3425 mflops (running time 13.15s),
> >> while unmodified QuantLib gives 1440 mflops (running time 44.8s) on my
> >> Dell
> >> Inspiron 13 i7348 laptop, both running under identical conditions with
> >> identical compiler flags. The total running time of the whole test suite
> >> is
> >> also shorter by ~10% after Boost is removed.
> >>
> >> I will continue maintaining this project, and regularly backporting latest
> >> commits from QuantLib. I will also make this project work on other
> >> compilers besides GCC in the near future.
> >>
> >> Best Regards,
> >>
> >> Hao
> >>
> >>
> >> ------------------------------------------------------------------------------
> >> Check out the vibrant tech community on one of the world's most
> >> engaging tech sites, Slashdot.org <http://slashdot.org/>!
> >> http://sdm.link/slashdot
> >> _______________________________________________
> >> QuantLib-dev mailing list
> >> Qua...@li...
> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >>
> >
> > ------------------------------------------------------------------------------
> > Check out the vibrant tech community on one of the world's most
> > engaging tech sites, Slashdot.org <http://slashdot.org/>!
> > http://sdm.link/slashdot_______________________________________________
> > QuantLib-dev mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >
> >
> >
> > ------------------------------------------------------------------------------
> > Check out the vibrant tech community on one of the world's most
> > engaging tech sites, Slashdot.org!
> > http://sdm.link/slashdot_______________________________________________
> > QuantLib-dev mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >
> >
> >
> > ------------------------------------------------------------------------------
> > Check out the vibrant tech community on one of the world's most
> > engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> > _______________________________________________
> > QuantLib-dev mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >

Re: [Quantlib-dev] Removing Boost dependency from QuantLib

[Luigi B. <lui...@gm...>]

A warning on shared_ptr, though: unlike boost::shared_ptr, std::shared_ptr
can't be configured to throw an exception when accessing a null pointer, so
a call to p->foo() segfaults.  Currently we rely on boost's behavior and
don't have checks for null pointers (which is convenient, but we're
probably making lots of unnecessary checks at each method call instead of
checking for nulls just once) so they should probably be added before the
library is safely usable.

Luigi


On Wed, Jul 5, 2017 at 12:05 PM Johannes Göttker-Schnetmann <
jsc...@gm...> wrote:

> Hi Hao, Peter,
>
> I also find this very interesting. Since C++ is moving at a better pace
> for some time we need at some point decide how QuantLib reacts to this.
> Personally I am using modern compilers and like the features modern C++
> provides. Therefore I would appreciate if QuantLib decides to fork or move
> completely to a modern C++ version.
>
> Boost is in part an incubator of ideas, which at some point might make it
> into the C++ standard. For QuantLib the most prominent instances are
> boost::shared_pointer and boost:unique_pointer which are both in the
> standard for quite some time now. I would prefer to use the standard
> libraries instead of boost in those cases.
>
> Kind regards,
> Johannes
>
> On 4. Jul 2017, at 17:38, Peter Caspers <pca...@gm...> wrote:
>
> Hi Hao, that’s very interesting. Do you know where the performance gain is
> coming from, is it mostly MKL vs. UBLAS? Or are there other drivers as
> well?
> I’d also be interested in the motivation to do this in the first place, I
> never thought boost as such was a bad thing?
> The upgrade to C++17 is surely nice and makes sense, no doubt.
> Best Regards
> Peter
>
> On 04 Jul 2017, at 09:42, Luigi Ballabio <lui...@gm...> wrote:
>
> Hello Hao,
>     that's great news---I've been wondering myself if this was possible.
> I'll be sure to check out your project.
> I suggest you also post to quantlib-users for greater exposure.
>
> Later,
>     Luigi
>
>
> On Tue, Jul 4, 2017 at 5:24 AM Hao Zhang via QuantLib-dev <
> qua...@li...> wrote:
>
>> Hello Everyone,
>>
>> I have removed all Boost dependency from QuantLib, and ported QuantLib to
>> C++17. The code is hosted on GitHub (https://github.com/haozhangphd/
>> QuantLib-noBoost <https://github.com/haozhangphd/QuantLib-noBoost>).
>>
>> The ported code passes all test cases, and there are significant
>> performance improvements in SOME functionalities. Using the QuantLib
>> Benchmark Suite, Quantlib-noBoost gives 3425 mflops (running time 13.15s),
>> while unmodified QuantLib gives 1440 mflops (running time 44.8s) on my
>> Dell
>> Inspiron 13 i7348 laptop, both running under identical conditions with
>> identical compiler flags. The total running time of the whole test suite
>> is
>> also shorter by ~10% after Boost is removed.
>>
>> I will continue maintaining this project, and regularly backporting latest
>> commits from QuantLib. I will also make this project work on other
>> compilers besides GCC in the near future.
>>
>> Best Regards,
>>
>> Hao
>>
>>
>> ------------------------------------------------------------------------------
>> Check out the vibrant tech community on one of the world's most
>> engaging tech sites, Slashdot.org <http://slashdot.org/>!
>> http://sdm.link/slashdot
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org <http://slashdot.org/>!
> http://sdm.link/slashdot_______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org!
> http://sdm.link/slashdot_______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Removing Boost dependency from QuantLib

[Johannes Göttker-S. <jsc...@gm...>]

Hi Hao, Peter,

I also find this very interesting. Since C++ is moving at a better pace for
some time we need at some point decide how QuantLib reacts to this.
Personally I am using modern compilers and like the features modern C++
provides. Therefore I would appreciate if QuantLib decides to fork or move
completely to a modern C++ version.

Boost is in part an incubator of ideas, which at some point might make it
into the C++ standard. For QuantLib the most prominent instances are
boost::shared_pointer and boost:unique_pointer which are both in the
standard for quite some time now. I would prefer to use the standard
libraries instead of boost in those cases.

Kind regards,
Johannes

On 4. Jul 2017, at 17:38, Peter Caspers <pca...@gm...> wrote:

Hi Hao, that’s very interesting. Do you know where the performance gain is
coming from, is it mostly MKL vs. UBLAS? Or are there other drivers as
well?
I’d also be interested in the motivation to do this in the first place, I
never thought boost as such was a bad thing?
The upgrade to C++17 is surely nice and makes sense, no doubt.
Best Regards
Peter

On 04 Jul 2017, at 09:42, Luigi Ballabio <lui...@gm...> wrote:

Hello Hao,
    that's great news---I've been wondering myself if this was possible.
I'll be sure to check out your project.
I suggest you also post to quantlib-users for greater exposure.

