quantlib-dev — Discussion of QuantLib development

Re: [Quantlib-dev] Arbitrary Solvers?

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

Hi,
    you can add a template overload of CashFlows::yield. Since it would
take an instance of the solver, it wouldn't cause an ambiguity with the
existing method.

Luigi


On Tue, Oct 18, 2016 at 4:24 PM Daniel Hrabovcak <d.h...@tm...>
wrote:

> Hello All,
>
>
>
> Would it be possible to genericize CashFlows::yield (and by extension
> BondFunctions::yield) to take an arbitrary solver, instead of the default
> NewtonSafe solver?
>
>
>
> Using a template parameter with a default value would have been backwards
> compatible but alas, using default template values is not possible
> pre-C++11 and QuantLib does not currently support dynamic dispatch for
> solvers so it cannot be passed into the function either.
>
>
>
> Are there any possibilities of creating a patch to use an arbitrary solver
> at runtime? I would be happy to code it up.
>
>
>
> Thanks,
>
> DH
>
> ------------------------------------------------------------------------------
> 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] Arbitrary Solvers?

[Daniel H. <d.h...@tm...>]

Hello All,

Would it be possible to genericize CashFlows::yield (and by extension BondFunctions::yield) to take an arbitrary solver, instead of the default NewtonSafe solver?

Using a template parameter with a default value would have been backwards compatible but alas, using default template values is not possible pre-C++11 and QuantLib does not currently support dynamic dispatch for solvers so it cannot be passed into the function either.

Are there any possibilities of creating a patch to use an arbitrary solver at runtime? I would be happy to code it up.

Thanks,
DH

Re: [Quantlib-dev] [Quantlib-users] Open Source Risk Engine (ORE) released

[John O'S. <osu...@gm...>]

Took me a while to find the github link, which is buried in the FAQ:
https://github.com/OpenSourceRisk/Engine

Cheers
John

On 12 October 2016 at 12:16, Roland Lichters <
rol...@qu...> wrote:

> Dear all,
>
> Quaternion Risk Management today announces the launch of
> opensourcerisk.org and ORE - the first end-to-end open source risk
> application based on QuantLib (quantlib.org).  ORE will provide complex
> risk analytics for financial institutions through a series of releases.
> This first release covers plain vanilla interest rate and foreign exchange
> derivatives.  Further releases will expand the analytical and product scope.
>
> We will also release a visualisation of ORE's output in collaboration with
> Columbia University's School of Professional Studies and other partners
> next month.
>
> We hope that this release 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 and
> engage with your peers through the forum to contribute to the development
> of the next generation global risk standards.
>
> Best regards,
> Roland
>
> ------------------------------------------------------------
> ------------------
> 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
>
>

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

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

Dear all,
 
Quaternion Risk Management today announces the launch of opensourcerisk.org <http://opensourcerisk.org/> and ORE - the first end-to-end open source risk application based on QuantLib (quantlib.org <http://quantlib.org/>).  ORE will provide complex risk analytics for financial institutions through a series of releases.  This first release covers plain vanilla interest rate and foreign exchange derivatives.  Further releases will expand the analytical and product scope.

We will also release a visualisation of ORE's output in collaboration with Columbia University's School of Professional Studies and other partners next month.

We hope that this release 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

Re: [Quantlib-dev] quantlib - SWIG failing

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

Hi,
    as you say, I think the wrappers haven't been updated since Ruby 1.8,
and we're missing a resident Ruby expert.  As for building the module,
`make` and `make install` should be enough.

If I were to investigate, I'd try to get a simple Ruby example to work (the
SWIG distribution probably includes a few) and then I'd check that we're
using the same SWIG and compiler settings. I'd also check if simpler
classes such as `Date` also cause a segmentation fault in the module you
compiled. Do you think you can find some time to do it?

Later,
    Luigi

On Sun, Oct 9, 2016, 23:17 Die Optimisten <in...@di...> wrote:

> Hi,
> compiling and installing (make install -C Ruby) quantlib-swig worked
> without error.
> running tests/* and examples/* leads to many errors:
>
> => Has the swig*tgz to be extracted to a special place (dependent an
> extracted quantlib.tgz ?
> => What has to be done after make -C Ruby; make -C Ruby install
> => I assume the swig-Packages builds a new Quantlib-library
> (QuantLibc.so) (using libQuantLib.so built from Quantlib.tgz) adding the
> swig-interface.
>
> What can I do?
> Thank you
> Andrew
>
> Here the logs:
>   # running 3.2.0-4-amd64 #1 SMP Debian 3.2.81-1 x86_64 GNU/Linux
>   # using ruby 2.3.1p112 (2016-04-26 revision 54768) [x86_64-linux]
>
> $ ## all tests/* work, except two:
> $ ruby QuantLibTestSuite.rb
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/console/testrunner.rb:37:in
> `initialize': wrong number of arguments (given 3, expected 1..2)
> (ArgumentError)
>      from QuantLibTestSuite.rb:40:in `new'
>      from QuantLibTestSuite.rb:40:in `<main>'
>              # looks like this is mostly written for ruby 1.8, perhaps
> s.o. Ruby-expert can have a look on it?
> ================
> # The following look like failures in the Quantlib-library.
> ## May I strip the library, before doing ? , But failures are still there
>
> $ ruby termstructures.rb   Loaded suite TermStructureTest
> Started
> termstructures.rb:60: [BUG] Segmentation fault at 0x00000000000021
> ruby 2.3.1p112 (2016-04-26 revision 54768) [x86_64-linux]
>
> -- Control frame information
> -----------------------------------------------
> c:0026 p:---- s:0118 e:000117 CFUNC  :initialize
> c:0025 p:---- s:0116 e:000115 CFUNC  :new
> c:0024 p:0091 s:0106 e:000105 BLOCK  termstructures.rb:60 [FINISH]
> c:0023 p:---- s:0102 e:000101 CFUNC  :map
> c:0022 p:0170 s:0099 e:000098 METHOD termstructures.rb:59
> c:0021 p:0033 s:0090 e:000089 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/fixture.rb:275
> c:0020 p:0019 s:0084 E:0004f8 BLOCK
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/fixture.rb:263
> [FINISH]
> c:0019 p:0034 s:0081 E:000478 BLOCK
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/fixture.rb:267
> [FINISH]
> c:0018 p:0069 s:0078 e:000077 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/fixture.rb:248
> c:0017 p:0013 s:0070 e:000069 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/fixture.rb:283
> c:0016 p:0009 s:0066 E:000798 BLOCK
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/testcase.rb:471
> [FINISH]
> c:0015 p:---- s:0063 e:000062 CFUNC  :catch
> c:0014 p:0064 s:0060 E:001a00 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/testcase.rb:470
> c:0013 p:0029 s:0055 E:000708 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/testsuite.rb:124
> c:0012 p:0097 s:0047 e:000046 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/testsuite.rb:53
> c:0011 p:0035 s:0041 E:0005a8 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnermediator.rb:67
> c:0010 p:0052 s:0037 e:000036 BLOCK
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnermediator.rb:45
> c:0009 p:0084 s:0035 E:000818 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnermediator.rb:102
> c:0008 p:0022 s:0027 E:000778 BLOCK
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnermediator.rb:41
> [FINISH]
> c:0007 p:---- s:0024 e:000023 CFUNC  :catch
> c:0006 p:0067 s:0021 E:002008 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnermediator.rb:39
> c:0005 p:0011 s:0015 e:000014 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunner.rb:40
> c:0004 p:0033 s:0012 e:000011 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunner.rb:25
> c:0003 p:0021 s:0009 e:000008 METHOD
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnerutilities.rb:24
> c:0002 p:0085 s:0004 E:001bb0 EVAL   termstructures.rb:120 [FINISH]
> c:0001 p:0000 s:0002 E:001cf0 (none) [FINISH]
>
> -- Ruby level backtrace information
> ----------------------------------------
> termstructures.rb:120:in `<main>'
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnerutilities.rb:24:in
> `run'
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunner.rb:25:in
> `start'
>
> /home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunner.rb:40:in
> `start_mediator'
> /home/Rubymine/.gem/ruby/2.3
> .... [cut]
>
> ==============
>
> $ cd examples/
> $ ## ALL examples fail, here an example
> $ ruby swap.rb
> swap.rb:90: [BUG] Segmentation fault at 0x00000000000021
> ruby 2.3.1p112 (2016-04-26 revision 54768) [x86_64-linux]
>
> -- Control frame information
> -----------------------------------------------
> c:0008 p:---- s:0076 e:000075 CFUNC  :initialize
> c:0007 p:---- s:0074 e:000073 CFUNC  :new
> c:0006 p:0067 s:0064 e:000063 BLOCK  swap.rb:90 [FINISH]
> c:0005 p:---- s:0058 e:000057 IFUNC
> c:0004 p:---- s:0056 e:000055 CFUNC  :each
> c:0003 p:---- s:0054 e:000053 CFUNC  :map
> c:0002 p:0807 s:0051 E:002238 EVAL   swap.rb:89 [FINISH]
> c:0001 p:0000 s:0002 E:001600 (none) [FINISH]
>
> -- Ruby level backtrace information
> ----------------------------------------
> swap.rb:89:in `<main>'
> swap.rb:89:in `map'
> swap.rb:89:in `each'
> swap.rb:90:in `block in <main>'
> swap.rb:90:in `new'
> swap.rb:90:in `initialize'
>
> -- Machine register context
> ------------------------------------------------
>   RIP: 0x00007f7b0563d859 RBP: 0x00007f7b0802a880 RSP: 0x00007ffeb9a5e598
>   RAX: 0x00007f7b05a5c490 RBX: 0x00007ffeb9a5f040 RCX: 0x00000000000007d0
>   RDX: 0x00000000000092c0 RDI: 0x0000000000000021 RSI: 0x00007f7b0802a8e8
>    R8: 0x0000000000000004  R9: 0x0000000000000000 R10: 0x0000000000000000
>   R11: 0x00007f7b03ac13a0 R12: 0x0000000000000002 R13: 0x00007f7b0802a8f8
>   R14: 0x00007ffeb9a5f088 R15: 0x0000000000000004 EFL: 0x0000000000010206
>
> -- C level backtrace information
> -------------------------------------------
> ruby [0x7f7b070a3490]
> ruby [0x7f7b0707c4b0]
> ruby [0x7f7b06f844ae]
> /lib/x86_64-linux-gnu/libpthread.so.0 [0x7f7b06a720a0]
>
> /usr/local/lib/ruby/site_ruby/2.3.0/x86_64-linux/QuantLibc.so(_ZN5boost6detail17sp_counted_impl_pIN8QuantLib12NullCalendar4ImplEE7disposeEv+0x9)
> [0x7f7b0563d859]
>
> /usr/local/lib/libQuantLib.so.0(_ZN8QuantLib8ScheduleC2ENS_4DateERKS1_RKNS_6PeriodERKNS_8CalendarENS_21BusinessDayConventionESA_NS_14DateGeneration4RuleEbS3_S3_+0x294f)
> [0x7f7b03abe91f]
> .... [cut]
>
>
> ------------------------------------------------------------------------------
> 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] quantlib - SWIG failing

