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From: Luigi B. <bal...@ma...> - 2001-12-10 08:46:48
|
Hi all,
At 08:21 AM 12/8/01 -0600, Dirk Eddelbuettel wrote:
>From: Wouter Verhelst <wo...@de...>
>Subject: The build...
>
>... failed, unfortunately.
>
>I have no clue as to why g++'s exit state was 1. As you can see, the last
>compiler message before the mentioning of the exit state was a warning, so
>it should work. I must note, though, that during the compilation, lots of
>warnings were issued.
Here is the problem:
>QuantLib/quantlib_wrap.cpp:31633: cannot allocate an object of type
>`QuantLib::Calendar'
>QuantLib/quantlib_wrap.cpp:31633: since type `QuantLib::Calendar' has
>abstract virtual functions
for some reason gcc displays a few more cascading errors/warnings after
this error, which makes the exit message a bit confusing.
However, the above makes no sense---QuantLib::Calendar used to have virtual
functions, but this isn't true in the current release.
Maybe you are trying to compile QuantLib-Python with an older version of
QuantLib installed in /usr/include/ql?
Bye,
Luigi
|
|
From: Dirk E. <ed...@de...> - 2001-12-08 14:21:29
|
Sorry, one day I will have learned that mutt doesn't forward attachments unless explicitly told. So here is Wouter's mail again in full. Dirk From: Wouter Verhelst <wo...@de...> To: qua...@pa... Subject: The build... Date: Sat, 8 Dec 2001 14:43:53 +0100 (CET) ... failed, unfortunately. It took about three days(?) to reach this point. I don't have a build log; however, I attached a file containing everything that was still on quickstep's screen when I arrived. Since I manually typed this over, I could've made a typo, though (Yes, I checked things, but one never knows). I have no clue as to why g++'s exit state was 1. As you can see, the last compiler message before the mentioning of the exit state was a warning, so it should work. I must note, though, that during the compilation, lots of warnings were issued. I've put a tarball containing the build-directory at klecker.debian.org:~wouter/quantlib-python-build.tgz... if you don't need it anymore, please let me know and/or remove it ;-) On another note: I severely underestimated the time quantlib-python would need to build; and seen the fact that it still didn't finish after a few days, I'm not really favourizing a retry. That, and the fact that I now know why the 300 minutes-timeout for sbuild didn't work (had to touch buildd.conf after modifying .sbuildrc) imply that the next build will be through the "usual" channels... Rg, -- wouter dot verhelst at advalvas dot be "Human knowledge belongs to the world" -- From the movie "Antitrust" onst vector<double,allocator<double> > &, int, const vector<double,allocator<double> > &, bool, const QuantLib::Handle<QuantLib::DayCounter> &, int, const QuantLib::Handle<QuantLib::Index> &, const vector<double,allocator<double> > &, const QuantLib::RelinkableHandle<QuantLib::TermStructure> &, const string & = "", const string & = "") /usr/include/ql/Instruments/simpleswap.hpp:75: Quantlib::Instruments::SimpleSwap::SimpleSwap(const QuantLib::Instruments::SimpleSwap &) QuantLib/quantlib_wrap.cpp: In function `struct PyObject * _wrap_new_SimpleSwap(PyObject *, PyObject *, PyObject *)': QuantLib/quantlib_wrap.cpp:31633: cannot allocate an object of type `QuantLib::Calendar' QuantLib/quantlib_wrap.cpp:31633: since type `QuantLib::Calendar' has abstract virtual functions QuantLib/quantlib_wrap.cpp:31449: warning: `class SimpleSwapHandle * result' might be used uninitialized in this function QuantLib/quantlib_wrap.cpp: In function `double SimpleSwapHandle_fixedLegBPS(SimpleSwapHandle *)': QuantLib/quantlib_wrap.cpp:31662: no matching function for call to `QuantLib::Instruments::SimpleSwap::fixedLegBPS ()' QuantLib/quantlib_wrap.cpp:31668: warning: control reaches end of non-void function `SimpleSwapHandle_fixedLegBPS(SimpleSwapHandle *)' QuantLib/quantlib_wrap.cpp: In function `double SimpleSwapHandle_floatingLegBPS(SimpleSwapHandle *)': QuantLib/quantlib_wrap.cpp:31707: no matching function for call to `QuantLib::Instruments::SimpleSwap::floatingLegBPS ()' QuantLib/quantlib_wrap.cpp:31713: warning: control reaches end of non-void function `SimpleSwapHandle_floatingLegBPS(SimpleSwapHandle *)' error: command 'g++' failed with exit status 1 make: *** [build-stamp] Error 1 -- Good judgment comes from experience; experience comes from bad judgment. -- F. Brooks |
|
From: Dirk E. <ed...@de...> - 2001-12-08 13:51:11
|
Thanks for your efforts. Greatly appreciated. There doesn't seem to be a point in building quantlib-python on m68k. The compiler messages warrant examination, though. /Either/ this is an issue with Swig [ I was recommended to use Swig 1.3.9, was that wasn't available, and I did rebuild the .cpp with an older Swig ] /or/ with plain old g++. Should we investigate this. I'm CC'ing quantlib-dev as I had provided a heads-up on the build issues on several arches; I guess we can scrap m68k. Dirk -- Good judgment comes from experience; experience comes from bad judgment. -- F. Brooks |
|
From: Ferdinando A. <fer...@am...> - 2001-12-06 17:22:15
|
I hope it is OK for Nicolas and Luigi to have our conversation on the=20 quantlib-dev mailing list. An introduction: Nicolas suggested a different implementation for spline=20 interpolation, using the MatLab algorithm instead of Numerical Recipes. He provided the code, Luigi worked on that, nothing is on the CVS yet ciao -- Nando At 06:11 PM 12/6/01 +0100, Nicolas wrote: >En r=E9ponse =E0 Ferdinando Ametrano <fer...@am...>: > > > At 04:55 PM 11/25/01 +0100, you wrote: > > >I have made some work on the underlying equations of matlab methods, I > > > > >will publish it ASAP. Now I understand why matlab default method > > >is better to interpolate polynomial function of degree 3. It is just a > > > > >question of end conditions. > > end conditions sound familiar to my ears: in my mind I couldn't figure > > out > > anything else that applying optimized boundary conditions in an > > algorithmic > > way, while NR algo required the users to set boundary conditions. I look > > forward to your work > > > >Hi, > >Here is a first version: > >http://nicolas.dicesare.free.fr/quant/Spline.html > >please use IE to read the page. > >-- >Nicolas Di C=E9sar=E9 >http://acm.emath.fr/~dicesare |
|
From: Ferdinando A. <fer...@am...> - 2001-12-06 17:10:50
|
Hi all I'm forwarding Dirk's summary (48 pages). Add to this: >a) alpha has a genuine segfault on binary_option; as I am not familiar with >the code I am not that productive in debugging this and I'd appreciate a >"volunteer" step forward. I can probably / hopefully organise a login >account on the platform. > >b) m68k simply timed out; these are not powerful machines and the build >daemon stops if there is no stdout for a given time -- I have asked to >increase that timeout and am still waiting on that and you have the full picture. First observation: quantlib-python depends on swig. I would like that dependency to be removed, since we distribute the swig generated wrapper in the source package. This would allow the ql developers to use whatever version of swig they prefer, not necessarily the Debian version. This way we also remove swig from the list of possible source of trouble. ciao -- Nando ====================== >X-From_: ed...