quantlib-dev — Discussion of QuantLib development

Re: [Quantlib-dev] Introduction

[Vivek R. <viv...@gm...>]

Hi Luigi,

You might have a look at the todo lists at
> <http://quantlib.org/reference/overview.html> and
> <http://quantlib.org/reference/todo.html> to see if you find anything
> that rings a bell.  Writing test cases for currently untested classes
> might be useful too, even though it hardly qualifies as "something
> exciting" :)
>
>
> > B.  what is the best way to get started with this project?
>
> You might start from how the library can be used (you can look at the
> examples, or some of the test cases) and work inwards to see how it
> works. We're planning to provide some more documentation, but it's a
> slow process.
>
>
> > C. What books would you guys recommend ? (esp for the mathematical
> background)
>
> I'd go for the Joshi ones (the one on mathematical finance and the one
> on finance and design patterns.) The fact that Mark started contributing
> to QuantLib does not bias the choice in any way :)


Yes Fernando had recommended them as well, I have just received them from
amazon, and have started reading them. Hopefully, I should be up-to-speed in
a couple of weeks, and get working on the project.

Cheers,
Vivek

Re: [Quantlib-dev] Introduction

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

Vivek,
	apologies for the delay.

On Sun, 2006-10-29 at 23:40 +0000, Vivek Rai wrote:
> I see this project as a perfect oppurtunity to work on something
> exciting (which is sadly lacking in my day job :( ).. and also to keep
> myself up to pace with advanced maths.
> 
> Some questions:
> A. Given my skills, how and where could I contribute?

You might have a look at the todo lists at
<http://quantlib.org/reference/overview.html> and
<http://quantlib.org/reference/todo.html> to see if you find anything
that rings a bell.  Writing test cases for currently untested classes
might be useful too, even though it hardly qualifies as "something
exciting" :)


> B.  what is the best way to get started with this project?

You might start from how the library can be used (you can look at the
examples, or some of the test cases) and work inwards to see how it
works. We're planning to provide some more documentation, but it's a
slow process.


> C. What books would you guys recommend ? (esp for the mathematical background)

I'd go for the Joshi ones (the one on mathematical finance and the one
on finance and design patterns.) The fact that Mark started contributing
to QuantLib does not bias the choice in any way :)

Later,
	Luigi


---------------------------------------- 

All generalizations are dangerous, even this one. 
-- Alexandre Dumas 

[Quantlib-dev] [ quantlib-Bugs-1591051 ] "Testing Heston model calibration" fails on amd64

[SourceForge.net <no...@so...>]

Bugs item #1591051, was opened at 2006-11-06 00:05
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1591051&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
>Resolution: Fixed
Priority: 5
Private: No
Submitted By: Tiziano Müller (tizianomueller)
>Assigned to: Luigi Ballabio (lballabio)
Summary: "Testing Heston model calibration" fails on amd64

Initial Comment:
Hi

The test "Heston model calibration" fails on amd64 with
quantlib-0.3.12 and 0.3.13:

[...]
Testing tabulated Gauss-Laguerre integration...
Testing Heston model calibration using a flat
volatility surface...
unknown location(0): fatal error in
"HestonModelTest::testBlackCalibration":
std::exception: MINPACK: number of calls to fcn has
reached or exceeded maxfev.
Testing Heston model calibration using DAX volatility
data...
Testing analytic Heston engine against Black formula...
[...]

*** 1 failure detected in test suite "Master Test Suite"
FAIL: quantlib-test-suite
===================================================
1 of 1 tests failed
Please report to qua...@li...
===================================================
make[2]: *** [check-TESTS] Error 1
make[2]: Leaving directory
`/var/tmp/portage/dev-libs/quantlib-0.3.13/work/QuantLib-0.3.13/test-suite'
make[1]: *** [check-am] Error 2
make[1]: Leaving directory
`/var/tmp/portage/dev-libs/quantlib-0.3.13/work/QuantLib-0.3.13/test-suite'
make: *** [check-recursive] Error 1


----------------------------------------------------------------------

>Comment By: Luigi Ballabio (lballabio)
Date: 2006-11-07 11:31

Message:
Logged In: YES 
user_id=75450

This is fixed in 0.3.14.

