quantlib-dev — Discussion of QuantLib development

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

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

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...<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)

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_______________________________________________
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Qua...@li...<mailto:Qua...@li...>
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Re: [Quantlib-dev] Help! Quantlib Java SWIG build issue

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

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 $LD_LIBRARY_PATH*
>
>
>
> *Exception in thread "main" java.lang.UnsatisfiedLinkError:
> /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so:
> /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so: undefined symbol: *
> *_ZNK8QuantLib13TermStructure13referenceDateEv*
>
>
>
>
>
> *From:* Luigi Ballabio [mailto:lui...@gm...]
> *Sent:* Tuesday, July 02, 2019 4:59 AM
> *To:* Tapas Banerjee <ta...@ao...>
> *Cc:* QuantLib developers <qua...@li...>
> *Subject:* Re: [Quantlib-dev] Help! Quantlib Java SWIG build issue
>
>
>
> Try setting the environment variable LD_LIBRARY_PATH to <base-dir>/
> quantlib/qlib/lib
>
>
>
> Luigi
>
>
>
>
>
> On Tue, Jul 2, 2019 at 3:56 AM Tapas Banerjee via QuantLib-dev <
> qua...@li...> wrote:
>
>
>
> Hi Luigi & experts,
>
>
>
> I need urgent help to build Quantlib SWIG for Java
>
>
>
> Using the step mentioned here
>
>  https://sourceforge.net/p/quantlib/mailman/message/19608067/
>
> I could build libQuantLibJNI.so, libQuantLib.so, QuantLib.jar suecssfully
>
>
>
> But while running example file, I am getting below error.. Any idea - what
> I am doing wrong and how to fix?
>
>
>
>
>
> *_ZNK8QuantLib13TermStructure13referenceDateEv ......*
>
>
>
> *when I load  System.loadLibrary("QuantLibJNI");*
>
>
>
>
>
> I created below simple example call stripping all Quantlib include, still
> getting error
>
>
>
>
>
> -----
>
> bash-4.1$  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
>

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

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

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: /home/v574933/quantlib/qlib/lib/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...<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.

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

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

Try setting the environment variable LD_LIBRARY_PATH
to /home/v574933/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=/home/v574933/quantlib/qlib/lib ex.Test
> Exception in thread "main" java.lang.UnsatisfiedLinkError:
> /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so:
> /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so: undefined
> symbol:_ZNK8QuantLib13TermStructure13referenceDateEv
>         at java.lang.ClassLoader$NativeLibrary.load(Native Method)
>         at java.lang.ClassLoader.loadLibrary0(ClassLoader.java:1938)
>
> same error I get Quantlib examples file
> lavac -cp
> /home/v574933/quantlib/qlib/QuantLib-SWIG-1.15/Java/QuantLib.jar
> examples/FRA.java
> java -cp /home/v574933/quantlib/qlib/QuantLib-SWIG-1.15/Java/QuantLib.jar
> -Djava.library.path=/home/v574933/quantlib/qlib/lib examples.FRA
>
> ---- C++ build –
> ./configure --disable-static CXXFLAGS=-O3 --enable-sessions
> --with-boost-include=/home/v574933/quantlib/qlib/boost_1_68_0
> --with-boost-lib=/home/v574933/quantlib/qlib/boost_1_68_0/libs
> --prefix=/home/v574933/quantlib/qlib
>
>
> - Test.java -----
> package ex;
> public class Test {
>    static {  // Load QuantLib
>                 try{
>                         //System.loadLibrary("QuantLib");
>                         System.loadLibrary("QuantLibJNI");
>                 }
>                 catch (RuntimeException e) {
>                         System.err.println("Unable to load library ..");
>                         e.printStackTrace();
>                 }
>    }
>
>     public static void main(String[] args) throws Exception {
>         System.out.println("Test Pacakage..");
>     }
> }
>
> /home/v574933/quantlib/qlib/lib>  #location of lib
> bash-4.1$ ls -l lib*
> -rw-r--r-- 1 v574933 im_ad 1189200922 Jun 25 15:33 libQuantLib.a
> -rwxr-xr-x 1 v574933 im_ad   20580938 Jun 26 11:04 libQuantLibJNI.so
> -rwxr-xr-x 1 v574933 im_ad        996 Jun 27 11:27 libQuantLib.la
> lrwxrwxrwx 1 v574933 im_ad         20 Jun 27 11:27 libQuantLib.so ->
> libQuantLib.so.0.0.0
> -rwxr-xr-x 1 v574933 im_ad   42251344 Jun 27 11:27 libQuantLib.so.0.0.0
>
> Let me know if any other questions from my end.
>
> Thanks,
>
>
> Tapas
> ta...@ao...
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

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

[Tapas B. <ta...@ao...>]

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=/home/v574933/quantlib/qlib/lib ex.TestException in thread "main" java.lang.UnsatisfiedLinkError: /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so: /home/v574933/quantlib/qlib/lib/libQuantLibJNI.so: undefined symbol:_ZNK8QuantLib13TermStructure13referenceDateEv        at java.lang.ClassLoader$NativeLibrary.load(Native Method)        at java.lang.ClassLoader.loadLibrary0(ClassLoader.java:1938)
same error I get Quantlib examples filelavac -cp /home/v574933/quantlib/qlib/QuantLib-SWIG-1.15/Java/QuantLib.jar  examples/FRA.javajava -cp /home/v574933/quantlib/qlib/QuantLib-SWIG-1.15/Java/QuantLib.jar -Djava.library.path=/home/v574933/quantlib/qlib/lib examples.FRA
---- C++ build –./configure --disable-static CXXFLAGS=-O3 --enable-sessions --with-boost-include=/home/v574933/quantlib/qlib/boost_1_68_0 --with-boost-lib=/home/v574933/quantlib/qlib/boost_1_68_0/libs --prefix=/home/v574933/quantlib/qlib

- Test.java -----package ex;public class Test {   static {  // Load QuantLib                try{                        //System.loadLibrary("QuantLib");                        System.loadLibrary("QuantLibJNI");                }                catch (RuntimeException e) {                        System.err.println("Unable to load library ..");                        e.printStackTrace();                }   }
    public static void main(String[] args) throws Exception {        System.out.println("Test Pacakage..");    }}
/home/v574933/quantlib/qlib/lib>  #location of libbash-4.1$ ls -l lib*-rw-r--r-- 1 v574933 im_ad 1189200922 Jun 25 15:33 libQuantLib.a-rwxr-xr-x 1 v574933 im_ad   20580938 Jun 26 11:04 libQuantLibJNI.so-rwxr-xr-x 1 v574933 im_ad        996 Jun 27 11:27 libQuantLib.lalrwxrwxrwx 1 v574933 im_ad         20 Jun 27 11:27 libQuantLib.so -> libQuantLib.so.0.0.0-rwxr-xr-x 1 v574933 im_ad   42251344 Jun 27 11:27 libQuantLib.so.0.0.0
Let me know if any other questions from my end.
Thanks,

Tapas
ta...@ao...

Re: [Quantlib-dev] QuantLib Excel project

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

Hi Ben,
	Not sure if this will help... Before becoming employed again, I had a stab at adding inflation into QuantLibXL, here is the result
https://github.com/DrRichMarshall/QuantLibAddin-Old

it has got some basic structure done, but it is a long way from being complete - I just ran out of time & I didn't know how to use git either on the first go, so this is actually my second version (as a guide to what sort of level I'm coming from).

The next stage would be to add in the rateHelpers in order to build an inflation curve. Additionally, I added some common interest rate indexes too + exposed some extra inputs to a volatility / swaption function. I have a test xl sheet somewhere, which I will try to dig out if you want?

Please feel free to use, ignore or copy whatever you want (the git repo is an open / free one after all). As a user, I'd really like to see the inflation stuff in QuantLibXL.

Kind regards
Richard

Dr....@Gm...


-----Original Message-----
From: ben...@ma... <ben...@ma...> 
Sent: 27 June 2019 09:52
To: 'Eric Ehlers' <eri...@re...>
Cc: 'ALIX LASSAUZET' <al...@la...>; qua...@li...
Subject: Re: [Quantlib-dev] QuantLib Excel project

Thank Eric,

I will see if I can find a bit of time to do this.