Later,
    Luigi


On Tue, Jul 4, 2017 at 5:24 AM Hao Zhang via QuantLib-dev <
qua...@li...> wrote:

> Hello Everyone,
>
> I have removed all Boost dependency from QuantLib, and ported QuantLib to
> C++17. The code is hosted on GitHub (https://github.com/haozhangphd/
> QuantLib-noBoost <https://github.com/haozhangphd/QuantLib-noBoost>).
>
> The ported code passes all test cases, and there are significant
> performance improvements in SOME functionalities. Using the QuantLib
> Benchmark Suite, Quantlib-noBoost gives 3425 mflops (running time 13.15s),
> while unmodified QuantLib gives 1440 mflops (running time 44.8s) on my Dell
> Inspiron 13 i7348 laptop, both running under identical conditions with
> identical compiler flags. The total running time of the whole test suite is
> also shorter by ~10% after Boost is removed.
>
> I will continue maintaining this project, and regularly backporting latest
> commits from QuantLib. I will also make this project work on other
> compilers besides GCC in the near future.
>
> Best Regards,
>
> Hao
>
> ------------------------------------------------------------
> ------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org <http://slashdot.org/>!
> http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
------------------------------------------------------------
------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org <http://slashdot.org/>!
http://sdm.link/slashdot_______________________________________________
QuantLib-dev mailing list
Qua...@li...
https://lists.sourceforge.net/lists/listinfo/quantlib-dev


------------------------------------------------------------
------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! http://sdm.link/slashdot______
_________________________________________
QuantLib-dev mailing list
Qua...@li...
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] [Quantlib-users] Removing Boost dependency from QuantLib

[Hao Z. <ha...@ha...>]

Hello Everyone,

I just tried the SWIG Python binding with QuantLib-noBoost, and I found the Python binding works after little amount of modification (all test cases pass). My modified SWIG codes are here: https://github.com/haozhangphd/QuantLib-noBoost-SWIG.

I only tried the Python binding, but I suppose other languages should also work.

Best Regards,

Hao
On Tuesday, July 4, 2017 1:44:24 PM MDT Hao Zhang via QuantLib-users wrote:
> Hello Everyone,
> 
> I have removed all Boost dependency from QuantLib, and ported QuantLib to
> C++17. The code is hosted on GitHub
> (https://github.com/haozhangphd/QuantLib-noBoost).
> 
> The ported code passes all test cases with no performance penalty. There are
> significant performance improvements in SOME functionalities. The total
> running time of the whole test suite is shorter by ~10% after Boost is
> removed.
> 
> I will continue maintaining this project, and regularly backport latest
> commits from QuantLib. I will also make this project work on other
> compilers besides GCC in the near future.
> 
> Best Regards,
> 
> Hao
> 
> ----------------------------------------------------------------------------
> -- Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

Re: [Quantlib-dev] Removing Boost dependency from QuantLib

[Hao Z. <ha...@ha...>]

Hi Peter and Luigi,

Thank you very much for your support! No, the performance gain is not from 
MKL, as MKL is not used in the default setting. I am sorry that I cannot 
pinpoint the exact source of performance gain yet. My hunch is that many 
Boost modules are quite general, and provide features that's not used by 
QuantLib. There are also safety checks in Boost that's not relevant to 
QuantLib. By targeting only QuantLib, I do not need to write many 
redundant features and safety checks, and avoid some extra instructions. 
Also the move semantics in modern C++ may also help with speed. I 
apologize that I cannot answer your question in more detail at this point. 

Best Regards,

Hao
On Tuesday, July 4, 2017 11:38:00 AM EDT Peter Caspers wrote:
> Hi Hao, that's very interesting. Do you know where the performance gain
> is coming from, is it mostly MKL vs. UBLAS? Or are there other drivers
> as well? I'd also be interested in the motivation to do this in the
> first place, I never thought boost as such was a bad thing? The upgrade
> to C++17 is surely nice and makes sense, no doubt. Best Regards
> Peter
> 
> > On 04 Jul 2017, at 09:42, Luigi Ballabio <lui...@gm...>
> > wrote:
> > 
> > Hello Hao,
> > 
> >     that's great news---I've been wondering myself if this was
> >     possible.  I'll be sure to check out your project.> 
> > I suggest you also post to quantlib-users for greater exposure.
> > 
> > Later,
> > 
> >     Luigi
> > 
> > On Tue, Jul 4, 2017 at 5:24 AM Hao Zhang via QuantLib-dev
> > <qua...@li...
> > <mailto:qua...@li...>> wrote: Hello Everyone,
> > 
> > I have removed all Boost dependency from QuantLib, and ported QuantLib
> > to C++17. The code is hosted on GitHub
> > (https://github.com/haozhangphd/ QuantLib-noBoost
> > <https://github.com/haozhangphd/QuantLib-noBoost>).
> > 
> > The ported code passes all test cases, and there are significant
> > performance improvements in SOME functionalities. Using the QuantLib
> > Benchmark Suite, Quantlib-noBoost gives 3425 mflops (running time
> > 13.15s), while unmodified QuantLib gives 1440 mflops (running time
> > 44.8s) on my Dell Inspiron 13 i7348 laptop, both running under
> > identical conditions with identical compiler flags. The total running
> > time of the whole test suite is also shorter by ~10% after Boost is
> > removed.
> > 
> > I will continue maintaining this project, and regularly backporting
> > latest commits from QuantLib. I will also make this project work on
> > other compilers besides GCC in the near future.
> > 
> > Best Regards,
> > 
> > Hao
> > 
> > ----------------------------------------------------------------------
> > -------- Check out the vibrant tech community on one of the world's
> > most engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> > <http://sdm.link/slashdot>
> > _______________________________________________
> > QuantLib-dev mailing list
> > Qua...@li...
> > <mailto:Qua...@li...>
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> > <https://lists.sourceforge.net/lists/listinfo/quantlib-dev>
> > ---------------------------------------------------------------------
> > --------- Check out the vibrant tech community on one of the world's
> > most engaging tech sites, Slashdot.org!
> > http://sdm.link/slashdot_____________________________________________
> > __ QuantLib-dev mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] Removing Boost dependency from QuantLib

[Peter C. <pca...@gm...>]

