quantlib-dev — Discussion of QuantLib development

Re: [Quantlib-dev] QuantLib-SWIG-1.15 build issue

[Banerjee, T. K <tap...@jp...>]

Hi Luigi,

See below the output of configure command. I also tried to compile .cpp directly file to create jar, still got struck after some success. See below the error details.
Please suggest what else I can try,

/home/podsintr/qlib/QuantLib-SWIG-1.15 > ./configure --with-jdk-include=/usr/java/jdk1.8.0/include --with-jdk-system-include=/usr/java/jdk1.8.0/linux --prefix=/home/podsintr/qlib/
checking for a BSD-compatible install... /usr/bin/install -c
checking whether build environment is sane... yes
checking for a thread-safe mkdir -p... /bin/mkdir -p
checking for gawk... gawk
checking whether make sets $(MAKE)... yes
checking whether make supports nested variables... yes
checking system... Linux
checking whether make supports the include directive... yes (GNU style)
checking for gcc... gcc
checking whether the C compiler works... yes
checking for C compiler default output file name... a.out
checking for suffix of executables...
checking whether we are cross compiling... no
checking for suffix of object files... o
checking whether we are using the GNU C compiler... yes
checking whether gcc accepts -g... yes
checking for gcc option to accept ISO C89... none needed
checking whether gcc understands -c and -o together... yes
checking dependency style of gcc... none
checking for g++44... g++44
checking whether we are using the GNU C++ compiler... yes
checking whether g++44 accepts -g... yes
checking dependency style of g++44... none
checking whether g++44 accepts warning flags... yes
checking for QuantLib... ./configure: line 4029: quantlib-config: command not found

checking for swig... no
checking for python... /usr/bin/python
checking for perl... /usr/bin/perl
checking for ruby... no
checking for gmcs... no
checking for mcs... no
checking for gmcs2... no
checking for R... no
checking for javac... /usr/bin/javac
checking for jar... /usr/bin/jar
checking for java... /usr/bin/java
checking that generated files are newer than configure... done
configure: creating ./config.status
config.status: creating Makefile
config.status: error: cannot find input file: `CSharp/Makefile.in'   # We don’t have C# compiler, so thought it is OK to infore.
..
== in config script
…..
# check for QuantLib
   4027 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for QuantLib" >&5
   4028 $as_echo_n "checking for QuantLib... " >&6; }
   4029 ql_version=`quantlib-config --version`
   4030 { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ql_version" >&5
   4031 $as

# Also tried to attempt directly building Quantlib.jar – after some progreass, still struck.

/usr/bin/g++44 -c quantlib_wrap.cpp -fpic -I/usr/java/jdk1.8.0/include -I/usr/java/jdk1.8.0/include/linux -I/home/podsintr/qlib/QuantLib-1.15 -I /home/podsintr/qlib/boost_1_56_0

 output
-rw-r--r-- 1 podsintr as_web0 30491568 Aug  5 15:51 quantlib_wrap.o

/home/podsintr/qlib/QuantLib-SWIG-1.15/Java > g++44 -shared quantlib_wrap.o -Wl, -o quantlib_wrap.so -lquantlib -L/home/podsintr/qlib/QuantLib-1.15
quantlib_wrap.o: file not recognized: File format not recognized


From: Luigi Ballabio [mailto:lui...@gm...]
Sent: Monday, August 05, 2019 3:57 PM
To: Banerjee, Tapas K <tap...@jp...>
Cc: QuantLib developers <qua...@li...>
Subject: Re: [Quantlib-dev] QuantLib-SWIG-1.15 build issue

May you post the full output of the ./configure command?

Luigi


On Mon, Aug 5, 2019 at 8:39 PM Banerjee, Tapas K via QuantLib-dev <qua...@li...<mailto:qua...@li...>> wrote:
Hi,

I fail to build Java QuantLib-SWIG library, with below error.
When I execute Makefile –C Java , I get error “No targets specified and no makefile found.  Stop.”

Any idea, what can do to fix?
Thanks,



/home/podsintr/qlib/QuantLib-SWIG-1.15 ./configure --with-jdk-include=/usr/java/jdk1.8.0/include --with-jdk-system-include=/usr/java/jdk1.8.0/linux --prefix=/home/podsintr/qlib/
/home/podsintr/qlib/QuantLib-SWIG-1.15 > make -C Java
make: Entering directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-SWIG-1.15/Java'
make: *** No targets specified and no makefile found.  Stop.
make: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-SWIG-1.15/Java'

I see Makefiles are present in Java dir
/home/podsintr/qlib/QuantLib-SWIG-1.15 > ls Java/Ma*
Java/Makefile.am<https://secureweb.jpmchase.net/readonly/http:/Makefile.am>  Java/Makefile.in<https://secureweb.jpmchase.net/readonly/http:/Makefile.in>

Below is excerpts from Makefile. I removed other files e.g. R, CSharp etc, as I am interested only in Java build.

Any pointers?
Thanks,

Makefile

…
SUBDIRS = Java
EXTRA_DIST = \
        ChangeLog.txt \
        LICENSE.TXT \
        News.md<https://secureweb.jpmchase.net/readonly/http:/News.md> \
        Readme.txt \
        autogen.sh<https://secureweb.jpmchase.net/readonly/http:/autogen.sh>

all: all-recursive

.SUFFIXES:
am--refresh: Makefile
        @:
$(srcdir)/Makefile.in<https://secureweb.jpmchase.net/readonly/http:/Makefile.in>:  $(srcdir)/Makefile.am<https://secureweb.jpmchase.net/readonly/http:/Makefile.am>  $(am__configure_deps)
        @for dep in $?; do \
          case '$(am__configure_deps)' in \
            *$$dep*) \
              echo ' cd $(srcdir) && $(AUTOMAKE) --foreign'; \
              $(am__cd) $(srcdir) && $(AUTOMAKE) --foreign \
                && exit 0; \
              exit 1;; \
          esac; \
        done; \
…….

This message is confidential and subject to terms at:https://www.jpmorgan.com/emaildisclaimer including on confidential, privileged or legal entity information, viruses and monitoring of electronic messages. If you are not the intended recipient, please delete this message and notify the sender immediately. Any unauthorized use is strictly prohibited.
_______________________________________________
QuantLib-dev mailing list
Qua...@li...<mailto:Qua...@li...>
https://lists.sourceforge.net/lists/listinfo/quantlib-dev<https://secureweb.jpmchase.net/readonly/https:/lists.sourceforge.net/lists/listinfo/quantlib-dev>

This message is confidential and subject to terms at: https://www.jpmorgan.com/emaildisclaimer including on confidential, privileged or legal entity information, viruses and monitoring of electronic messages. If you are not the intended recipient, please delete this message and notify the sender immediately. Any unauthorized use is strictly prohibited.

Re: [Quantlib-dev] QuantLib 1.16 released

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

No, we don't have the resources to check and maintain a compatibility
matrix.  We do check a few combinations, which you can see at <
https://travis-ci.org/lballabio/quantlib> (hover on the "INFO" part of each
row for the full parameters; the "minimum allowed Boost version" is version
1.48).  Each of those compiles and tests, as you can see from the green
status.

As for other combinations:

- any version of QuantLib-SWIG is compatible at least with the same version
of QuantLib (and possibly with a couple of later versions, but after a few
versions things might get deprecated and removed);
- any release of QuantLib and QuantLib-SWIG was at least tested with the
latest version of Boost at that time and the one or two most recent
versions of gcc at that time.  You can get the versions by crossing the
release dates in <https://www.quantlib.org/reference/history.html>, <
https://www.boost.org/users/history/> and <https://gcc.gnu.org/releases.html
>.

Hope this helps,
    Luigi


On Mon, Aug 5, 2019 at 5:21 PM Banerjee, Tapas K via QuantLib-dev <
qua...@li...> wrote:

> Is there a link that lists particular version of Quantlib compatible to
> specific versions of *Boost*  & gcc and correspond *Quantlib-SWIG*
> library?
>
> We are having lot of issues in compiling & building Quantlib SWIG library
>
>
>
> Thanks,
>
>
>
> *From:* Luigi Ballabio [mailto:lui...@gm...]
> *Sent:* Monday, August 05, 2019 6:27 AM
> *To:* QuantLib users <qua...@li...>; QuantLib
> developers <qua...@li...>; QuantLib announce <
> qua...@li...>
> *Subject:* [Quantlib-dev] QuantLib 1.16 released
>
>
>
> Hello everybody,
>
>     QuantLib 1.16 has been released and is available for download at <
> http://quantlib.org/download.shtml>.
>
>
>
> The list of changes for this release is at <
> http://quantlib.org/reference/history.html>.
>
>
>
> Please report any problems you have with this release to the QuantLib
> mailing list (<qua...@li...>), or open a GitHub
> issue at <https://github.com/lballabio/quantlib/issues>.
>
>
>
> -- The QuantLib group
>
>
>
> This message is confidential and subject to terms at:
> https://www.jpmorgan.com/emaildisclaimer including on confidential,
> privileged or legal entity information, viruses and monitoring of
> electronic messages. If you are not the intended recipient, please delete
> this message and notify the sender immediately. Any unauthorized use is
> strictly prohibited.
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] QuantLib-SWIG-1.15 build issue

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

May you post the full output of the ./configure command?