Warm Regards
Ben Watson, CEO
Maroon Analytics Australia
Tel: +61 410 474 984
www.maroonanalytics.com
your edge on complexity

-----Original Message-----
From: Eric Ehlers [mailto:eri...@re...]
Sent: Thursday, 27 June 2019 6:31 PM
To: ben...@ma...
Cc: 'ALIX LASSAUZET' <al...@la...>; qua...@li...
Subject: Re: [Quantlib-dev] QuantLib Excel project

Hi Ben,

It would be a question of exporting the required functionality from QuantLib to QuantLibXL as documented here:

https://www.quantlib.org/quantlibaddin/extend_tutorial.html

Regards,
Eric

On 27/06/2019 09:12, ben...@ma... wrote:
> 
> Hi Eric,
> 
> Not sure what is needed - below is a list of inflation related function that I believe exists in Quantlib. What would be needed to get them into QuantlibXL?
> 
> InflationIndex
> 	ZeroInflationIndex, YoYInflationIndex InflationTermStructure
> 	ZeroInflationTermStructure,
> 	YoYInflationTermStructure,
> 	InterpolatedZeroInflationCurve,
> 	InterpolatedYoYInflationCurve,
> 	PiecewiseZeroInflationCurve (ZeroInflationSwapHelper),
> 	PiecewiseYoYInflationCurve (YoYInflationSwapHelper) Inflation 
> volatility surfaces
> 	CPIVolatilityTermStructure,
> 	YoYOptionletVolatilityTermStructure (check experimental for more!) 
> Instruments
> 	ZeroCouponInflationSwap
> 	YoYInflationSwap
> 	CPICapFloor
> 	YoYInflationCapFloor
> Pricing Engines
> 	YoYInflationCapFloorEngine (Bachelier, Black, Unit-Displaced Black)
> 	CPICapFloorEngine (expr: intrep. of the CPICapFloorTermPriceSurface)
>   
> 
> 
> Warm Regards
> Ben Watson, CEO
> Maroon Analytics Australia
> Tel: +61 410 474 984
> www.maroonanalytics.com
> your edge on complexity
> 
> -----Original Message-----
> From: Eric Ehlers [mailto:eri...@re...]
> Sent: Thursday, 27 June 2019 4:54 PM
> To: ben...@ma...
> Cc: 'ALIX LASSAUZET' <al...@la...>; 
> qua...@li...
> Subject: Re: [Quantlib-dev] QuantLib Excel project
> 
> Hi Ben,
> 
> I'm not planning any enhancements to QuantLibXL, but if someone wants to contribute them I will include them in the release.
> 
> Regards,
> Eric
> 
> On 27/06/2019 04:16, ben...@ma... wrote:
>> Hi Eric and Alix,
>>
>> I was looking at the public quantlibxl  - there appears no support 
>> for Inflation curves and swaps. Is this something that is not 
>> expected to be included in future releases?
>>
>> Warm Regards
>>
>> *Ben Watson, *CEO
>>
>> *Maroon Analytics Australia*
>>
>> Tel: +61 410 474 984
>>
>> www.maroonanalytics.com <http://www.maroonanalytics.com/>
>>
>> /your edge on complexity/
>>
>> *From:*ALIX LASSAUZET [mailto:al...@la...]
>> *Sent:* Thursday, 6 June 2019 10:29 PM
>> *To:* Eric Ehlers <eri...@re...>
>> *Cc:* qua...@li...
>> *Subject:* Re: [Quantlib-dev] QuantLib Excel project
>>
>> Hi Eric,
>>
>> Thanks again for your help. I managed to generate the 64 bit version 
>> of the addin. It took approximately ~2/3 hours. But I still don't 
>> know why and how it worked.
>>
>> Looking at the differences between your repo and my local files, I 
>> can only notice that a new XML tag has been added in 
>> QuantLibXLStatic_vc12.vcxproj following the selection of "Machine X64"
>> in the field named "Target Machine" (Properties > Linker > Advanced
>> > "Target Machine"). I am not sure this is the right reason ; for me
>> it shoud be the default value when compiling in x64 mode - to be confirmed.
>>
>> I will share my investigations if I find out something interesting.
>>
>> Thanks,
>>
>> Alix
>>
>> Le mer. 5 juin 2019 à 12:42, Eric Ehlers <eri...@re... 
>> <mailto:eri...@re...>> a écrit :
>>
>>      Hi Alix,
>>
>>       > Indeed, when I tried to compile the addin in « release (static
>>       > runtime) » mode + « x64 », the very last stage of the compilation
>>       > routine (the compilation of QuantLibObjects project in fact)
>>      never stops
>>       > and seems to generate a temporary xll file with an anormal size
>>      (~2MB vs
>>       > 23MB in 32 bit). I even let it run overnight, but it did not
>>      reach the
>>       > end...
>>       >
>>       > FYI, I am working with Win 10 (64 bit), VS express 2013, Python
>>      3.7.3
>>       > (32 bit), Excel for Office365 64 bit. I am using the solution «
>>       > QuantLibXL_full_vc12.sln ». I also tried to compile the project
>>      using
>>       > VS2019 but I am facing other issues (VS compatibility I think).
>>      Have you
>>       > ever faced this kind of issues ?
>>
>>      Please see the thread below (near the end):
>>
>>      https://sourceforge.net/p/quantlib/mailman/message/35898723/
>>
>>      Regards,
>>      Eric
>>
> 

Re: [Quantlib-dev] [Quantlib-users] Help building test-suite using CMake

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

No particular flags, just --disable-static --enable-openmp.

Luigi


On Mon, Jul 1, 2019 at 1:49 PM R S <raj...@ho...> wrote:

> Interesting, would like to know if you used any specific flags.
>
>
>
> I encountered endless llvm issues and cmake find package required a lot of
> specific entries my .bash_profile
>
>
>
> The clincher was I need to run the compiled code in the cloud , hence the
> switch to Linux via VMWare
>
>
>
> Sent from Mail <https://go.microsoft.com/fwlink/?LinkId=550986> for
> Windows 10
>
>
> ------------------------------
> *From:* Luigi Ballabio <lui...@gm...>
> *Sent:* Monday, July 1, 2019 12:23:29 PM
> *To:* R S
> *Cc:* qua...@li...; QuantLib users; Amine Ifri
> *Subject:* Re: [Quantlib-dev] [Quantlib-users] Help building test-suite
> using CMake
>
> On the other hand, I routinely build the library on Mac OS X with the old
> ./configure/make toolchain and it works fine.
>
> Luigi
>
>
> On Sun, Jun 23, 2019 at 7:00 PM R S <raj...@ho...> wrote:
>
>> To be honest - I gave up on Macbook pro builds.
>>
>> I installed VMWare and build on Ubuntu linux (because VMWare is able to
>> see the underlying file system on the Mac, so everything is time machine
>> backed up too).
>>
>> I found cmake find package control is easier on Ubuntu as it determined
>> by what you place under /etc/ld.so.conf.d/libc.conf (where I have
>> /usr/local/lib)
>>
>> I know it does not solve your problem, but my 2p worth
>>
>>
>> Regards
>> -RS
>> On 23 Jun 2019, 15:29 +0100, Amine Ifri <ami...@gm...>, wrote:
>>
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>

Re: [Quantlib-dev] [Quantlib-users] Help building test-suite using CMake

[R S <raj...@ho...>]

Interesting, would like to know if you used any specific flags.

I encountered endless llvm issues and cmake find package required a lot of specific entries my .bash_profile

The clincher was I need to run the compiled code in the cloud , hence the switch to Linux via VMWare

Sent from Mail<https://go.microsoft.com/fwlink/?LinkId=550986> for Windows 10

________________________________
From: Luigi Ballabio <lui...@gm...>
Sent: Monday, July 1, 2019 12:23:29 PM
To: R S
Cc: qua...@li...; QuantLib users; Amine Ifri
Subject: Re: [Quantlib-dev] [Quantlib-users] Help building test-suite using CMake

On the other hand, I routinely build the library on Mac OS X with the old ./configure/make toolchain and it works fine.

Luigi


On Sun, Jun 23, 2019 at 7:00 PM R S <raj...@ho...<mailto:raj...@ho...>> wrote:
To be honest - I gave up on Macbook pro builds.

I installed VMWare and build on Ubuntu linux (because VMWare is able to see the underlying file system on the Mac, so everything is time machine backed up too).

I found cmake find package control is easier on Ubuntu as it determined by what you place under /etc/ld.so.conf.d/libc.conf (where I have /usr/local/lib)

I know it does not solve your problem, but my 2p worth


Regards
-RS
On 23 Jun 2019, 15:29 +0100, Amine Ifri <ami...@gm...<mailto:ami...@gm...>>, wrote:
_______________________________________________
QuantLib-dev mailing list
Qua...@li...<mailto:Qua...@li...>
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] [Quantlib-users] Help building test-suite using CMake

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

On the other hand, I routinely build the library on Mac OS X with the old
./configure/make toolchain and it works fine.

Luigi


On Sun, Jun 23, 2019 at 7:00 PM R S <raj...@ho...> wrote:

> To be honest - I gave up on Macbook pro builds.
>
> I installed VMWare and build on Ubuntu linux (because VMWare is able to
> see the underlying file system on the Mac, so everything is time machine
> backed up too).
>
> I found cmake find package control is easier on Ubuntu as it determined by
> what you place under /etc/ld.so.conf.d/libc.conf (where I have
> /usr/local/lib)
>
> I know it does not solve your problem, but my 2p worth
>
>
> Regards
> -RS
> On 23 Jun 2019, 15:29 +0100, Amine Ifri <ami...@gm...>, wrote:
>
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

Re: [Quantlib-dev] QuantLib Excel project

[<ben...@ma...>]

Thank Eric,

I will see if I can find a bit of time to do this.