Hi Hao, that’s very interesting. Do you know where the performance gain is coming from, is it mostly MKL vs. UBLAS? Or are there other drivers as well? 
I’d also be interested in the motivation to do this in the first place, I never thought boost as such was a bad thing?
The upgrade to C++17 is surely nice and makes sense, no doubt.
Best Regards
Peter

> On 04 Jul 2017, at 09:42, Luigi Ballabio <lui...@gm...> wrote:
> 
> Hello Hao,
>     that's great news---I've been wondering myself if this was possible.  I'll be sure to check out your project.
> I suggest you also post to quantlib-users for greater exposure.
> 
> Later,
>     Luigi
> 
> 
> On Tue, Jul 4, 2017 at 5:24 AM Hao Zhang via QuantLib-dev <qua...@li... <mailto:qua...@li...>> wrote:
> Hello Everyone,
> 
> I have removed all Boost dependency from QuantLib, and ported QuantLib to
> C++17. The code is hosted on GitHub (https://github.com/haozhangphd/
> QuantLib-noBoost <https://github.com/haozhangphd/QuantLib-noBoost>).
> 
> The ported code passes all test cases, and there are significant
> performance improvements in SOME functionalities. Using the QuantLib
> Benchmark Suite, Quantlib-noBoost gives 3425 mflops (running time 13.15s),
> while unmodified QuantLib gives 1440 mflops (running time 44.8s) on my Dell
> Inspiron 13 i7348 laptop, both running under identical conditions with
> identical compiler flags. The total running time of the whole test suite is
> also shorter by ~10% after Boost is removed.
> 
> I will continue maintaining this project, and regularly backporting latest
> commits from QuantLib. I will also make this project work on other
> compilers besides GCC in the near future.
> 
> Best Regards,
> 
> Hao
> 
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot <http://sdm.link/slashdot>
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li... <mailto:Qua...@li...>
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot_______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] Removing Boost dependency from QuantLib

[Luigi B. <lui...@gm...>]

Hello Hao,
    that's great news---I've been wondering myself if this was possible.
I'll be sure to check out your project.
I suggest you also post to quantlib-users for greater exposure.

Later,
    Luigi


On Tue, Jul 4, 2017 at 5:24 AM Hao Zhang via QuantLib-dev <
qua...@li...> wrote:

> Hello Everyone,
>
> I have removed all Boost dependency from QuantLib, and ported QuantLib to
> C++17. The code is hosted on GitHub (https://github.com/haozhangphd/
> QuantLib-noBoost <https://github.com/haozhangphd/QuantLib-noBoost>).
>
> The ported code passes all test cases, and there are significant
> performance improvements in SOME functionalities. Using the QuantLib
> Benchmark Suite, Quantlib-noBoost gives 3425 mflops (running time 13.15s),
> while unmodified QuantLib gives 1440 mflops (running time 44.8s) on my Dell
> Inspiron 13 i7348 laptop, both running under identical conditions with
> identical compiler flags. The total running time of the whole test suite is
> also shorter by ~10% after Boost is removed.
>
> I will continue maintaining this project, and regularly backporting latest
> commits from QuantLib. I will also make this project work on other
> compilers besides GCC in the near future.
>
> Best Regards,
>
> Hao
>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] Removing Boost dependency from QuantLib

[Hao Z. <ha...@ha...>]

Hello Everyone,

I have removed all Boost dependency from QuantLib, and ported QuantLib to 
C++17. The code is hosted on GitHub (https://github.com/haozhangphd/
QuantLib-noBoost).

The ported code passes all test cases, and there are significant 
performance improvements in SOME functionalities. Using the QuantLib 
Benchmark Suite, Quantlib-noBoost gives 3425 mflops (running time 13.15s), 
while unmodified QuantLib gives 1440 mflops (running time 44.8s) on my Dell 
Inspiron 13 i7348 laptop, both running under identical conditions with 
identical compiler flags. The total running time of the whole test suite is 
also shorter by ~10% after Boost is removed.

I will continue maintaining this project, and regularly backporting latest 
commits from QuantLib. I will also make this project work on other 
compilers besides GCC in the near future.

Best Regards,

Hao

Re: [Quantlib-dev] Quantlib-SWIG

[Luigi B. <lui...@gm...>]

Hello,
    did you try to compile from a released archive or a git clone? It looks
like, for some reason, make is trying to (re)generate the wrapper code. The
errors are because ./configure didn't find swig, and now it's replacing it
with a null string so "swig -csharp"  becomes "-csharp" and make tries to
execute that.

Workarounds: either install swig (which you might need later if you change
anything), or try again downloading the release from <
https://sourceforge.net/projects/quantlib/files/QuantLib/1.10/other%20languages/
>.

As for Ruby: I haven't been able to make that work for a while, but I
haven't tackled the problem since I'm not a Ruby programmer.  It would be
great if you managed to fix the build.

Hope this helps,
    Luigi


On Sun, Jun 25, 2017 at 7:06 PM Die Optimisten <in...@di...>
wrote:

> Hi,
> I tried to compile latest (stable) Ver 1.10;
> because logfiles are large, I attached them:
>   log.txt;: stdout/stderr
>   config.log    settings-Output
>
> Why is CSharp compiled, when --disabled ?
> Do others depend on this?
>
> I disabled it because of
>      csharp -c++ -outdir csharp -namespace QuantLib -o
> cpp/quantlib_wrap.cpp ../SWIG/quantlib.i
> error CS2007: Unrecognized command-line option: `-c++'
> USING Linux Debian
> ------
> guile: command not found    # Whats THAT for??
> (Err 127) -- ignored        # ok
> ------
> java -c++ -outdir org/quantlib \
>              -package org.quantlib -o quantlib_wrap.cpp ../SWIG/quantlib.i
> Unrecognized option: -c++
> Error: Could not create the Java Virtual Machine.
>
> But:
> $ java -version
> java version "1.7.0_131"
> OpenJDK Runtime Environment (IcedTea 2.6.9) (7u131-2.6.9-2~deb7u1)
> OpenJDK 64-Bit Server VM (build 24.131-b00, mixed mode)
> -----------
> Python:
> creating build/temp.linux-x86_64-2.7/QuantLib
> gcc -fno-strict-aliasing -DNDEBUG -g -fwrapv -O2 -Wall
> -Wstrict-prototypes -fPIC -I/usr/include/python2.7 -c
> QuantLib/quantlib_wrap.cpp -o
> build/temp.linux-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g -O2
> -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare
> -Wno-write-strings
> gcc: error: QuantLib/quantlib_wrap.cpp: No such file or directory
> gcc: fatal error: no input files
> compilation terminated.
> error: command 'gcc' failed with exit status 4
> ------------
> R:
> /bin/bash: r: command not found
> make[1]: [src/QuantLib.cpp] Error 127 (ignored)
> mv src/QuantLib.R R/
> mv: cannot stat `src/QuantLib.R': No such file or directory
> make[1]: *** [src/QuantLib.cpp] Error 1
> make[1]: Leaving directory
> `/mnt/A4/TmpTmp-Anschauen/Filme/Temp/X/QuantLib/QuantLib-SWIG-1.10/R'
> make: *** [all-recursive] Error 1
>
> => after all except Ruby are disabled!!
>
> What is wrong here?
>
> -- Thanks Andrew --
>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Quantlib-SWIG