Luigi


On Mon, Aug 5, 2019 at 8:39 PM Banerjee, Tapas K via QuantLib-dev <
qua...@li...> wrote:

> Hi,
>
>
>
> I fail to build Java QuantLib-SWIG library, with below error.
>
> When I execute Makefile –C Java , I get error “No targets specified and no
> makefile found.  Stop.”
>
>
>
> Any idea, what can do to fix?
>
> Thanks,
>
>
>
>
>
>
>
> */home/podsintr/qlib/QuantLib-SWIG-1.15 ./configure
> --with-jdk-include=/usr/java/jdk1.8.0/include
> --with-jdk-system-include=/usr/java/jdk1.8.0/linux
> --prefix=/home/podsintr/qlib/*
>
> */home/podsintr/qlib/QuantLib-SWIG-1.15 > make -C Java*
>
> *make: Entering directory
> `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-SWIG-1.15/Java'*
>
> *make: *** No targets specified and no makefile found.  Stop.*
>
> *make: Leaving directory
> `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-SWIG-1.15/Java'*
>
>
>
> *I see Makefiles are present in Java dir*
>
> */home/podsintr/qlib/QuantLib-SWIG-1.15 > ls Java/Ma**
>
> *Java/Makefile.am  Java/Makefile.in*
>
>
>
> Below is excerpts from Makefile. I removed other files e.g. R, CSharp etc,
> as I am interested only in Java build.
>
>
>
> Any pointers?
>
> Thanks,
>
>
>
> *Makefile*
>
>
>
> *…*
>
> *SUBDIRS = Java*
>
> *EXTRA_DIST = \*
>
> *        ChangeLog.txt \*
>
> *        LICENSE.TXT \*
>
> *        News.md \*
>
> *        Readme.txt \*
>
> *        autogen.sh*
>
>
>
> *all: all-recursive*
>
>
>
> *.SUFFIXES:*
>
> *am--refresh: Makefile*
>
> *        @:*
>
> *$(srcdir)/Makefile.in:  $(srcdir)/Makefile.am  $(am__configure_deps)*
>
> *        @for dep in $?; do \*
>
> *          case '$(am__configure_deps)' in \*
>
> *            *$$dep*) \*
>
> *              echo ' cd $(srcdir) && $(AUTOMAKE) --foreign'; \*
>
> *              $(am__cd) $(srcdir) && $(AUTOMAKE) --foreign \*
>
> *                && exit 0; \*
>
> *              exit 1;; \*
>
> *          esac; \*
>
> *        done; \*
>
> *…….*
>
> This message is confidential and subject to terms at:
> https://www.jpmorgan.com/emaildisclaimer including on confidential,
> privileged or legal entity information, viruses and monitoring of
> electronic messages. If you are not the intended recipient, please delete
> this message and notify the sender immediately. Any unauthorized use is
> strictly prohibited.
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] QuantLib-SWIG-1.15 build issue

[Banerjee, T. K <tap...@jp...>]

Hi,

I fail to build Java QuantLib-SWIG library, with below error.
When I execute Makefile -C Java , I get error "No targets specified and no makefile found.  Stop."

Any idea, what can do to fix?
Thanks,



/home/podsintr/qlib/QuantLib-SWIG-1.15 ./configure --with-jdk-include=/usr/java/jdk1.8.0/include --with-jdk-system-include=/usr/java/jdk1.8.0/linux --prefix=/home/podsintr/qlib/
/home/podsintr/qlib/QuantLib-SWIG-1.15 > make -C Java
make: Entering directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-SWIG-1.15/Java'
make: *** No targets specified and no makefile found.  Stop.
make: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-SWIG-1.15/Java'

I see Makefiles are present in Java dir
/home/podsintr/qlib/QuantLib-SWIG-1.15 > ls Java/Ma*
Java/Makefile.am  Java/Makefile.in

Below is excerpts from Makefile. I removed other files e.g. R, CSharp etc, as I am interested only in Java build.

Any pointers?
Thanks,

Makefile

...
SUBDIRS = Java
EXTRA_DIST = \
        ChangeLog.txt \
        LICENSE.TXT \
        News.md \
        Readme.txt \
        autogen.sh

all: all-recursive

.SUFFIXES:
am--refresh: Makefile
        @:
$(srcdir)/Makefile.in:  $(srcdir)/Makefile.am  $(am__configure_deps)
        @for dep in $?; do \
          case '$(am__configure_deps)' in \
            *$$dep*) \
              echo ' cd $(srcdir) && $(AUTOMAKE) --foreign'; \
              $(am__cd) $(srcdir) && $(AUTOMAKE) --foreign \
                && exit 0; \
              exit 1;; \
          esac; \
        done; \
.......

This message is confidential and subject to terms at: https://www.jpmorgan.com/emaildisclaimer including on confidential, privileged or legal entity information, viruses and monitoring of electronic messages. If you are not the intended recipient, please delete this message and notify the sender immediately. Any unauthorized use is strictly prohibited.

Re: [Quantlib-dev] QuantLib 1.16 released

[Banerjee, T. K <tap...@jp...>]

Is there a link that lists particular version of Quantlib compatible to specific versions of Boost  & gcc and correspond Quantlib-SWIG library?
We are having lot of issues in compiling & building Quantlib SWIG library

Thanks,

From: Luigi Ballabio [mailto:lui...@gm...]
Sent: Monday, August 05, 2019 6:27 AM
To: QuantLib users <qua...@li...>; QuantLib developers <qua...@li...>; QuantLib announce <qua...@li...>
Subject: [Quantlib-dev] QuantLib 1.16 released

Hello everybody,
    QuantLib 1.16 has been released and is available for download at <http://quantlib.org/download.shtml<https://secureweb.jpmchase.net/readonly/http:/quantlib.org/download.shtml>>.

The list of changes for this release is at <http://quantlib.org/reference/history.html<https://secureweb.jpmchase.net/readonly/http:/quantlib.org/reference/history.html>>.

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

-- The QuantLib group


This message is confidential and subject to terms at: https://www.jpmorgan.com/emaildisclaimer including on confidential, privileged or legal entity information, viruses and monitoring of electronic messages. If you are not the intended recipient, please delete this message and notify the sender immediately. Any unauthorized use is strictly prohibited.

[Quantlib-dev] QuantLib 1.16 released

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

Hello everybody,
    QuantLib 1.16 has been released and is available for download at <
http://quantlib.org/download.shtml>.

The list of changes for this release is at <
http://quantlib.org/reference/history.html>.

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

-- The QuantLib group

Re: [Quantlib-dev] Boost 1_71_0_b1_rc1 and QuantLib

[Charles K. <ka...@cg...>]

Update


Using Visual Studio 2019 and the precompiled libraries for Boost 1.70. I
compiled Quantlib 1.15 and built the following file:

1>QuantLib.vcxproj ->
C:\Users\kauch\Desktop\lib\QuantLib-1.15\.\lib\QuantLib--x64-mt.lib


while the compiling of the examples resulted in a linker error below
looking for a different file


LINK : fatal error LNK1104: cannot open file 'QuantLib-vc141-x64-mt.lib'
4>Done building project "EquityOption.vcxproj" -- FAILED.

ALL examples failed.

In the lib directory, there were two files that were successfully compiled:

QuantLib--x64-mt.lib
QuantLib--x64-mt-gd.lib

I renamed them both to:
QuantLib-vc141-x64-mt.lib
QuantLib-vc141-x64-mt-gd.lib

I then chose "Rebuild Solution" and all exceeded except:

2>LINK : fatal error LNK1104: cannot open file
'libboost_unit_test_framework-vc142-mt-x64-1_70.lib'
2>Done building project "testsuite.vcxproj" -- FAILED.
========== Rebuild All: 20 succeeded, 1 failed, 0 skipped ==========

Not sure how to correct that failure but it is a target issue as Visual
Studio is looking for a compiled version (vc142) compiled with VS 2019 and
I only have the precompiled 1.70 Boost compiled with VS2017 (vc141).  So I
copied a version of the Boost file from Boost version 1.71_rc  I had
compiled with VS 2019 and renamed them  to the name of file the Linker was
looking for. Not pretty but successful.

2>Tests completed in 17 m 40 s
2>
2>
2>Test module "Master Test Suite" has passed with:
2>  765 test cases out of 765 passed
2>  1002505 assertions out of 1002505 passed
2>
========== Rebuild All: 2 succeeded, 0 failed, 0 skipped ==========

FYI
Microsoft Docs state the following
The platform toolset consists of the C++ compiler (cl.exe) and linker
(link.exe), along with the C/C++ standard libraries. Since Visual Studio
2015, the major version of the toolset has remained at 14, which means that
projects compiled with Visual Studio 2019 or Visual Studio 2017 are
ABI-backwards-compatible with projects compiled with Visual Studio 2015.
The minor version has updated by 1 for each version since Visual Studio
2015:
    Visual Studio 2015: v140
    Visual Studio 2017: v141
    Visual Studio 2019: v142

These toolsets support .NET Framework 4.5 and later.

The article goes on to explain  how to multitarget C++ projects in VS 2019,
https://docs.microsoft.com/en-us/cpp/build/how-to-modify-the-target-framework-and-platform-toolset?view=vs-2019





On Fri, Aug 2, 2019 at 11:33 AM Luigi Ballabio <lui...@gm...>
wrote:

> The library should compile out of the box with Boost 1.70 and VC++17.
> Support for VC++19 will be in next release, out shortly.
>
> As for Boost 1.71, I guess we'll fix it when the final version gets out.
> In the meantime, if you still have it, please send me the complete error
> log.
>
> Thanks,
>     Luigi
>
>
> Luigi
>
>
> On Thu, Aug 1, 2019 at 2:28 AM Charles Kaucher <ka...@cg...> wrote:
>
>> I think my first mistake was compiling Boost  1_71_0_b1_rc1 before
>> looking at Quantlib to see what version was compatible.
>> What version of Boost is tested with Quantlib? 1.70? 1.69?
>>
>> My QuantLib build resulted in failure. As a first time user, I realize
>> that the errors I received when compiling QuantLib may have been
>> self-inflicted.  A sample of the errors are below.
>>
>> What version of Boost should I use?
>>
>> Is there some howto that is more up to date that uses Visual Studio 2017
>> or 2019?
>>
>> Chuck
>>
>> //////////////////////////////////////////
>>
>> The most common error was C2664 for a number of headers in Boost.  Here
>> is a sample as a full list would run 20 pages.
>> This occurred 33 times for arg_list.hpp.
>>
>> 1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\aux_\arg_list.hpp(312,1):
>> error C2664:         [
>>
>> A number (70+) of errors/message occurred for the file parameters.hpp in
>> Boot such as this
>>
>> 1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\parameters.hpp(62):
>> message :             EmitsErrors=boost::mp11::mp_true,
>> 1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\parameters.hpp(62):
>> message :             Keyword=boost::accumulators::tag::accumulator,
>> 1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\parameters.hpp(62):
>> message :
>>
>>
>> Some others as a sample:
>>
>> 5>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\timer.hpp(21):
>> message :  This header is deprecated. Use the facilities in
>> <boost/timer/timer.hpp> instead.
>> 2>autocovariances.cpp
>> 5>LINK : fatal error LNK1181: cannot open input file
>> 'C:\Users\xxxxx\Desktop\lib\QuantLib-1.15\lib\QuantLib--x64-mt.lib'
>> 5>Done building project "ConvertibleBonds.vcxproj" -- FAILED.
>> 6>------ Build started: Project: FRA, Configuration: Release x64 ------
>> 2>barrieroption.cpp
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>

Re: [Quantlib-dev] Boost 1_71_0_b1_rc1 and QuantLib

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

The library should compile out of the box with Boost 1.70 and VC++17.
Support for VC++19 will be in next release, out shortly.