Warm Regards
Ben Watson, CEO
Maroon Analytics Australia
Tel: +61 410 474 984
www.maroonanalytics.com
your edge on complexity

-----Original Message-----
From: Eric Ehlers [mailto:eri...@re...] 
Sent: Thursday, 27 June 2019 6:31 PM
To: ben...@ma...
Cc: 'ALIX LASSAUZET' <al...@la...>; qua...@li...
Subject: Re: [Quantlib-dev] QuantLib Excel project

Hi Ben,

It would be a question of exporting the required functionality from QuantLib to QuantLibXL as documented here:

https://www.quantlib.org/quantlibaddin/extend_tutorial.html

Regards,
Eric

On 27/06/2019 09:12, ben...@ma... wrote:
> 
> Hi Eric,
> 
> Not sure what is needed - below is a list of inflation related function that I believe exists in Quantlib. What would be needed to get them into QuantlibXL?
> 
> InflationIndex
> 	ZeroInflationIndex, YoYInflationIndex InflationTermStructure
> 	ZeroInflationTermStructure,
> 	YoYInflationTermStructure,
> 	InterpolatedZeroInflationCurve,
> 	InterpolatedYoYInflationCurve,
> 	PiecewiseZeroInflationCurve (ZeroInflationSwapHelper),
> 	PiecewiseYoYInflationCurve (YoYInflationSwapHelper) Inflation 
> volatility surfaces
> 	CPIVolatilityTermStructure,
> 	YoYOptionletVolatilityTermStructure (check experimental for more!) 
> Instruments
> 	ZeroCouponInflationSwap
> 	YoYInflationSwap
> 	CPICapFloor
> 	YoYInflationCapFloor
> Pricing Engines
> 	YoYInflationCapFloorEngine (Bachelier, Black, Unit-Displaced Black)
> 	CPICapFloorEngine (expr: intrep. of the CPICapFloorTermPriceSurface)
>   
> 
> 
> Warm Regards
> Ben Watson, CEO
> Maroon Analytics Australia
> Tel: +61 410 474 984
> www.maroonanalytics.com
> your edge on complexity
> 
> -----Original Message-----
> From: Eric Ehlers [mailto:eri...@re...]
> Sent: Thursday, 27 June 2019 4:54 PM
> To: ben...@ma...
> Cc: 'ALIX LASSAUZET' <al...@la...>; 
> qua...@li...
> Subject: Re: [Quantlib-dev] QuantLib Excel project
> 
> Hi Ben,
> 
> I'm not planning any enhancements to QuantLibXL, but if someone wants to contribute them I will include them in the release.
> 
> Regards,
> Eric
> 
> On 27/06/2019 04:16, ben...@ma... wrote:
>> Hi Eric and Alix,
>>
>> I was looking at the public quantlibxl  - there appears no support 
>> for Inflation curves and swaps. Is this something that is not 
>> expected to be included in future releases?
>>
>> Warm Regards
>>
>> *Ben Watson, *CEO
>>
>> *Maroon Analytics Australia*
>>
>> Tel: +61 410 474 984
>>
>> www.maroonanalytics.com <http://www.maroonanalytics.com/>
>>
>> /your edge on complexity/
>>
>> *From:*ALIX LASSAUZET [mailto:al...@la...]
>> *Sent:* Thursday, 6 June 2019 10:29 PM
>> *To:* Eric Ehlers <eri...@re...>
>> *Cc:* qua...@li...
>> *Subject:* Re: [Quantlib-dev] QuantLib Excel project
>>
>> Hi Eric,
>>
>> Thanks again for your help. I managed to generate the 64 bit version 
>> of the addin. It took approximately ~2/3 hours. But I still don't 
>> know why and how it worked.
>>
>> Looking at the differences between your repo and my local files, I 
>> can only notice that a new XML tag has been added in 
>> QuantLibXLStatic_vc12.vcxproj following the selection of "Machine X64"
>> in the field named "Target Machine" (Properties > Linker > Advanced  
>> > "Target Machine"). I am not sure this is the right reason ; for me 
>> it shoud be the default value when compiling in x64 mode - to be confirmed.
>>
>> I will share my investigations if I find out something interesting.
>>
>> Thanks,
>>
>> Alix
>>
>> Le mer. 5 juin 2019 à 12:42, Eric Ehlers <eri...@re... 
>> <mailto:eri...@re...>> a écrit :
>>
>>      Hi Alix,
>>
>>       > Indeed, when I tried to compile the addin in « release (static
>>       > runtime) » mode + « x64 », the very last stage of the compilation
>>       > routine (the compilation of QuantLibObjects project in fact)
>>      never stops
>>       > and seems to generate a temporary xll file with an anormal size
>>      (~2MB vs
>>       > 23MB in 32 bit). I even let it run overnight, but it did not
>>      reach the
>>       > end...
>>       >
>>       > FYI, I am working with Win 10 (64 bit), VS express 2013, Python
>>      3.7.3
>>       > (32 bit), Excel for Office365 64 bit. I am using the solution «
>>       > QuantLibXL_full_vc12.sln ». I also tried to compile the project
>>      using
>>       > VS2019 but I am facing other issues (VS compatibility I think).
>>      Have you
>>       > ever faced this kind of issues ?
>>
>>      Please see the thread below (near the end):
>>
>>      https://sourceforge.net/p/quantlib/mailman/message/35898723/
>>
>>      Regards,
>>      Eric
>>
> 

Re: [Quantlib-dev] QuantLib Excel project

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

Hi Ben,

It would be a question of exporting the required functionality from 
QuantLib to QuantLibXL as documented here:

https://www.quantlib.org/quantlibaddin/extend_tutorial.html

Regards,
Eric

On 27/06/2019 09:12, ben...@ma... wrote:
> 
> Hi Eric,
> 
> Not sure what is needed - below is a list of inflation related function that I believe exists in Quantlib. What would be needed to get them into QuantlibXL?
> 
> InflationIndex
> 	ZeroInflationIndex, YoYInflationIndex
> InflationTermStructure
> 	ZeroInflationTermStructure,
> 	YoYInflationTermStructure,
> 	InterpolatedZeroInflationCurve,
> 	InterpolatedYoYInflationCurve,
> 	PiecewiseZeroInflationCurve (ZeroInflationSwapHelper),
> 	PiecewiseYoYInflationCurve (YoYInflationSwapHelper)
> Inflation volatility surfaces
> 	CPIVolatilityTermStructure,
> 	YoYOptionletVolatilityTermStructure (check experimental for more!)
> Instruments
> 	ZeroCouponInflationSwap
> 	YoYInflationSwap
> 	CPICapFloor
> 	YoYInflationCapFloor
> Pricing Engines
> 	YoYInflationCapFloorEngine (Bachelier, Black, Unit-Displaced Black)
> 	CPICapFloorEngine (expr: intrep. of the CPICapFloorTermPriceSurface)
>   
> 
> 
> Warm Regards
> Ben Watson, CEO
> Maroon Analytics Australia
> Tel: +61 410 474 984
> www.maroonanalytics.com
> your edge on complexity
> 
> -----Original Message-----
> From: Eric Ehlers [mailto:eri...@re...]
> Sent: Thursday, 27 June 2019 4:54 PM
> To: ben...@ma...
> Cc: 'ALIX LASSAUZET' <al...@la...>; qua...@li...
> Subject: Re: [Quantlib-dev] QuantLib Excel project
> 
> Hi Ben,
> 
> I'm not planning any enhancements to QuantLibXL, but if someone wants to contribute them I will include them in the release.
> 
> Regards,
> Eric
> 
> On 27/06/2019 04:16, ben...@ma... wrote:
>> Hi Eric and Alix,
>>
>> I was looking at the public quantlibxl  - there appears no support for
>> Inflation curves and swaps. Is this something that is not expected to
>> be included in future releases?
>>
>> Warm Regards
>>
>> *Ben Watson, *CEO
>>
>> *Maroon Analytics Australia*
>>
>> Tel: +61 410 474 984
>>
>> www.maroonanalytics.com <http://www.maroonanalytics.com/>
>>
>> /your edge on complexity/
>>
>> *From:*ALIX LASSAUZET [mailto:al...@la...]
>> *Sent:* Thursday, 6 June 2019 10:29 PM
>> *To:* Eric Ehlers <eri...@re...>
>> *Cc:* qua...@li...
>> *Subject:* Re: [Quantlib-dev] QuantLib Excel project
>>
>> Hi Eric,
>>
>> Thanks again for your help. I managed to generate the 64 bit version
>> of the addin. It took approximately ~2/3 hours. But I still don't know
>> why and how it worked.
>>
>> Looking at the differences between your repo and my local files, I can
>> only notice that a new XML tag has been added in
>> QuantLibXLStatic_vc12.vcxproj following the selection of "Machine X64"
>> in the field named "Target Machine" (Properties > Linker > Advanced  >
>> "Target Machine"). I am not sure this is the right reason ; for me it
>> shoud be the default value when compiling in x64 mode - to be confirmed.
>>
>> I will share my investigations if I find out something interesting.
>>
>> Thanks,
>>
>> Alix
>>
>> Le mer. 5 juin 2019 à 12:42, Eric Ehlers <eri...@re...
>> <mailto:eri...@re...>> a écrit :
>>
>>      Hi Alix,
>>
>>       > Indeed, when I tried to compile the addin in « release (static
>>       > runtime) » mode + « x64 », the very last stage of the compilation
>>       > routine (the compilation of QuantLibObjects project in fact)
>>      never stops
>>       > and seems to generate a temporary xll file with an anormal size
>>      (~2MB vs
>>       > 23MB in 32 bit). I even let it run overnight, but it did not
>>      reach the
>>       > end...
>>       >
>>       > FYI, I am working with Win 10 (64 bit), VS express 2013, Python
>>      3.7.3
>>       > (32 bit), Excel for Office365 64 bit. I am using the solution «
>>       > QuantLibXL_full_vc12.sln ». I also tried to compile the project
>>      using
>>       > VS2019 but I am facing other issues (VS compatibility I think).
>>      Have you
>>       > ever faced this kind of issues ?
>>
>>      Please see the thread below (near the end):
>>
>>      https://sourceforge.net/p/quantlib/mailman/message/35898723/
>>
>>      Regards,
>>      Eric
>>
> 

Re: [Quantlib-dev] QuantLib Excel project

[<ben...@ma...>]

Hi Eric, 

Not sure what is needed - below is a list of inflation related function that I believe exists in Quantlib. What would be needed to get them into QuantlibXL?