@de... Thu Nov 29 11:37:33 2001 >Delivered-To: 383...@ma... >Date: Thu, 29 Nov 2001 12:00:22 -0600 >To: Ferdinando Ametrano <fer...@am...>, > lui...@ri... >Subject: QuantLib-Python build errors on certain Debian architectures >X-Mailer: VM 6.92 under 21.4 (patch 1) "Copyleft" XEmacs Lucid >From: Dirk Eddelbuettel <ed...@de...> > > >Hi guys, > >Let's start with the good news. > >QuantLib itself builds just fine on alpha, arm, hppa, i386, hurd-i386, ia64, >m68k, powerpc, s390 and sparc. Hence, it will be in the next Debian release >for all of these architectures, with the exception of hurd-i386 [which if I >recall correctly will not be released], given that it is already part of the >Debian "testing" distribution. QuantLib only failed building for mips and >mipsel, but as these are cpus which are (I think) mostly for embedded >systems, we don't really need to worry. > >Now, with QuantLib-Python we have a bit of a problem. I apologize for not >raising this earlier -- I was focussing on the transition from python 1.5.2 >to 2.1 and did not notice the outright failure on all these architectures. > >To summarise the problems: > >arm: g++ fails >alpha: FPU exception in running tests >hppa: g++ fails, but history of toolchain problems on this arch >ia64: fails to survive "running build_ext" >m68k: dies silently; very odd >mips, mipsel: see above, built for 0.1.9 but not 0.2.0 > >Below are the details cut&pasted from >http://buildd.debian.org/build.php?&pkg=quantlib-python > >I think we need to get at least alpha and m68k going (and those look >easiest) to get this into testing, and possibly hppa and/or ia64. > >Let me know your thoughts. I have login access to most if not all of these >architectures but will most like need help from the superuser to get the >required packages installed to actually do something on quantlib-python. > >Regards, Dirk > > >=== hppa (HP risc boxen) > >hppa has known problems with gcc-3.0 toolchain. We can probably discount this >one. > >Automatic build of quantlib-python_0.2.0-3 on sarti by sbuild/hppa 1.159 >Build started at 20011118-1020 >****************************************************************************** >Checking available source versions... >Fetching source files... >Reading Package Lists... >Building Dependency Tree... >Need to get 122kB of source archives. >Get:1 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(dsc) [687B] >Get:2 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(tar) [118kB] >Get:3 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(diff) [3323B] >Fetched 122kB in 1s (93.5kB/s) >Download complete and in download only mode >** Using build dependencies supplied by package: >Build-Depends: debhelper (>= 3.0.0), swig1.3, python2.1-dev, libquantlib0-dev >Checking for already installed source dependencies... >debhelper: missing >swig1.3: missing >python2.1-dev: missing >libquantlib0-dev: missing >Checking for source dependency conflicts... > /usr/bin/sudo /usr/bin/apt-get $CHROOT_OPTIONS -q -y install debhelper > swig1.3 python2.1-dev libquantlib0-dev >Reading Package Lists... >Building Dependency Tree... >The following extra packages will be installed: > debconf-utils file html2text libquantlib0 python2.1 zlib1g >The following NEW packages will be installed: > debconf-utils debhelper file html2text libquantlib0 libquantlib0-dev > python2.1 python2.1-dev swig1.3 zlib1g >0 packages upgraded, 10 newly installed, 0 to remove and 1 not upgraded. >Need to get 0B/9036kB of archives. After unpacking 37.5MB will be used. >Selecting previously deselected package zlib1g. >(Reading database ... 