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

Hi,
compiling and installing (make install -C Ruby) quantlib-swig worked 
without error.
running tests/* and examples/* leads to many errors:

=> Has the swig*tgz to be extracted to a special place (dependent an 
extracted quantlib.tgz ?
=> What has to be done after make -C Ruby; make -C Ruby install
=> I assume the swig-Packages builds a new Quantlib-library 
(QuantLibc.so) (using libQuantLib.so built from Quantlib.tgz) adding the 
swig-interface.

What can I do?
Thank you
Andrew

Here the logs:
  # running 3.2.0-4-amd64 #1 SMP Debian 3.2.81-1 x86_64 GNU/Linux
  # using ruby 2.3.1p112 (2016-04-26 revision 54768) [x86_64-linux]

$ ## all tests/* work, except two:
$ ruby QuantLibTestSuite.rb
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/console/testrunner.rb:37:in 
`initialize': wrong number of arguments (given 3, expected 1..2) 
(ArgumentError)
     from QuantLibTestSuite.rb:40:in `new'
     from QuantLibTestSuite.rb:40:in `<main>'
             # looks like this is mostly written for ruby 1.8, perhaps 
s.o. Ruby-expert can have a look on it?
================
# The following look like failures in the Quantlib-library.
## May I strip the library, before doing ? , But failures are still there

$ ruby termstructures.rb   Loaded suite TermStructureTest
Started
termstructures.rb:60: [BUG] Segmentation fault at 0x00000000000021
ruby 2.3.1p112 (2016-04-26 revision 54768) [x86_64-linux]

-- Control frame information -----------------------------------------------
c:0026 p:---- s:0118 e:000117 CFUNC  :initialize
c:0025 p:---- s:0116 e:000115 CFUNC  :new
c:0024 p:0091 s:0106 e:000105 BLOCK  termstructures.rb:60 [FINISH]
c:0023 p:---- s:0102 e:000101 CFUNC  :map
c:0022 p:0170 s:0099 e:000098 METHOD termstructures.rb:59
c:0021 p:0033 s:0090 e:000089 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/fixture.rb:275
c:0020 p:0019 s:0084 E:0004f8 BLOCK 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/fixture.rb:263 
[FINISH]
c:0019 p:0034 s:0081 E:000478 BLOCK 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/fixture.rb:267 
[FINISH]
c:0018 p:0069 s:0078 e:000077 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/fixture.rb:248
c:0017 p:0013 s:0070 e:000069 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/fixture.rb:283
c:0016 p:0009 s:0066 E:000798 BLOCK 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/testcase.rb:471 
[FINISH]
c:0015 p:---- s:0063 e:000062 CFUNC  :catch
c:0014 p:0064 s:0060 E:001a00 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/testcase.rb:470
c:0013 p:0029 s:0055 E:000708 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/testsuite.rb:124
c:0012 p:0097 s:0047 e:000046 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/testsuite.rb:53
c:0011 p:0035 s:0041 E:0005a8 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnermediator.rb:67
c:0010 p:0052 s:0037 e:000036 BLOCK 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnermediator.rb:45
c:0009 p:0084 s:0035 E:000818 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnermediator.rb:102
c:0008 p:0022 s:0027 E:000778 BLOCK 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnermediator.rb:41 
[FINISH]
c:0007 p:---- s:0024 e:000023 CFUNC  :catch
c:0006 p:0067 s:0021 E:002008 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnermediator.rb:39
c:0005 p:0011 s:0015 e:000014 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunner.rb:40
c:0004 p:0033 s:0012 e:000011 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunner.rb:25
c:0003 p:0021 s:0009 e:000008 METHOD 
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnerutilities.rb:24
c:0002 p:0085 s:0004 E:001bb0 EVAL   termstructures.rb:120 [FINISH]
c:0001 p:0000 s:0002 E:001cf0 (none) [FINISH]

-- Ruby level backtrace information ----------------------------------------
termstructures.rb:120:in `<main>'
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunnerutilities.rb:24:in 
`run'
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunner.rb:25:in 
`start'
/home/Rubymine/.gem/ruby/2.3.0/gems/test-unit-3.2.1/lib/test/unit/ui/testrunner.rb:40:in 
`start_mediator'
/home/Rubymine/.gem/ruby/2.3
.... [cut]

==============

$ cd examples/
$ ## ALL examples fail, here an example
$ ruby swap.rb
swap.rb:90: [BUG] Segmentation fault at 0x00000000000021
ruby 2.3.1p112 (2016-04-26 revision 54768) [x86_64-linux]

-- Control frame information -----------------------------------------------
c:0008 p:---- s:0076 e:000075 CFUNC  :initialize
c:0007 p:---- s:0074 e:000073 CFUNC  :new
c:0006 p:0067 s:0064 e:000063 BLOCK  swap.rb:90 [FINISH]
c:0005 p:---- s:0058 e:000057 IFUNC
c:0004 p:---- s:0056 e:000055 CFUNC  :each
c:0003 p:---- s:0054 e:000053 CFUNC  :map
c:0002 p:0807 s:0051 E:002238 EVAL   swap.rb:89 [FINISH]
c:0001 p:0000 s:0002 E:001600 (none) [FINISH]

-- Ruby level backtrace information ----------------------------------------
swap.rb:89:in `<main>'
swap.rb:89:in `map'
swap.rb:89:in `each'
swap.rb:90:in `block in <main>'
swap.rb:90:in `new'
swap.rb:90:in `initialize'

-- Machine register context ------------------------------------------------
  RIP: 0x00007f7b0563d859 RBP: 0x00007f7b0802a880 RSP: 0x00007ffeb9a5e598
  RAX: 0x00007f7b05a5c490 RBX: 0x00007ffeb9a5f040 RCX: 0x00000000000007d0
  RDX: 0x00000000000092c0 RDI: 0x0000000000000021 RSI: 0x00007f7b0802a8e8
   R8: 0x0000000000000004  R9: 0x0000000000000000 R10: 0x0000000000000000
  R11: 0x00007f7b03ac13a0 R12: 0x0000000000000002 R13: 0x00007f7b0802a8f8
  R14: 0x00007ffeb9a5f088 R15: 0x0000000000000004 EFL: 0x0000000000010206