InflationIndex
	ZeroInflationIndex, YoYInflationIndex
InflationTermStructure
	ZeroInflationTermStructure,
	YoYInflationTermStructure,
	InterpolatedZeroInflationCurve,
	InterpolatedYoYInflationCurve,
	PiecewiseZeroInflationCurve (ZeroInflationSwapHelper),
	PiecewiseYoYInflationCurve (YoYInflationSwapHelper)
Inflation volatility surfaces
	CPIVolatilityTermStructure,
	YoYOptionletVolatilityTermStructure (check experimental for more!)
Instruments
	ZeroCouponInflationSwap
	YoYInflationSwap
	CPICapFloor
	YoYInflationCapFloor
Pricing Engines
	YoYInflationCapFloorEngine (Bachelier, Black, Unit-Displaced Black)
	CPICapFloorEngine (expr: intrep. of the CPICapFloorTermPriceSurface)
 


Warm Regards
Ben Watson, CEO
Maroon Analytics Australia
Tel: +61 410 474 984
www.maroonanalytics.com
your edge on complexity

-----Original Message-----
From: Eric Ehlers [mailto:eri...@re...] 
Sent: Thursday, 27 June 2019 4:54 PM
To: ben...@ma...
Cc: 'ALIX LASSAUZET' <al...@la...>; qua...@li...
Subject: Re: [Quantlib-dev] QuantLib Excel project

Hi Ben,

I'm not planning any enhancements to QuantLibXL, but if someone wants to contribute them I will include them in the release.

Regards,
Eric

On 27/06/2019 04:16, ben...@ma... wrote:
> Hi Eric and Alix,
> 
> I was looking at the public quantlibxl  - there appears no support for 
> Inflation curves and swaps. Is this something that is not expected to 
> be included in future releases?
> 
> Warm Regards
> 
> *Ben Watson, *CEO
> 
> *Maroon Analytics Australia*
> 
> Tel: +61 410 474 984
> 
> www.maroonanalytics.com <http://www.maroonanalytics.com/>
> 
> /your edge on complexity/
> 
> *From:*ALIX LASSAUZET [mailto:al...@la...]
> *Sent:* Thursday, 6 June 2019 10:29 PM
> *To:* Eric Ehlers <eri...@re...>
> *Cc:* qua...@li...
> *Subject:* Re: [Quantlib-dev] QuantLib Excel project
> 
> Hi Eric,
> 
> Thanks again for your help. I managed to generate the 64 bit version 
> of the addin. It took approximately ~2/3 hours. But I still don't know 
> why and how it worked.
> 
> Looking at the differences between your repo and my local files, I can 
> only notice that a new XML tag has been added in 
> QuantLibXLStatic_vc12.vcxproj following the selection of "Machine X64" 
> in the field named "Target Machine" (Properties > Linker > Advanced  > 
> "Target Machine"). I am not sure this is the right reason ; for me it 
> shoud be the default value when compiling in x64 mode - to be confirmed.
> 
> I will share my investigations if I find out something interesting.
> 
> Thanks,
> 
> Alix
> 
> Le mer. 5 juin 2019 à 12:42, Eric Ehlers <eri...@re... 
> <mailto:eri...@re...>> a écrit :
> 
>     Hi Alix,
> 
>      > Indeed, when I tried to compile the addin in « release (static
>      > runtime) » mode + « x64 », the very last stage of the compilation
>      > routine (the compilation of QuantLibObjects project in fact)
>     never stops
>      > and seems to generate a temporary xll file with an anormal size
>     (~2MB vs
>      > 23MB in 32 bit). I even let it run overnight, but it did not
>     reach the
>      > end...
>      >
>      > FYI, I am working with Win 10 (64 bit), VS express 2013, Python
>     3.7.3
>      > (32 bit), Excel for Office365 64 bit. I am using the solution «
>      > QuantLibXL_full_vc12.sln ». I also tried to compile the project
>     using
>      > VS2019 but I am facing other issues (VS compatibility I think).
>     Have you
>      > ever faced this kind of issues ?
> 
>     Please see the thread below (near the end):
> 
>     https://sourceforge.net/p/quantlib/mailman/message/35898723/
> 
>     Regards,
>     Eric
> 

Re: [Quantlib-dev] QuantLib Excel project

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

Hi Ben,

I'm not planning any enhancements to QuantLibXL, but if someone wants to 
contribute them I will include them in the release.

Regards,
Eric

On 27/06/2019 04:16, ben...@ma... wrote:
> Hi Eric and Alix,
> 
> I was looking at the public quantlibxl  - there appears no support for 
> Inflation curves and swaps. Is this something that is not expected to be 
> included in future releases?
> 
> Warm Regards
> 
> *Ben Watson, *CEO
> 
> *Maroon Analytics Australia*
> 
> Tel: +61 410 474 984
> 
> www.maroonanalytics.com <http://www.maroonanalytics.com/>
> 
> /your edge on complexity/
> 
> *From:*ALIX LASSAUZET [mailto:al...@la...]
> *Sent:* Thursday, 6 June 2019 10:29 PM
> *To:* Eric Ehlers <eri...@re...>
> *Cc:* qua...@li...
> *Subject:* Re: [Quantlib-dev] QuantLib Excel project
> 
> Hi Eric,
> 
> Thanks again for your help. I managed to generate the 64 bit version of 
> the addin. It took approximately ~2/3 hours. But I still don't know why 
> and how it worked.
> 
> Looking at the differences between your repo and my local files, I can 
> only notice that a new XML tag has been added 
> in QuantLibXLStatic_vc12.vcxproj following the selection of "Machine 
> X64" in the field named "Target Machine" (Properties > Linker > Advanced 
>  > "Target Machine"). I am not sure this is the right reason ; for me it 
> shoud be the default value when compiling in x64 mode - to be confirmed.
> 
> I will share my investigations if I find out something interesting.
> 
> Thanks,
> 
> Alix
> 
> Le mer. 5 juin 2019 à 12:42, Eric Ehlers <eri...@re... 
> <mailto:eri...@re...>> a écrit :
> 
>     Hi Alix,
> 
>      > Indeed, when I tried to compile the addin in « release (static
>      > runtime) » mode + « x64 », the very last stage of the compilation
>      > routine (the compilation of QuantLibObjects project in fact)
>     never stops
>      > and seems to generate a temporary xll file with an anormal size
>     (~2MB vs
>      > 23MB in 32 bit). I even let it run overnight, but it did not
>     reach the
>      > end...
>      >
>      > FYI, I am working with Win 10 (64 bit), VS express 2013, Python
>     3.7.3
>      > (32 bit), Excel for Office365 64 bit. I am using the solution «
>      > QuantLibXL_full_vc12.sln ». I also tried to compile the project
>     using
>      > VS2019 but I am facing other issues (VS compatibility I think).
>     Have you
>      > ever faced this kind of issues ?
> 
>     Please see the thread below (near the end):
> 
>     https://sourceforge.net/p/quantlib/mailman/message/35898723/
> 
>     Regards,
>     Eric
> 

Re: [Quantlib-dev] QuantLib Excel project

[<ben...@ma...>]

Hi Eric and Alix,

 

I was looking at the public quantlibxl  - there appears no support for Inflation curves and swaps. Is this something that is not expected to be included in future releases?

Warm Regards

Ben Watson, CEO

Maroon Analytics Australia

Tel: +61 410 474 984

www.maroonanalytics.com <http://www.maroonanalytics.com/> 

your edge on complexity

 

From: ALIX LASSAUZET [mailto:al...@la...] 
Sent: Thursday, 6 June 2019 10:29 PM
To: Eric Ehlers <eri...@re...>
Cc: qua...@li...
Subject: Re: [Quantlib-dev] QuantLib Excel project

 

Hi Eric,

 

Thanks again for your help. I managed to generate the 64 bit version of the addin. It took approximately ~2/3 hours. But I still don't know why and how it worked. 

 

Looking at the differences between your repo and my local files, I can only notice that a new XML tag has been added in QuantLibXLStatic_vc12.vcxproj following the selection of "Machine X64" in the field named "Target Machine" (Properties > Linker > Advanced > "Target Machine"). I am not sure this is the right reason ; for me it shoud be the default value when compiling in x64 mode - to be confirmed.

 

I will share my investigations if I find out something interesting.

