quantlib-dev — Discussion of QuantLib development

[Quantlib-dev] Debian test-suite

[Ferdinando A. <na...@am...>]

Dirk,

I took a look at the Debian build logs and noticed that the test-suite is 
not executed, because the library cannot be linked. Luigi confirmed me that 
this is a problem he also has on any box which doesn't have a previous 
QuantLib installed.

This was not a big issue for 0.3.3 since the test-suite was executed by 
QuantLib-Python. Unfortunately for 0.3.4 all QuantLib-SWIG 0.3.4 packages 
do not include a full test-suite anymore, but only test their own 
language-specific features, relying on the QuantLib C++ test suite for the 
base library features.

Is there a way to have the C++ test-suite executed on all those Debian 
platform?

ciao -- Nando

Re: [Quantlib-dev] New tarballs

[Ferdinando A. <na...@am...>]

Dirk:

>Agreed in principle. Pristine upstream sources are a good thing.
>
>As I mentioned, I did make a slight mistake by calling it 0.3.4 in the first
>line of the changelog paragraph:
>[...]
>So it's a trade off. If we really feel that the tarballs must be identical,
>I do a new upload -- but then I must also use a higher number such as
>0.3.4.1 or 0.3.4.final or whatever.
>
>As we'd trade one inconsistency for another, shall we agree to sit tight.

Today I fixed 3 more doc files, and at least one of them is relevant in my 
opinion: the list of copyright holder in the License.

If everybody agree I would also fix 2 more minor issues:
1) remove the Intel OnTheEdgeRelease configuration (Marco: this is the last 
call ;-)
2) remove the 'typedef double Real' line in types.hpp, so to close the 
following bug report:
http://sourceforge.net/tracker/index.php?func=detail&aid=824364&group_id=12740&atid=362740



As general cosideration on the release process, I noticed that the problems 
we usually have are about:
1) missing Win32 files in the tar.gz distribution
2) documentation updates

The first point could be smoothed next time if I check Luigi's tarball 
before it is processed for Debian/RPM, the second one if everybody help 
revise the TXT files in the distribution and the first 50-60 pages of the 
doxygen documentation (in whatever format you prefer: pdf/ps/html/man/WinHelp)

Of course it is of help to know as soon as possible if the build was ok 
with Debian on their multiple platforms, so we might assume that 2 rounds 
of Debian builds will be usual :)

>I just uploaded the ql-python and ql-ruby packages. I'll pass on guile and
>mzscheme which are to esoteric for me :)
I checked QuantLib-Python and it works on Win32

QuantLib-Ruby 0.3.4 doesn't work, as it was for 0.3.3: Luigi, do you plan 
to investigate this for 0.3.4 or should we just take Ruby as a Unix only 
package?

I haven't finished with QuantLib-MzScheme, but it should be ok

ciao -- Nando 

Re: [Quantlib-dev] New tarballs

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

Hi Nando

On Thu, Nov 06, 2003 at 04:16:35PM +0100, Ferdinando Ametrano wrote:
> Hi Dirk,
> 
> >Hm can you be more specific? Either we need them or we don't. The build
> >completed so they must have been truly accessory. Docs? Help files?
> 
> One Borland make file and one Visual C++ project file were missing. Win32 
> only problem. That is, I would love the Debian distribution to include them

Agreed in principle. Pristine upstream sources are a good thing. 

As I mentioned, I did make a slight mistake by calling it 0.3.4 in the first
line of the changelog paragraph:

  quantlib (0.3.4-1) unstable; urgency=low

    * Upgraded to 'golden master' pre-release of 0.3.4 dated 2003-11-04
    * debian/rules: Really make sure 'test' is run before 'install'
    
   -- Dirk Eddelbuettel <ed...@de...>  Tue,  4 Nov 2003 16:35:15 -0600
     
but sort-of hedged this with the file date 2003-11-04 which would allow for
a comparison if dates were to be considered too.
     
> too, but they are not really needed and cannot make any difference in the 
> *nix builds.

So it's a trade off. If we really feel that the tarballs must be identical,
I do a new upload -- but then I must also use a higher number such as
0.3.4.1 or 0.3.4.final or whatever.  

As we'd trade one inconsistency for another, shall we agree to sit tight.
Unless of course real bugs surface?