6235 files and directories currently installed.) >Unpacking zlib1g (from .../zlib1g_1%3a1.1.3-17_hppa.deb) ... >Selecting previously deselected package file. >Unpacking file (from .../archives/file_3.37-3_hppa.deb) ... >Selecting previously deselected package debconf-utils. >Unpacking debconf-utils (from .../debconf-utils_1.0.19_all.deb) ... >Selecting previously deselected package html2text. >Unpacking html2text (from .../html2text_1.2.4-9_hppa.deb) ... >Selecting previously deselected package debhelper. >Unpacking debhelper (from .../debhelper_3.0.48_all.deb) ... >Selecting previously deselected package libquantlib0. >Unpacking libquantlib0 (from .../libquantlib0_0.2.0-1_hppa.deb) ... >Selecting previously deselected package libquantlib0-dev. >Unpacking libquantlib0-dev (from .../libquantlib0-dev_0.2.0-1_hppa.deb) ... >Selecting previously deselected package python2.1. >Unpacking python2.1 (from .../python2.1_2.1.1-4_hppa.deb) ... >Selecting previously deselected package python2.1-dev. >Unpacking python2.1-dev (from .../python2.1-dev_2.1.1-4_hppa.deb) ... >Selecting previously deselected package swig1.3. >Unpacking swig1.3 (from .../swig1.3_1.3a5-2_hppa.deb) ... >Setting up zlib1g (1.1.3-17) ... > >Setting up file (3.37-3) ... > >Setting up debconf-utils (1.0.19) ... > >Setting up html2text (1.2.4-9) ... > >Setting up debhelper (3.0.48) ... > >Setting up libquantlib0 (0.2.0-1) ... > >Setting up libquantlib0-dev (0.2.0-1) ... > >Setting up python2.1 (2.1.1-4) ... > >Setting up python2.1-dev (2.1.1-4) ... > >Setting up swig1.3 (1.3a5-2) ... > >Checking correctness of source dependencies... >------------------------------------------------------------------------------ >dpkg-source: extracting quantlib-python in quantlib-python-0.2.0 >dpkg-buildpackage: source package is quantlib-python >dpkg-buildpackage: source version is 0.2.0-3 >dpkg-buildpackage: host architecture is hppa > /usr/bin/fakeroot debian/rules clean >dh_testdir >dh_testroot >rm -f build-stamp test-stamp install-stamp >#-test -f Makefile && /usr/bin/make realclean >python2.1 setup.py clean --all >warning: clean: 'build/temp.linux-parisc64-2.1' does not exist -- can't >clean it >warning: clean: 'build/lib.linux-parisc64-2.1' does not exist -- can't >clean it >warning: clean: 'build/bdist.linux-parisc64' does not exist -- can't clean it >warning: clean: 'build/scripts' does not exist -- can't clean it >running clean >rm -f QuantLib/test/*.pyc >dh_clean > debian/rules build >dh_testdir >(cd QuantLib; swig1.3 -python -c++ -shadow -keyword -opt \ > -I/usr/share/swig1.3 \ > -I/usr/share/swig1.3/python \ > -I./SWIG \ > -o quantlib_wrap.cpp \ > SWIG/QuantLib.i; \ > cd ..) >python2.1 setup.py build >QuantLib/quantlib_wrap.cpp: In function `PyObject* > _wrap_BoundaryCondition_type(PyObject*, PyObject*, PyObject*)': >QuantLib/quantlib_wrap.cpp:2482: warning: `PyObject*resultobj' might be used > uninitialized in this function >QuantLib/quantlib_wrap.cpp: In function `PyObject* > _wrap_Period_units(PyObject*, PyObject*, PyObject*)': >QuantLib/quantlib_wrap.cpp:4099: warning: `PyObject*resultobj' might be used > uninitialized in this function >QuantLib/quantlib_wrap.cpp: In function `PyObject* > _wrap_Date_weekday(PyObject*, PyObject*, PyObject*)': >QuantLib/quantlib_wrap.cpp:4325: warning: `PyObject*resultobj' might be used > uninitialized in this function >QuantLib/quantlib_wrap.cpp: In function `PyObject* >_wrap_Date_month(PyObject*, > PyObject*, PyObject*)': >QuantLib/quantlib_wrap.cpp:4475: warning: `PyObject*resultobj' might be used > uninitialized in this function >QuantLib/quantlib_wrap.cpp: At top level: >QuantLib/quantlib_wrap.cpp:147: warning: `void* SWIG_TypeQuery(const char*)' > defined but not used >/usr/bin/ld: build/temp.linux-parisc64-2.1/quantlib_wrap.o(.text+0x3f058): >cannot reach 0000002d_PyArg_ParseTupleAndKeywords+0, recompile with >-ffunction-sections >/usr/bin/ld: build/temp.linux-parisc64-2.1/quantlib_wrap.o(.text+0x3f058): >cannot handle R_PARISC_PCREL17F for PyArg_ParseTupleAndKeywords >/usr/bin/ld: final link failed: Bad value >collect2: ld returned 1 exit status >running build >running build_py >creating build >creating build/lib.linux-parisc64-2.1 >creating build/lib.linux-parisc64-2.1/QuantLib >copying QuantLib/__init__.py -> build/lib.linux-parisc64-2.1/QuantLib >copying QuantLib/QuantLib.py -> build/lib.linux-parisc64-2.1/QuantLib >copying QuantLib/defaults.py -> build/lib.linux-parisc64-2.1/QuantLib >running build_ext >my_init_posix: changing gcc to g++ >building 'QuantLib.QuantLibc' extension >creating build/temp.linux-parisc64-2.1 >g++ -g -O2 -Wall -Wstrict-prototypes -fPIC -I/usr/local/include >-I/usr/include/python2.1 -c QuantLib/quantlib_wrap.cpp -o >build/temp.linux-parisc64-2.1/quantlib_wrap.o >g++ -shared build/temp.linux-parisc64-2.1/quantlib_wrap.o -lQuantLib -o >build/lib.linux-parisc64-2.1/QuantLib/QuantLibc.so >error: command 'g++' failed with exit status 1 >make: *** [build-stamp] Error 1 >****************************************************************************** >Build finished at 20011118-1023 >FAILED [dpkg-buildpackage died] >------------------------------------------------------------------------------ > /usr/bin/sudo dpkg --root=/home/buildd/build/chroot-unstable --purge > html2text python2.1-dev swig1.3 libquantlib0 python2.1 libquantlib0-dev > debconf-utils debhelper zlib1g file >(Reading database ... 7184 files and directories currently installed.) >Removing python2.1-dev ... >Removing swig1.3 ... >Removing python2.1 ... >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/distutils/command' not empty so not removed. >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/distutils' not empty so not removed. >dpkg - warning: while removing python2.1, directory `/usr/lib/python2.1' >not empty so not removed. >Purging configuration files for python2.1 ... >Removing libquantlib0-dev ... >Removing debhelper ... >Removing file ... >Purging configuration files for file ... >Removing html2text ... >Purging configuration files for html2text ... >Removing libquantlib0 ... >Purging configuration files for libquantlib0 ... >Removing debconf-utils ... >Removing zlib1g ... >****************************************************************************** >Finished at 20011118-1023 >Build needed 00:02:28, 6804k disk space > > > > >=== m68k (Motorola m68*00 as in old amigas, ataris and IIRC some macs) > >This one I do not understand. It seems to die silently. > >Automatic build of quantlib-python_0.2.0-3 on bruno by sbuild/m68k 1.159 >Build started at 20011119-1335 >****************************************************************************** >Checking available source versions... >Fetching source files... >Reading Package Lists... >Building Dependency Tree... >Need to get 122kB of source archives. >Get:1 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(dsc) [687B] >Get:2 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(tar) [118kB] >Get:3 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(diff) [3323B] >Fetched 122kB in 1s (108kB/s) >Download complete and in download only mode >** Using build dependencies supplied by package: >Build-Depends: debhelper (>= 3.0.0), swig1.3, python2.1-dev, libquantlib0-dev >Checking for already installed source dependencies... >debhelper: missing >swig1.3: missing >python2.1-dev: missing >libquantlib0-dev: missing >Checking for