[Die O. <in...@di...>]

Hi,
I tried to compile latest (stable) Ver 1.10;
because logfiles are large, I attached them:
  log.txt;: stdout/stderr
  config.log    settings-Output

Why is CSharp compiled, when --disabled ?
Do others depend on this?

I disabled it because of
     csharp -c++ -outdir csharp -namespace QuantLib -o 
cpp/quantlib_wrap.cpp ../SWIG/quantlib.i
error CS2007: Unrecognized command-line option: `-c++'
USING Linux Debian
------
guile: command not found    # Whats THAT for??
(Err 127) -- ignored        # ok
------
java -c++ -outdir org/quantlib \
             -package org.quantlib -o quantlib_wrap.cpp ../SWIG/quantlib.i
Unrecognized option: -c++
Error: Could not create the Java Virtual Machine.

But:
$ java -version
java version "1.7.0_131"
OpenJDK Runtime Environment (IcedTea 2.6.9) (7u131-2.6.9-2~deb7u1)
OpenJDK 64-Bit Server VM (build 24.131-b00, mixed mode)
-----------
Python:
creating build/temp.linux-x86_64-2.7/QuantLib
gcc -fno-strict-aliasing -DNDEBUG -g -fwrapv -O2 -Wall 
-Wstrict-prototypes -fPIC -I/usr/include/python2.7 -c 
QuantLib/quantlib_wrap.cpp -o 
build/temp.linux-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g -O2 
-fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare 
-Wno-write-strings
gcc: error: QuantLib/quantlib_wrap.cpp: No such file or directory
gcc: fatal error: no input files
compilation terminated.
error: command 'gcc' failed with exit status 4
------------
R:
/bin/bash: r: command not found
make[1]: [src/QuantLib.cpp] Error 127 (ignored)
mv src/QuantLib.R R/
mv: cannot stat `src/QuantLib.R': No such file or directory
make[1]: *** [src/QuantLib.cpp] Error 1
make[1]: Leaving directory 
`/mnt/A4/TmpTmp-Anschauen/Filme/Temp/X/QuantLib/QuantLib-SWIG-1.10/R'
make: *** [all-recursive] Error 1

=> after all except Ruby are disabled!!

What is wrong here?

-- Thanks Andrew --

[Quantlib-dev] Quantlib-SWIG

[Die O. <in...@di...>]

Hello,

has anyone installed it using SWIG with Ruby ?
I tried it half a year ago and failed, but now it's a newer version, 
maybe things have changed...

Dependencies: Which libs-versions are necessary to compile it?

Where do I find a *beginners* doc for Quantlib? All seen on the 
docu-Page is the Reference?
What could I read to get the "finance-wisdom" to use it?
(Maybe you want to answer me directly, because the mailing-list is about 
the LIBRARY...)

thanks
Andrew

Re: [Quantlib-dev] Pricing callable bonds with QuantlibXL 1.8 or 1.9

[Luigi B. <lui...@gm...>]

I haven't been using the Excel addin for a long time, but looking at the
code it doesn't seem that callable bonds are exported.

Luigi


On Fri, Jun 2, 2017 at 10:09 AM aubertseba <seb...@gm...>
wrote:

> Hi,
>
> I would like to know how to price a callable bond with QuantlibXL 1.8 or
> 1.9
> ? Thanks in advance for your response.
>
> Sebastien
>
>
>
> --
> View this message in context:
> http://quantlib.10058.n7.nabble.com/Pricing-callable-bonds-with-QuantlibXL-1-8-or-1-9-tp18325.html
> Sent from the quantlib-dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Sample code for building a binomial/trinomial tree

[Luigi B. <lui...@gm...>]

Hello Richard,
    the code for binomial and trinomial trees is in the
`ql/methods/lattices` folder.  For an example of code instantiating a
binomial tree, you can look at the BinomialVanillaEngine class in
`ql/pricingengines/vanilla/binomialengine.hpp`.  For a trinomial tree, you
can look at any of the models in `ql/models/shortrate`.

Luigi


On Fri, Jun 2, 2017 at 3:48 PM Richard Fu <RF...@fi...> wrote:

> Hi,
>
>
>
> I wonder if anyone has sample code that instantiates StochasticProccess1D
> and builds binomial or trinomial trees?  Thanks!
>
>
>
>
>
> *Richard *
>
>
> ________________________________________
> CONFIDENTIALITY NOTICE
>
> This email transmission, and any documents, files or previous email
> messages attached to it may contain information that is confidential or
> legally privileged.
>
> If you are not the intended recipient,or a person responsible for
> delivering it to the intended recipient, you are hereby notified that you
> must not read this transmission and that any disclosure, copying, printing,
> distribution or use of any of the information contained in or attached to
> this transmission is STRICTLY PROHIBITED.
>
> If you have received this transmission in error, please immediately notify
> the sender by telephone or return email and delete the original
> transmission and its attachments without reading or saving in any manner.
> Thank you.
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] QuantJudge, your new Quantitative Finance assessment platform !

[Mehdi B. <meh...@gm...>]

Dear Quantlib community,

I am pleased to introduce you  *Quantjudge*, the first on-line assessment
platform dedicated to Quants.

If you are hiring Quantitative analysts/developers, Quantjudge can really
help you select the right candidates and make a difference.
If you are looking for a new job, Quantjudge is also a good place to train
and impress employers !
The tests involve Quantitative Finance Modelling (ex: Stochastic calculus,
Statistics, Monte Carlo, VaR...) as well as coding  (C++ /C#/Java/Python)
in the form of multiple choice questions and live coding exercises.