Thanks for the report.

Luigi


----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1591051&group_id=12740

[Quantlib-dev] [ quantlib-Bugs-1591051 ] "Testing Heston model calibration" fails on amd64

[SourceForge.net <no...@so...>]

Bugs item #1591051, was opened at 2006-11-06 00:05
Message generated for change (Tracker Item Submitted) made by Item Submitter
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1591051&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Tiziano Müller (tizianomueller)
Assigned to: Nobody/Anonymous (nobody)
Summary: "Testing Heston model calibration" fails on amd64

Initial Comment:
Hi

The test "Heston model calibration" fails on amd64 with
quantlib-0.3.12 and 0.3.13:

[...]
Testing tabulated Gauss-Laguerre integration...
Testing Heston model calibration using a flat
volatility surface...
unknown location(0): fatal error in
"HestonModelTest::testBlackCalibration":
std::exception: MINPACK: number of calls to fcn has
reached or exceeded maxfev.
Testing Heston model calibration using DAX volatility
data...
Testing analytic Heston engine against Black formula...
[...]

*** 1 failure detected in test suite "Master Test Suite"
FAIL: quantlib-test-suite
===================================================
1 of 1 tests failed
Please report to qua...@li...
===================================================
make[2]: *** [check-TESTS] Error 1
make[2]: Leaving directory
`/var/tmp/portage/dev-libs/quantlib-0.3.13/work/QuantLib-0.3.13/test-suite'
make[1]: *** [check-am] Error 2
make[1]: Leaving directory
`/var/tmp/portage/dev-libs/quantlib-0.3.13/work/QuantLib-0.3.13/test-suite'
make: *** [check-recursive] Error 1


----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1591051&group_id=12740

[Quantlib-dev] [ quantlib-Bugs-1581325 ] trying to compile a sample with Xcode 2.4

[SourceForge.net <no...@so...>]

Bugs item #1581325, was opened at 2006-10-20 16:23
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1581325&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
>Resolution: Postponed
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: trying to compile a sample with Xcode 2.4

Initial Comment:
Hi all,

I've been thourgh all the compilation of QuantLib 0.3.13 on Mac OS X 
10.4 ppc and now try to compile the EquityOption.cpp using XCode.

I don't know if I can use gcc 4.0, I tried, and unless I use ZeroLink in 
Debug mode I don't have the correct input (I check against the /usr/local/
bin/EquityOption that was build with QuantLib). All I have is zeros 
anywhere.

If I try to use gcc 3.3 things go worst and the exe hang since the 
beginning after having display "Option type = put".

Here's the call stack : 
#0  0x0001e558 in std::locale::locale ()
#1  0x0002fc58 in std::num_put<char, std::ostreambuf_iterator<char, 
std::char_traits<char> > >::_M_convert_int<unsigned long> ()
#2  0x0002f7dc in std::num_put<char, std::ostreambuf_iterator<char, 
std::char_traits<char> > >::do_put ()
#3  0x94ada15c in std::ostream::operator<< ()
#4  0x01195864 in QuantLib::detail::operator<< (out=@0xa1398, 
holder=@0xa1404) at dataformatters.cpp:29
#5  0x0100e654 in QuantLib::detail::operator<< (out=@0xa1398, 
holder=@0xbffff228) at date.cpp:751
#6  0x0100e6ec in QuantLib::operator<< (out=@0xa1398, d=@0xa1404) 
at date.cpp:722
#7  0x000023e8 in main ()

Thanks for your help

PowerMike

----------------------------------------------------------------------

>Comment By: Luigi Ballabio (lballabio)
Date: 2006-11-03 13:12

Message:
Logged In: YES 
user_id=75450

Ok, I'm closing the bug for the time being.
Thanks,
    Luigi


----------------------------------------------------------------------

Comment By: Nobody/Anonymous (nobody)
Date: 2006-10-27 18:19

Message:
Logged In: NO 

OK, I've figured that using gcc 4 was good and the zeros problem was in fact a link problem with boost (templates). So I installed the 
right version of boost from darwinports. And the compiled QuantLib.