As for Boost 1.71, I guess we'll fix it when the final version gets out.
In the meantime, if you still have it, please send me the complete error
log.

Thanks,
    Luigi


Luigi


On Thu, Aug 1, 2019 at 2:28 AM Charles Kaucher <ka...@cg...> wrote:

> I think my first mistake was compiling Boost  1_71_0_b1_rc1 before looking
> at Quantlib to see what version was compatible.
> What version of Boost is tested with Quantlib? 1.70? 1.69?
>
> My QuantLib build resulted in failure. As a first time user, I realize
> that the errors I received when compiling QuantLib may have been
> self-inflicted.  A sample of the errors are below.
>
> What version of Boost should I use?
>
> Is there some howto that is more up to date that uses Visual Studio 2017
> or 2019?
>
> Chuck
>
> //////////////////////////////////////////
>
> The most common error was C2664 for a number of headers in Boost.  Here is
> a sample as a full list would run 20 pages.
> This occurred 33 times for arg_list.hpp.
>
> 1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\aux_\arg_list.hpp(312,1):
> error C2664:         [
>
> A number (70+) of errors/message occurred for the file parameters.hpp in
> Boot such as this
>
> 1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\parameters.hpp(62):
> message :             EmitsErrors=boost::mp11::mp_true,
> 1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\parameters.hpp(62):
> message :             Keyword=boost::accumulators::tag::accumulator,
> 1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\parameters.hpp(62):
> message :
>
>
> Some others as a sample:
>
> 5>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\timer.hpp(21):
> message :  This header is deprecated. Use the facilities in
> <boost/timer/timer.hpp> instead.
> 2>autocovariances.cpp
> 5>LINK : fatal error LNK1181: cannot open input file
> 'C:\Users\xxxxx\Desktop\lib\QuantLib-1.15\lib\QuantLib--x64-mt.lib'
> 5>Done building project "ConvertibleBonds.vcxproj" -- FAILED.
> 6>------ Build started: Project: FRA, Configuration: Release x64 ------
> 2>barrieroption.cpp
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] Boost 1_71_0_b1_rc1 and QuantLib

[Charles K. <ka...@cg...>]

I think my first mistake was compiling Boost  1_71_0_b1_rc1 before looking
at Quantlib to see what version was compatible.
What version of Boost is tested with Quantlib? 1.70? 1.69?

My QuantLib build resulted in failure. As a first time user, I realize that
the errors I received when compiling QuantLib may have been
self-inflicted.  A sample of the errors are below.

What version of Boost should I use?

Is there some howto that is more up to date that uses Visual Studio 2017 or
2019?

Chuck

//////////////////////////////////////////

The most common error was C2664 for a number of headers in Boost.  Here is
a sample as a full list would run 20 pages.
This occurred 33 times for arg_list.hpp.

1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\aux_\arg_list.hpp(312,1):
error C2664:         [

A number (70+) of errors/message occurred for the file parameters.hpp in
Boot such as this

1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\parameters.hpp(62):
message :             EmitsErrors=boost::mp11::mp_true,
1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\parameters.hpp(62):
message :             Keyword=boost::accumulators::tag::accumulator,
1>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\parameter\parameters.hpp(62):
message :


Some others as a sample:

5>C:\Users\xxxxx\Desktop\lib\boost_1_71_0_b1_rc1\boost_1_71_0\boost\timer.hpp(21):
message :  This header is deprecated. Use the facilities in
<boost/timer/timer.hpp> instead.
2>autocovariances.cpp
5>LINK : fatal error LNK1181: cannot open input file
'C:\Users\xxxxx\Desktop\lib\QuantLib-1.15\lib\QuantLib--x64-mt.lib'
5>Done building project "ConvertibleBonds.vcxproj" -- FAILED.
6>------ Build started: Project: FRA, Configuration: Release x64 ------
2>barrieroption.cpp

Re: [Quantlib-dev] Quantlib build error, help!

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

gcc 4.4.7 is seven years old, and might not be able to compile the latest
Boost code.  If you can't upgrade your compiler, you might try using an
older version of Boost.  QuantLib works with versions as far back as Boost
1.48.

Luigi


On Mon, Jul 29, 2019 at 4:14 PM Banerjee, Tapas K via QuantLib-dev <
qua...@li...> wrote:

> Hello all,
>
>
>
> I am getting below error when I try to build C++ Quantlib at our Linux box.
>
> Below are the commands I executed and the error.
>
>
>
> Any pointers ?
>
> Thanks in advance
>
> -Tapas
>
>
>
> *./configure CC=/usr/bin/gcc44 --with-boost-include= qlib/boost_1_70_0  …*
>
> *make CC=/usr/bin/gcc44*
>
> ====errors =====
>
> ..
>
> th::policies::default_policy, boost::math::policies::default_policy>]'
>
> ../../../ql/experimental/math/tcopulapolicy.hpp:133:   instantiated from
> here
>
> /home/podsintr/qlib/boost_1_70_0/boost/math/tools/roots.hpp:71: error: no
> matching function for call to 'get(const boost::fusion::tuple<long double,
> long double, boost::fusion::void_, boost::fusion::void_,
> boost::fusion::void_, boost::fusion::void_, boost::fusion::void_,
> boost::fusion::void_, boost::fusion::void_, boost::fusion::void_>&)'
>
> make[4]: *** [gaussianlhplossmodel.lo] Error 1
>
> make[4]: Leaving directory
> `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental/credit'
>
>
>
> My Linux  box:
>
> /> uname -a
>
> Linux vkl40impodsd 2.6.18-434.el5 #1 SMP Thu Aug 23 15:28:29 EDT 2018
> x86_64 x86_64 x86_64 GNU/Linux
>
>
>
> compiler:
>
> gcc44.x86_64                          4.4.7-11.el5_11
>
>
>
>
>
> This message is confidential and subject to terms at:
> https://www.jpmorgan.com/emaildisclaimer including on confidential,
> privileged or legal entity information, viruses and monitoring of
> electronic messages. If you are not the intended recipient, please delete
> this message and notify the sender immediately. Any unauthorized use is
> strictly prohibited.
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] Quantlib build error, help!

[Banerjee, T. K <tap...@jp...>]

Hello all,

I am getting below error when I try to build C++ Quantlib at our Linux box.
Below are the commands I executed and the error.

Any pointers ?
Thanks in advance
-Tapas

./configure CC=/usr/bin/gcc44 --with-boost-include= qlib/boost_1_70_0  ...
make CC=/usr/bin/gcc44
====errors =====
..
th::policies::default_policy, boost::math::policies::default_policy>]'
../../../ql/experimental/math/tcopulapolicy.hpp:133:   instantiated from here
/home/podsintr/qlib/boost_1_70_0/boost/math/tools/roots.hpp:71: error: no matching function for call to 'get(const boost::fusion::tuple<long double, long double, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_>&)'
make[4]: *** [gaussianlhplossmodel.lo] Error 1
make[4]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental/credit'

My Linux  box:
/> uname -a
Linux vkl40impodsd 2.6.18-434.el5 #1 SMP Thu Aug 23 15:28:29 EDT 2018 x86_64 x86_64 x86_64 GNU/Linux

compiler:
gcc44.x86_64                          4.4.7-11.el5_11



This message is confidential and subject to terms at: https://www.jpmorgan.com/emaildisclaimer including on confidential, privileged or legal entity information, viruses and monitoring of electronic messages. If you are not the intended recipient, please delete this message and notify the sender immediately. Any unauthorized use is strictly prohibited.

[Quantlib-dev] QuantlibXL overwrite

[Richard M. <dr....@gm...>]

Hi,

Does anyone have any knowledge or feeling for on the performance effect of switching overwrite from false to true?

Kind regards 
Rich 

Sent from my iPhone

Re: [Quantlib-dev] Building python wheels

[Achilleas M. <mic...@gm...>]

I see, it is because the last image in the multi-stage actually gets the
wheel from the previous images. So itself does not have the wheel package.

Will try as CI pipeline based on those instructions then. Any insights
about windows builds (e.g. AppVeyor)?

If I manage to create a pipeline that produces the wheels binary, is it
something that would interest the community?

On Wed, Jul 10, 2019 at 11:27 AM Luigi Ballabio <lui...@gm...>
wrote:

> Those instructions should work, yes.  The devenv image doesn't have the
> wheel package, because it doesn't build wheels.  You need to install it
> with pip, if you want to use that image for the build.  However, if you
> build your wheel in that image, it will only work in a corresponding Ubuntu
> distribution and it will need libQuantLib.so installed.  To build a
> generic, self-contained wheel you need to use the manylinux image instead.
>
> Luigi
>
>
> On Wed, Jul 10, 2019 at 11:17 AM Achilleas Michos <
> mic...@gm...> wrote:
>
>> Thank you both for your input!
>>
>> So for the build I should follow the instructions in
>> https://github.com/lballabio/QuantLib-SWIG/issues/103 or there are more
>> recent?
>>
>> I'm still quite perplexed from the fact that when I run it in the
>> ballabio/quantlib-swig-devenv:python3 it does not work, as the image itself
>> runs the same command internally.
>> I do:
>> docker run --rm -ti -v /tmp/QuantLib-SWIG/:/build -w /build
>> lballabio/quantlib-swig-devenv:python3 ./.travis/python3.build
>>
>> Where ./.travis/python3.build is
>> #!/bin/bash
>>
>> ./autogen.sh \
>> && ./configure PYTHON=/usr/bin/python3 CXXFLAGS='-O1' \
>> && make -C Python \
>> && make -C Python check \
>> && make -C Python install \
>> && for i in Python/examples/*.py ; do echo $i && /usr/bin/python3 $i ||
>> break -1 ; done \
>> && cd Python && CXXFLAGS='-g0 -O3' /usr/bin/python3 setup.py bdist_wheel
>>
>> OUTCOME:
>> usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
>>    or: setup.py --help [cmd1 cmd2 ...]
>>    or: setup.py --help-commands
>>    or: setup.py cmd --help
>>
>> error: invalid command 'bdist_wheel'
>>
>> On Wed, Jul 10, 2019 at 10:51 AM Luigi Ballabio <lui...@gm...>
>> wrote:
>>
>>> Hello,
>>>     the process to build the wheels on PyPI is still manual.  They're
>>> manylinux wheels (i.e., compatible with most Linux distributions), which
>>> means that both the library and the wrappers have to be compiled inside the
>>> Docker images provided at <https://github.com/pypa/manylinux> (you'll
>>> also have to install Boost inside them) and that they have to be processed
>>> by the auditwheel tool in order to include the shared C++ library
>>> referenced by the wrappers.  More details at the link above.
>>>
>>> Luigi
>>>
>>>
>>> On Wed, Jul 10, 2019 at 10:02 AM Achilleas Michos <
>>> mic...@gm...> wrote:
>>>
>>>> Hi Alix,
>>>>
>>>> Thanks for coming back! Yes, on my machine it is installed and building
>>>> the wheels works fine.
>>>> I'm trying to do the same using the script that Travis runs for
>>>> Quantlib-SWIG. That script is run inside
>>>> the lballabio/quantlib-swig-devenv:python3 docker image.
>>>> Does this mean that the images does not have wheel installed? i.e. if I
>>>> want to build wheels I have to make my own custom image to run on my CI?
>>>>
>>>>
>>>> On Wed, Jul 10, 2019 at 9:58 AM ALIX LASSAUZET <al...@la...>
>>>> wrote:
>>>>
>>>>> Hi Achilleas,
>>>>>
>>>>> Have you installed the wheel package on your machine (orin the virtual
>>>>> env) first?
>>>>> > pip install wheel
>>>>>
>>>>> Alix
>>>>>
>>>>> Le mer. 10 juil. 2019 à 09:54, Achilleas Michos <
>>>>> mic...@gm...> a écrit :
>>>>>
>>>>>> Hi!
>>>>>>
>>>>>> I'm trying to expose in Python features of the QuantLib that are not
>>>>>> yet in the Quantlib-SWIG.
>>>>>> For that I've forked the later and I've done my changes. Now I need
>>>>>> to compile a python wheel and provide it as a pip install-able package, to
>>>>>> use in my project.
>>>>>> I want, pretty much, to replicate the process that creates
>>>>>> the QuantLib-Python deliveries in PyPI.
>>>>>>
>>>>>> I've noticed that the Quantlib-SWIG has a CI configuration setup for
>>>>>> testing, though not for building wheels for PyPi. The build/test script
>>>>>> looks like this:
>>>>>>
>>>>>> ./autogen.sh \
>>>>>> && ./configure PYTHON=/usr/bin/python3 CXXFLAGS='-O1' \
>>>>>> && make -C Python \
>>>>>> && make -C Python check \
>>>>>> && make -C Python install \
>>>>>> && for i in Python/examples/*.py ; do echo $i && /usr/bin/python3 $i
>>>>>> || break -1 ; done
>>>>>>
>>>>>> I added the following commands at the end:
>>>>>>
>>>>>> && cd Python &&  /usr/bin/python3 setup.py bdist_wheel
>>>>>>
>>>>>> Aiming to recover the .whl in the travis worker and publish it.
>>>>>> Unfortunately, the command gives me the following error even though
>>>>>> the same works as expected on my machine (Ubuntu 18.04).
>>>>>>
>>>>>> usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
>>>>>>    or: setup.py --help [cmd1 cmd2 ...]
>>>>>>    or: setup.py --help-commands
>>>>>>    or: setup.py cmd --help
>>>>>>
>>>>>> error: invalid command 'bdist_wheel'
>>>>>>
>>>>>> Could someone help me figure out why in the docker container the
>>>>>> command is not recognized but it is on my machine?
>>>>>> By the way, how are the wheels posted on PyPi get generated? Is it
>>>>>> manually or there is a CI process?
>>>>>>
>>>>>> Kind regards,
>>>>>> Achilleas
>>>>>>
>>>>>>
>>>>>> _______________________________________________
>>>>>> 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] Building python wheels

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

Those instructions should work, yes.  The devenv image doesn't have the
wheel package, because it doesn't build wheels.  You need to install it
with pip, if you want to use that image for the build.  However, if you
build your wheel in that image, it will only work in a corresponding Ubuntu
distribution and it will need libQuantLib.so installed.  To build a
generic, self-contained wheel you need to use the manylinux image instead.

Luigi


On Wed, Jul 10, 2019 at 11:17 AM Achilleas Michos <
mic...@gm...> wrote:

> Thank you both for your input!
>
> So for the build I should follow the instructions in
> https://github.com/lballabio/QuantLib-SWIG/issues/103 or there are more
> recent?
>
> I'm still quite perplexed from the fact that when I run it in the
> ballabio/quantlib-swig-devenv:python3 it does not work, as the image itself
> runs the same command internally.
> I do:
> docker run --rm -ti -v /tmp/QuantLib-SWIG/:/build -w /build
> lballabio/quantlib-swig-devenv:python3 ./.travis/python3.build
>
> Where ./.travis/python3.build is
> #!/bin/bash
>
> ./autogen.sh \
> && ./configure PYTHON=/usr/bin/python3 CXXFLAGS='-O1' \
> && make -C Python \
> && make -C Python check \
> && make -C Python install \
> && for i in Python/examples/*.py ; do echo $i && /usr/bin/python3 $i ||
> break -1 ; done \
> && cd Python && CXXFLAGS='-g0 -O3' /usr/bin/python3 setup.py bdist_wheel
>
> OUTCOME:
> usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
>    or: setup.py --help [cmd1 cmd2 ...]
>    or: setup.py --help-commands
>    or: setup.py cmd --help
>
> error: invalid command 'bdist_wheel'
>
> On Wed, Jul 10, 2019 at 10:51 AM Luigi Ballabio <lui...@gm...>
> wrote:
>
>> Hello,
>>     the process to build the wheels on PyPI is still manual.  They're
>> manylinux wheels (i.e., compatible with most Linux distributions), which
>> means that both the library and the wrappers have to be compiled inside the
>> Docker images provided at <https://github.com/pypa/manylinux> (you'll
>> also have to install Boost inside them) and that they have to be processed
>> by the auditwheel tool in order to include the shared C++ library
>> referenced by the wrappers.  More details at the link above.
>>
>> Luigi
>>
>>
>> On Wed, Jul 10, 2019 at 10:02 AM Achilleas Michos <
>> mic...@gm...> wrote:
>>
>>> Hi Alix,
>>>
>>> Thanks for coming back! Yes, on my machine it is installed and building
>>> the wheels works fine.
>>> I'm trying to do the same using the script that Travis runs for
>>> Quantlib-SWIG. That script is run inside
>>> the lballabio/quantlib-swig-devenv:python3 docker image.
>>> Does this mean that the images does not have wheel installed? i.e. if I
>>> want to build wheels I have to make my own custom image to run on my CI?
>>>
>>>
>>> On Wed, Jul 10, 2019 at 9:58 AM ALIX LASSAUZET <al...@la...>
>>> wrote:
>>>
>>>> Hi Achilleas,
>>>>
>>>> Have you installed the wheel package on your machine (orin the virtual
>>>> env) first?
>>>> > pip install wheel
>>>>
>>>> Alix
>>>>
>>>> Le mer. 10 juil. 2019 à 09:54, Achilleas Michos <
>>>> mic...@gm...> a écrit :
>>>>
>>>>> Hi!
>>>>>
>>>>> I'm trying to expose in Python features of the QuantLib that are not
>>>>> yet in the Quantlib-SWIG.
>>>>> For that I've forked the later and I've done my changes. Now I need to
>>>>> compile a python wheel and provide it as a pip install-able package, to use
>>>>> in my project.
>>>>> I want, pretty much, to replicate the process that creates
>>>>> the QuantLib-Python deliveries in PyPI.
>>>>>
>>>>> I've noticed that the Quantlib-SWIG has a CI configuration setup for
>>>>> testing, though not for building wheels for PyPi. The build/test script
>>>>> looks like this:
>>>>>
>>>>> ./autogen.sh \
>>>>> && ./configure PYTHON=/usr/bin/python3 CXXFLAGS='-O1' \
>>>>> && make -C Python \
>>>>> && make -C Python check \
>>>>> && make -C Python install \
>>>>> && for i in Python/examples/*.py ; do echo $i && /usr/bin/python3 $i
>>>>> || break -1 ; done
>>>>>
>>>>> I added the following commands at the end:
>>>>>
>>>>> && cd Python &&  /usr/bin/python3 setup.py bdist_wheel
>>>>>
>>>>> Aiming to recover the .whl in the travis worker and publish it.
>>>>> Unfortunately, the command gives me the following error even though
>>>>> the same works as expected on my machine (Ubuntu 18.04).
>>>>>
>>>>> usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
>>>>>    or: setup.py --help [cmd1 cmd2 ...]
>>>>>    or: setup.py --help-commands
>>>>>    or: setup.py cmd --help
>>>>>
>>>>> error: invalid command 'bdist_wheel'
>>>>>
>>>>> Could someone help me figure out why in the docker container the
>>>>> command is not recognized but it is on my machine?
>>>>> By the way, how are the wheels posted on PyPi get generated? Is it
>>>>> manually or there is a CI process?
>>>>>
>>>>> Kind regards,
>>>>> Achilleas
>>>>>
>>>>>
>>>>> _______________________________________________
>>>>> 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] Building python wheels

[Achilleas M. <mic...@gm...>]

Thank you both for your input!

So for the build I should follow the instructions in
https://github.com/lballabio/QuantLib-SWIG/issues/103 or there are more
recent?