Examples of live coding tests :

*Monte Carlo simulation:*
http://account.quantjudge.com/inscriptionCandidat.php?lien=Black-Scholes-challenge

*Linear regression :*
http://account.quantjudge.com/inscriptionCandidat.php?lien=Linear-regression-challenge

For more details, please visit us on :

http://quantjudge.com/


Email: co...@qu...

Re: [Quantlib-dev] Request for removal

[Luigi B. <lui...@gm...>]

You can use the form at the bottom of
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

On Sat, Jun 3, 2017, 06:45 Abhilaksh Sharma <abh...@gm...> wrote:

> Hello,
> I'd like to be removed from this mailing list.
>
> Best Regards
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] Request for removal

[Abhilaksh S. <abh...@gm...>]

Hello,
I'd like to be removed from this mailing list.

Best Regards

[Quantlib-dev] Sample code for building a binomial/trinomial tree

[Richard Fu <RF...@fi...>]

Hi,

I wonder if anyone has sample code that instantiates StochasticProccess1D and builds binomial or trinomial trees?  Thanks!


Richard

________________________________________
CONFIDENTIALITY NOTICE

This email transmission, and any documents, files or previous email messages attached to it may contain information that is confidential or legally privileged.

If you are not the intended recipient,or a person responsible for delivering it to the intended recipient, you are hereby notified that you must not read this transmission and that any disclosure, copying, printing, distribution or use of any of the information contained in or attached to this transmission is STRICTLY PROHIBITED.

If you have received this transmission in error, please immediately notify the sender by telephone or return email and delete the original transmission and its attachments without reading or saving in any manner. Thank you.

[Quantlib-dev] Pricing callable bonds with QuantlibXL 1.8 or 1.9

[aubertseba <seb...@gm...>]

Hi,

I would like to know how to price a callable bond with QuantlibXL 1.8 or 1.9
? Thanks in advance for your response.

Sebastien



--
View this message in context: http://quantlib.10058.n7.nabble.com/Pricing-callable-bonds-with-QuantlibXL-1-8-or-1-9-tp18325.html
Sent from the quantlib-dev mailing list archive at Nabble.com.

Re: [Quantlib-dev] Regarding Quantlib compilation on AIX 7

[Luigi B. <lui...@gm...>]

Not sure.  You can remove boost::math, I guess.

For those systems, I suggest you fork the repo, create branches for each
system, add the changes you need, and merge upstream from time to time.

Luigi


On Fri, May 19, 2017 at 10:03 AM shailesh kumar <sha...@gm...>
wrote:

> Hi Luigi,
>
> I am building Quantlib on AIX 7 using xlC compiler and getting error for
> *boost::math::isnan*
> If i remove boost::math, the compilation goes through.
>
> Am i missing something? Please help me in getting this issue resolved.
>
>
> Making all in math
>         source='gaussiannoncentralchisquaredpolynomial.cpp'
> object='gaussiannoncentralchisquaredpolynomial.lo' libtool=yes
>  DEPDIR=.deps depmode=aix /bin/sh ../../../config/depcomp  /bin/sh
> ../../../libtool --tag=CXX    --mode=compile xlC_r -DHAVE_CONFIG_H -I.
> -I../../../ql   -I../../.. -I../../..
> -I/scratch/ofsbuild/THIRDPARTY/BOOST_1.54/include  -qrtti=all
> -DQL_PATCH_SOLARIS -c -o gaussiannoncentralchisquaredpolynomial.lo
> gaussiannoncentralchisquaredpolynomial.cpp
> libtool: compile:  xlC_r -DHAVE_CONFIG_H -I. -I../../../ql -I../../..
> -I../../.. -I/scratch/ofsbuild/THIRDPARTY/BOOST_1.54/include -qrtti=all
> -DQL_PATCH_SOLARIS -c -M gaussiannoncentralchisquaredpolynomial.cpp -o
> gaussiannoncentralchisquaredpolynomial.o
> "gaussiannoncentralchisquaredpolynomial.cpp", line 133.26: 1540-0063 (S)
> The text "(" is unexpected.
> "gaussiannoncentralchisquaredpolynomial.cpp", line 147.26: 1540-0063 (S)
> The text "(" is unexpected.
> "gaussiannoncentralchisquaredpolynomial.cpp", line 165.26: 1540-0063 (S)
> The text "(" is unexpected.
> make: 1254-004 The error code from the last command is 1.
>
>
> Stop.
> make: 1254-004 The error code from the last command is 1.
>
>
> Stop.
> make: 1254-004 The error code from the last command is 1.
>
>
> Stop.
> make: 1254-004 The error code from the last command is 2.
>
>
> Thanks & Regards
> Shailesh Kumar
>

[Quantlib-dev] Regarding Quantlib compilation on AIX 7

[shailesh k. <sha...@gm...>]

Hi Luigi,

I am building Quantlib on AIX 7 using xlC compiler and getting error for
*boost::math::isnan*
If i remove boost::math, the compilation goes through.

Am i missing something? Please help me in getting this issue resolved.


Making all in math
        source='gaussiannoncentralchisquaredpolynomial.cpp'
object='gaussiannoncentralchisquaredpolynomial.lo' libtool=yes
 DEPDIR=.deps depmode=aix /bin/sh ../../../config/depcomp  /bin/sh
../../../libtool --tag=CXX    --mode=compile xlC_r -DHAVE_CONFIG_H -I.
-I../../../ql   -I../../.. -I../../..
-I/scratch/ofsbuild/THIRDPARTY/BOOST_1.54/include  -qrtti=all
-DQL_PATCH_SOLARIS -c -o gaussiannoncentralchisquaredpolynomial.lo
gaussiannoncentralchisquaredpolynomial.cpp
libtool: compile:  xlC_r -DHAVE_CONFIG_H -I. -I../../../ql -I../../..
-I../../.. -I/scratch/ofsbuild/THIRDPARTY/BOOST_1.54/include -qrtti=all
-DQL_PATCH_SOLARIS -c -M gaussiannoncentralchisquaredpolynomial.cpp -o
gaussiannoncentralchisquaredpolynomial.o
"gaussiannoncentralchisquaredpolynomial.cpp", line 133.26: 1540-0063 (S)
The text "(" is unexpected.
"gaussiannoncentralchisquaredpolynomial.cpp", line 147.26: 1540-0063 (S)
The text "(" is unexpected.
"gaussiannoncentralchisquaredpolynomial.cpp", line 165.26: 1540-0063 (S)
The text "(" is unexpected.
make: 1254-004 The error code from the last command is 1.