So if I use the static version of libQuantLib that works. I have still zeros when I use a dylib (shared lib). I'll figure out this as well in 
the near future I hope.

thanks

PowerMike

----------------------------------------------------------------------

Comment By: Luigi Ballabio (lballabio)
Date: 2006-10-25 13:10

Message:
Logged In: YES 
user_id=75450

Did you compile QuantLib as a static or a dynamic library?
If dynamic, does the problem persist if you switch to static
instead?

Luigi


----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1581325&group_id=12740

Re: [Quantlib-dev] Move quantlib wiki to wikiversity?

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

On Wed, 2006-11-01 at 15:20 -0600, Joseph Wang wrote:
> Just wondering if anyone had any thoughts on moving the QuantLib wiki to 
> http://en.wikiversity.org/

No problem for me. Do they want us?
Also, what about membership? Any particular requirement to be able to
edit pages one the Wiki is there?

Later,
	Luigi


---------------------------------------- 

The wisdom of the wise and the experience of the ages are perpetuated 
by quotations. 
-- Benjamin Disraeli 

Re: [Quantlib-dev] quantlib-benchmark

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

On Thu, 2006-11-02 at 20:57 -0600, Dirk Eddelbuettel wrote:
> Attached is a simple patch to man/Makefile.am to add installation of
> man/quantlib-benchmark.1 which is also in the patch.  I'm a little pressed
> for time or I'd update the cvs myself but I haven't updated in a while
> yadayad.  I'd appreciated it if someone inserted the patch on my behalf.

Done, thanks.

Luigi


---------------------------------------- 

Westheimer's Discovery: 
A couple of months in the laboratory can frequently save a 
couple of hours in the library. 

Re: [Quantlib-dev] Test 0.3.14 QuantLibXL tarballs

[eric e. <eri...@gm...>]

Hello

On 10/30/06, Wilkie Lai <inf...@ya...> wrote:
> First the good news.  I have tried downloading the pre-release and everything seems to build without any problem.

Many thanks for confirming that.

> Now the bad news.  It seems that a lot of the curve related functions are broken.

I think that they aren't broken, but that in some cases their
signatures have changed and the example workbooks haven't been updated
accordingly.  Should be fixed in the next tarball (which will be a
candidate for the final release), thanks for pointing this out.

> Eric, can you please share what is the expected release date for 0.3.14 final?

Looks like we're aiming for next week.

Regards,
Eric

Re: [Quantlib-dev] quantlib-benchmark

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

Luigi,

On 26 October 2006 at 10:51, Luigi Ballabio wrote:
| On Mon, 2006-10-23 at 21:52 -0500, Dirk Eddelbuettel wrote:
| > It looks like 'make install' doesn't cover quantlib-benchmark, which is a
| > pity.  I wouldn't mind building it for Debian package -- could this get
| > covered by make install, if it has been made by 'make benchmark' ?
| 
| Dirk,
| 	in next tarball, './configure --enable-benchmark' will cause it to be
| built and installed by default.

The promises, and he delivers :)

Attached is a simple patch to man/Makefile.am to add installation of
man/quantlib-benchmark.1 which is also in the patch.  I'm a little pressed
for time or I'd update the cvs myself but I haven't updated in a while
yadayad.  I'd appreciated it if someone inserted the patch on my behalf.

Thanks,  Dirk

Re: [Quantlib-dev] 0.3.14 release candidate

[eric e. <eri...@gm...>]

Hello

> As with the previous tarball, it is very difficult to download this.  Could
> we find an alternate host somewhere?