I'm still quite perplexed from the fact that when I run it in the
ballabio/quantlib-swig-devenv:python3 it does not work, as the image itself
runs the same command internally.
I do:
docker run --rm -ti -v /tmp/QuantLib-SWIG/:/build -w /build
lballabio/quantlib-swig-devenv:python3 ./.travis/python3.build

Where ./.travis/python3.build is
#!/bin/bash

./autogen.sh \
&& ./configure PYTHON=/usr/bin/python3 CXXFLAGS='-O1' \
&& make -C Python \
&& make -C Python check \
&& make -C Python install \
&& for i in Python/examples/*.py ; do echo $i && /usr/bin/python3 $i ||
break -1 ; done \
&& cd Python && CXXFLAGS='-g0 -O3' /usr/bin/python3 setup.py bdist_wheel

OUTCOME:
usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
   or: setup.py --help [cmd1 cmd2 ...]
   or: setup.py --help-commands
   or: setup.py cmd --help

error: invalid command 'bdist_wheel'

On Wed, Jul 10, 2019 at 10:51 AM Luigi Ballabio <lui...@gm...>
wrote:

> Hello,
>     the process to build the wheels on PyPI is still manual.  They're
> manylinux wheels (i.e., compatible with most Linux distributions), which
> means that both the library and the wrappers have to be compiled inside the
> Docker images provided at <https://github.com/pypa/manylinux> (you'll
> also have to install Boost inside them) and that they have to be processed
> by the auditwheel tool in order to include the shared C++ library
> referenced by the wrappers.  More details at the link above.
>
> Luigi
>
>
> On Wed, Jul 10, 2019 at 10:02 AM Achilleas Michos <
> mic...@gm...> wrote:
>
>> Hi Alix,
>>
>> Thanks for coming back! Yes, on my machine it is installed and building
>> the wheels works fine.
>> I'm trying to do the same using the script that Travis runs for
>> Quantlib-SWIG. That script is run inside
>> the lballabio/quantlib-swig-devenv:python3 docker image.
>> Does this mean that the images does not have wheel installed? i.e. if I
>> want to build wheels I have to make my own custom image to run on my CI?
>>
>>
>> On Wed, Jul 10, 2019 at 9:58 AM ALIX LASSAUZET <al...@la...>
>> wrote:
>>
>>> Hi Achilleas,
>>>
>>> Have you installed the wheel package on your machine (orin the virtual
>>> env) first?
>>> > pip install wheel
>>>
>>> Alix
>>>
>>> Le mer. 10 juil. 2019 à 09:54, Achilleas Michos <
>>> mic...@gm...> a écrit :
>>>
>>>> Hi!
>>>>
>>>> I'm trying to expose in Python features of the QuantLib that are not
>>>> yet in the Quantlib-SWIG.
>>>> For that I've forked the later and I've done my changes. Now I need to
>>>> compile a python wheel and provide it as a pip install-able package, to use
>>>> in my project.
>>>> I want, pretty much, to replicate the process that creates
>>>> the QuantLib-Python deliveries in PyPI.
>>>>
>>>> I've noticed that the Quantlib-SWIG has a CI configuration setup for
>>>> testing, though not for building wheels for PyPi. The build/test script
>>>> looks like this:
>>>>
>>>> ./autogen.sh \
>>>> && ./configure PYTHON=/usr/bin/python3 CXXFLAGS='-O1' \
>>>> && make -C Python \
>>>> && make -C Python check \
>>>> && make -C Python install \
>>>> && for i in Python/examples/*.py ; do echo $i && /usr/bin/python3 $i ||
>>>> break -1 ; done
>>>>
>>>> I added the following commands at the end:
>>>>
>>>> && cd Python &&  /usr/bin/python3 setup.py bdist_wheel
>>>>
>>>> Aiming to recover the .whl in the travis worker and publish it.
>>>> Unfortunately, the command gives me the following error even though the
>>>> same works as expected on my machine (Ubuntu 18.04).
>>>>
>>>> usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
>>>>    or: setup.py --help [cmd1 cmd2 ...]
>>>>    or: setup.py --help-commands
>>>>    or: setup.py cmd --help
>>>>
>>>> error: invalid command 'bdist_wheel'
>>>>
>>>> Could someone help me figure out why in the docker container the
>>>> command is not recognized but it is on my machine?
>>>> By the way, how are the wheels posted on PyPi get generated? Is it
>>>> manually or there is a CI process?
>>>>
>>>> Kind regards,
>>>> Achilleas
>>>>
>>>>
>>>> _______________________________________________
>>>> 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] Building python wheels

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

Hello,
    the process to build the wheels on PyPI is still manual.  They're
manylinux wheels (i.e., compatible with most Linux distributions), which
means that both the library and the wrappers have to be compiled inside the
Docker images provided at <https://github.com/pypa/manylinux> (you'll also
have to install Boost inside them) and that they have to be processed by
the auditwheel tool in order to include the shared C++ library referenced
by the wrappers.  More details at the link above.

Luigi


On Wed, Jul 10, 2019 at 10:02 AM Achilleas Michos <
mic...@gm...> wrote:

> Hi Alix,
>
> Thanks for coming back! Yes, on my machine it is installed and building
> the wheels works fine.
> I'm trying to do the same using the script that Travis runs for
> Quantlib-SWIG. That script is run inside
> the lballabio/quantlib-swig-devenv:python3 docker image.
> Does this mean that the images does not have wheel installed? i.e. if I
> want to build wheels I have to make my own custom image to run on my CI?
>
>
> On Wed, Jul 10, 2019 at 9:58 AM ALIX LASSAUZET <al...@la...> wrote:
>
>> Hi Achilleas,
>>
>> Have you installed the wheel package on your machine (orin the virtual
>> env) first?
>> > pip install wheel
>>
>> Alix
>>
>> Le mer. 10 juil. 2019 à 09:54, Achilleas Michos <
>> mic...@gm...> a écrit :
>>
>>> Hi!
>>>
>>> I'm trying to expose in Python features of the QuantLib that are not yet
>>> in the Quantlib-SWIG.
>>> For that I've forked the later and I've done my changes. Now I need to
>>> compile a python wheel and provide it as a pip install-able package, to use
>>> in my project.
>>> I want, pretty much, to replicate the process that creates
>>> the QuantLib-Python deliveries in PyPI.
>>>
>>> I've noticed that the Quantlib-SWIG has a CI configuration setup for
>>> testing, though not for building wheels for PyPi. The build/test script
>>> looks like this:
>>>
>>> ./autogen.sh \
>>> && ./configure PYTHON=/usr/bin/python3 CXXFLAGS='-O1' \
>>> && make -C Python \
>>> && make -C Python check \
>>> && make -C Python install \
>>> && for i in Python/examples/*.py ; do echo $i && /usr/bin/python3 $i ||
>>> break -1 ; done
>>>
>>> I added the following commands at the end:
>>>
>>> && cd Python &&  /usr/bin/python3 setup.py bdist_wheel
>>>
>>> Aiming to recover the .whl in the travis worker and publish it.
>>> Unfortunately, the command gives me the following error even though the
>>> same works as expected on my machine (Ubuntu 18.04).
>>>
>>> usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
>>>    or: setup.py --help [cmd1 cmd2 ...]
>>>    or: setup.py --help-commands
>>>    or: setup.py cmd --help
>>>
>>> error: invalid command 'bdist_wheel'
>>>
>>> Could someone help me figure out why in the docker container the command
>>> is not recognized but it is on my machine?
>>> By the way, how are the wheels posted on PyPi get generated? Is it
>>> manually or there is a CI process?
>>>
>>> Kind regards,
>>> Achilleas
>>>
>>>
>>> _______________________________________________
>>> 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] Building python wheels

[ALIX L. <al...@la...>]

Hi Achilleas,

I had a quick look over another file on Luigi's repository :
https://github.com/lballabio/dockerfiles/blob/master/quantlib-python3/Dockerfile
I am not familiar with Docker, but he seems to execute in line 19 the
command that does not work for you.

I suspect the below added lines to install the wheel package:

> RUN wget https://bootstrap.pypa.io/get-pip.py \
> && python3 get-pip.py \
> && rm get-pip.py

Alix

Le mer. 10 juil. 2019 à 10:02, Achilleas Michos <mic...@gm...>
a écrit :

> Hi Alix,
>
> Thanks for coming back! Yes, on my machine it is installed and building
> the wheels works fine.
> I'm trying to do the same using the script that Travis runs for
> Quantlib-SWIG. That script is run inside
> the lballabio/quantlib-swig-devenv:python3 docker image.
> Does this mean that the images does not have wheel installed? i.e. if I
> want to build wheels I have to make my own custom image to run on my CI?
>
>
> On Wed, Jul 10, 2019 at 9:58 AM ALIX LASSAUZET <al...@la...> wrote:
>
>> Hi Achilleas,
>>
>> Have you installed the wheel package on your machine (orin the virtual
>> env) first?
>> > pip install wheel
>>
>> Alix
>>
>> Le mer. 10 juil. 2019 à 09:54, Achilleas Michos <
>> mic...@gm...> a écrit :
>>
>>> Hi!
>>>
>>> I'm trying to expose in Python features of the QuantLib that are not yet
>>> in the Quantlib-SWIG.
>>> For that I've forked the later and I've done my changes. Now I need to
>>> compile a python wheel and provide it as a pip install-able package, to use
>>> in my project.
>>> I want, pretty much, to replicate the process that creates
>>> the QuantLib-Python deliveries in PyPI.
>>>
>>> I've noticed that the Quantlib-SWIG has a CI configuration setup for
>>> testing, though not for building wheels for PyPi. The build/test script
>>> looks like this:
>>>
>>> ./autogen.sh \
>>> && ./configure PYTHON=/usr/bin/python3 CXXFLAGS='-O1' \
>>> && make -C Python \
>>> && make -C Python check \
>>> && make -C Python install \
>>> && for i in Python/examples/*.py ; do echo $i && /usr/bin/python3 $i ||
>>> break -1 ; done
>>>
>>> I added the following commands at the end:
>>>
>>> && cd Python &&  /usr/bin/python3 setup.py bdist_wheel
>>>
>>> Aiming to recover the .whl in the travis worker and publish it.
>>> Unfortunately, the command gives me the following error even though the
>>> same works as expected on my machine (Ubuntu 18.04).
>>>
>>> usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
>>>    or: setup.py --help [cmd1 cmd2 ...]
>>>    or: setup.py --help-commands
>>>    or: setup.py cmd --help
>>>
>>> error: invalid command 'bdist_wheel'
>>>
>>> Could someone help me figure out why in the docker container the command
>>> is not recognized but it is on my machine?
>>> By the way, how are the wheels posted on PyPi get generated? Is it
>>> manually or there is a CI process?
>>>
>>> Kind regards,
>>> Achilleas
>>>
>>>
>>> _______________________________________________
>>> QuantLib-dev mailing list
>>> Qua...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>>
>>

Re: [Quantlib-dev] Building python wheels

[Achilleas M. <mic...@gm...>]

Hi Alix,

Thanks for coming back! Yes, on my machine it is installed and building the
wheels works fine.
I'm trying to do the same using the script that Travis runs for
Quantlib-SWIG. That script is run inside
the lballabio/quantlib-swig-devenv:python3 docker image.
Does this mean that the images does not have wheel installed? i.e. if I
want to build wheels I have to make my own custom image to run on my CI?