> >What is your sentiment about how good these 'gm' versions are? Are we close
> >to a release?
> My bet is that the new 'gm' C++ tarball will be final, since everything 
> worked fine on Unix and also on Win32 adding the 2 missing files: now 
> they're included and this should be final.
> Just wait one/two days for the confirmation that everything is OK on Win32 
> before making it going through the Debian thing
> 
> I haven't checked the SWIG stuff yet.

I just uploaded the ql-python and ql-ruby packages. I'll pass on guile and
mzscheme which are to esoteric for me :)

Regards, Dirk

-- 
Those are my principles, and if you don't like them... well, I have others.
                                                -- Groucho Marx

Re: [Quantlib-dev] New tarballs

[Ferdinando A. <na...@am...>]

Hi Dirk,

>Hm can you be more specific? Either we need them or we don't. The build
>completed so they must have been truly accessory. Docs? Help files?

One Borland make file and one Visual C++ project file were missing. Win32 
only problem. That is, I would love the Debian distribution to include them 
too, but they are not really needed and cannot make any difference in the 
*nix builds.

>What is your sentiment about how good these 'gm' versions are? Are we close
>to a release?
My bet is that the new 'gm' C++ tarball will be final, since everything 
worked fine on Unix and also on Win32 adding the 2 missing files: now 
they're included and this should be final.
Just wait one/two days for the confirmation that everything is OK on Win32 
before making it going through the Debian thing

I haven't checked the SWIG stuff yet.

ciao -- Nando 

[Quantlib-dev] More files

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

Hi all,
	I uploaded some tarballs and gzipped files of the 0.3.4  
documentation. Grab them from http://quantlib.org/gm and have a look.

Later,
	Luigi

Re: [Quantlib-dev] New tarballs

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

On 2003.11.06 15:58, Dirk Eddelbuettel wrote:
> On Thu, Nov 06, 2003 at 02:46:02PM +0100, Luigi Ballabio wrote:
> > (Dirk: as for the new C++ tarball, it was just that some accessory
> > files weren't included into the dist, so you might want to wait and
> see
> > if anything else changes before going through the Debian thing with
> > this one.)
> 
> Hm can you be more specific? Either we need them or we don't. The
> build
> completed so they must have been truly accessory. Docs? Help files?

Windows stuff. I guess it's accessory enough for a Debian build :)

> What is your sentiment about how good these 'gm' versions are? Are we
> close to a release? (I am trying to figure out if I have at least a  
> remote chance of not needing to rerelease given the (arguable  
> cosmetic) problem with the version number.)

I think we're close enough. If all changes are as the latest ones, your  
binaries would be identical to the ones you created already. But one  
never knows...

Later,
	Luigi

Re: [Quantlib-dev] New tarballs

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

On Thu, Nov 06, 2003 at 02:46:02PM +0100, Luigi Ballabio wrote:
> 
> Hi all,
> 	I just uploaded into http://quantlib.org/gm the candidate  
> tarballs for version 0.3.4 of the Python, Ruby, MzScheme and Guile  
> modules, as well as a new tarball for the C++ version. Please play with  
> themand report any problems.

Ok, will follow-up with python and ruby as usual.

> (Dirk: as for the new C++ tarball, it was just that some accessory  
> files weren't included into the dist, so you might want to wait and see  
> if anything else changes before going through the Debian thing with  
> this one.)

Hm can you be more specific? Either we need them or we don't. The build
completed so they must have been truly accessory. Docs? Help files?

But thanks for the heads. Will save me and the autobuilders some cpu cycles,
and precents the bootstrapping problem of python + ruby having to depend on
the new library.

What is your sentiment about how good these 'gm' versions are? Are we close
to a release? (I am trying to figure out if I have at least a remote chance
of not needing to rerelease given the (arguable cosmetic) problem with the
version number.)

Ciao, Dirk

-- 
Those are my principles, and if you don't like them... well, I have others.
                                                -- Groucho Marx

[Quantlib-dev] New tarballs

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

Hi all,
	I just uploaded into http://quantlib.org/gm the candidate  
tarballs for version 0.3.4 of the Python, Ruby, MzScheme and Guile  
modules, as well as a new tarball for the C++ version. Please play with  
themand report any problems.

(Dirk: as for the new C++ tarball, it was just that some accessory  
files weren't included into the dist, so you might want to wait and see  
if anything else changes before going through the Debian thing with  
this one.)