I agree that an alternate host is needed, however in the current
environment you can get the files a lot quicker by using scp instead
of http e.g.

scp use...@qu...:/home/groups/q/qu/quantlib/htdocs/prerelease/* .

or, from a DOS prompt, if you have Tortoise installed,

"C:\Program Files\TortoiseCVS\pscp.exe"
"use...@qu...:/home/groups/q/qu/quantlib/htdocs/prerelease/*"
"C:\projects"

For this you need a sourceforge account but you don't have to be a
member of the quantlib project.

Regards,
Eric

Re: [Quantlib-dev] 0.3.14 release candidate

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

On 31 October 2006 at 14:55, Luigi Ballabio wrote:
| 	new candidate tarballs for QuantLib 0.3.14 are available at
| <http://quantlib.org/prerelease/>. Please check them out: if no problem
| surfaces in the next few days, they will be released next week.

As with the previous tarball, it is very difficult to download this.  Could
we find an alternate host somewhere?  

Dirk

-- 
Hell, there are no rules here - we're trying to accomplish something. 
                                                  -- Thomas A. Edison

[Quantlib-dev] Move quantlib wiki to wikiversity?

[Joseph W. <jo...@gn...>]

Just wondering if anyone had any thoughts on moving the QuantLib wiki to 
http://en.wikiversity.org/

The reason for doing that is that there is a community already in wikiversity 
which is useful for things like copy-editing and vandalism prevention.

[Quantlib-dev] 0.3.14 release candidate

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

Hi all,
	new candidate tarballs for QuantLib 0.3.14 are available at
<http://quantlib.org/prerelease/>. Please check them out: if no problem
surfaces in the next few days, they will be released next week.

Thanks,
	Luigi


---------------------------------------- 

Newton's Law of Gravitation: 
What goes up must come down. But don't expect it to come down 
where you can find it. Murphy's Law applies to Newton's. 

Re: [Quantlib-dev] 0.3.14 prerelease tarball

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

On Tue, 2006-10-31 at 12:18 +0000, Roland Lichters wrote:
> I have compiled the prerelease on a MacBook Pro with OS X 10.4.8
> without problems.
> However, the test suite reports one error:
> Running 273 test cases...
> unknown location(0): fatal error in
> "HestonModelTest::testBlackCalibration": std::exception: MINPACK:
> number of calls to fcn has reached or exceeded maxfev.

Thanks, it's fixed now.

Luigi



---------------------------------------- 

The rule on staying alive as a forecaster is to give 'em a number or 
give 'em a date, but never give 'em both at once. 
-- Jane Bryant Quinn 

[Quantlib-dev] 0.3.14 prerelease tarball

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

Hello all,

I have compiled the prerelease on a MacBook Pro with OS X 10.4.8 without
problems.
However, the test suite reports one error:

Running 273 test cases...
unknown location(0): fatal error in "HestonModelTest::testBlackCalibration":
std::exception: MINPACK: number of calls to fcn has reached or exceeded
maxfev.


Tests completed in 14 m 0 s


*** errors detected in test suite "QuantLib test suite"; see standard output
for details


Hope this helps,
Roland

Re: [Quantlib-dev] Test 0.3.14 QuantLibXL tarballs

[Wilkie L. <inf...@ya...>]