-- C level backtrace information -------------------------------------------
ruby [0x7f7b070a3490]
ruby [0x7f7b0707c4b0]
ruby [0x7f7b06f844ae]
/lib/x86_64-linux-gnu/libpthread.so.0 [0x7f7b06a720a0]
/usr/local/lib/ruby/site_ruby/2.3.0/x86_64-linux/QuantLibc.so(_ZN5boost6detail17sp_counted_impl_pIN8QuantLib12NullCalendar4ImplEE7disposeEv+0x9) 
[0x7f7b0563d859]
/usr/local/lib/libQuantLib.so.0(_ZN8QuantLib8ScheduleC2ENS_4DateERKS1_RKNS_6PeriodERKNS_8CalendarENS_21BusinessDayConventionESA_NS_14DateGeneration4RuleEbS3_S3_+0x294f) 
[0x7f7b03abe91f]
.... [cut]

[Quantlib-dev] QuantLibXL, QuantLibAddin, ObjectHandler 1.8.0 prerelease files

[Paolo M. <maz...@li...>]

Hi All,
the prerelease files for version 1.8.0 of QuantlibXL, quantLibAddin and ObjectHandler are available at this link:
https://sourceforge.net/projects/quantlib/files/QuantLibXL/prerelease/

I'd be grateful to anyone who could test the files and let me know if everything works.
Kind Regards,Paolo 		 	   		  

Re: [Quantlib-dev] Quantlib v1.8.1 - make check failure

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

LD_LIBRARY_PATH should work.  libQuantLib.a is the static version of the
library; you can link it to your program instead of the dynamic version if
you want a self-contained executable.  QuantLib-SWIG doesn't overwrite
anything; it creates a Python module with its own dynamic library.

Luigi

On Fri, Sep 30, 2016 at 12:11 PM Die Optimisten <in...@di...>
wrote:

> Ok, have to add it to the Path, too (installed it locally) (seen that just
> before your mail)
>  - now it should work. //Should buy a faster machine!! :)
>
> Is there a global VAR for adding a LIBRARY-Path?
>
> (adding gcc-Options is not easy, too. These days I alter the configure* -
> Scripts,
> I would like to do sg like make CFLAGS+="--nogdb"
>     1) seems I cant add Options to make
>     2) CFLAGS can't be added, only set (which means, all other options
> would be lost)
>     3) there is no --nogdb option (--gdb exisists, so I wonder how I can
> disable it , -toggling is no solution)
>         - interestingly I don't find any (actual) man-page for gcc, etc
> (only the old versions are complete?)
>         - why aren't these installed on the system???
>
> Another question:
> What (for) is libQuantLib.a ?
> What is the output when compiling/installing quantlib-swig? (Does it
> overwrite libQuantLib.so.0.0.0) ?
>
> Thx
> Opti
>
>
> On 2016-09-30 11:42, Luigi Ballabio wrote:
>
> packages.debian.org tells me it's in the libtool package.  Same thing on
> my Ubuntu system. I have it in /usr/bin, same as libtool.
>
> Luigi
>
> On Fri, Sep 30, 2016 at 11:36 AM Die Optimisten <in...@di...>
> wrote:
>
>> ./autogen.sh
>> Can't exec "libtoolize": No such file or directory at
>> /usr/share/autoconf/Autom4te/FileUtils.pm line 345, <GEN3> line 6.
>> autoreconf: failed to run libtoolize: No such file or directory
>> autoreconf: libtoolize is needed because this package uses Libtool
>>
>> Run the command ./configure --help for information on options
>> that can change the behavior of the library.
>>
>> - Where from is libtoolize? Have never seen that
>>
>> Opti
>>
>> On 2016-09-30 11:01, Luigi Ballabio wrote:
>> > Should be about 10/15 minutes.  Yes, libtool is packaged.  Strange.
>> > May you try installing libtool and running ./autogen.sh before
>> > ./configure so that it picks up your version?
>> >
>> > Luigi
>> >
>> >
>>
>>
>>
>> ------------------------------------------------------------------------------
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Quantlib v1.8.1 - make check failure

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

Ok, have to add it to the Path, too (installed it locally) (seen that 
just before your mail)
  - now it should work. //Should buy a faster machine!! :)

Is there a global VAR for adding a LIBRARY-Path?

(adding gcc-Options is not easy, too. These days I alter the configure* 
- Scripts,
I would like to do sg like make CFLAGS+="--nogdb"
     1) seems I cant add Options to make
     2) CFLAGS can't be added, only set (which means, all other options 
would be lost)
     3) there is no --nogdb option (--gdb exisists, so I wonder how I 
can disable it , -toggling is no solution)
         - interestingly I don't find any (actual) man-page for gcc, etc 
(only the old versions are complete?)
         - why aren't these installed on the system???

Another question:
What (for) is libQuantLib.a ?
What is the output when compiling/installing quantlib-swig? (Does it 
overwrite libQuantLib.so.0.0.0) ?

Thx
Opti

On 2016-09-30 11:42, Luigi Ballabio wrote:
> packages.debian.org <http://packages.debian.org> tells me it's in the 
> libtool package.  Same thing on my Ubuntu system. I have it in 
> /usr/bin, same as libtool.
>
> Luigi
>
> On Fri, Sep 30, 2016 at 11:36 AM Die Optimisten 
> <in...@di... <mailto:in...@di...>> wrote:
>
>     ./autogen.sh
>     Can't exec "libtoolize": No such file or directory at
>     /usr/share/autoconf/Autom4te/FileUtils.pm line 345, <GEN3> line 6.
>     autoreconf: failed to run libtoolize: No such file or directory
>     autoreconf: libtoolize is needed because this package uses Libtool
>
>     Run the command ./configure --help for information on options
>     that can change the behavior of the library.
>
>     - Where from is libtoolize? Have never seen that
>
>     Opti
>
>     On 2016-09-30 11:01, Luigi Ballabio wrote:
>     > Should be about 10/15 minutes.  Yes, libtool is packaged.  Strange.
>     > May you try installing libtool and running ./autogen.sh before
>     > ./configure so that it picks up your version?
>     >
>     > Luigi
>     >
>     >
>
>
>     ------------------------------------------------------------------------------
>     _______________________________________________
>     QuantLib-dev mailing list
>     Qua...@li...
>     <mailto:Qua...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Quantlib v1.8.1 - make check failure

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

packages.debian.org tells me it's in the libtool package.  Same thing on my
Ubuntu system. I have it in /usr/bin, same as libtool.

Luigi

On Fri, Sep 30, 2016 at 11:36 AM Die Optimisten <in...@di...>
wrote:

> ./autogen.sh
> Can't exec "libtoolize": No such file or directory at
> /usr/share/autoconf/Autom4te/FileUtils.pm line 345, <GEN3> line 6.
> autoreconf: failed to run libtoolize: No such file or directory
> autoreconf: libtoolize is needed because this package uses Libtool
>
> Run the command ./configure --help for information on options
> that can change the behavior of the library.
>
> - Where from is libtoolize? Have never seen that
>
> Opti
>
> On 2016-09-30 11:01, Luigi Ballabio wrote:
> > Should be about 10/15 minutes.  Yes, libtool is packaged.  Strange.
> > May you try installing libtool and running ./autogen.sh before
> > ./configure so that it picks up your version?
> >
> > Luigi
> >
> >
>
>
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Quantlib v1.8.1 - make check failure

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

./autogen.sh
Can't exec "libtoolize": No such file or directory at 
/usr/share/autoconf/Autom4te/FileUtils.pm line 345, <GEN3> line 6.
autoreconf: failed to run libtoolize: No such file or directory
autoreconf: libtoolize is needed because this package uses Libtool

Run the command ./configure --help for information on options
that can change the behavior of the library.

- Where from is libtoolize? Have never seen that

Opti

On 2016-09-30 11:01, Luigi Ballabio wrote:
> Should be about 10/15 minutes.  Yes, libtool is packaged.  Strange.  
> May you try installing libtool and running ./autogen.sh before 
> ./configure so that it picks up your version?
>
> Luigi
>
>

Re: [Quantlib-dev] Quantlib v1.8.1 - make check failure

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

Should be about 10/15 minutes.  Yes, libtool is packaged.  Strange.  May
you try installing libtool and running ./autogen.sh before ./configure so
that it picks up your version?