 

Thanks,

Alix

 

Le mer. 5 juin 2019 à 12:42, Eric Ehlers <eri...@re... <mailto:eri...@re...> > a écrit :

Hi Alix,

> Indeed, when I tried to compile the addin in « release (static 
> runtime) » mode + « x64 », the very last stage of the compilation 
> routine (the compilation of QuantLibObjects project in fact) never stops 
> and seems to generate a temporary xll file with an anormal size (~2MB vs 
> 23MB in 32 bit). I even let it run overnight, but it did not reach the 
> end...
> 
> FYI, I am working with Win 10 (64 bit), VS express 2013, Python 3.7.3 
> (32 bit), Excel for Office365 64 bit. I am using the solution « 
> QuantLibXL_full_vc12.sln ». I also tried to compile the project using 
> VS2019 but I am facing other issues (VS compatibility I think). Have you 
> ever faced this kind of issues ?

Please see the thread below (near the end):

https://sourceforge.net/p/quantlib/mailman/message/35898723/

Regards,
Eric

[Quantlib-dev] Error running Quantlib Java SWIG examples in Linux env

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

Hi,

We built quantlib QuantLib-1.15, QuantLib-SWIG-1.15 using Boost boost_1_68_0 library.
Then, we successfully  created  libQuantLibJNI.so  QuantLib.jar
Next compiled examples files Bonds, FRA file.  Created jar file as under
jar cfm FRA.jar MANIFEST.MF examples/

However when we run, getting below error:

java -classpath "/home/v574933/quantlib/QuantLib-SWIG-1.15/Java/QuantLib.jar"   -Djava.library.path="/home/v574933/quantlib/QuantLib-SWIG-1.15/Java"  -jar ./FRA.jar
Error: A JNI error has occurred, please check your installation and try again
Exception in thread "main" java.lang.NoClassDefFoundError: org/quantlib/DayCounter
        at java.lang.Class.getDeclaredMethods0(Native Method)
        at java.lang.Class.privateGetDeclaredMethods(Class.java:2701)
        at java.lang.Class.privateGetMethodRecursive(Class.java:3048)
        at java.lang.Class.getMethod0(Class.java:3018)

env is:
bash-4.1$ echo $LD_LIBRARY_PATH
:/home/v574933/quantlib/QuantLib-SWIG-1.15/Java:/home/v574933/quantlib/qlib/lib
bash-4.1$ ^C
bash-4.1$ echo $CLASSPATH
/home/v574933/quantlib/QuantLib-SWIG-1.15/Java/QuantLib.jar

bash-4.1$ g++ -v
Using built-in specs.
Target: x86_64-redhat-linux
Configured with: ../configure --prefix=/usr --mandir=/usr/share/man --infodir=/usr/share/info --with-bugurl=http://bugzilla.redhat.com/bugzilla --enable-bootstrap --enable-shared --enable-threads=posix --enable-checking=release --with-system-zlib --enable-__cxa_atexit --disable-libunwind-exceptions --enable-gnu-unique-object --enable-languages=c,c++,objc,obj-c++,java,fortran,ada --enable-java-awt=gtk --disable-dssi --with-java-home=/usr/lib/jvm/java-1.5.0-gcj-1.5.0.0/jre --enable-libgcj-multifile --enable-java-maintainer-mode --with-ecj-jar=/usr/share/java/eclipse-ecj.jar --disable-libjava-multilib --with-ppl --with-cloog --with-tune=generic --with-arch_32=i686 --build=x86_64-redhat-linux
Thread model: posix
gcc version 4.4.7 20120313 (Red Hat 4.4.7-23) (GCC)

Any pointer what is the issue & how we can fix this issue?

Thanks

Tap...@jp...


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] Simple swap pricing

[R S <raj...@ho...>]

Apologies as I am sure this has been asked before but I cannot find the answers from the archive.

I attach a jupyter notebook file where I have constructed a simple swap.

I am using the forward and discount rates to manually calculate the cashflows and am always slightly out w.r.t the cashflows from the legs

(see image - quantlibex.png)

How can I get hold of the forward and discount rates being used internally (I presume these re off the equivalent z-curve, hence the diff?)

I attach the requirements.txt for my virtual env called quantlibenv (if you wish to recreate)

I add this env to jupyter using the command:


ipython kernel install --user --name=quantlibenv

as outlined here<https://anbasile.github.io/programming/2017/06/25/jupyter-venv/>

Re: [Quantlib-dev] Quantlub build issue.

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

The error I sent below Is when we used Boost version: boost_1_68_0.

If you see my email below, we tried i1_68 also
               "..we tried 1.68 version of Boost, still get the same error"

For boost_1_70_0 version same error happens. It just says boost_1_70_0

Hope this clarifies.

I think, the issue is with g++/Linux version.

-T

From: R S [mailto:raj...@ho...]
Sent: Tuesday, June 25, 2019 4:29 PM
To: Banerjee, Tapas K <tap...@jp...>; qua...@li...
Subject: RE: Quantlub build issue.

If you have installed only v 1.7 of boost, why is the make configured to pick up boost_1_68_0

Sent from Mail<https://secureweb.jpmchase.net/readonly/https:/go.microsoft.com/fwlink/?LinkId=550986> for Windows 10

________________________________
From: Banerjee, Tapas K via QuantLib-dev <qua...@li...<mailto:qua...@li...>>
Sent: Tuesday, June 25, 2019 7:17:45 PM
To: qua...@li...<mailto:qua...@li...>
Subject: [Quantlib-dev] Quantlub build issue.

Hi,

We are trying to use Quntlib for our project  under Linux.
We downloaded the latest QuantLib-1.15 version and Boost /boost_1_70_0 version for our liunux bos.
Configure etc. command works fine.

When we tried to do make install, we are getting below error.
Any idea how to fix this?

./../../ql/experimental/math/tcopulapolicy.hpp:133:   instantiated from here
/home/podsintr/qlib/boost_1_68_0/boost/math/tools/roots.hpp:68: error: no matching function for call to 'get(const boost::fusion::tuple<long double, long double, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_>&)'
make[3]: *** [gaussianlhplossmodel.lo] Error 1
make[3]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental/credit'
make[2]: *** [install-recursive] Error 1
make[2]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental'
make[1]: *** [install-recursive] Error 1
make[1]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql'
make: *** [install-recursive] Error 1
/


BTW: we tried 1.68 version of Boost, still get the same error.
Not sure it is because of g++ compiler or Linux version.


/home/podsintr/qlib/boost_1_70_0 > g++ -v
Using built-in specs.
Target: x86_64-redhat-linux
Configured with: ../configure --prefix=/usr --mandir=/usr/share/man --infodir=/usr/share/info --enable-shared --enable-threads=posix --enable-checking=release --with-system-zlib --enable-__cxa_atexit --disable-libunwind-exceptions --enable-libgcj-multifile --enable-languages=c,c++,objc,obj-c++,java,fortran,ada --enable-java-awt=gtk --disable-dssi --disable-plugin --with-java-home=/usr/lib/jvm/java-1.4.2-gcj-1.4.2.0/jre --with-cpu=generic --host=x86_64-redhat-linux
Thread model: posix
gcc version 4.1.2 20080704 (Red Hat 4.1.2-55)

Feel free to reach us if you have any questions from our end.
Any pointer apprictaited

Thanks

Tap...@jp...<mailto:Tap...@jp...>


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.

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] Quantlub build issue.

[R S <raj...@ho...>]

Did you run ldconfig etc ?

I woud stick to apt-get’s standard install of boost (usually /usr/local) then you do not need to supply all these extra parameters and ldconfig’s

Unfortunately, my Mac has gone for a keyboard replacement so I am unable to check my distro at the mo.

Good luck!

From: Banerjee, Tapas K<mailto:tap...@jp...>
Sent: 25 June 2019 21:53
To: R S<mailto:raj...@ho...>; qua...@li...<mailto:qua...@li...>
Subject: RE: Quantlub build issue.

First make.  I did the following commands.

  *   ./configure --with-boost-include=/home/podsintr/qlib/boost_1_68_0 --with-boost-lib=/home/podsintr/qlib/boost_1_68_0/libs --prefix=/home/podsintr/qlib  --disable-dependency-tracking
  *   make install

I also tried make clean, then above commands, same issue .

BTW:
>From this website, I see:
https://quantlabs.net/blog/2010/06/painless-instructions-on-how-to-build-quantlib-swig-for-python-and-ruby-bindings-in-ubuntu-linux/
.
instructions on how to build QuantLib …

• debhelper (>= 7.0.0)
• g++ (>= 4:4.0)
• gcc (>= 4:4.0)

But our gcc version is: gcc version 4.1.2 20080704 (Red Hat 4.1.2-55)
Not sure if  that Is the issue.


From: R S [mailto:raj...@ho...<mailto:raj...@ho...>]
Sent: Tuesday, June 25, 2019 4:46 PM
To: Banerjee, Tapas K <tap...@jp...<mailto:tap...@jp...>>; qua...@li...<mailto:qua...@li...>
Subject: RE: Quantlub build issue.

Is this the first make command being executed.

In other words, did the rest build because boost headers were found and only this failed or it failed on this first execution.

If the latter – I suspect boot path has not been set correctly

Sent from Mail<https://go.microsoft.com/fwlink/?LinkId=550986> for Windows 10


From: Banerjee, Tapas K <tap...@jp...<mailto:tap...@jp...>>
Sent: Tuesday, June 25, 2019 9:34:55 PM
To: R S; qua...@li...<mailto:qua...@li...>
Subject: RE: Quantlub build issue.