Later,
	Luigi

Re: [Quantlib-dev] More problems with QuantLib-Ruby

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

On 2003.11.05 07:44, Liguo Song wrote:
> It just became a fashion for me to reply myself. A bad habit. :(
> 
> This turn out to be another bug report.
> 
> In ruby-1.8 and later (if there is), string and regex pattern cannot
> mix together any more in the gsub().

Ok, I fixed this for 0.3.4

> In the setup.scm, the usage message is still talking about mzscheme.
> It is a good source of historical information, but need correction.

Tee-hee. I fixed this as well.

> Here is another problems that I found in QuantLib-Guile:
>   "guile -s setup.scm wrap" reports "./SWIG/cashflows.i:27: Unable to
> find 'scheduler.i'"

Hmm. The file didn't get included in the tarball. It it fixed for  
0.3.4. As for 0.3.3, you can work around it by taking scheduler.i from  
any of the other modules (Python, Ruby, MzScheme) and copying it  
together with the other .i files in QuantLib-Guile.

> Also, I am not able to specify --prefix for the installation. Is
> there an solution to this?

Not a quick one---I'll have to code it into setup.scm.
I'll see what I can do.

Later,
	Luigi

Re: [Quantlib-dev] Bug report on QuantLib-Guile-0.3.3

[Ferdinando A. <na...@am...>]

Liguo Song wrote:
>   (format #t "Usage: mzscheme -r setup scm command\n")
>should be
>   (format #t "Usage: guile -s estup.scm command\n")

Liguo, I could easily grant you CVS write privilege if you are comfortable 
about committing such fixings by yourself

just let me know...

ciao -- Nando 

[Quantlib-dev] Bug report on QuantLib-Guile-0.3.3

[Liguo S. <Lig...@va...>]

In the setup.scm, the usage message is still talking about mzscheme. It is a 
good source of historical information, but need correction.

   (format #t "Usage: mzscheme -r setup scm command\n")
should be
   (format #t "Usage: guile -s estup.scm command\n")

Later.


Liguo (Leo)

[Quantlib-dev] More Bugs in QuantLib-Guile-0.3.3 & Installation Problem.

[Liguo S. <Lig...@va...>]

Here is another problems that I found in QuantLib-Guile:
   "guile -s setup.scm wrap" reports "./SWIG/cashflows.i:27: Unable to find 
'scheduler.i'"

Also, I am not able to specify --prefix for the installation. Is there an 
solution to this?

Thanks.


Liguo

[Quantlib-dev] RPM Packages for QuantLib-Ruby-0.3.3 are available now

[Liguo S. <lig...@va...>]

Dear QuantLib developers and users,

The RPM packages for QuantLib-Ruby-0.3.3 are available now. Please check
them out.

As always, bug reports are welcomed.

Have fun!


Liguo (Leo)

Re: [Quantlib-dev] More problems with QuantLib-Ruby

[Liguo S. <lig...@va...>]

It just became a fashion for me to reply myself. A bad habit. :(

This turn out to be another bug report.

In ruby-1.8 and later (if there is), string and regex pattern cannot
mix together any more in the gsub(). So, please replace the following 
two lines in setup.rb:
        archDir    = Prefix + \
                     Config::CONFIG["archdir"].gsub("^#{oldPrefix}","")
        libDir     = Prefix + \
                     Config::CONFIG["rubylibdir"].gsub("^#{oldPrefix}","")
with the following: 
        archDir    = Prefix + \
                     Config::CONFIG["archdir"].gsub(/^#{oldPrefix}/,"")
        libDir     = Prefix + \
                     Config::CONFIG["rubylibdir"].gsub(/^#{oldPrefix}/,"")

The latter format is support by both ruby 1.6 and 1.8. I hope this would 
solve the last problem with QuantLib-Ruby.

Thanks for your guys' patience. :)


Liguo (Leo)



On Wed, 5 Nov 2003, Liguo Song wrote:

> I encountered another problem with QuantLib-Ruby with ruby-1.8.
> 
> In the setup.rb, there is
>     Config::CONFIG["rubylibdir"].gsub("^#{oldPrefix}","")
> This line of code will give the following warning during the
> installation process:
>     warning: string pattern instead of regexp; metacharacters no
>     longer effective
> 
> The effect of this problem is that the oldPrefix is not cleared as
> intended. It works OK with ruby-1.6 but not ruby-1.8. Some changes in
> ruby must caused this problem. Can any experts in ruby offer any
> solution for this?
> 
> Thanks.
> 
> 
> Liguo (Leo)
> 
> 
> 
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Re: [Quantlib-dev] More problems with QuantLib-Ruby

[Liguo S. <lig...@va...>]

I encountered another problem with QuantLib-Ruby with ruby-1.8.