Luigi


On Fri, Sep 30, 2016 at 10:51 AM Die Optimisten <in...@di...>
wrote:

> Hi
>
> Debian wheezy
> autoconf, automake: yes,
> NO libtool (but that seems to be packaged witch quantlib.tgz ?
>
> # started:
> configure
> make    # all ok!
> make check    # FAILURE
>
> Looks like being a bash (syntax) error, so I wonder why not anyone else
> got this failure.
>
> manually started quantlib-test-suite (seems to be ok -- how long does this
> take (I have 4000 bogomips, or how long does it take on an up-to-date pc) ?
>
>
> thx Opti
>
>
> On 2016-09-30 10:37, Luigi Ballabio wrote:
>
> Hmm. That's the first I see of this. It seems that the error was in the
> wrapper generated by libtool. What operating system are you using? Do you
> have libtool, autoconf and automake installed?
>
> Luigi
>
>
> On Fri, Sep 30, 2016 at 10:20 AM Die Optimisten <in...@di...>
> wrote:
>
>> Hi
>>
>> make[3]: Entering directory `QuantLib-1.8.1/test-suite'
>> FAIL: quantlib-test-suite
>>
>> ============================================================================
>> Testsuite summary for QuantLib 1.8.1
>>
>> ============================================================================
>> # TOTAL: 1
>> # PASS:  0
>> # SKIP:  0
>> # XFAIL: 0
>> # FAIL:  1
>> # XPASS: 0
>> # ERROR: 0
>>
>> ============================================================================
>> See test-suite/test-suite.log
>> Please report to qua...@li...
>>
>> ============================================================================
>> make[3]: *** [test-suite.log] Error 1
>>
>> ** Contents: **
>>
>> FAIL: quantlib-test-suite
>> =========================
>>
>> ./quantlib-test-suite: line 37: libtool_install_magic: unbound variable
>> FAIL quantlib-test-suite (exit status: 1)
>>
>> test-suite/quantlib-test-suite (line 39:
>> if test "$libtool_install_magic" = "%%%MAGIC variable%%%"; then
>>
>> Is that a bug, what shall I do to run it sucessfully?
>>
>> thanks
>> Opti
>>
>>
>>
>> ------------------------------------------------------------------------------
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Quantlib v1.8.1 - make check failure

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

Hi

Debian wheezy
autoconf, automake: yes,
NO libtool (but that seems to be packaged witch quantlib.tgz ?

# started:
configure
make    # all ok!
make check    # FAILURE

Looks like being a bash (syntax) error, so I wonder why not anyone else 
got this failure.

manually started quantlib-test-suite (seems to be ok -- how long does 
this take (I have 4000 bogomips, or how long does it take on an 
up-to-date pc) ?


thx Opti

On 2016-09-30 10:37, Luigi Ballabio wrote:
> Hmm. That's the first I see of this. It seems that the error was in 
> the wrapper generated by libtool. What operating system are you using? 
> Do you have libtool, autoconf and automake installed?
>
> Luigi
>
>
> On Fri, Sep 30, 2016 at 10:20 AM Die Optimisten 
> <in...@di... <mailto:in...@di...>> wrote:
>
>     Hi
>
>     make[3]: Entering directory `QuantLib-1.8.1/test-suite'
>     FAIL: quantlib-test-suite
>     ============================================================================
>     Testsuite summary for QuantLib 1.8.1
>     ============================================================================
>     # TOTAL: 1
>     # PASS:  0
>     # SKIP:  0
>     # XFAIL: 0
>     # FAIL:  1
>     # XPASS: 0
>     # ERROR: 0
>     ============================================================================
>     See test-suite/test-suite.log
>     Please report to qua...@li...
>     <mailto:qua...@li...>
>     ============================================================================
>     make[3]: *** [test-suite.log] Error 1
>
>     ** Contents: **
>
>     FAIL: quantlib-test-suite
>     =========================
>
>     ./quantlib-test-suite: line 37: libtool_install_magic: unbound
>     variable
>     FAIL quantlib-test-suite (exit status: 1)
>
>     test-suite/quantlib-test-suite (line 39:
>     if test "$libtool_install_magic" = "%%%MAGIC variable%%%"; then
>
>     Is that a bug, what shall I do to run it sucessfully?
>
>     thanks
>     Opti
>
>
>     ------------------------------------------------------------------------------
>     _______________________________________________
>     QuantLib-dev mailing list
>     Qua...@li...
>     <mailto:Qua...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Quantlib v1.8.1 - make check failure

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

Hmm. That's the first I see of this. It seems that the error was in the
wrapper generated by libtool. What operating system are you using? Do you
have libtool, autoconf and automake installed?

Luigi


On Fri, Sep 30, 2016 at 10:20 AM Die Optimisten <in...@di...>
wrote:

> Hi
>
> make[3]: Entering directory `QuantLib-1.8.1/test-suite'
> FAIL: quantlib-test-suite
>
> ============================================================================
> Testsuite summary for QuantLib 1.8.1
>
> ============================================================================
> # TOTAL: 1
> # PASS:  0
> # SKIP:  0
> # XFAIL: 0
> # FAIL:  1
> # XPASS: 0
> # ERROR: 0
>
> ============================================================================
> See test-suite/test-suite.log
> Please report to qua...@li...
>
> ============================================================================
> make[3]: *** [test-suite.log] Error 1
>
> ** Contents: **
>
> FAIL: quantlib-test-suite
> =========================
>
> ./quantlib-test-suite: line 37: libtool_install_magic: unbound variable
> FAIL quantlib-test-suite (exit status: 1)
>
> test-suite/quantlib-test-suite (line 39:
> if test "$libtool_install_magic" = "%%%MAGIC variable%%%"; then
>
> Is that a bug, what shall I do to run it sucessfully?
>
> thanks
> Opti
>
>
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] Quantlib v1.8.1 - make check failure

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

Hi

make[3]: Entering directory `QuantLib-1.8.1/test-suite'
FAIL: quantlib-test-suite
============================================================================
Testsuite summary for QuantLib 1.8.1
============================================================================
# TOTAL: 1
# PASS:  0
# SKIP:  0
# XFAIL: 0
# FAIL:  1
# XPASS: 0
# ERROR: 0
============================================================================
See test-suite/test-suite.log
Please report to qua...@li...
============================================================================
make[3]: *** [test-suite.log] Error 1

** Contents: **

FAIL: quantlib-test-suite
=========================

./quantlib-test-suite: line 37: libtool_install_magic: unbound variable
FAIL quantlib-test-suite (exit status: 1)

test-suite/quantlib-test-suite (line 39:
if test "$libtool_install_magic" = "%%%MAGIC variable%%%"; then

Is that a bug, what shall I do to run it sucessfully?

thanks
Opti

[Quantlib-dev] QuantLib 1.8.1 released

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

Hello,

    QuantLib 1.8.1 has been released and is available for download at
http://quantlib.org/download.shtml. <http://quantlib.org/download.shtml.>
It is a bug-fix release for version 1.8; the (short) list of changes is
available at http://quantlib.org/reference/history.html.

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.

Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error

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

Thank you.

On Tue, Sep 20, 2016 at 1:33 PM Ivan A. Cherkasov <
iva...@gm...> wrote:

> Hello. I rebuilt from scratch with version 14.0. 25431.01 and the test
> suite passed.
> On Sep 16, 2016 6:39 PM, "Luigi Ballabio" <lui...@gm...>
> wrote:
>
>> Thanks for the confirmation (and for hunting down the issue on the MS
>> site).
>>
>> Given that it's this one place, I think I'll apply the patch anyway.  I'd
>> try to avoid the test suite failing out of the box for some people, given
>> that not everybody can update their compilers at will...
>>
>> Luigi
>>
>>
>> On Fri, Sep 16, 2016 at 2:27 PM Ivan A. Cherkasov <
>> iva...@gm...> wrote:
>>
>>> Hello, Luigi.
>>>
>>> The testsuite succeeded with your patch on “Version 14.0.25422.01 Update
>>> 3”:
>>>
>>> 1>------ Build started: Project: testsuite, Configuration: Release x64
>>> ------
>>> …
>>> 1>  Testing observable settings...
>>>
>>>
>>> 1>  Testing adaptive Runge Kutta...
>>>
>>> 1>  Testing matrix exponential based on ode..
>>> …
>>> 1>
>>> 1>  Test module "Master Test Suite" has passed with:
>>> 1>    646 test cases out of 646 passed
>>> 1>    1002058 assertions out of 1002058 passed
>>> 1>
>>> ========== Build: 1 succeeded, 0 failed, 1 up-to-date, 0 skipped
>>> ==========
>>>
>>> So, supposedly, it is indeed the “Issue 3 Potential miscompilation of
>>> code-calling functions that resemble std::min/std::max on floating point
>>> values.” (https://msdn.microsoft.com/en-us/library/mt752379.aspx, Bugs
>>> that are fixed in version 14.0.25425.01, released on 08/02/2016).
>>>
>>> Personally, I wouldn’t recommend applying this patch to the master given
>>> that std::max is used in many places in QuantLib, and it seems that this is
>>> a VC compiler issue (I don’t recall having issues building 1.8 with GCC).
>>>
>>> I will try to get VC updated and check if the issue disappears.
>>>
>>> Thanks for looking into that.
>>> On Sep 14, 2016 6:13 PM, "Luigi Ballabio" <lui...@gm...>
>>> wrote:
>>>
>>>> Ivan,
>>>>     please try the attached patch and check if it fixes the test
>>>> failure.
>>>>
>>>> Thanks,
>>>>     Luigi
>>>>
>>>>
>>>>
>>>> On Wed, Sep 14, 2016 at 10:49 AM Luigi Ballabio <
>>>> lui...@gm...> wrote:
>>>>
>>>>> It seems so.  Anyway, I seem to have worked around the problem, but
>>>>> I'm not in the office this morning. Stay tuned...
>>>>>
>>>>>
>>>>> On Wed, Sep 14, 2016 at 10:45 AM Peter Caspers <pca...@gm...>
>>>>> wrote:
>>>>>
>>>>>> Hi Luigi,
>>>>>>
>>>>>> not your fault, our subconscious mind presses these ok-buttons for us…
>>>>>>
>>>>>> Does it mean the problem only occurs in a specific version of VC14?
>>>>>> In particular not in the latest?
>>>>>>
>>>>>> Regards
>>>>>> Peter
>>>>>>
>>>>>> On 12 Sep 2016, at 15:27, Luigi Ballabio <lui...@gm...>
>>>>>> wrote:
>>>>>>
>>>>>> Peter, Ivan,
>>>>>>     I could reproduce the errors on a virtual machine running VC14.
>>>>>> I'll try to find some time to work on this, too.
>>>>>>
>>>>>> Also, I'll share a life lesson I learned last week.  If you ever
>>>>>> reproduce an error like the above, and then the compiler tells you that an
>>>>>> update is available, for the love of all that's holy DON'T update.  If you
>>>>>> do so, the error will disappear and your virtual machine will spend the
>>>>>> best part of a Friday restoring the previous version of the compiler while
>>>>>> you call yourself all sorts of names.  Just saying.
>>>>>>
>>>>>> Later,
>>>>>>     Luigi
>>>>>>
>>>>>>
>>>>>> On Fri, Sep 9, 2016 at 5:03 PM Ivan A. Cherkasov <
>>>>>> iva...@gm...> wrote:
>>>>>>
>>>>>>> One more observation I wanted to share:
>>>>>>>
>>>>>>> with /fp:strict /fp:except compile flags (
>>>>>>> https://msdn.microsoft.com/en-us/library/e7s85ffb.aspx) I’m getting
>>>>>>> build errors.
>>>>>>>
>>>>>>> command line:
>>>>>>>
>>>>>>>
>>>>>>> ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>>>>>> /c /IC:\BIN\BOOST_1_61_0 /I. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D
>>>>>>> NDEBUG /D WIN32 /D _LIB /D _SCL_SECURE_NO_DEPRECATE /D
>>>>>>> _CRT_SECURE_NO_DEPRECATE /D _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:strict
>>>>>>> /fp:except /Zc:wchar_t /Zc:forScope /Zc:inline /GR
>>>>>>> /Fo".\BUILD\VC140\X64\RELEASE\\"
>>>>>>> /Fd".\BUILD\VC140\X64\RELEASE\QUANTLIB.PDB" /Gd /TP
>>>>>>> C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>>>>>>
>>>>>>> build errors:
>>>>>>>
>>>>>>> …
>>>>>>>
>>>>>>> 1>  dynprogvppintrinsicvalueengine.cpp
>>>>>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>>>>>> 14.0\VC\include\xcomplex(646): error C2131: expression did not evaluate to
>>>>>>> a constant (compiling source file
>>>>>>> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
>>>>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>>>>> 14.0\VC\include\xcomplex(646): note: failure was caused by an undefined
>>>>>>> arithmetic operation (compiling source file
>>>>>>> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
>>>>>>> 1>  ql\experimental\finitedifferences\hestonrndcalculator.cpp(110):
>>>>>>> note: see reference to function template instantiation
>>>>>>> 'std::complex<double> std::log<double>(const std::complex<double> &)' being
>>>>>>> compiled
>>>>>>>
>>>>>>> …
>>>>>>>
>>>>>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>>>>>> 14.0\VC\include\xcomplex(232): error C2131: expression did not evaluate to
>>>>>>> a constant (compiling source file ql\math\modifiedbessel.cpp)
>>>>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>>>>> 14.0\VC\include\xcomplex(232): note: failure was caused by an undefined
>>>>>>> arithmetic operation (compiling source file ql\math\modifiedbessel.cpp)
>>>>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>>>>> 14.0\VC\include\xcomplex(253): note: see reference to function template
>>>>>>> instantiation '_Ty std::_Fabs<double>(const std::complex<double> &,int *)'
>>>>>>> being compiled
>>>>>>> 1>          with
>>>>>>>
>>>>>>> ...
>>>>>>>
>>>>>>> and so on.
>>>>>>>
>>>>>>
>>>>>>

Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error

[Ivan A. C. <iva...@gm...>]

Hello. I rebuilt from scratch with version 14.0. 25431.01 and the test
suite passed.
On Sep 16, 2016 6:39 PM, "Luigi Ballabio" <lui...@gm...> wrote:

> Thanks for the confirmation (and for hunting down the issue on the MS
> site).
>
> Given that it's this one place, I think I'll apply the patch anyway.  I'd
> try to avoid the test suite failing out of the box for some people, given
> that not everybody can update their compilers at will...
>
> Luigi
>
>
> On Fri, Sep 16, 2016 at 2:27 PM Ivan A. Cherkasov <
> iva...@gm...> wrote:
>
>> Hello, Luigi.
>>
>> The testsuite succeeded with your patch on “Version 14.0.25422.01 Update
>> 3”:
>>
>> 1>------ Build started: Project: testsuite, Configuration: Release x64
>> ------
>> …
>> 1>  Testing observable settings...
>>
>>
>> 1>  Testing adaptive Runge Kutta...
>>
>> 1>  Testing matrix exponential based on ode..
>> …
>> 1>
>> 1>  Test module "Master Test Suite" has passed with:
>> 1>    646 test cases out of 646 passed
>> 1>    1002058 assertions out of 1002058 passed
>> 1>
>> ========== Build: 1 succeeded, 0 failed, 1 up-to-date, 0 skipped
>> ==========
>>
>> So, supposedly, it is indeed the “Issue 3 Potential miscompilation of
>> code-calling functions that resemble std::min/std::max on floating point
>> values.” (https://msdn.microsoft.com/en-us/library/mt752379.aspx, Bugs
>> that are fixed in version 14.0.25425.01, released on 08/02/2016).
>>
>> Personally, I wouldn’t recommend applying this patch to the master given
>> that std::max is used in many places in QuantLib, and it seems that this is
>> a VC compiler issue (I don’t recall having issues building 1.8 with GCC).
>>
>> I will try to get VC updated and check if the issue disappears.
>>
>> Thanks for looking into that.
>> On Sep 14, 2016 6:13 PM, "Luigi Ballabio" <lui...@gm...>
>> wrote:
>>
>>> Ivan,
>>>     please try the attached patch and check if it fixes the test failure.
>>>
>>> Thanks,
>>>     Luigi
>>>
>>>
>>>
>>> On Wed, Sep 14, 2016 at 10:49 AM Luigi Ballabio <
>>> lui...@gm...> wrote:
>>>
>>>> It seems so.  Anyway, I seem to have worked around the problem, but I'm
>>>> not in the office this morning. Stay tuned...
>>>>
>>>>
>>>> On Wed, Sep 14, 2016 at 10:45 AM Peter Caspers <pca...@gm...>
>>>> wrote:
>>>>
>>>>> Hi Luigi,
>>>>>
>>>>> not your fault, our subconscious mind presses these ok-buttons for us…
>>>>>
>>>>> Does it mean the problem only occurs in a specific version of VC14? In
>>>>> particular not in the latest?
>>>>>
>>>>> Regards
>>>>> Peter
>>>>>
>>>>> On 12 Sep 2016, at 15:27, Luigi Ballabio <lui...@gm...>
>>>>> wrote:
>>>>>
>>>>> Peter, Ivan,
>>>>>     I could reproduce the errors on a virtual machine running VC14.
>>>>> I'll try to find some time to work on this, too.
>>>>>
>>>>> Also, I'll share a life lesson I learned last week.  If you ever
>>>>> reproduce an error like the above, and then the compiler tells you that an
>>>>> update is available, for the love of all that's holy DON'T update.  If you
>>>>> do so, the error will disappear and your virtual machine will spend the
>>>>> best part of a Friday restoring the previous version of the compiler while
>>>>> you call yourself all sorts of names.  Just saying.
>>>>>
>>>>> Later,
>>>>>     Luigi
>>>>>
>>>>>
>>>>> On Fri, Sep 9, 2016 at 5:03 PM Ivan A. Cherkasov <
>>>>> iva...@gm...> wrote:
>>>>>
>>>>>> One more observation I wanted to share:
>>>>>>
>>>>>> with /fp:strict /fp:except compile flags (https://msdn.microsoft.com/
>>>>>> en-us/library/e7s85ffb.aspx) I’m getting build errors.
>>>>>>
>>>>>> command line:
>>>>>>
>>>>>> ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\
>>>>>> FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>>>>> /c /IC:\BIN\BOOST_1_61_0 /I. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D
>>>>>> NDEBUG /D WIN32 /D _LIB /D _SCL_SECURE_NO_DEPRECATE /D
>>>>>> _CRT_SECURE_NO_DEPRECATE /D _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:strict
>>>>>> /fp:except /Zc:wchar_t /Zc:forScope /Zc:inline /GR
>>>>>> /Fo".\BUILD\VC140\X64\RELEASE\\" /Fd".\BUILD\VC140\X64\RELEASE\QUANTLIB.PDB"
>>>>>> /Gd /TP C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\
>>>>>> FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>>>>>
>>>>>> build errors:
>>>>>>
>>>>>> …
>>>>>>
>>>>>> 1>  dynprogvppintrinsicvalueengine.cpp
>>>>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>>>>> 14.0\VC\include\xcomplex(646): error C2131: expression did not evaluate to
>>>>>> a constant (compiling source file ql\experimental\finitedifferences\
>>>>>> hestonrndcalculator.cpp)
>>>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>>>> 14.0\VC\include\xcomplex(646): note: failure was caused by an undefined
>>>>>> arithmetic operation (compiling source file ql\experimental\
>>>>>> finitedifferences\hestonrndcalculator.cpp)
>>>>>> 1>  ql\experimental\finitedifferences\hestonrndcalculator.cpp(110):
>>>>>> note: see reference to function template instantiation
>>>>>> 'std::complex<double> std::log<double>(const std::complex<double> &)' being
>>>>>> compiled
>>>>>>
>>>>>> …
>>>>>>
>>>>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>>>>> 14.0\VC\include\xcomplex(232): error C2131: expression did not evaluate to
>>>>>> a constant (compiling source file ql\math\modifiedbessel.cpp)
>>>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>>>> 14.0\VC\include\xcomplex(232): note: failure was caused by an undefined
>>>>>> arithmetic operation (compiling source file ql\math\modifiedbessel.cpp)
>>>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>>>> 14.0\VC\include\xcomplex(253): note: see reference to function template
>>>>>> instantiation '_Ty std::_Fabs<double>(const std::complex<double> &,int *)'
>>>>>> being compiled
>>>>>> 1>          with
>>>>>>
>>>>>> ...
>>>>>>
>>>>>> and so on.
>>>>>>
>>>>>
>>>>>

Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error

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

Thanks for the confirmation (and for hunting down the issue on the MS site).

Given that it's this one place, I think I'll apply the patch anyway.  I'd
try to avoid the test suite failing out of the box for some people, given
that not everybody can update their compilers at will...

Luigi


On Fri, Sep 16, 2016 at 2:27 PM Ivan A. Cherkasov <
iva...@gm...> wrote:

> Hello, Luigi.
>
> The testsuite succeeded with your patch on “Version 14.0.25422.01 Update
> 3”:
>
> 1>------ Build started: Project: testsuite, Configuration: Release x64
> ------
> …
> 1>  Testing observable settings...
>
>
> 1>  Testing adaptive Runge Kutta...
>
> 1>  Testing matrix exponential based on ode..
> …
> 1>
> 1>  Test module "Master Test Suite" has passed with:
> 1>    646 test cases out of 646 passed
> 1>    1002058 assertions out of 1002058 passed
> 1>
> ========== Build: 1 succeeded, 0 failed, 1 up-to-date, 0 skipped ==========
>
> So, supposedly, it is indeed the “Issue 3 Potential miscompilation of
> code-calling functions that resemble std::min/std::max on floating point
> values.” (https://msdn.microsoft.com/en-us/library/mt752379.aspx, Bugs
> that are fixed in version 14.0.25425.01, released on 08/02/2016).
>
> Personally, I wouldn’t recommend applying this patch to the master given
> that std::max is used in many places in QuantLib, and it seems that this is
> a VC compiler issue (I don’t recall having issues building 1.8 with GCC).
>
> I will try to get VC updated and check if the issue disappears.
>
> Thanks for looking into that.
> On Sep 14, 2016 6:13 PM, "Luigi Ballabio" <lui...@gm...>
> wrote:
>
>> Ivan,
>>     please try the attached patch and check if it fixes the test failure.
>>
>> Thanks,
>>     Luigi
>>
>>
>>
>> On Wed, Sep 14, 2016 at 10:49 AM Luigi Ballabio <lui...@gm...>
>> wrote:
>>
>>> It seems so.  Anyway, I seem to have worked around the problem, but I'm
>>> not in the office this morning. Stay tuned...
>>>
>>>
>>> On Wed, Sep 14, 2016 at 10:45 AM Peter Caspers <pca...@gm...>
>>> wrote:
>>>
>>>> Hi Luigi,
>>>>
>>>> not your fault, our subconscious mind presses these ok-buttons for us…
>>>>
>>>> Does it mean the problem only occurs in a specific version of VC14? In
>>>> particular not in the latest?
>>>>
>>>> Regards
>>>> Peter
>>>>
>>>> On 12 Sep 2016, at 15:27, Luigi Ballabio <lui...@gm...>
>>>> wrote:
>>>>
>>>> Peter, Ivan,
>>>>     I could reproduce the errors on a virtual machine running VC14.
>>>> I'll try to find some time to work on this, too.
>>>>
>>>> Also, I'll share a life lesson I learned last week.  If you ever
>>>> reproduce an error like the above, and then the compiler tells you that an
>>>> update is available, for the love of all that's holy DON'T update.  If you
>>>> do so, the error will disappear and your virtual machine will spend the
>>>> best part of a Friday restoring the previous version of the compiler while
>>>> you call yourself all sorts of names.  Just saying.
>>>>
>>>> Later,
>>>>     Luigi
>>>>
>>>>
>>>> On Fri, Sep 9, 2016 at 5:03 PM Ivan A. Cherkasov <
>>>> iva...@gm...> wrote:
>>>>
>>>>> One more observation I wanted to share:
>>>>>
>>>>> with /fp:strict /fp:except compile flags (
>>>>> https://msdn.microsoft.com/en-us/library/e7s85ffb.aspx) I’m getting
>>>>> build errors.
>>>>>
>>>>> command line:
>>>>>
>>>>>
>>>>> ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>>>> /c /IC:\BIN\BOOST_1_61_0 /I. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D
>>>>> NDEBUG /D WIN32 /D _LIB /D _SCL_SECURE_NO_DEPRECATE /D
>>>>> _CRT_SECURE_NO_DEPRECATE /D _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:strict
>>>>> /fp:except /Zc:wchar_t /Zc:forScope /Zc:inline /GR
>>>>> /Fo".\BUILD\VC140\X64\RELEASE\\"
>>>>> /Fd".\BUILD\VC140\X64\RELEASE\QUANTLIB.PDB" /Gd /TP
>>>>> C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>>>>
>>>>> build errors:
>>>>>
>>>>> …
>>>>>
>>>>> 1>  dynprogvppintrinsicvalueengine.cpp
>>>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>>>> 14.0\VC\include\xcomplex(646): error C2131: expression did not evaluate to
>>>>> a constant (compiling source file
>>>>> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
>>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>>> 14.0\VC\include\xcomplex(646): note: failure was caused by an undefined
>>>>> arithmetic operation (compiling source file
>>>>> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
>>>>> 1>  ql\experimental\finitedifferences\hestonrndcalculator.cpp(110):
>>>>> note: see reference to function template instantiation
>>>>> 'std::complex<double> std::log<double>(const std::complex<double> &)' being
>>>>> compiled
>>>>>
>>>>> …
>>>>>
>>>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>>>> 14.0\VC\include\xcomplex(232): error C2131: expression did not evaluate to
>>>>> a constant (compiling source file ql\math\modifiedbessel.cpp)
>>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>>> 14.0\VC\include\xcomplex(232): note: failure was caused by an undefined
>>>>> arithmetic operation (compiling source file ql\math\modifiedbessel.cpp)
>>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>>> 14.0\VC\include\xcomplex(253): note: see reference to function template
>>>>> instantiation '_Ty std::_Fabs<double>(const std::complex<double> &,int *)'
>>>>> being compiled
>>>>> 1>          with
>>>>>
>>>>> ...
>>>>>
>>>>> and so on.
>>>>>
>>>>
>>>>

Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error

[Ivan A. C. <iva...@gm...>]

Hello, Luigi.

The testsuite succeeded with your patch on “Version 14.0.25422.01 Update 3”:

1>------ Build started: Project: testsuite, Configuration: Release x64
------
…
1>  Testing observable settings...
1>  Testing adaptive Runge Kutta...
1>  Testing matrix exponential based on ode..
…
1>
1>  Test module "Master Test Suite" has passed with:
1>    646 test cases out of 646 passed
1>    1002058 assertions out of 1002058 passed
1>
========== Build: 1 succeeded, 0 failed, 1 up-to-date, 0 skipped ==========

So, supposedly, it is indeed the “Issue 3 Potential miscompilation of
code-calling functions that resemble std::min/std::max on floating point
values.” (https://msdn.microsoft.com/en-us/library/mt752379.aspx, Bugs that
are fixed in version 14.0.25425.01, released on 08/02/2016).