The error I sent below Is when we used Boost version: boost_1_68_0.

If you see my email below, we tried i1_68 also
               “..we tried 1.68 version of Boost, still get the same error”

For boost_1_70_0 version same error happens. It just says boost_1_70_0

Hope this clarifies.

I think, the issue is with g++/Linux version.

-T

From: R S [mailto:raj...@ho...<mailto:raj...@ho...>]
Sent: Tuesday, June 25, 2019 4:29 PM
To: Banerjee, Tapas K <tap...@jp...<mailto:tap...@jp...>>; qua...@li...<mailto:qua...@li...>
Subject: RE: Quantlub build issue.

If you have installed only v 1.7 of boost, why is the make configured to pick up boost_1_68_0

Sent from Mail<https://go.microsoft.com/fwlink/?LinkId=550986> for Windows 10


From: Banerjee, Tapas K via QuantLib-dev <qua...@li...<mailto:qua...@li...>>
Sent: Tuesday, June 25, 2019 7:17:45 PM
To: qua...@li...<mailto:qua...@li...>
Subject: [Quantlib-dev] Quantlub build issue.

Hi,

We are trying to use Quntlib for our project  under Linux.
We downloaded the latest QuantLib-1.15 version and Boost /boost_1_70_0 version for our liunux bos.
Configure etc. command works fine.

When we tried to do make install, we are getting below error.
Any idea how to fix this?

./../../ql/experimental/math/tcopulapolicy.hpp:133:   instantiated from here
/home/podsintr/qlib/boost_1_68_0/boost/math/tools/roots.hpp:68: error: no matching function for call to 'get(const boost::fusion::tuple<long double, long double, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_>&)'
make[3]: *** [gaussianlhplossmodel.lo] Error 1
make[3]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental/credit'
make[2]: *** [install-recursive] Error 1
make[2]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental'
make[1]: *** [install-recursive] Error 1
make[1]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql'
make: *** [install-recursive] Error 1
/


BTW: we tried 1.68 version of Boost, still get the same error.
Not sure it is because of g++ compiler or Linux version.


/home/podsintr/qlib/boost_1_70_0 > g++ -v
Using built-in specs.
Target: x86_64-redhat-linux
Configured with: ../configure --prefix=/usr --mandir=/usr/share/man --infodir=/usr/share/info --enable-shared --enable-threads=posix --enable-checking=release --with-system-zlib --enable-__cxa_atexit --disable-libunwind-exceptions --enable-libgcj-multifile --enable-languages=c,c++,objc,obj-c++,java,fortran,ada --enable-java-awt=gtk --disable-dssi --disable-plugin --with-java-home=/usr/lib/jvm/java-1.4.2-gcj-1.4.2.0/jre --with-cpu=generic --host=x86_64-redhat-linux
Thread model: posix
gcc version 4.1.2 20080704 (Red Hat 4.1.2-55)

Feel free to reach us if you have any questions from our end.
Any pointer apprictaited

Thanks

Tap...@jp...<mailto:Tap...@jp...>


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.

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.

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] Quantlub build issue.

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

First make.  I did the following commands.

?  ./configure --with-boost-include=/home/podsintr/qlib/boost_1_68_0 --with-boost-lib=/home/podsintr/qlib/boost_1_68_0/libs --prefix=/home/podsintr/qlib  --disable-dependency-tracking

?  make install

I also tried make clean, then above commands, same issue .

BTW:
>From this website, I see:
https://quantlabs.net/blog/2010/06/painless-instructions-on-how-to-build-quantlib-swig-for-python-and-ruby-bindings-in-ubuntu-linux/
.
instructions on how to build QuantLib ...

* debhelper (>= 7.0.0)
* g++ (>= 4:4.0)
* gcc (>= 4:4.0)

But our gcc version is: gcc version 4.1.2 20080704 (Red Hat 4.1.2-55)
Not sure if  that Is the issue.


From: R S [mailto:raj...@ho...]
Sent: Tuesday, June 25, 2019 4:46 PM
To: Banerjee, Tapas K <tap...@jp...>; qua...@li...
Subject: RE: Quantlub build issue.

Is this the first make command being executed.

In other words, did the rest build because boost headers were found and only this failed or it failed on this first execution.

If the latter - I suspect boot path has not been set correctly

Sent from Mail<https://secureweb.jpmchase.net/readonly/https:/go.microsoft.com/fwlink/?LinkId=550986> for Windows 10

________________________________
From: Banerjee, Tapas K <tap...@jp...<mailto:tap...@jp...>>
Sent: Tuesday, June 25, 2019 9:34:55 PM
To: R S; qua...@li...<mailto:qua...@li...>
Subject: RE: Quantlub build issue.

The error I sent below Is when we used Boost version: boost_1_68_0.

If you see my email below, we tried i1_68 also
               "..we tried 1.68 version of Boost, still get the same error"

For boost_1_70_0 version same error happens. It just says boost_1_70_0

Hope this clarifies.

I think, the issue is with g++/Linux version.

-T

From: R S [mailto:raj...@ho...<mailto:raj...@ho...>]
Sent: Tuesday, June 25, 2019 4:29 PM
To: Banerjee, Tapas K <tap...@jp...<mailto:tap...@jp...>>; qua...@li...<mailto:qua...@li...>
Subject: RE: Quantlub build issue.

If you have installed only v 1.7 of boost, why is the make configured to pick up boost_1_68_0

Sent from Mail<https://secureweb.jpmchase.net/readonly/https:/go.microsoft.com/fwlink/?LinkId=550986> for Windows 10

________________________________
From: Banerjee, Tapas K via QuantLib-dev <qua...@li...<mailto:qua...@li...>>
Sent: Tuesday, June 25, 2019 7:17:45 PM
To: qua...@li...<mailto:qua...@li...>
Subject: [Quantlib-dev] Quantlub build issue.

Hi,

We are trying to use Quntlib for our project  under Linux.
We downloaded the latest QuantLib-1.15 version and Boost /boost_1_70_0 version for our liunux bos.
Configure etc. command works fine.

When we tried to do make install, we are getting below error.
Any idea how to fix this?

./../../ql/experimental/math/tcopulapolicy.hpp:133:   instantiated from here
/home/podsintr/qlib/boost_1_68_0/boost/math/tools/roots.hpp:68: error: no matching function for call to 'get(const boost::fusion::tuple<long double, long double, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_>&)'
make[3]: *** [gaussianlhplossmodel.lo] Error 1
make[3]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental/credit'
make[2]: *** [install-recursive] Error 1
make[2]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental'
make[1]: *** [install-recursive] Error 1
make[1]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql'
make: *** [install-recursive] Error 1
/


BTW: we tried 1.68 version of Boost, still get the same error.
Not sure it is because of g++ compiler or Linux version.


/home/podsintr/qlib/boost_1_70_0 > g++ -v
Using built-in specs.
Target: x86_64-redhat-linux
Configured with: ../configure --prefix=/usr --mandir=/usr/share/man --infodir=/usr/share/info --enable-shared --enable-threads=posix --enable-checking=release --with-system-zlib --enable-__cxa_atexit --disable-libunwind-exceptions --enable-libgcj-multifile --enable-languages=c,c++,objc,obj-c++,java,fortran,ada --enable-java-awt=gtk --disable-dssi --disable-plugin --with-java-home=/usr/lib/jvm/java-1.4.2-gcj-1.4.2.0/jre --with-cpu=generic --host=x86_64-redhat-linux
Thread model: posix
gcc version 4.1.2 20080704 (Red Hat 4.1.2-55)

Feel free to reach us if you have any questions from our end.
Any pointer apprictaited

Thanks

Tap...@jp...<mailto:Tap...@jp...>


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.

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.

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] Quantlub build issue.

[R S <raj...@ho...>]

Is this the first make command being executed.

In other words, did the rest build because boost headers were found and only this failed or it failed on this first execution.

If the latter – I suspect boot path has not been set correctly

Sent from Mail<https://go.microsoft.com/fwlink/?LinkId=550986> for Windows 10

________________________________
From: Banerjee, Tapas K <tap...@jp...>
Sent: Tuesday, June 25, 2019 9:34:55 PM
To: R S; qua...@li...
Subject: RE: Quantlub build issue.

The error I sent below Is when we used Boost version: boost_1_68_0.

If you see my email below, we tried i1_68 also
               “..we tried 1.68 version of Boost, still get the same error”

For boost_1_70_0 version same error happens. It just says boost_1_70_0

Hope this clarifies.

I think, the issue is with g++/Linux version.

-T

From: R S [mailto:raj...@ho...<mailto:raj...@ho...>]
Sent: Tuesday, June 25, 2019 4:29 PM
To: Banerjee, Tapas K <tap...@jp...<mailto:tap...@jp...>>; qua...@li...<mailto:qua...@li...>
Subject: RE: Quantlub build issue.

If you have installed only v 1.7 of boost, why is the make configured to pick up boost_1_68_0

Sent from Mail<https://go.microsoft.com/fwlink/?LinkId=550986> for Windows 10

________________________________
From: Banerjee, Tapas K via QuantLib-dev <qua...@li...<mailto:qua...@li...>>
Sent: Tuesday, June 25, 2019 7:17:45 PM
To: qua...@li...<mailto:qua...@li...>
Subject: [Quantlib-dev] Quantlub build issue.