Hi all,=0AFirst the good news.  I have tried downloading the pre-release an=
d everything seems to build without any problem.  In around 1/2 hour I alre=
ady have QuantLibXL-vc80-mt-s-0_3_14.xll loaded into my Excel.=0ANow the ba=
d news.  It seems that a lot of the curve related functions are broken.  Ju=
st a quick peek at the included examples and my own test workbooks has show=
n the following functions not working:=0A1.) All the ratehelpers=0A2.) qlSc=
hedule=0A3.) Interpolation related functions (eg qlInterpolate etc.)=0A=0AE=
ric, can you please share what is the expected release date for 0.3.14 fina=
l?=0A=0ABest regards,=0AWilkie=0A=0A----- Original Message ----=0AFrom: eri=
c ehlers <eri...@gm...>=0ATo: pit...@ca...=0ACc: Q=
uantLib developers <qua...@li...>=0ASent: Wednesday, =
October 25, 2006 4:44:48 PM=0ASubject: Re: [Quantlib-dev] Test 0.3.14 tarba=
lls=0A=0A=0AOn 10/25/06, Piter Dias <pit...@ma...> wrote:=0A>=
=0A> This time QuantLibXL misses the QuantLibXL_vc8.vcproj file.=0A=0AAre y=
ou sure?  I just double checked and it looks OK:=0A=0A- I download=0A    ht=
tp://quantlib.org/prerelease/QuantLibXL-src-0.3.14.exe=0A  (2,904,744 bytes=
)=0A- I install the contents to c:\test\QuantLibXL=0A- and I see the file a=
t=0A    C:\test\QuantLibXL\qlxl\QuantLibXL_vc8.vcproj=0A=0AHow does that wo=
rk for you?=0A=0AThanks,=0AEric=0A=0A--------------------------------------=
-----------------------------------=0AUsing Tomcat but need to do more? Nee=
d to support web services, security?=0AGet stuff done quickly with pre-inte=
grated technology to make your job easier=0ADownload IBM WebSphere Applicat=
ion Server v.1.0.1 based on Apache Geronimo=0Ahttp://sel.as-us.falkag.net/s=
el?cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642=0A_____________________=
__________________________=0AQuantLib-dev mailing list=0AQuantLib-dev@lists=
.sourceforge.net=0Ahttps://lists.sourceforge.net/lists/listinfo/quantlib-de=
v=0A=0A

Re: [Quantlib-dev] Test 0.3.14 tarballs

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

On Mon, 2006-10-23 at 22:09 -0500, jef...@ma... wrote:
> really all we would need to add would be the QuantLibMac.xcodeproj  
> folder, containing the single project.pbxproj file.

So someone using Xcode would just tell the IDE to open the project,
right?

> After installation, you'd need to tweak the project (through the GUI)  
> to configure the search paths for installed boost headers and libs  
> and so forth.

This is a bit inconvenient. Doesn't the IDE have some global settings
for include and lib dirs, regardless of the project?

> If anyone is interested in testing the feasibility/portability of  
> this, I'd be happy to mail the project.pbxproj to them.

I'd give it a try, but I have 10.3 on my Mac. Do you know if the
previous Xcode vversion can open youur project?

> One caveat -- I did end up building/linking QuantLib as a static  
> library, after having some runtime errors

Yes, we had this problem for a long time on OS X (even when compiling
via configure/make.) Let me know if you make any progress.

Thanks,
	Luigi


---------------------------------------- 

The nice thing about standards is that there are so many of them to 
choose from. 
-- Andrew S. Tanenbaum 

[Quantlib-dev] Introduction

[Vivek R. <viv...@gm...>]

Hi Guys,

I am a developer with a background in finance (mostly primebrokerage,
equity trading, asset management) . I have done c++ programming in the
past, and have been mostly developing in java/j2ee (and some python in
my spare time) for past 6 years.

I have not done much C++ programming in past 2-3 years, but I think my
understanding of OO programming and design patterns is OK.

I had studied electrical engineering, and had done some advanced
Mathematics (PDE, statisics and probablity, Fourier transforms etc) at
the time (graduated in 1996), but again, not having used much of it in
my day job, I would need some "jump start" to get my mental batteries
charged again.

I see this project as a perfect oppurtunity to work on something
exciting (which is sadly lacking in my day job :( ).. and also to keep
myself up to pace with advanced maths.

Some questions:
A. Given my skills, how and where could I contribute?
B.  what is the best way to get started with this project?
C. What books would you guys recommend ? (esp for the mathematical background)

Cheers,
Vivek

[Quantlib-dev] [ quantlib-Bugs-1581325 ] trying to compile a sample with Xcode 2.4

[SourceForge.net <no...@so...>]

Bugs item #1581325, was opened at 2006-10-20 07:23
Message generated for change (Comment added) made by nobody
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1581325&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: trying to compile a sample with Xcode 2.4

Initial Comment:
Hi all,

I've been thourgh all the compilation of QuantLib 0.3.13 on Mac OS X 
10.4 ppc and now try to compile the EquityOption.cpp using XCode.