In the setup.rb, there is
    Config::CONFIG["rubylibdir"].gsub("^#{oldPrefix}","")
This line of code will give the following warning during the
installation process:
    warning: string pattern instead of regexp; metacharacters no
    longer effective

The effect of this problem is that the oldPrefix is not cleared as
intended. It works OK with ruby-1.6 but not ruby-1.8. Some changes in
ruby must caused this problem. Can any experts in ruby offer any
solution for this?

Thanks.


Liguo (Leo)

[Quantlib-dev] Re: Candidate tarball for 0.3.4

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

On Tue, Nov 04, 2003 at 09:57:00AM +0100, Luigi Ballabio wrote:
> 
> Hi all,
> 	at the address:
> 
> http://quantlib.org/gm
> 
> there's a candidate tarball for release 0.3.4. Please play with it and  

Uploaded earlier, buildd reports should come in here:
	http://buildd.debian.org/build.php?pkg=quantlib

I forgot to call it 0.3.3.cvs.20031104 and used 0.3.4 -- so the next (real
or cvs) ones will have to 0.3.4.cvs* and 0.3.4.final to ensure proper
sorting. Sorry about that.

Dirk


-- 
Those are my principles, and if you don't like them... well, I have others.
                                                -- Groucho Marx

[Quantlib-dev] Re: Candidate tarball for 0.3.4

[Liguo S. <Lig...@va...>]

Hi, Luigi,

The spec file works like a charm. (a pat on my own back. :)

But, I am a little stuck on the Ruby package now. It is too dependent on the 
ruby that it is built against. I am looking for alternatives now and hope it 
won't be delayed too much. What's the schedule of the 0.3.4 release?


Liguo



Luigi Ballabio wrote:
> 
> Hi all,
>     at the address:
> 
> http://quantlib.org/gm
> 
> there's a candidate tarball for release 0.3.4. Please play with it and  
> tell me if anything's wrong. Liguo: the spec file should have been  
> generated with the right version number--can you check that it worked?
> 
> Later,
>     Luigi

Re: [Quantlib-dev] Visual C++ settings

[<enr...@ri...>]

Ciao Gigi,
sorry for the delay...

>>>>> "Gigi" == Luigi Ballabio <lui...@fa...> writes:

    Gigi> Ciao Enrico,

[...]

    >> By the way, I also completely agree with the three proposals
    >> you posted some time ago (boost smart pointers, flattening name
    >> spaces - how about shortening it too? QL:: or ql:: seems nice,
    >> and template lattice framework).

    Gigi> Well, you can agree with the first two (and as for the
    Gigi> second, we can use namespace aliases, so we can have
    Gigi> QuantLib, QL and ql too) but as for the third, I was in
    Gigi> doubt between two alternatives---which one is the one you're
    Gigi> agreeing with?

finally i had the time to read again the original message and took a
(quick) look at the code. 
While looking at the use cases you wrote, it doesn't seems that the
code using the template framework is/should be more complicated from a
user point of view. What we should ask ourselves for is: do we need to
switch from a pricing engine to another at runtime? If not, I would go
for the template framework (I'm not a template enthusiast - I just
like the +300% speed gain).
So I'm afraid I responded your question with another question. 
Hope it helps,
enrico

-- 
Enrico Sirola <enr...@ri...>

[Quantlib-dev] Candidate tarball for 0.3.4

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

Hi all,
	at the address:

http://quantlib.org/gm

there's a candidate tarball for release 0.3.4. Please play with it and  
tell me if anything's wrong. Liguo: the spec file should have been  
generated with the right version number--can you check that it worked?

Later,
	Luigi

[Quantlib-dev] 0.3.4 branch

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

Hi all,
	I just branched out release 0.3.4. It can be checked out from  
CVS with the tag R000304f0-branch. I'll be uploading candidate tarballs  
shortly.