On Wed, Jul 10, 2019 at 9:58 AM ALIX LASSAUZET <al...@la...> wrote:

> Hi Achilleas,
>
> Have you installed the wheel package on your machine (orin the virtual
> env) first?
> > pip install wheel
>
> Alix
>
> Le mer. 10 juil. 2019 à 09:54, Achilleas Michos <
> mic...@gm...> a écrit :
>
>> Hi!
>>
>> I'm trying to expose in Python features of the QuantLib that are not yet
>> in the Quantlib-SWIG.
>> For that I've forked the later and I've done my changes. Now I need to
>> compile a python wheel and provide it as a pip install-able package, to use
>> in my project.
>> I want, pretty much, to replicate the process that creates
>> the QuantLib-Python deliveries in PyPI.
>>
>> I've noticed that the Quantlib-SWIG has a CI configuration setup for
>> testing, though not for building wheels for PyPi. The build/test script
>> looks like this:
>>
>> ./autogen.sh \
>> && ./configure PYTHON=/usr/bin/python3 CXXFLAGS='-O1' \
>> && make -C Python \
>> && make -C Python check \
>> && make -C Python install \
>> && for i in Python/examples/*.py ; do echo $i && /usr/bin/python3 $i ||
>> break -1 ; done
>>
>> I added the following commands at the end:
>>
>> && cd Python &&  /usr/bin/python3 setup.py bdist_wheel
>>
>> Aiming to recover the .whl in the travis worker and publish it.
>> Unfortunately, the command gives me the following error even though the
>> same works as expected on my machine (Ubuntu 18.04).
>>
>> usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
>>    or: setup.py --help [cmd1 cmd2 ...]
>>    or: setup.py --help-commands
>>    or: setup.py cmd --help
>>
>> error: invalid command 'bdist_wheel'
>>
>> Could someone help me figure out why in the docker container the command
>> is not recognized but it is on my machine?
>> By the way, how are the wheels posted on PyPi get generated? Is it
>> manually or there is a CI process?
>>
>> Kind regards,
>> Achilleas
>>
>>
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>

Re: [Quantlib-dev] Building python wheels

[ALIX L. <al...@la...>]

Hi Achilleas,

Have you installed the wheel package on your machine (orin the virtual env)
first?
> pip install wheel

Alix

Le mer. 10 juil. 2019 à 09:54, Achilleas Michos <mic...@gm...>
a écrit :

> Hi!
>
> I'm trying to expose in Python features of the QuantLib that are not yet
> in the Quantlib-SWIG.
> For that I've forked the later and I've done my changes. Now I need to
> compile a python wheel and provide it as a pip install-able package, to use
> in my project.
> I want, pretty much, to replicate the process that creates
> the QuantLib-Python deliveries in PyPI.
>
> I've noticed that the Quantlib-SWIG has a CI configuration setup for
> testing, though not for building wheels for PyPi. The build/test script
> looks like this:
>
> ./autogen.sh \
> && ./configure PYTHON=/usr/bin/python3 CXXFLAGS='-O1' \
> && make -C Python \
> && make -C Python check \
> && make -C Python install \
> && for i in Python/examples/*.py ; do echo $i && /usr/bin/python3 $i ||
> break -1 ; done
>
> I added the following commands at the end:
>
> && cd Python &&  /usr/bin/python3 setup.py bdist_wheel
>
> Aiming to recover the .whl in the travis worker and publish it.
> Unfortunately, the command gives me the following error even though the
> same works as expected on my machine (Ubuntu 18.04).
>
> usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
>    or: setup.py --help [cmd1 cmd2 ...]
>    or: setup.py --help-commands
>    or: setup.py cmd --help
>
> error: invalid command 'bdist_wheel'
>
> Could someone help me figure out why in the docker container the command
> is not recognized but it is on my machine?
> By the way, how are the wheels posted on PyPi get generated? Is it
> manually or there is a CI process?
>
> Kind regards,
> Achilleas
>
>
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

[Quantlib-dev] Building python wheels

[Achilleas M. <mic...@gm...>]

Hi!

I'm trying to expose in Python features of the QuantLib that are not yet in
the Quantlib-SWIG.
For that I've forked the later and I've done my changes. Now I need to
compile a python wheel and provide it as a pip install-able package, to use
in my project.
I want, pretty much, to replicate the process that creates
the QuantLib-Python deliveries in PyPI.

I've noticed that the Quantlib-SWIG has a CI configuration setup for
testing, though not for building wheels for PyPi. The build/test script
looks like this:

./autogen.sh \
&& ./configure PYTHON=/usr/bin/python3 CXXFLAGS='-O1' \
&& make -C Python \
&& make -C Python check \
&& make -C Python install \
&& for i in Python/examples/*.py ; do echo $i && /usr/bin/python3 $i ||
break -1 ; done

I added the following commands at the end:

&& cd Python &&  /usr/bin/python3 setup.py bdist_wheel

Aiming to recover the .whl in the travis worker and publish it.
Unfortunately, the command gives me the following error even though the
same works as expected on my machine (Ubuntu 18.04).

usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
   or: setup.py --help [cmd1 cmd2 ...]
   or: setup.py --help-commands
   or: setup.py cmd --help

error: invalid command 'bdist_wheel'

Could someone help me figure out why in the docker container the command is
not recognized but it is on my machine?
By the way, how are the wheels posted on PyPi get generated? Is it manually
or there is a CI process?

Kind regards,
Achilleas

[Quantlib-dev] Help-QuantLib run issue java.lang.UnsatisfiedLinkError - on Window box.

[Banerjee, T. K <tap...@jp...>]

Hello,

We tried to build Quantlib SWIG using the steps mentioned in Quantlib site.
We could successfully build  and  run needed quatlib so, JNI  as DLL for Window  box.

It runs fine from my Windows desktop.
But when I copy the code on our Window server, while running,  I am getting below error.



= On Window Server ====
C:\SBOR-Valuation\HelloWorld\out\production\HelloWorld>java -Djava.library.path=
C:\SBOR-Valuation\HelloWorld examples.Bonds
Exception in thread "main" java.lang.UnsatisfiedLinkError: D:\Java\bin\QuantLibJ
NI.dll: Can't find dependent libraries
        at java.lang.ClassLoader$NativeLibrary.load(Native Method)
        at java.lang.ClassLoader.loadLibrary0(Unknown Source)
        at java.lang.ClassLoader.loadLibrary(Unknown Source)
        at java.lang.Runtime.loadLibrary0(Unknown Source)
        at java.lang.System.loadLibrary(Unknown Source)


== My local box - exact same code  ==== WORKS FINE ================
C:\Valuation-NT\HelloWorld\out\production\HelloWorld>java -Djava.library.path=C:\Valuation-NT\HelloWorld examples.Bonds
Today: Monday, September 15th, 2008
Settlement date: Thursday, September 18th, 2008

                        ZC     Fixed  Floating
Net present value    100.92    107.67    102.36
       Clean price    100.92    106.13    101.80
       Dirty price    100.92    107.67    102.36
             Yield    3.00 %    3.65 %    2.20 %

I suspect some dependent System libraries missing at our NT server.
Any idea what all are Window dependent libraries for QuantLibJNI.dll ?
Any other  pointers what I missing?

QuantLibJNI.dll  located at the directory mentioned at Djava.library.path

Thanks,


This message is confidential and subject to terms at: https://www.jpmorgan.com/emaildisclaimer including on confidential, privileged or legal entity information, viruses and monitoring of electronic messages. If you are not the intended recipient, please delete this message and notify the sender immediately. Any unauthorized use is strictly prohibited.

Re: [Quantlib-dev] [Quantlib-users] ImpliedQuote() method on BootstrapError<> and Doxygen compilation flag

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

Hello,
    __DOXYGEN__ is only defined when we're running Doxygen to generate the
documentation that goes at <https://www.quantlib.org/reference/> (for some
reason, it would emit a warning otherwise).  When we actually compile the
code, the method is always included.

Luigi


On Tue, Jul 2, 2019 at 8:12 PM Amine Ifri <ami...@gm...> wrote:

> Hi team,
>
> I was looking through source code of QL and came through this piece of
> code which I don’t understand:
>
>     #ifndef __DOXYGEN__
>     template <class Curve>
>     Real BootstrapError<Curve>::operator()(Real guess) const {
>         Traits::updateGuess(curve_->data_, guess, segment_);
>         curve_->interpolation_.update();
>         return helper_->quoteError();
>     }
>     #endif
>
> I was wondering what __DOXYGEN has to do with whether this part of the
> class is compiled or not? Isn’t this piece of code a major part of the
> bootstrapping routine used by QuantLib?
>
> Thanks as usual :)
> Amine
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

Re: [Quantlib-dev] Help! Quantlib Java SWIG build issue

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

On some systems, you might need to run "sudo ldconfig" after you install
QuantLib (and before that, to make sure that the location of the libraries
is listed somewhere in /etc/ld.so.conf or /etc/ld.so.conf.d).  Apart from
this, I'm all out of ideas...