Stop.
make: 1254-004 The error code from the last command is 1.


Stop.
make: 1254-004 The error code from the last command is 1.


Stop.
make: 1254-004 The error code from the last command is 2.


Thanks & Regards
Shailesh Kumar

[Quantlib-dev] QuantLib 1.10 released

[Luigi B. <lui...@gm...>]

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.

Version 1.10 has been released and is available for download at <
http://quantlib.org/download.shtml>.

Please post any problems you have with this release to the QuantLib mailing
list (<qua...@li...>), or open a GitHub issue at <
https://github.com/lballabio/quantlib/issues>.

-- The QuantLib group

[Quantlib-dev] Open Source Risk Engine (ORE) 1.8.2.0 released

[Roland L. <rol...@qu...>]

Dear all,
 
ORE is the first end-to-end open source risk application based on QuantLib, see opensourcerisk.org <http://opensourcerisk.org/> and github.com/opensourcerisk/engine <https://github.com/opensourcerisk/engine>.

This second release adds coverage for bonds, equity and inflation derivatives, as well as a framework for sensitivity analysis and stress testing.

We hope that ORE will accelerate the process of the professional risk community embracing the Open Source opportunity to create a global standard. 
Please download the code and information at opensourcerisk.org <http://opensourcerisk.org/> and engage with your peers through the forum to contribute to the development of the next generation global risk standards.

Best regards,
Roland

[Quantlib-dev] ObjectHandler / QuantLibAddin / QuantLibXL 1.9 Released

[Eric E. <eri...@re...>]

Hi All,

QuantLibXL / QuantLibAddin / ObjectHandler version 1.9 has been 
released.  This is the "old" build based on gensrc.

Here is the link to the downloads page:
http://sourceforge.net/projects/quantlib/files/

Here are the links to the updated web sites:
http://www.objecthandler.org
http://www.quantlibaddin.org
http://www.quantlibxl.org

Kind Regards,
Eric

Re: [Quantlib-dev] [Quantlib-users] Release candidates for QuantLib 1.10

[Luigi B. <lui...@gm...>]

Ok, thanks. I guess I'll just delete the gcc 3.4 branch then.

On Wed, Apr 19, 2017, 22:46 shailesh kumar <sha...@gm...>
wrote:

> Hi Luigi,
>
> The gcc-3.4 branch on GitHub didn't work and landed up in compilation
> issues.
>
> In order to maintain uniformity in Quantlib source code across all OS, i
> have used Quantlib 1.10 with boost 1.54.0 to compile with gcc34/g++34 on
> OEL 6 and build went through successfully.
>
> I am targeting Quantlib build on other OS such as OEL 7 (gcc/g++) , AIX
> 6.1 / 7.1 (xlc_r/xlC_r) , Sun Solaris 10/11 (cc/CC) and will update in
> couple of days.
>
> Thanks for your help.
>
> Regards
> Shailesh Kumar
>
>
>
>
>
>
>
>
> On Wed, Apr 19, 2017 at 9:41 PM, Luigi Ballabio <lui...@gm...>
> wrote:
>
>> For instance, Boost 1.54 seems to work (apart from linking, but that
>> might be an issue with the installation of gcc 3.4.6 I'm using).
>>
>> Luigi
>>
>>
>> On Wed, Apr 19, 2017 at 5:07 PM Luigi Ballabio <lui...@gm...>
>> wrote:
>>
>>> Please try to see if the gcc-3.4 branch on GitHub works for you.  If so,
>>> clone it in your repo so that you can maintain it in the future: I probably
>>> won't include the changes in version 1.10.  My suggestion of testing
>>> earlier versions of Boost stands: most if not all the errors came from
>>> Boost code.
>>>
>>> Luigi
>>>
>>>
>>> On Wed, Apr 19, 2017 at 6:03 AM shailesh kumar <
>>> sha...@gm...> wrote:
>>>
>>>> Hi Luigi/Dirk,
>>>>
>>>> Thanks for your quick response.
>>>>
>>>> I am forced to perform role of archaeologist :)
>>>>
>>>> My Modified Duration component was earlier based on Quantlib 0.9.7
>>>> (last built in 2007) but in order to support "negative jumps in
>>>> interest-rate curves"  and to incorporate other bug fixes, i upgraded
>>>> the Quantlib version to latest keeping the compiler version same as
>>>> component also had few external libraries dependencies built with
>>>> gcc34/g++34
>>>>
>>>> Luigi,
>>>>
>>>> As suggested, I ran ./configure CXXFLAGS='-DQL_PATCH_SOLARIS' but it
>>>> failed at squarerootprocessrndcalculator.cpp:64:   instantiated from here
>>>> Request to please guide so as to disable it at my end to proceed
>>>> further.
>>>>
>>>> Regards
>>>> Shailesh Kumar
>>>>
>>>>
>>>>
>>>>
>>>>
>>>> On Wed, Apr 19, 2017 at 1:05 AM, Luigi Ballabio <
>>>> lui...@gm...> wrote:
>>>>
>>>>> Oh, right, it was you for Solaris as well.  It's good to have an
>>>>> archaeologist around :)
>>>>>
>>>>> On Tue, Apr 18, 2017, 21:28 Luigi Ballabio <lui...@gm...>
>>>>> wrote:
>>>>>
>>>>>> I second Dirk that we probably shouldn't put much effort in making
>>>>>> that code compile. However, we can disable it so that the build succeeds,
>>>>>> even if the resulting library will miss a few features. In fact, I did the
>>>>>> same thing recently for an older Solaris compiler. May you try running
>>>>>> configure as
>>>>>>
>>>>>> ./configure CXXFLAGS='-DQL_PATCH_SOLARIS'
>>>>>>
>>>>>> and see if you get to the end of the build?
>>>>>>
>>>>>> Luigi
>>>>>>
>>>>>> On Tue, Apr 18, 2017, 21:16 Dirk Eddelbuettel <ed...@de...> wrote:
>>>>>>
>>>>>>>
>>>>>>> On 19 April 2017 at 00:23, shailesh kumar wrote:
>>>>>>> | Hi Luigi,
>>>>>>> |
>>>>>>> | I tried compiling preliminary tarballs for QuantLib 1.10
>>>>>>> as available at <
>>>>>>> | https://sourceforge.net/projects/quantlib/files/test> on OEL 6.7
>>>>>>> (Oracle Linux
>>>>>>> | Server release 6.7)
>>>>>>> | using gcc34/g++34 version gcc34 (GCC) 3.4.6 20060404 (Red Hat
>>>>>>> 3.4.6-19.el6)/
>>>>>>> | g++34 (GCC) 3.4.6 20060404 (Red Hat 3.4.6-19.el6) along with Boost
>>>>>>> version
>>>>>>> | 1.62.0
>>>>>>> |
>>>>>>> | I am getting below compilation error.
>>>>>>> |
>>>>>>> | ../../../ql/experimental/math/tcopulapolicy.hpp:134:
>>>>>>> instantiated from here
>>>>>>> |
>>>>>>> /scratch/ofsaadb/build/CAP802_JAVA7_O12C/BOOSTNEW/include/boost/math/tools/
>>>>>>> | roots.hpp:68: error: no matching function for call to `get(const
>>>>>>> | boost::fusion::tuple<long double, long double,
>>>>>>> boost::fusion::void_,
>>>>>>> | boost::fusion::void_, boost::fusion::void_, boost::fusion::void_,
>>>>>>> | boost::fusion::void_, boost::fusion::void_, boost::fusion::void_,
>>>>>>> | boost::fusion::void_>&)'
>>>>>>> | make[3]: *** [gaussianlhplossmodel.lo] Error 1
>>>>>>> | make[3]: Leaving directory
>>>>>>> `/scratch/ofsaaweb/QuantLib-suncc/ql/experimental/
>>>>>>> | credit'
>>>>>>> | make[2]: *** [all-recursive] Error 1
>>>>>>> | make[2]: Leaving directory
>>>>>>> `/scratch/ofsaaweb/QuantLib-suncc/ql/experimental'
>>>>>>> | make[1]: *** [all-recursive] Error 1
>>>>>>> | make[1]: Leaving directory `/scratch/ofsaaweb/QuantLib-suncc/ql'
>>>>>>> | make: *** [all] Error 2
>>>>>>> |
>>>>>>> | Request to please help me resolving this issue.
>>>>>>> | This works if i use gcc/g++ version 4.4.7 compiler but fails for
>>>>>>> gcc34/g++34
>>>>>>>
>>>>>>> I hope you do realize that gcc 3.4 was released _eleven_ years ago.
>>>>>>>
>>>>>>> Even 4.4.* is pretty ancient at an age of five years.
>>>>>>>
>>>>>>> Dirk
>>>>>>>
>>>>>>> |
>>>>>>> |
>>>>>>> | Regards
>>>>>>> | Shailesh Kumar
>>>>>>> |
>>>>>>> |
>>>>>>> |
>>>>>>> |
>>>>>>> | On Wed, Apr 12, 2017 at 9:16 PM, Luigi Ballabio <
>>>>>>> lui...@gm...>
>>>>>>> | wrote:
>>>>>>> |
>>>>>>> |     Hi all,
>>>>>>> |         preliminary tarballs for QuantLib 1.10 are available at
>>>>>>> <https://
>>>>>>> |     sourceforge.net/projects/quantlib/files/test> (no docs yet,
>>>>>>> but most
>>>>>>> |     changes are listed at
>>>>>>> https://github.com/lballabio/QuantLib/milestone/5?
>>>>>>> |     closed=1).  Please download them and try them out if you have
>>>>>>> a few cycles
>>>>>>> |     available.
>>>>>>> |
>>>>>>> |     Thanks,
>>>>>>> |         Luigi
>>>>>>> |
>>>>>>> |
>>>>>>> |
>>>>>>> |     ------------------------------------------------------------
>>>>>>> |     ------------------
>>>>>>> |     Check out the vibrant tech community on one of the world's most
>>>>>>> |     engaging tech sites, Slashdot.org! http://sdm.link/slashdot
>>>>>>> |     _______________________________________________
>>>>>>> |     QuantLib-users mailing list
>>>>>>> |     Qua...@li...
>>>>>>> |     https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>>>>>> |
>>>>>>> |
>>>>>>> |
>>>>>>> |
>>>>>>> ------------------------------------------------------------------------------
>>>>>>> | Check out the vibrant tech community on one of the world's most
>>>>>>> | engaging tech sites, Slashdot.org! http://sdm.link/slashdot
>>>>>>> | _______________________________________________
>>>>>>> | QuantLib-users mailing list
>>>>>>> | Qua...@li...
>>>>>>> | https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>>>>>>
>>>>>>> --
>>>>>>> http://dirk.eddelbuettel.com | @eddelbuettel | ed...@de...
>>>>>>>
>>>>>>
>>>>
>

Re: [Quantlib-dev] [Quantlib-users] Release candidates for QuantLib 1.10

[shailesh k. <sha...@gm...>]

Hi Luigi,

The gcc-3.4 branch on GitHub didn't work and landed up in compilation
issues.

In order to maintain uniformity in Quantlib source code across all OS, i
have used Quantlib 1.10 with boost 1.54.0 to compile with gcc34/g++34 on
OEL 6 and build went through successfully.

I am targeting Quantlib build on other OS such as OEL 7 (gcc/g++) , AIX 6.1
/ 7.1 (xlc_r/xlC_r) , Sun Solaris 10/11 (cc/CC) and will update in couple
of days.

Thanks for your help.

Regards
Shailesh Kumar








On Wed, Apr 19, 2017 at 9:41 PM, Luigi Ballabio <lui...@gm...>
wrote:

> For instance, Boost 1.54 seems to work (apart from linking, but that might
> be an issue with the installation of gcc 3.4.6 I'm using).
>
> Luigi
>
>
> On Wed, Apr 19, 2017 at 5:07 PM Luigi Ballabio <lui...@gm...>
> wrote:
>
>> Please try to see if the gcc-3.4 branch on GitHub works for you.  If so,
>> clone it in your repo so that you can maintain it in the future: I probably
>> won't include the changes in version 1.10.  My suggestion of testing
>> earlier versions of Boost stands: most if not all the errors came from
>> Boost code.
>>
>> Luigi
>>
>>
>> On Wed, Apr 19, 2017 at 6:03 AM shailesh kumar <sha...@gm...>
>> wrote:
>>
>>> Hi Luigi/Dirk,
>>>
>>> Thanks for your quick response.
>>>
>>> I am forced to perform role of archaeologist :)
>>>
>>> My Modified Duration component was earlier based on Quantlib 0.9.7 (last
>>> built in 2007) but in order to support "negative jumps in interest-rate
>>> curves"  and to incorporate other bug fixes, i upgraded the Quantlib
>>> version to latest keeping the compiler version same as component also had
>>> few external libraries dependencies built with gcc34/g++34
>>>
>>> Luigi,
>>>
>>> As suggested, I ran ./configure CXXFLAGS='-DQL_PATCH_SOLARIS' but it
>>> failed at squarerootprocessrndcalculator.cpp:64:   instantiated from
>>> here
>>> Request to please guide so as to disable it at my end to proceed
>>> further.
>>>
>>> Regards
>>> Shailesh Kumar
>>>
>>>
>>>
>>>
>>>
>>> On Wed, Apr 19, 2017 at 1:05 AM, Luigi Ballabio <
>>> lui...@gm...> wrote:
>>>
>>>> Oh, right, it was you for Solaris as well.  It's good to have an
>>>> archaeologist around :)
>>>>
>>>> On Tue, Apr 18, 2017, 21:28 Luigi Ballabio <lui...@gm...>
>>>> wrote:
>>>>
>>>>> I second Dirk that we probably shouldn't put much effort in making
>>>>> that code compile. However, we can disable it so that the build succeeds,
>>>>> even if the resulting library will miss a few features. In fact, I did the
>>>>> same thing recently for an older Solaris compiler. May you try running
>>>>> configure as
>>>>>
>>>>> ./configure CXXFLAGS='-DQL_PATCH_SOLARIS'
>>>>>
>>>>> and see if you get to the end of the build?
>>>>>
>>>>> Luigi
>>>>>
>>>>> On Tue, Apr 18, 2017, 21:16 Dirk Eddelbuettel <ed...@de...> wrote:
>>>>>
>>>>>>
>>>>>> On 19 April 2017 at 00:23, shailesh kumar wrote:
>>>>>> | Hi Luigi,
>>>>>> |
>>>>>> | I tried compiling preliminary tarballs for QuantLib 1.10
>>>>>> as available at <
>>>>>> | https://sourceforge.net/projects/quantlib/files/test> on OEL 6.7
>>>>>> (Oracle Linux
>>>>>> | Server release 6.7)
>>>>>> | using gcc34/g++34 version gcc34 (GCC) 3.4.6 20060404 (Red Hat
>>>>>> 3.4.6-19.el6)/
>>>>>> | g++34 (GCC) 3.4.6 20060404 (Red Hat 3.4.6-19.el6) along with Boost
>>>>>> version
>>>>>> | 1.62.0
>>>>>> |
>>>>>> | I am getting below compilation error.
>>>>>> |
>>>>>> | ../../../ql/experimental/math/tcopulapolicy.hpp:134:
>>>>>> instantiated from here
>>>>>> | /scratch/ofsaadb/build/CAP802_JAVA7_O12C/BOOSTNEW/include/
>>>>>> boost/math/tools/
>>>>>> | roots.hpp:68: error: no matching function for call to `get(const
>>>>>> | boost::fusion::tuple<long double, long double, boost::fusion::void_,
>>>>>> | boost::fusion::void_, boost::fusion::void_, boost::fusion::void_,
>>>>>> | boost::fusion::void_, boost::fusion::void_, boost::fusion::void_,
>>>>>> | boost::fusion::void_>&)'
>>>>>> | make[3]: *** [gaussianlhplossmodel.lo] Error 1
>>>>>> | make[3]: Leaving directory `/scratch/ofsaaweb/QuantLib-
>>>>>> suncc/ql/experimental/
>>>>>> | credit'
>>>>>> | make[2]: *** [all-recursive] Error 1
>>>>>> | make[2]: Leaving directory `/scratch/ofsaaweb/QuantLib-
>>>>>> suncc/ql/experimental'
>>>>>> | make[1]: *** [all-recursive] Error 1
>>>>>> | make[1]: Leaving directory `/scratch/ofsaaweb/QuantLib-suncc/ql'
>>>>>> | make: *** [all] Error 2
>>>>>> |
>>>>>> | Request to please help me resolving this issue.
>>>>>> | This works if i use gcc/g++ version 4.4.7 compiler but fails for
>>>>>> gcc34/g++34
>>>>>>
>>>>>> I hope you do realize that gcc 3.4 was released _eleven_ years ago.
>>>>>>
>>>>>> Even 4.4.* is pretty ancient at an age of five years.
>>>>>>
>>>>>> Dirk
>>>>>>
>>>>>> |
>>>>>> |
>>>>>> | Regards
>>>>>> | Shailesh Kumar
>>>>>> |
>>>>>> |
>>>>>> |
>>>>>> |
>>>>>> | On Wed, Apr 12, 2017 at 9:16 PM, Luigi Ballabio <
>>>>>> lui...@gm...>
>>>>>> | wrote:
>>>>>> |
>>>>>> |     Hi all,
>>>>>> |         preliminary tarballs for QuantLib 1.10 are available at
>>>>>> <https://
>>>>>> |     sourceforge.net/projects/quantlib/files/test> (no docs yet,
>>>>>> but most
>>>>>> |     changes are listed at https://github.com/
>>>>>> lballabio/QuantLib/milestone/5?
>>>>>> |     closed=1).  Please download them and try them out if you have a
>>>>>> few cycles
>>>>>> |     available.
>>>>>> |
>>>>>> |     Thanks,
>>>>>> |         Luigi
>>>>>> |
>>>>>> |
>>>>>> |
>>>>>> |     ------------------------------------------------------------
>>>>>> |     ------------------
>>>>>> |     Check out the vibrant tech community on one of the world's most
>>>>>> |     engaging tech sites, Slashdot.org! http://sdm.link/slashdot
>>>>>> |     _______________________________________________
>>>>>> |     QuantLib-users mailing list
>>>>>> |     Qua...@li...
>>>>>> |     https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>>>>> |
>>>>>> |
>>>>>> |
>>>>>> | ------------------------------------------------------------
>>>>>> ------------------
>>>>>> | Check out the vibrant tech community on one of the world's most
>>>>>> | engaging tech sites, Slashdot.org! http://sdm.link/slashdot
>>>>>> | _______________________________________________
>>>>>> | QuantLib-users mailing list
>>>>>> | Qua...@li...
>>>>>> | https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>>>>>
>>>>>> --
>>>>>> http://dirk.eddelbuettel.com | @eddelbuettel | ed...@de...
>>>>>>
>>>>>
>>>