Hi,

We are trying to use Quntlib for our project  under Linux.
We downloaded the latest QuantLib-1.15 version and Boost /boost_1_70_0 version for our liunux bos.
Configure etc. command works fine.

When we tried to do make install, we are getting below error.
Any idea how to fix this?

./../../ql/experimental/math/tcopulapolicy.hpp:133:   instantiated from here
/home/podsintr/qlib/boost_1_68_0/boost/math/tools/roots.hpp:68: error: no matching function for call to 'get(const boost::fusion::tuple<long double, long double, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_>&)'
make[3]: *** [gaussianlhplossmodel.lo] Error 1
make[3]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental/credit'
make[2]: *** [install-recursive] Error 1
make[2]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental'
make[1]: *** [install-recursive] Error 1
make[1]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql'
make: *** [install-recursive] Error 1
/


BTW: we tried 1.68 version of Boost, still get the same error.
Not sure it is because of g++ compiler or Linux version.


/home/podsintr/qlib/boost_1_70_0 > g++ -v
Using built-in specs.
Target: x86_64-redhat-linux
Configured with: ../configure --prefix=/usr --mandir=/usr/share/man --infodir=/usr/share/info --enable-shared --enable-threads=posix --enable-checking=release --with-system-zlib --enable-__cxa_atexit --disable-libunwind-exceptions --enable-libgcj-multifile --enable-languages=c,c++,objc,obj-c++,java,fortran,ada --enable-java-awt=gtk --disable-dssi --disable-plugin --with-java-home=/usr/lib/jvm/java-1.4.2-gcj-1.4.2.0/jre --with-cpu=generic --host=x86_64-redhat-linux
Thread model: posix
gcc version 4.1.2 20080704 (Red Hat 4.1.2-55)

Feel free to reach us if you have any questions from our end.
Any pointer apprictaited

Thanks

Tap...@jp...<mailto:Tap...@jp...>


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.

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] Quantlub build issue.

[R S <raj...@ho...>]

If you have installed only v 1.7 of boost, why is the make configured to pick up boost_1_68_0

Sent from Mail<https://go.microsoft.com/fwlink/?LinkId=550986> for Windows 10

________________________________
From: Banerjee, Tapas K via QuantLib-dev <qua...@li...>
Sent: Tuesday, June 25, 2019 7:17:45 PM
To: qua...@li...
Subject: [Quantlib-dev] Quantlub build issue.

Hi,

We are trying to use Quntlib for our project  under Linux.
We downloaded the latest QuantLib-1.15 version and Boost /boost_1_70_0 version for our liunux bos.
Configure etc. command works fine.

When we tried to do make install, we are getting below error.
Any idea how to fix this?

./../../ql/experimental/math/tcopulapolicy.hpp:133:   instantiated from here
/home/podsintr/qlib/boost_1_68_0/boost/math/tools/roots.hpp:68: error: no matching function for call to 'get(const boost::fusion::tuple<long double, long double, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_>&)'
make[3]: *** [gaussianlhplossmodel.lo] Error 1
make[3]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental/credit'
make[2]: *** [install-recursive] Error 1
make[2]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental'
make[1]: *** [install-recursive] Error 1
make[1]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql'
make: *** [install-recursive] Error 1
/


BTW: we tried 1.68 version of Boost, still get the same error.
Not sure it is because of g++ compiler or Linux version.


/home/podsintr/qlib/boost_1_70_0 > g++ -v
Using built-in specs.
Target: x86_64-redhat-linux
Configured with: ../configure --prefix=/usr --mandir=/usr/share/man --infodir=/usr/share/info --enable-shared --enable-threads=posix --enable-checking=release --with-system-zlib --enable-__cxa_atexit --disable-libunwind-exceptions --enable-libgcj-multifile --enable-languages=c,c++,objc,obj-c++,java,fortran,ada --enable-java-awt=gtk --disable-dssi --disable-plugin --with-java-home=/usr/lib/jvm/java-1.4.2-gcj-1.4.2.0/jre --with-cpu=generic --host=x86_64-redhat-linux
Thread model: posix
gcc version 4.1.2 20080704 (Red Hat 4.1.2-55)

Feel free to reach us if you have any questions from our end.
Any pointer apprictaited

Thanks

Tap...@jp...<mailto:Tap...@jp...>


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] Quantlub build issue.

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

Hi,

We are trying to use Quntlib for our project  under Linux.
We downloaded the latest QuantLib-1.15 version and Boost /boost_1_70_0 version for our liunux bos.
Configure etc. command works fine.

When we tried to do make install, we are getting below error.
Any idea how to fix this?

./../../ql/experimental/math/tcopulapolicy.hpp:133:   instantiated from here
/home/podsintr/qlib/boost_1_68_0/boost/math/tools/roots.hpp:68: error: no matching function for call to 'get(const boost::fusion::tuple<long double, long double, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_, boost::fusion::void_>&)'
make[3]: *** [gaussianlhplossmodel.lo] Error 1
make[3]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental/credit'
make[2]: *** [install-recursive] Error 1
make[2]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql/experimental'
make[1]: *** [install-recursive] Error 1
make[1]: Leaving directory `/lfs/fs00/dev/home/podsintr/qlib/QuantLib-1.15/ql'
make: *** [install-recursive] Error 1
/


BTW: we tried 1.68 version of Boost, still get the same error.
Not sure it is because of g++ compiler or Linux version.


/home/podsintr/qlib/boost_1_70_0 > g++ -v
Using built-in specs.
Target: x86_64-redhat-linux
Configured with: ../configure --prefix=/usr --mandir=/usr/share/man --infodir=/usr/share/info --enable-shared --enable-threads=posix --enable-checking=release --with-system-zlib --enable-__cxa_atexit --disable-libunwind-exceptions --enable-libgcj-multifile --enable-languages=c,c++,objc,obj-c++,java,fortran,ada --enable-java-awt=gtk --disable-dssi --disable-plugin --with-java-home=/usr/lib/jvm/java-1.4.2-gcj-1.4.2.0/jre --with-cpu=generic --host=x86_64-redhat-linux
Thread model: posix
gcc version 4.1.2 20080704 (Red Hat 4.1.2-55)

Feel free to reach us if you have any questions from our end.
Any pointer apprictaited

Thanks

Tap...@jp...


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] Help building test-suite using CMake

[R S <raj...@ho...>]

To be honest - I gave up on Macbook pro builds.

I installed VMWare and build on Ubuntu linux (because VMWare is able to see the underlying file system on the Mac, so everything is time machine backed up too).

I found cmake find package control is easier on Ubuntu as it determined by what you place under /etc/ld.so.conf.d/libc.conf (where I have /usr/local/lib)

I know it does not solve your problem, but my 2p worth


Regards
-RS
On 23 Jun 2019, 15:29 +0100, Amine Ifri <ami...@gm...>, wrote:

Re: [Quantlib-dev] QuantLib-dev Digest, Vol 152, Issue 3

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

Hi,
Glad to hear you’ve got a process that works - nice solution! I had no idea that the 32 bit version complied quicker. 

You’re right about the VM, I used a gui for the development - I’m a gui based programmer basically, not sure I could handle a command line interface.

Unfortunately I can’t answer or help with your questions on Pxyll or xlwings - hopefully someone else on the list can help with these questions?