Luigi


On Tue, Jul 2, 2019 at 11:43 PM Banerjee, Tapas K via QuantLib-dev <
qua...@li...> wrote:

>
>
> Hi  Luigi  &  Qlib experts.
>
>
>
> As you suggested, I downloaded did FRESH install for quantlib,
> quantlib-SWIF-1.15
>
> Could able to build C++ .so,  wrapper  class libQuantLibJNI.so and
> QuantLib.jar
>
> Make file issues resolved now.
>
>
>
> But, When I run make check, all example files compiled fine, while running
> I get the same error
>
>
>
> *Exception in thread "main" java.lang.UnsatisfiedLinkError:
> /home/myID/new_qlib/QuantLib-SWIG-1.15/Java/libQuantLibJNI.so:
> /home/myID/new_qlib/QuantLib-SWIG-1.15/Java/libQuantLibJNI.so: undefined
> symbol: _ZNK8QuantLib13TermStructure13referenceDateEv*
>
>
>
> Q: ibQuantLibJNI.so and QuantLib.jar exists in /Java dir as well as
> /home/v574933/new_qlib/lib
>
> where my LD_LIBRRAY PATH is set
>
>
>
> What could be the issue?   Any other trace I can try to pinpoint issue?
>
>
>
> Thanks,
>
>
>
> */home/myID/new_qlib/QuantLib-SWIG-1.15/Java*
>
> *bash-4.1$ ls *Qua**
>
> *libQuantLibJNI.so  QuantLib.jar*
>
>
>
> */home/myID/new_qlib/QuantLib-SWIG-1.15/Java*
>
> *bash-4.1$ make check*
>
> *make  check-am*
>
> *make[1]: Entering directory `/home/myID/new_qlib/QuantLib-SWIG-1.15/Java'*
>
> *make  check-local*
>
> *make[2]: Entering directory `/home/myID/new_qlib/QuantLib-SWIG-1.15/Java'*
>
> */apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar
> examples/Bonds.java*
>
> */apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar
> examples/CallableBonds.java*
>
> */apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar
> examples/CallableBondsOAS.java*
>
> */apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar
> examples/DiscreteHedging.java*
>
> */apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar
> examples/EquityOptions.java*
>
> */apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar
> examples/FRA.java*
>
> */apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar
> examples/UnaryFunctions.java*
>
> *LD_LIBRARY_PATH=. /apps/icrd/java/jdk1.8.0.71/bin//java -cp
> ".:QuantLib.jar" examples.Bonds*
>
> *Exception in thread "main" java.lang.UnsatisfiedLinkError:
> /home/myID/new_qlib/QuantLib-SWIG-1.15/Java/libQuantLibJNI.so:
> /home/myID/new_qlib/QuantLib-SWIG-1.15/Java/libQuantLibJNI.so: undefined
> symbol: _ZNK8QuantLib13TermStructure13referenceDateEv*
>
>         *at java.lang.ClassLoader$NativeLibrary.load(Native Method)*
>
> *        at java.lang.ClassLoader.loadLibrary0(ClassLoader.java:1938)*
>
> *        at java.lang.ClassLoader.loadLibrary(ClassLoader.java:1854)*
>
>
>
>
>
> *From:* Luigi Ballabio [mailto:lui...@gm...]
> *Sent:* Tuesday, July 02, 2019 10:40 AM
> *To:* Banerjee, Tapas K <tap...@jp...>
> *Cc:* QuantLib developers <qua...@li...>
> *Subject:* Re: [Quantlib-dev] Help! Quantlib Java SWIG build issue
>
>
>
> Try running "make check" in QuantLib-SWIG/Java.  It will try to run the
> examples.  If it works, you can try to see what it does differently...
>
>
>
> Luigi
>
>
>
>
>
> On Tue, Jul 2, 2019 at 4:31 PM Banerjee, Tapas K via QuantLib-dev <
> qua...@li...> wrote:
>
> Hi Luigi,
>
>
>
> Thanks for your response . I set  *LD_LIBRARY_PATH * before.
>
> Again tried, but no luck. (See below).
>
>
>
> Can version of library , g++/Linux cause this issue?  Any other ideas I
> can try?
>
> I am using QuantLib-SWIG-1.15, QuantLib--1.15, boost_1_68_0, *gcc version
> 4.4.7 20120313 (Red Hat 4.4.7-23) (GCC)*
>
>
>
> *bash-4.1$ LD_LIBRARY_PATH=/home/v574933/quantlib/qlib/lib*
>
> *bash-4.1$ export LD_LIBRARY_PATH*
>
> *bash-4.1$ echo $LD_LIBRARY_PATH*
>
>
>
> *Exception in thread "main" java.lang.UnsatisfiedLinkError:
> /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so
> <http://libQuantLibJNI.so>:
> /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so
> <http://libQuantLibJNI.so>: undefined symbol: *
> *_ZNK8QuantLib13TermStructure13referenceDateEv*
>
>
>
>
>
> *From:* Luigi Ballabio [mailto:lui...@gm...]
> *Sent:* Tuesday, July 02, 2019 4:59 AM
> *To:* Tapas Banerjee <ta...@ao...>
> *Cc:* QuantLib developers <qua...@li...>
> *Subject:* Re: [Quantlib-dev] Help! Quantlib Java SWIG build issue
>
>
>
> Try setting the environment variable LD_LIBRARY_PATH to <base-dir>/
> quantlib/qlib/lib
>
>
>
> Luigi
>
>
>
>
>
> On Tue, Jul 2, 2019 at 3:56 AM Tapas Banerjee via QuantLib-dev <
> qua...@li...> wrote:
>
>
>
> Hi Luigi & experts,
>
>
>
> I need urgent help to build Quantlib SWIG for Java
>
>
>
> Using the step mentioned here
>
>  https://sourceforge.net/p/quantlib/mailman/message/19608067/
>
> I could build libQuantLibJNI.so, libQuantLib.so, QuantLib.jar suecssfully
>
>
>
> But while running example file, I am getting below error.. Any idea - what
> I am doing wrong and how to fix?
>
>
>
>
>
> *_ZNK8QuantLib13TermStructure13referenceDateEv ......*
>
>
>
> *when I load  System.loadLibrary("QuantLibJNI");*
>
>
>
>
>
> I created below simple example call stripping all Quantlib include, still
> getting error
>
>
>
>
>
> -----
>
> bash-4.1$  java -cp ./QuantLib.jar:. -Djava.library.path=/<base-dir>/quantlib/qlib/lib
> ex.Test
>
> *Exception in thread "main" java.lang.UnsatisfiedLinkError:
> /libQuantLibJNI.so <http://libQuantLibJNI.so>: / /libQuantLibJNI.so
> <http://libQuantLibJNI.so>: undefined
> symbol:_ZNK8QuantLib13TermStructure13referenceDateEv*
>
> *        at java.lang.ClassLoader$NativeLibrary.load(Native Method)*
>
> *        at java.lang.ClassLoader.loadLibrary0(ClassLoader.java:1938)*
>
> This message is confidential and subject to terms at:
> https://www.jpmorgan.com/emaildisclaimer including on confidential,
> privileged or legal entity information, viruses and monitoring of
> electronic messages. If you are not the intended recipient, please delete
> this message and notify the sender immediately. Any unauthorized use is
> strictly prohibited.
>
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
> This message is confidential and subject to terms at:
> https://www.jpmorgan.com/emaildisclaimer including on confidential,
> privileged or legal entity information, viruses and monitoring of
> electronic messages. If you are not the intended recipient, please delete
> this message and notify the sender immediately. Any unauthorized use is
> strictly prohibited.
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] Help! Quantlib Java SWIG build issue

[Banerjee, T. K <tap...@jp...>]

Hi  Luigi  &  Qlib experts.

As you suggested, I downloaded did FRESH install for quantlib, quantlib-SWIF-1.15
Could able to build C++ .so,  wrapper  class libQuantLibJNI.so and QuantLib.jar
Make file issues resolved now.

But, When I run make check, all example files compiled fine, while running I get the same error

Exception in thread "main" java.lang.UnsatisfiedLinkError: /home/myID/new_qlib/QuantLib-SWIG-1.15/Java/libQuantLibJNI.so: /home/myID/new_qlib/QuantLib-SWIG-1.15/Java/libQuantLibJNI.so: undefined symbol: _ZNK8QuantLib13TermStructure13referenceDateEv

Q: ibQuantLibJNI.so and QuantLib.jar exists in /Java dir as well as /home/v574933/new_qlib/lib
where my LD_LIBRRAY PATH is set

What could be the issue?   Any other trace I can try to pinpoint issue?

Thanks,

/home/myID/new_qlib/QuantLib-SWIG-1.15/Java
bash-4.1$ ls *Qua*
libQuantLibJNI.so  QuantLib.jar

/home/myID/new_qlib/QuantLib-SWIG-1.15/Java
bash-4.1$ make check
make  check-am
make[1]: Entering directory `/home/myID/new_qlib/QuantLib-SWIG-1.15/Java'
make  check-local
make[2]: Entering directory `/home/myID/new_qlib/QuantLib-SWIG-1.15/Java'
/apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar examples/Bonds.java
/apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar examples/CallableBonds.java
/apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar examples/CallableBondsOAS.java
/apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar examples/DiscreteHedging.java
/apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar examples/EquityOptions.java
/apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar examples/FRA.java
/apps/icrd/java/jdk1.8.0.71/bin//javac  -cp QuantLib.jar examples/UnaryFunctions.java
LD_LIBRARY_PATH=. /apps/icrd/java/jdk1.8.0.71/bin//java -cp ".:QuantLib.jar" examples.Bonds
Exception in thread "main" java.lang.UnsatisfiedLinkError: /home/myID/new_qlib/QuantLib-SWIG-1.15/Java/libQuantLibJNI.so: /home/myID/new_qlib/QuantLib-SWIG-1.15/Java/libQuantLibJNI.so: undefined symbol: _ZNK8QuantLib13TermStructure13referenceDateEv
        at java.lang.ClassLoader$NativeLibrary.load(Native Method)
        at java.lang.ClassLoader.loadLibrary0(ClassLoader.java:1938)
        at java.lang.ClassLoader.loadLibrary(ClassLoader.java:1854)


From: Luigi Ballabio [mailto:lui...@gm...]
Sent: Tuesday, July 02, 2019 10:40 AM
To: Banerjee, Tapas K <tap...@jp...>
Cc: QuantLib developers <qua...@li...>
Subject: Re: [Quantlib-dev] Help! Quantlib Java SWIG build issue

Try running "make check" in QuantLib-SWIG/Java.  It will try to run the examples.  If it works, you can try to see what it does differently...