I don't know if I can use gcc 4.0, I tried, and unless I use ZeroLink in 
Debug mode I don't have the correct input (I check against the /usr/local/
bin/EquityOption that was build with QuantLib). All I have is zeros 
anywhere.

If I try to use gcc 3.3 things go worst and the exe hang since the 
beginning after having display "Option type = put".

Here's the call stack : 
#0  0x0001e558 in std::locale::locale ()
#1  0x0002fc58 in std::num_put<char, std::ostreambuf_iterator<char, 
std::char_traits<char> > >::_M_convert_int<unsigned long> ()
#2  0x0002f7dc in std::num_put<char, std::ostreambuf_iterator<char, 
std::char_traits<char> > >::do_put ()
#3  0x94ada15c in std::ostream::operator<< ()
#4  0x01195864 in QuantLib::detail::operator<< (out=@0xa1398, 
holder=@0xa1404) at dataformatters.cpp:29
#5  0x0100e654 in QuantLib::detail::operator<< (out=@0xa1398, 
holder=@0xbffff228) at date.cpp:751
#6  0x0100e6ec in QuantLib::operator<< (out=@0xa1398, d=@0xa1404) 
at date.cpp:722
#7  0x000023e8 in main ()

Thanks for your help

PowerMike

----------------------------------------------------------------------

Comment By: Nobody/Anonymous (nobody)
Date: 2006-10-27 09:19

Message:
Logged In: NO 

OK, I've figured that using gcc 4 was good and the zeros problem was in fact a link problem with boost (templates). So I installed the 
right version of boost from darwinports. And the compiled QuantLib.

So if I use the static version of libQuantLib that works. I have still zeros when I use a dylib (shared lib). I'll figure out this as well in 
the near future I hope.

thanks

PowerMike

----------------------------------------------------------------------

Comment By: Luigi Ballabio (lballabio)
Date: 2006-10-25 04:10

Message:
Logged In: YES 
user_id=75450

Did you compile QuantLib as a static or a dynamic library?
If dynamic, does the problem persist if you switch to static
instead?

Luigi


----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1581325&group_id=12740

Re: [Quantlib-dev] quantlib-benchmark

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

On 26 October 2006 at 10:51, Luigi Ballabio wrote:
| On Mon, 2006-10-23 at 21:52 -0500, Dirk Eddelbuettel wrote:
| > It looks like 'make install' doesn't cover quantlib-benchmark, which is a
| > pity.  I wouldn't mind building it for Debian package -- could this get
| > covered by make install, if it has been made by 'make benchmark' ?
| 
| Dirk,
| 	in next tarball, './configure --enable-benchmark' will cause it to be
| built and installed by default.

Thanks -- already added to the debian/rules stanza!

Dirk

-- 
Hell, there are no rules here - we're trying to accomplish something. 
                                                  -- Thomas A. Edison

Re: [Quantlib-dev] quantlib-benchmark

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

On Mon, 2006-10-23 at 21:52 -0500, Dirk Eddelbuettel wrote:
> It looks like 'make install' doesn't cover quantlib-benchmark, which is a
> pity.  I wouldn't mind building it for Debian package -- could this get
> covered by make install, if it has been made by 'make benchmark' ?

Dirk,
	in next tarball, './configure --enable-benchmark' will cause it to be
built and installed by default.

Later,
	Luigi


---------------------------------------- 

This gubblick contains many nonsklarkish English flutzpahs, but the 
overall pluggandisp can be glorked from context. 
-- David Moser 

Re: [Quantlib-dev] Test 0.3.14 tarballs

[eric e. <eri...@gm...>]

On 10/25/06, eric ehlers <eri...@gm...> wrote:
> On 10/25/06, Piter Dias <pit...@ma...> wrote:
> >
> > This time QuantLibXL misses the QuantLibXL_vc8.vcproj file.
>
> Are you sure?  I just double checked and it looks OK:

Looking again I notice that the Visual Studio Project GUIDs are out of
step between the QLXL .sln and .vcproj files, this doesn't cause a
problem for the Visual Studio IDE but might for your DOS batch script?