Personally, I wouldn’t recommend applying this patch to the master given
that std::max is used in many places in QuantLib, and it seems that this is
a VC compiler issue (I don’t recall having issues building 1.8 with GCC).

I will try to get VC updated and check if the issue disappears.

Thanks for looking into that.
On Sep 14, 2016 6:13 PM, "Luigi Ballabio" <lui...@gm...> wrote:

> Ivan,
>     please try the attached patch and check if it fixes the test failure.
>
> Thanks,
>     Luigi
>
>
>
> On Wed, Sep 14, 2016 at 10:49 AM Luigi Ballabio <lui...@gm...>
> wrote:
>
>> It seems so.  Anyway, I seem to have worked around the problem, but I'm
>> not in the office this morning. Stay tuned...
>>
>>
>> On Wed, Sep 14, 2016 at 10:45 AM Peter Caspers <pca...@gm...>
>> wrote:
>>
>>> Hi Luigi,
>>>
>>> not your fault, our subconscious mind presses these ok-buttons for us…
>>>
>>> Does it mean the problem only occurs in a specific version of VC14? In
>>> particular not in the latest?
>>>
>>> Regards
>>> Peter
>>>
>>> On 12 Sep 2016, at 15:27, Luigi Ballabio <lui...@gm...>
>>> wrote:
>>>
>>> Peter, Ivan,
>>>     I could reproduce the errors on a virtual machine running VC14.
>>> I'll try to find some time to work on this, too.
>>>
>>> Also, I'll share a life lesson I learned last week.  If you ever
>>> reproduce an error like the above, and then the compiler tells you that an
>>> update is available, for the love of all that's holy DON'T update.  If you
>>> do so, the error will disappear and your virtual machine will spend the
>>> best part of a Friday restoring the previous version of the compiler while
>>> you call yourself all sorts of names.  Just saying.
>>>
>>> Later,
>>>     Luigi
>>>
>>>
>>> On Fri, Sep 9, 2016 at 5:03 PM Ivan A. Cherkasov <
>>> iva...@gm...> wrote:
>>>
>>>> One more observation I wanted to share:
>>>>
>>>> with /fp:strict /fp:except compile flags (https://msdn.microsoft.com/
>>>> en-us/library/e7s85ffb.aspx) I’m getting build errors.
>>>>
>>>> command line:
>>>>
>>>> ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\
>>>> DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>>> /c /IC:\BIN\BOOST_1_61_0 /I. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D
>>>> NDEBUG /D WIN32 /D _LIB /D _SCL_SECURE_NO_DEPRECATE /D
>>>> _CRT_SECURE_NO_DEPRECATE /D _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:strict
>>>> /fp:except /Zc:wchar_t /Zc:forScope /Zc:inline /GR
>>>> /Fo".\BUILD\VC140\X64\RELEASE\\" /Fd".\BUILD\VC140\X64\RELEASE\QUANTLIB.PDB"
>>>> /Gd /TP C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\
>>>> FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>>>
>>>> build errors:
>>>>
>>>> …
>>>>
>>>> 1>  dynprogvppintrinsicvalueengine.cpp
>>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>>> 14.0\VC\include\xcomplex(646): error C2131: expression did not evaluate to
>>>> a constant (compiling source file ql\experimental\finitedifferences\
>>>> hestonrndcalculator.cpp)
>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>> 14.0\VC\include\xcomplex(646): note: failure was caused by an undefined
>>>> arithmetic operation (compiling source file ql\experimental\
>>>> finitedifferences\hestonrndcalculator.cpp)
>>>> 1>  ql\experimental\finitedifferences\hestonrndcalculator.cpp(110):
>>>> note: see reference to function template instantiation
>>>> 'std::complex<double> std::log<double>(const std::complex<double> &)' being
>>>> compiled
>>>>
>>>> …
>>>>
>>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>>> 14.0\VC\include\xcomplex(232): error C2131: expression did not evaluate to
>>>> a constant (compiling source file ql\math\modifiedbessel.cpp)
>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>> 14.0\VC\include\xcomplex(232): note: failure was caused by an undefined
>>>> arithmetic operation (compiling source file ql\math\modifiedbessel.cpp)
>>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>>> 14.0\VC\include\xcomplex(253): note: see reference to function template
>>>> instantiation '_Ty std::_Fabs<double>(const std::complex<double> &,int *)'
>>>> being compiled
>>>> 1>          with
>>>>
>>>> ...
>>>>
>>>> and so on.
>>>>
>>>
>>>

Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error

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

Ivan,
    please try the attached patch and check if it fixes the test failure.

Thanks,
    Luigi



On Wed, Sep 14, 2016 at 10:49 AM Luigi Ballabio <lui...@gm...>
wrote:

> It seems so.  Anyway, I seem to have worked around the problem, but I'm
> not in the office this morning. Stay tuned...
>
>
> On Wed, Sep 14, 2016 at 10:45 AM Peter Caspers <pca...@gm...>
> wrote:
>
>> Hi Luigi,
>>
>> not your fault, our subconscious mind presses these ok-buttons for us…
>>
>> Does it mean the problem only occurs in a specific version of VC14? In
>> particular not in the latest?
>>
>> Regards
>> Peter
>>
>> On 12 Sep 2016, at 15:27, Luigi Ballabio <lui...@gm...>
>> wrote:
>>
>> Peter, Ivan,
>>     I could reproduce the errors on a virtual machine running VC14.  I'll
>> try to find some time to work on this, too.
>>
>> Also, I'll share a life lesson I learned last week.  If you ever
>> reproduce an error like the above, and then the compiler tells you that an
>> update is available, for the love of all that's holy DON'T update.  If you
>> do so, the error will disappear and your virtual machine will spend the
>> best part of a Friday restoring the previous version of the compiler while
>> you call yourself all sorts of names.  Just saying.
>>
>> Later,
>>     Luigi
>>
>>
>> On Fri, Sep 9, 2016 at 5:03 PM Ivan A. Cherkasov <
>> iva...@gm...> wrote:
>>
>>> One more observation I wanted to share:
>>>
>>> with /fp:strict /fp:except compile flags (
>>> https://msdn.microsoft.com/en-us/library/e7s85ffb.aspx) I’m getting
>>> build errors.
>>>
>>> command line:
>>>
>>>
>>> ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>> /c /IC:\BIN\BOOST_1_61_0 /I. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D NDEBUG
>>> /D WIN32 /D _LIB /D _SCL_SECURE_NO_DEPRECATE /D _CRT_SECURE_NO_DEPRECATE /D
>>> _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:strict /fp:except /Zc:wchar_t
>>> /Zc:forScope /Zc:inline /GR /Fo".\BUILD\VC140\X64\RELEASE\\"
>>> /Fd".\BUILD\VC140\X64\RELEASE\QUANTLIB.PDB" /Gd /TP
>>> C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>>
>>> build errors:
>>>
>>> …
>>>
>>> 1>  dynprogvppintrinsicvalueengine.cpp
>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>> 14.0\VC\include\xcomplex(646): error C2131: expression did not evaluate to
>>> a constant (compiling source file
>>> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>> 14.0\VC\include\xcomplex(646): note: failure was caused by an undefined
>>> arithmetic operation (compiling source file
>>> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
>>> 1>  ql\experimental\finitedifferences\hestonrndcalculator.cpp(110):
>>> note: see reference to function template instantiation
>>> 'std::complex<double> std::log<double>(const std::complex<double> &)' being
>>> compiled
>>>
>>> …
>>>
>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>> 14.0\VC\include\xcomplex(232): error C2131: expression did not evaluate to
>>> a constant (compiling source file ql\math\modifiedbessel.cpp)
>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>> 14.0\VC\include\xcomplex(232): note: failure was caused by an undefined
>>> arithmetic operation (compiling source file ql\math\modifiedbessel.cpp)
>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>> 14.0\VC\include\xcomplex(253): note: see reference to function template
>>> instantiation '_Ty std::_Fabs<double>(const std::complex<double> &,int *)'
>>> being compiled
>>> 1>          with
>>>
>>> ...
>>>
>>> and so on.
>>>
>>
>>

Re: [Quantlib-dev] Information Demand

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

Hello,
    I'm not sure what you mean by "multi-agent project". May you elaborate?

Luigi


On Sat, Sep 10, 2016 at 12:17 AM ahmed boudarbala <bou...@gm...>
wrote:

> Hi
> I want to participate in multi-agant project, can you help me ?Or how can
> I do it.
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error

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

It seems so.  Anyway, I seem to have worked around the problem, but I'm not
in the office this morning. Stay tuned...