Until release, any bug-fixes should go on the branch. As usual, new  
developments go on the trunk.

Later,
	Luigi

[Quantlib-dev] [ quantlib-Bugs-528740 ] installing 0.2.1 under WinX

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

Bugs item #528740, was opened at 2002-03-12 01:25
Message generated for change (Comment added) made by nando
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=528740&group_id=12740

Category: None
Group: None
>Status: Closed
Resolution: None
Priority: 5
Submitted By: Gábor Lipták (gliptak)
Assigned to: Nobody/Anonymous (nobody)
Summary: installing 0.2.1 under WinX

Initial Comment:
into directory:

C:\Program Files\QuantLib\Docs

two of the same file gets installed:

QuantLib-0.2.1-docs-refman.pdf
refman.pdf

Maybe it was meant to be a softlink under other
architectures ...

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

>Comment By: Ferdinando Ametrano (nando)
Date: 2003-11-03 14:35

Message:
Logged In: YES 
user_id=34616

fixed

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

You can respond by visiting: 
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[Quantlib-dev] [ quantlib-Bugs-823501 ] MC engine tests fail with Borland

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

Bugs item #823501, was opened at 2003-10-14 17:04
Message generated for change (Comment added) made by nando
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=823501&group_id=12740

Category: None
Group: None
>Status: Closed
Resolution: None
Priority: 5
Submitted By: Ferdinando Ametrano (nando)
Assigned to: Nobody/Anonymous (nobody)
Summary: MC engine tests fail with Borland

Initial Comment:
European and Binary MC engine tests fails with Borland 
compiler

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

>Comment By: Ferdinando Ametrano (nando)
Date: 2003-11-03 14:33

Message:
Logged In: YES 
user_id=34616

fixed

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

You can respond by visiting: 
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[Quantlib-dev] [ quantlib-Bugs-823500 ] doc generation with Borland make

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

Bugs item #823500, was opened at 2003-10-14 17:03
Message generated for change (Comment added) made by nando
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=823500&group_id=12740

Category: None
Group: None
Status: Closed
Resolution: None
Priority: 5
Submitted By: Ferdinando Ametrano (nando)
Assigned to: Nobody/Anonymous (nobody)
Summary: doc generation with Borland make

Initial Comment:
The doc generation fails using Borland make

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

>Comment By: Ferdinando Ametrano (nando)
Date: 2003-11-03 14:32

Message:
Logged In: YES 
user_id=34616

fixed

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

Comment By: Ferdinando Ametrano (nando)
Date: 2003-11-03 14:32

Message:
Logged In: YES 
user_id=34616

fixed

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

Comment By: Ferdinando Ametrano (nando)
Date: 2003-11-03 14:31

Message:
Logged In: YES 
user_id=34616

fixed

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

You can respond by visiting: 
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[Quantlib-dev] [ quantlib-Bugs-823500 ] doc generation with Borland make

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

Bugs item #823500, was opened at 2003-10-14 17:03
Message generated for change (Comment added) made by nando
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=823500&group_id=12740

Category: None
Group: None
Status: Closed
Resolution: None
Priority: 5
Submitted By: Ferdinando Ametrano (nando)
Assigned to: Nobody/Anonymous (nobody)
Summary: doc generation with Borland make

Initial Comment:
The doc generation fails using Borland make

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

>Comment By: Ferdinando Ametrano (nando)
Date: 2003-11-03 14:32

Message:
Logged In: YES 
user_id=34616

fixed

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

Comment By: Ferdinando Ametrano (nando)
Date: 2003-11-03 14:31

Message:
Logged In: YES 
user_id=34616

fixed

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

You can respond by visiting: 
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[Quantlib-dev] [ quantlib-Bugs-823500 ] doc generation with Borland make

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

Bugs item #823500, was opened at 2003-10-14 17:03
Message generated for change (Comment added) made by nando
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=823500&group_id=12740

Category: None
Group: None
>Status: Closed
Resolution: None
Priority: 5
Submitted By: Ferdinando Ametrano (nando)
Assigned to: Nobody/Anonymous (nobody)
Summary: doc generation with Borland make

Initial Comment:
The doc generation fails using Borland make

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

>Comment By: Ferdinando Ametrano (nando)
Date: 2003-11-03 14:31

Message:
Logged In: YES 
user_id=34616

fixed

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

You can respond by visiting: 
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