I corrected the problem and updated QuantLibXL-src-0.3.14.exe.

Regards,
Eric

Re: [Quantlib-dev] Test 0.3.14 tarballs

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

On Mon, 2006-10-23 at 21:18 -0300, Piter Dias wrote:
> QuantLib Test Suite finished in 20 min whitout any test failure but it
> presented a strange behavior for me. It did not show messages test by test.
> Just "Running 273 test cases..." and final one messages.

You can modify the verbosity of the Boost unit-test framework by means
of either environment variables or command lines---see
<http://boost.org/libs/test/doc/components/utf/parameters/index.html>.

Namely, setting BOOST_TEST_LOG_LEVEL=message will cause messages to be
shown.

Later,
	Luigi


---------------------------------------- 

Steinbach's Guideline for Systems Programming: 
Never test for an error condition you don't know how to handle. 

Re: [Quantlib-dev] Option::Type and Calliability::Type

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

On Sat, 2006-10-21 at 23:08 -0500, Joseph Wang wrote:
> Option::Type has -1 for Put and 1 for Call while
> Calliability::Type has 0 for Put and 1 for Call
> 
> At the minimize the two should be made consistent

Yes (even though converting enums to ints gives me the heebie-jeebies.)

> , but I was wondering if it 
> makes sense or not to merge these two into one enum.

Probably. Or maybe not. Hmm. I'm not very helpful today, am I?

Ideas anyone?

Later,
	Luigi


---------------------------------------- 

An ideal world is left as an exercise to the reader. 
-- Paul Graham 

[Quantlib-dev] [ quantlib-Bugs-1581325 ] trying to compile a sample with Xcode 2.4

[SourceForge.net <no...@so...>]

Bugs item #1581325, was opened at 2006-10-20 16:23
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1581325&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: trying to compile a sample with Xcode 2.4

Initial Comment:
Hi all,

I've been thourgh all the compilation of QuantLib 0.3.13 on Mac OS X 
10.4 ppc and now try to compile the EquityOption.cpp using XCode.

I don't know if I can use gcc 4.0, I tried, and unless I use ZeroLink in 
Debug mode I don't have the correct input (I check against the /usr/local/
bin/EquityOption that was build with QuantLib). All I have is zeros 
anywhere.

If I try to use gcc 3.3 things go worst and the exe hang since the 
beginning after having display "Option type = put".

Here's the call stack : 
#0  0x0001e558 in std::locale::locale ()
#1  0x0002fc58 in std::num_put<char, std::ostreambuf_iterator<char, 
std::char_traits<char> > >::_M_convert_int<unsigned long> ()
#2  0x0002f7dc in std::num_put<char, std::ostreambuf_iterator<char, 
std::char_traits<char> > >::do_put ()
#3  0x94ada15c in std::ostream::operator<< ()
#4  0x01195864 in QuantLib::detail::operator<< (out=@0xa1398, 
holder=@0xa1404) at dataformatters.cpp:29
#5  0x0100e654 in QuantLib::detail::operator<< (out=@0xa1398, 
holder=@0xbffff228) at date.cpp:751
#6  0x0100e6ec in QuantLib::operator<< (out=@0xa1398, d=@0xa1404) 
at date.cpp:722
#7  0x000023e8 in main ()

Thanks for your help

PowerMike

----------------------------------------------------------------------

>Comment By: Luigi Ballabio (lballabio)
Date: 2006-10-25 13:10

Message:
Logged In: YES 
user_id=75450

Did you compile QuantLib as a static or a dynamic library?
If dynamic, does the problem persist if you switch to static
instead?

Luigi


----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1581325&group_id=12740