Luigi


On Tue, Jul 2, 2019 at 4:31 PM Banerjee, Tapas K via QuantLib-dev <qua...@li...<mailto:qua...@li...>> wrote:
Hi Luigi,

Thanks for your response . I set  LD_LIBRARY_PATH  before.
Again tried, but no luck. (See below).

Can version of library , g++/Linux cause this issue?  Any other ideas I can try?
I am using QuantLib-SWIG-1.15, QuantLib--1.15, boost_1_68_0, gcc version 4.4.7 20120313 (Red Hat 4.4.7-23) (GCC)

bash-4.1$ LD_LIBRARY_PATH=/home/v574933/quantlib/qlib/lib
bash-4.1$ export LD_LIBRARY_PATH
bash-4.1$ echo $LD_LIBRARY_PATH

Exception in thread "main" java.lang.UnsatisfiedLinkError: /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so<https://secureweb.jpmchase.net/readonly/http:/libQuantLibJNI.so>: /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so<https://secureweb.jpmchase.net/readonly/http:/libQuantLibJNI.so>: undefined symbol: _ZNK8QuantLib13TermStructure13referenceDateEv


From: Luigi Ballabio [mailto:lui...@gm...<mailto:lui...@gm...>]
Sent: Tuesday, July 02, 2019 4:59 AM
To: Tapas Banerjee <ta...@ao...<mailto:ta...@ao...>>
Cc: QuantLib developers <qua...@li...<mailto:qua...@li...>>
Subject: Re: [Quantlib-dev] Help! Quantlib Java SWIG build issue

Try setting the environment variable LD_LIBRARY_PATH to <base-dir>/quantlib/qlib/lib

Luigi


On Tue, Jul 2, 2019 at 3:56 AM Tapas Banerjee via QuantLib-dev <qua...@li...<mailto:qua...@li...>> wrote:

Hi Luigi & experts,

I need urgent help to build Quantlib SWIG for Java

Using the step mentioned here
 https://sourceforge.net/p/quantlib/mailman/message/19608067/<https://secureweb.jpmchase.net/readonly/https:/sourceforge.net/p/quantlib/mailman/message/19608067/>
I could build libQuantLibJNI.so<https://secureweb.jpmchase.net/readonly/http:/libQuantLibJNI.so>, libQuantLib.so<https://secureweb.jpmchase.net/readonly/http:/libQuantLib.so>, QuantLib.jar suecssfully

But while running example file, I am getting below error.. Any idea - what I am doing wrong and how to fix?


_ZNK8QuantLib13TermStructure13referenceDateEv ......

when I load  System.loadLibrary("QuantLibJNI");


I created below simple example call stripping all Quantlib include, still getting error


-----
bash-4.1$  java -cp ./QuantLib.jar:. -Djava.library.path=/<base-dir>/quantlib/qlib/lib ex.Test
Exception in thread "main" java.lang.UnsatisfiedLinkError: /libQuantLibJNI.so<https://secureweb.jpmchase.net/readonly/http:/libQuantLibJNI.so>: / /libQuantLibJNI.so<https://secureweb.jpmchase.net/readonly/http:/libQuantLibJNI.so>: undefined symbol:_ZNK8QuantLib13TermStructure13referenceDateEv
        at java.lang.ClassLoader$NativeLibrary.load(Native Method)
        at java.lang.ClassLoader.loadLibrary0(ClassLoader.java:1938)

This message is confidential and subject to terms at:https://www.jpmorgan.com/emaildisclaimer including on confidential, privileged or legal entity information, viruses and monitoring of electronic messages. If you are not the intended recipient, please delete this message and notify the sender immediately. Any unauthorized use is strictly prohibited.
_______________________________________________
QuantLib-dev mailing list
Qua...@li...<mailto:Qua...@li...>
https://lists.sourceforge.net/lists/listinfo/quantlib-dev<https://secureweb.jpmchase.net/readonly/https:/lists.sourceforge.net/lists/listinfo/quantlib-dev>

This message is confidential and subject to terms at: https://www.jpmorgan.com/emaildisclaimer including on confidential, privileged or legal entity information, viruses and monitoring of electronic messages. If you are not the intended recipient, please delete this message and notify the sender immediately. Any unauthorized use is strictly prohibited.

Re: [Quantlib-dev] Help! Quantlib Java SWIG build issue

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

Try starting over from a clean downloaded release tarball.

Luigi



On Tue, Jul 2, 2019 at 4:57 PM Banerjee, Tapas K via QuantLib-dev <
qua...@li...> wrote:

> Hi Luigi,
>
>
>
> I tried *make check* at the Java dir.
>
> Getting error below. I don’t have admin/root access to the machine.
>
> I tried changing am__api_version='1.16' in the configure script a director
> above, to point to ‘1.15’ still no luck
>
> Any idea how I can get pass this error?
>
>
>
>
>
> cd /home/<miID>/quantlib/qlib/QuantLib-SWIG-1.15/Java
>
> bash-4.1$ make check
>
> cd .. && make  am--refresh
>
> make[1]: Entering directory
> `/home//<miID>//quantlib/qlib/QuantLib-SWIG-1.15'
>
> CDPATH="${ZSH_VERSION+.}:" && cd . && /bin/sh
> /home//<miID>/quantlib/qlib/QuantLib-SWIG-1.15/config/missing aclocal-1.16
>
> /home//<miID>/quantlib/qlib/QuantLib-SWIG-1.15/config/missing: line 81:
> aclocal-1.16: command not found
>
> WARNING: 'aclocal-1.16' is missing on your system.
>
>          You should only need it if you modified 'acinclude.m4' or
>
>          'configure.ac' or m4 files included by 'configure.ac'.
>
>          The 'aclocal' program is part of the GNU Automake package:
>
>
>
>
>
> *From:* Luigi Ballabio [mailto:lui...@gm...]
> *Sent:* Tuesday, July 02, 2019 10:40 AM
> *To:* Banerjee, Tapas K <tap...@jp...>
> *Cc:* QuantLib developers <qua...@li...>
> *Subject:* Re: [Quantlib-dev] Help! Quantlib Java SWIG build issue
>
>
>
> Try running "make check" in QuantLib-SWIG/Java.  It will try to run the
> examples.  If it works, you can try to see what it does differently...
>
>
>
> Luigi
>
>
>
>
>
> On Tue, Jul 2, 2019 at 4:31 PM Banerjee, Tapas K via QuantLib-dev <
> qua...@li...> wrote:
>
> Hi Luigi,
>
>
>
> Thanks for your response . I set  *LD_LIBRARY_PATH * before.
>
> Again tried, but no luck. (See below).
>
>
>
> Can version of library , g++/Linux cause this issue?  Any other ideas I
> can try?
>
> I am using QuantLib-SWIG-1.15, QuantLib--1.15, boost_1_68_0, *gcc version
> 4.4.7 20120313 (Red Hat 4.4.7-23) (GCC)*
>
>
>
> *bash-4.1$ LD_LIBRARY_PATH=/home/v574933/quantlib/qlib/lib*
>
> *bash-4.1$ export LD_LIBRARY_PATH*
>
> *bash-4.1$ echo $LD_LIBRARY_PATH*
>
>
>
> *Exception in thread "main" java.lang.UnsatisfiedLinkError:
> /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so
> <http://libQuantLibJNI.so>:
> /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so
> <http://libQuantLibJNI.so>: undefined symbol: *
> *_ZNK8QuantLib13TermStructure13referenceDateEv*
>
>
>
>
>
> *From:* Luigi Ballabio [mailto:lui...@gm...]
> *Sent:* Tuesday, July 02, 2019 4:59 AM
> *To:* Tapas Banerjee <ta...@ao...>
> *Cc:* QuantLib developers <qua...@li...>
> *Subject:* Re: [Quantlib-dev] Help! Quantlib Java SWIG build issue
>
>
>
> Try setting the environment variable LD_LIBRARY_PATH to <base-dir>/
> quantlib/qlib/lib
>
>
>
> Luigi
>
>
>
>
>
> On Tue, Jul 2, 2019 at 3:56 AM Tapas Banerjee via QuantLib-dev <
> qua...@li...> wrote:
>
>
>
> Hi Luigi & experts,
>
>
>
> I need urgent help to build Quantlib SWIG for Java
>
>
>
> Using the step mentioned here
>
>  https://sourceforge.net/p/quantlib/mailman/message/19608067/
>
> I could build libQuantLibJNI.so, libQuantLib.so, QuantLib.jar suecssfully
>
>
>
> But while running example file, I am getting below error.. Any idea - what
> I am doing wrong and how to fix?
>
>
>
>
>
> *_ZNK8QuantLib13TermStructure13referenceDateEv ......*
>
>
>
> *when I load  System.loadLibrary("QuantLibJNI");*
>
>
>
>
>
> I created below simple example call stripping all Quantlib include, still
> getting error
>
>
>
>
>
> -----
>
> bash-4.1$  java -cp ./QuantLib.jar:. -Djava.library.path=/<base-dir>/quantlib/qlib/lib
> ex.Test
>
> *Exception in thread "main" java.lang.UnsatisfiedLinkError:
> /libQuantLibJNI.so <http://libQuantLibJNI.so>: / /libQuantLibJNI.so
> <http://libQuantLibJNI.so>: undefined
> symbol:_ZNK8QuantLib13TermStructure13referenceDateEv*
>
> *        at java.lang.ClassLoader$NativeLibrary.load(Native Method)*
>
> *        at java.lang.ClassLoader.loadLibrary0(ClassLoader.java:1938)*
>
> This message is confidential and subject to terms at:
> https://www.jpmorgan.com/emaildisclaimer including on confidential,
> privileged or legal entity information, viruses and monitoring of
> electronic messages. If you are not the intended recipient, please delete
> this message and notify the sender immediately. Any unauthorized use is
> strictly prohibited.
>
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
> This message is confidential and subject to terms at:
> https://www.jpmorgan.com/emaildisclaimer including on confidential,
> privileged or legal entity information, viruses and monitoring of
> electronic messages. If you are not the intended recipient, please delete
> this message and notify the sender immediately. Any unauthorized use is
> strictly prohibited.
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>