Kind regards 
Richard 

Sent from my iPad

> On 13 Jun 2019, at 17:19, ALIX LASSAUZET <al...@la...> wrote:
> 
> Hi Richard,
> 
> Thanks for your feedbacks.
> 
> Actually, I am more comfortable with QuantLib C++/Python on Linux as I have been working under this framework since more than seven years now. QuantLib Excel is a project that I have been observing for a long time, and I recently decided to go for it, so I am simply a newbie - both for Excel and Windows :)
> Your idea to work with a VM is interesting, and I am wondering if you are working through command line or did you use a GUI ? For the issue I faced and discussed earlier in this thread, I resigned myself to compile in 64 bit, and I decided to install Excel 32 bit instead. If I need to compile in 64 bit, I let it run overnight....it works like that.
> 
> Another question I had in mind was related to the use of Pyxll or xlwings for developing Excel UDFs from QuantLib Python. I made a try a long time ago but was not satisfied with the results, particularly because the concept of "cached object" was not as advanced as the one developed by QuantlibXL (the so-called Object Handler project). I saw that Open Source Risk Engine uses it but for reading and writing in Excel spreadsheets (if I remember well). Is there anyone who has already tried them?
> 
> Of course, happy to chat next time I will go to London ! Looking forward to discussing further about this,
> 
> Alix
> 
>> Le mer. 12 juin 2019 à 22:42, <dr....@gm...> a écrit :
>> Hi Alix,
>>         Well done on having a go!
>> 
>>         I have tried to expand the XL addin as well. Unfortunately I have
>> only achieved limited results, due to time constraints of getting a job...
>> 
>>         I have managed to make some interest rate swap index definitions,
>> for indexes that did not already exist. But I haven't distributed them,
>> because I didn't really get how git worked before I ran out of time... Also,
>> I tried to add inflation swaps, but unfortunately that was rather
>> incomplete.
>> 
>>         One idea that you may find useful - I used a google virtual machine
>> (you can get free credits for 1 year). The point was I could use my laptop
>> while the VM complied the code. Also, I could work anywhere with no need to
>> worry about how long things took with my laptop switching on / off etc. I'm
>> not pushing google btw, others offer the similar deals.
>> 
>>         Finally, I'm no expert, but if you're passing through London and
>> want to catch up for a chat about ql, just get in touch. 
>> 
>> Kind regards
>> Richard
>> 
>> 
>> -----Original Message-----
>> From: qua...@li...
>> <qua...@li...> 
>> Sent: 07 June 2019 13:08
>> To: qua...@li...
>> Subject: QuantLib-dev Digest, Vol 152, Issue 3
>> 
>> Send QuantLib-dev mailing list submissions to
>>         qua...@li...
>> 
>> To subscribe or unsubscribe via the World Wide Web, visit
>>         https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> or, via email, send a message with subject or body 'help' to
>>         qua...@li...
>> 
>> You can reach the person managing the list at
>>         qua...@li...
>> 
>> When replying, please edit your Subject line so it is more specific than
>> "Re: Contents of QuantLib-dev digest..."
>> 
>> 
>> Today's Topics:
>> 
>>    1. Re: QuantLib Excel project (ALIX LASSAUZET)
>> 
>> 
>> ----------------------------------------------------------------------
>> 
>> Message: 1
>> Date: Thu, 6 Jun 2019 14:29:18 +0200
>> From: ALIX LASSAUZET <al...@la...>
>> To: Eric Ehlers <eri...@re...>
>> Cc: qua...@li...
>> Subject: Re: [Quantlib-dev] QuantLib Excel project
>> Message-ID:
>>         <CAG...@ma...>
>> Content-Type: text/plain; charset="utf-8"
>> 
>> Hi Eric,
>> 
>> Thanks again for your help. I managed to generate the 64 bit version of the
>> addin. It took approximately ~2/3 hours. But I still don't know why and how
>> it worked.
>> 
>> Looking at the differences between your repo and my local files, I can only
>> notice that a new XML tag has been added in QuantLibXLStatic_vc12.vcxproj
>> following the selection of "Machine X64" in the field named "Target Machine"
>> (Properties > Linker > Advanced > "Target Machine"). I am not sure this is
>> the right reason ; for me it shoud be the default value when compiling in
>> x64 mode - to be confirmed.
>> 
>> I will share my investigations if I find out something interesting.
>> 
>> Thanks,
>> Alix
>> 
>> Le mer. 5 juin 2019 ? 12:42, Eric Ehlers <eri...@re...> a ?crit :
>> 
>> > Hi Alix,
>> >
>> > > Indeed, when I tried to compile the addin in ? release (static
>> > > runtime) ? mode + ? x64 ?, the very last stage of the compilation 
>> > > routine (the compilation of QuantLibObjects project in fact) never 
>> > > stops and seems to generate a temporary xll file with an anormal 
>> > > size (~2MB vs 23MB in 32 bit). I even let it run overnight, but it 
>> > > did not reach the end...
>> > >
>> > > FYI, I am working with Win 10 (64 bit), VS express 2013, Python 
>> > > 3.7.3
>> > > (32 bit), Excel for Office365 64 bit. I am using the solution ?
>> > > QuantLibXL_full_vc12.sln ?. I also tried to compile the project 
>> > > using
>> > > VS2019 but I am facing other issues (VS compatibility I think). Have 
>> > > you ever faced this kind of issues ?
>> >
>> > Please see the thread below (near the end):
>> >
>> > https://sourceforge.net/p/quantlib/mailman/message/35898723/
>> >
>> > Regards,
>> > Eric
>> >
>> -------------- next part --------------
>> An HTML attachment was scrubbed...
>> 
>> ------------------------------
>> 
>> 
>> 
>> ------------------------------
>> 
>> Subject: Digest Footer
>> 
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>> 
>> 
>> ------------------------------
>> 
>> End of QuantLib-dev Digest, Vol 152, Issue 3
>> ********************************************
>> 
>> 
>> 
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

Re: [Quantlib-dev] QuantLib-dev Digest, Vol 152, Issue 3

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

Hi Richard,

Thanks for your feedbacks.

Actually, I am more comfortable with QuantLib C++/Python on Linux as I have
been working under this framework since more than seven years now. QuantLib
Excel is a project that I have been observing for a long time, and I
recently decided to go for it, so I am simply a newbie - both for Excel and
Windows :)
Your idea to work with a VM is interesting, and I am wondering if you are
working through command line or did you use a GUI ? For the issue I faced
and discussed earlier in this thread, I resigned myself to compile in 64
bit, and I decided to install Excel 32 bit instead. If I need to compile in
64 bit, I let it run overnight....it works like that.

Another question I had in mind was related to the use of Pyxll or xlwings
for developing Excel UDFs from QuantLib Python. I made a try a long time
ago but was not satisfied with the results, particularly because the
concept of "cached object" was not as advanced as the one developed by
QuantlibXL (the so-called Object Handler project). I saw that Open Source
Risk Engine uses it but for reading and writing in Excel spreadsheets (if I
remember well). Is there anyone who has already tried them?

Of course, happy to chat next time I will go to London ! Looking forward to
discussing further about this,

Alix

Le mer. 12 juin 2019 à 22:42, <dr....@gm...> a écrit :

> Hi Alix,
>         Well done on having a go!
>
>         I have tried to expand the XL addin as well. Unfortunately I have
> only achieved limited results, due to time constraints of getting a job...
>
>         I have managed to make some interest rate swap index definitions,
> for indexes that did not already exist. But I haven't distributed them,
> because I didn't really get how git worked before I ran out of time...
> Also,
> I tried to add inflation swaps, but unfortunately that was rather
> incomplete.
>
>         One idea that you may find useful - I used a google virtual machine
> (you can get free credits for 1 year). The point was I could use my laptop
> while the VM complied the code. Also, I could work anywhere with no need to
> worry about how long things took with my laptop switching on / off etc. I'm
> not pushing google btw, others offer the similar deals.
>
>         Finally, I'm no expert, but if you're passing through London and
> want to catch up for a chat about ql, just get in touch.
>
> Kind regards
> Richard
>
>
> -----Original Message-----
> From: qua...@li...
> <qua...@li...>
> Sent: 07 June 2019 13:08
> To: qua...@li...
> Subject: QuantLib-dev Digest, Vol 152, Issue 3
>
> Send QuantLib-dev mailing list submissions to
>         qua...@li...
>
> To subscribe or unsubscribe via the World Wide Web, visit
>         https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> or, via email, send a message with subject or body 'help' to
>         qua...@li...
>
> You can reach the person managing the list at
>         qua...@li...
>
> When replying, please edit your Subject line so it is more specific than
> "Re: Contents of QuantLib-dev digest..."
>
>
> Today's Topics:
>
>    1. Re: QuantLib Excel project (ALIX LASSAUZET)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Thu, 6 Jun 2019 14:29:18 +0200
> From: ALIX LASSAUZET <al...@la...>
> To: Eric Ehlers <eri...@re...>
> Cc: qua...@li...
> Subject: Re: [Quantlib-dev] QuantLib Excel project
> Message-ID:
>         <CAGRg+E=d=
> nJ5...@ma...>
> Content-Type: text/plain; charset="utf-8"
>
> Hi Eric,
>
> Thanks again for your help. I managed to generate the 64 bit version of the
> addin. It took approximately ~2/3 hours. But I still don't know why and how
> it worked.
>
> Looking at the differences between your repo and my local files, I can only
> notice that a new XML tag has been added in QuantLibXLStatic_vc12.vcxproj
> following the selection of "Machine X64" in the field named "Target
> Machine"
> (Properties > Linker > Advanced > "Target Machine"). I am not sure this is
> the right reason ; for me it shoud be the default value when compiling in
> x64 mode - to be confirmed.
>
> I will share my investigations if I find out something interesting.
>
> Thanks,
> Alix
>
> Le mer. 5 juin 2019 ? 12:42, Eric Ehlers <eri...@re...> a ?crit
> :
>
> > Hi Alix,
> >
> > > Indeed, when I tried to compile the addin in ? release (static
> > > runtime) ? mode + ? x64 ?, the very last stage of the compilation
> > > routine (the compilation of QuantLibObjects project in fact) never
> > > stops and seems to generate a temporary xll file with an anormal
> > > size (~2MB vs 23MB in 32 bit). I even let it run overnight, but it
> > > did not reach the end...
> > >
> > > FYI, I am working with Win 10 (64 bit), VS express 2013, Python
> > > 3.7.3
> > > (32 bit), Excel for Office365 64 bit. I am using the solution ?
> > > QuantLibXL_full_vc12.sln ?. I also tried to compile the project
> > > using
> > > VS2019 but I am facing other issues (VS compatibility I think). Have
> > > you ever faced this kind of issues ?
> >
> > Please see the thread below (near the end):
> >
> > https://sourceforge.net/p/quantlib/mailman/message/35898723/
> >
> > Regards,
> > Eric
> >
> -------------- next part --------------
> An HTML attachment was scrubbed...
>
> ------------------------------
>
>
>
> ------------------------------
>
> Subject: Digest Footer
>
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>
> ------------------------------
>
> End of QuantLib-dev Digest, Vol 152, Issue 3
> ********************************************
>
>
>
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>