On Wed, Sep 14, 2016 at 10:45 AM Peter Caspers <pca...@gm...>
wrote:

> Hi Luigi,
>
> not your fault, our subconscious mind presses these ok-buttons for us…
>
> Does it mean the problem only occurs in a specific version of VC14? In
> particular not in the latest?
>
> Regards
> Peter
>
> On 12 Sep 2016, at 15:27, Luigi Ballabio <lui...@gm...> wrote:
>
> Peter, Ivan,
>     I could reproduce the errors on a virtual machine running VC14.  I'll
> try to find some time to work on this, too.
>
> Also, I'll share a life lesson I learned last week.  If you ever reproduce
> an error like the above, and then the compiler tells you that an update is
> available, for the love of all that's holy DON'T update.  If you do so, the
> error will disappear and your virtual machine will spend the best part of a
> Friday restoring the previous version of the compiler while you call
> yourself all sorts of names.  Just saying.
>
> Later,
>     Luigi
>
>
> On Fri, Sep 9, 2016 at 5:03 PM Ivan A. Cherkasov <
> iva...@gm...> wrote:
>
>> One more observation I wanted to share:
>>
>> with /fp:strict /fp:except compile flags (
>> https://msdn.microsoft.com/en-us/library/e7s85ffb.aspx) I’m getting
>> build errors.
>>
>> command line:
>>
>>
>> ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>> /c /IC:\BIN\BOOST_1_61_0 /I. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D NDEBUG
>> /D WIN32 /D _LIB /D _SCL_SECURE_NO_DEPRECATE /D _CRT_SECURE_NO_DEPRECATE /D
>> _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:strict /fp:except /Zc:wchar_t
>> /Zc:forScope /Zc:inline /GR /Fo".\BUILD\VC140\X64\RELEASE\\"
>> /Fd".\BUILD\VC140\X64\RELEASE\QUANTLIB.PDB" /Gd /TP
>> C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>
>> build errors:
>>
>> …
>>
>> 1>  dynprogvppintrinsicvalueengine.cpp
>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>> 14.0\VC\include\xcomplex(646): error C2131: expression did not evaluate to
>> a constant (compiling source file
>> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>> 14.0\VC\include\xcomplex(646): note: failure was caused by an undefined
>> arithmetic operation (compiling source file
>> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
>> 1>  ql\experimental\finitedifferences\hestonrndcalculator.cpp(110): note:
>> see reference to function template instantiation 'std::complex<double>
>> std::log<double>(const std::complex<double> &)' being compiled
>>
>> …
>>
>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>> 14.0\VC\include\xcomplex(232): error C2131: expression did not evaluate to
>> a constant (compiling source file ql\math\modifiedbessel.cpp)
>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>> 14.0\VC\include\xcomplex(232): note: failure was caused by an undefined
>> arithmetic operation (compiling source file ql\math\modifiedbessel.cpp)
>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>> 14.0\VC\include\xcomplex(253): note: see reference to function template
>> instantiation '_Ty std::_Fabs<double>(const std::complex<double> &,int *)'
>> being compiled
>> 1>          with
>>
>> ...
>>
>> and so on.
>>
>
>

Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error

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

Hi Luigi,

not your fault, our subconscious mind presses these ok-buttons for us…

Does it mean the problem only occurs in a specific version of VC14? In particular not in the latest?

Regards
Peter

> On 12 Sep 2016, at 15:27, Luigi Ballabio <lui...@gm...> wrote:
> 
> Peter, Ivan,
>     I could reproduce the errors on a virtual machine running VC14.  I'll try to find some time to work on this, too.
> 
> Also, I'll share a life lesson I learned last week.  If you ever reproduce an error like the above, and then the compiler tells you that an update is available, for the love of all that's holy DON'T update.  If you do so, the error will disappear and your virtual machine will spend the best part of a Friday restoring the previous version of the compiler while you call yourself all sorts of names.  Just saying.
> 
> Later,
>     Luigi
> 
> 
> On Fri, Sep 9, 2016 at 5:03 PM Ivan A. Cherkasov <iva...@gm... <mailto:iva...@gm...>> wrote:
> One more observation I wanted to share:
>  
> with /fp:strict /fp:except compile flags (https://msdn.microsoft.com/en-us/library/e7s85ffb.aspx <https://msdn.microsoft.com/en-us/library/e7s85ffb.aspx>) I’m getting build errors.
>  
> command line:
>  
> ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
> /c /IC:\BIN\BOOST_1_61_0 /I. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D NDEBUG /D WIN32 /D _LIB /D _SCL_SECURE_NO_DEPRECATE /D _CRT_SECURE_NO_DEPRECATE /D _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:strict /fp:except /Zc:wchar_t /Zc:forScope /Zc:inline /GR /Fo".\BUILD\VC140\X64\RELEASE\\" /Fd".\BUILD\VC140\X64\RELEASE\QUANTLIB.PDB" /Gd /TP C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>  
> build errors:
>  
> …
>  
> 1>  dynprogvppintrinsicvalueengine.cpp
> 1>C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\include\xcomplex(646): error C2131: expression did not evaluate to a constant (compiling source file ql\experimental\finitedifferences\hestonrndcalculator.cpp)
> 1>  C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\include\xcomplex(646): note: failure was caused by an undefined arithmetic operation (compiling source file ql\experimental\finitedifferences\hestonrndcalculator.cpp)
> 1>  ql\experimental\finitedifferences\hestonrndcalculator.cpp(110): note: see reference to function template instantiation 'std::complex<double> std::log<double>(const std::complex<double> &)' being compiled
>  
> …
>  
> 1>C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\include\xcomplex(232): error C2131: expression did not evaluate to a constant (compiling source file ql\math\modifiedbessel.cpp)
> 1>  C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\include\xcomplex(232): note: failure was caused by an undefined arithmetic operation (compiling source file ql\math\modifiedbessel.cpp)
> 1>  C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\include\xcomplex(253): note: see reference to function template instantiation '_Ty std::_Fabs<double>(const std::complex<double> &,int *)' being compiled
> 1>          with
>  
> ...
>  
> and so on.
> 

Re: [Quantlib-dev] Fwd: Re: QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error

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

Peter, Ivan,
    I could reproduce the errors on a virtual machine running VC14.  I'll
try to find some time to work on this, too.

Also, I'll share a life lesson I learned last week.  If you ever reproduce
an error like the above, and then the compiler tells you that an update is
available, for the love of all that's holy DON'T update.  If you do so, the
error will disappear and your virtual machine will spend the best part of a
Friday restoring the previous version of the compiler while you call
yourself all sorts of names.  Just saying.

Later,
    Luigi


On Fri, Sep 9, 2016 at 5:03 PM Ivan A. Cherkasov <iva...@gm...>
wrote:

> One more observation I wanted to share:
>
> with /fp:strict /fp:except compile flags (
> https://msdn.microsoft.com/en-us/library/e7s85ffb.aspx) I’m getting build
> errors.
>
> command line:
>
>
> ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
> /c /IC:\BIN\BOOST_1_61_0 /I. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D NDEBUG
> /D WIN32 /D _LIB /D _SCL_SECURE_NO_DEPRECATE /D _CRT_SECURE_NO_DEPRECATE /D
> _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:strict /fp:except /Zc:wchar_t
> /Zc:forScope /Zc:inline /GR /Fo".\BUILD\VC140\X64\RELEASE\\"
> /Fd".\BUILD\VC140\X64\RELEASE\QUANTLIB.PDB" /Gd /TP
> C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>
> build errors:
>
> …
>
> 1>  dynprogvppintrinsicvalueengine.cpp
> 1>C:\Program Files (x86)\Microsoft Visual Studio
> 14.0\VC\include\xcomplex(646): error C2131: expression did not evaluate to
> a constant (compiling source file
> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
> 1>  C:\Program Files (x86)\Microsoft Visual Studio
> 14.0\VC\include\xcomplex(646): note: failure was caused by an undefined
> arithmetic operation (compiling source file
> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
> 1>  ql\experimental\finitedifferences\hestonrndcalculator.cpp(110): note:
> see reference to function template instantiation 'std::complex<double>
> std::log<double>(const std::complex<double> &)' being compiled
>
> …
>
> 1>C:\Program Files (x86)\Microsoft Visual Studio
> 14.0\VC\include\xcomplex(232): error C2131: expression did not evaluate to
> a constant (compiling source file ql\math\modifiedbessel.cpp)
> 1>  C:\Program Files (x86)\Microsoft Visual Studio
> 14.0\VC\include\xcomplex(232): note: failure was caused by an undefined
> arithmetic operation (compiling source file ql\math\modifiedbessel.cpp)
> 1>  C:\Program Files (x86)\Microsoft Visual Studio
> 14.0\VC\include\xcomplex(253): note: see reference to function template
> instantiation '_Ty std::_Fabs<double>(const std::complex<double> &,int *)'
> being compiled
> 1>          with
>
> ...
>
> and so on.
>