source dependency conflicts... > /usr/bin/sudo /usr/bin/apt-get $CHROOT_OPTIONS -q -y install debhelper > swig1.3 python2.1-dev libquantlib0-dev >Reading Package Lists... >Building Dependency Tree... >The following extra packages will be installed: > file html2text libquantlib0 python2.1 zlib1g >The following NEW packages will be installed: > debhelper file html2text libquantlib0 libquantlib0-dev python2.1 > python2.1-dev swig1.3 zlib1g >0 packages upgraded, 9 newly installed, 0 to remove and 6 not upgraded. >Need to get 0B/8139kB of archives. After unpacking 36.7MB will be used. >Selecting previously deselected package zlib1g. >(Reading database ... 6257 files and directories currently installed.) >Unpacking zlib1g (from .../zlib1g_1%3a1.1.3-18_m68k.deb) ... >Selecting previously deselected package file. >Unpacking file (from .../archives/file_3.37-3_m68k.deb) ... >Selecting previously deselected package html2text. >Unpacking html2text (from .../html2text_1.2.4-9_m68k.deb) ... >Selecting previously deselected package debhelper. >Unpacking debhelper (from .../debhelper_3.0.51_all.deb) ... >Selecting previously deselected package libquantlib0. >Unpacking libquantlib0 (from .../libquantlib0_0.2.0-1_m68k.deb) ... >Selecting previously deselected package libquantlib0-dev. >Unpacking libquantlib0-dev (from .../libquantlib0-dev_0.2.0-1_m68k.deb) ... >Selecting previously deselected package python2.1. >Unpacking python2.1 (from .../python2.1_2.1.1-4_m68k.deb) ... >Selecting previously deselected package python2.1-dev. >Unpacking python2.1-dev (from .../python2.1-dev_2.1.1-4_m68k.deb) ... >Selecting previously deselected package swig1.3. >Unpacking swig1.3 (from .../swig1.3_1.3a5-2_m68k.deb) ... >Setting up zlib1g (1.1.3-18) ... > >Setting up file (3.37-3) ... > >Setting up html2text (1.2.4-9) ... > >Setting up debhelper (3.0.51) ... > >Setting up libquantlib0 (0.2.0-1) ... > >Setting up libquantlib0-dev (0.2.0-1) ... > >Setting up python2.1 (2.1.1-4) ... > >Setting up python2.1-dev (2.1.1-4) ... > >Setting up swig1.3 (1.3a5-2) ... > >Checking correctness of source dependencies... >------------------------------------------------------------------------------ >dpkg-source: extracting quantlib-python in quantlib-python-0.2.0 >dpkg-buildpackage: source package is quantlib-python >dpkg-buildpackage: source version is 0.2.0-3 >dpkg-buildpackage: host architecture is m68k > /usr/bin/fakeroot debian/rules clean >dh_testdir >dh_testroot >rm -f build-stamp test-stamp install-stamp >#-test -f Makefile && make realclean >python2.1 setup.py clean --all >warning: clean: 'build/temp.linux-m68k-2.1' does not exist -- can't clean it >warning: clean: 'build/lib.linux-m68k-2.1' does not exist -- can't clean it >warning: clean: 'build/bdist.linux-m68k' does not exist -- can't clean it >warning: clean: 'build/scripts' does not exist -- can't clean it >running clean >rm -f QuantLib/test/*.pyc >dh_clean > debian/rules build >dh_testdir >(cd QuantLib; swig1.3 -python -c++ -shadow -keyword -opt \ > -I/usr/share/swig1.3 \ > -I/usr/share/swig1.3/python \ > -I./SWIG \ > -o quantlib_wrap.cpp \ > SWIG/QuantLib.i; \ > cd ..) >python2.1 setup.py build >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_BoundaryCondition_type(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:2482: warning: `struct PyObject * resultobj' >might be used uninitialized in this function >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_Period_units(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:4099: warning: `struct PyObject * resultobj' >might be used uninitialized in this function >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_Date_weekday(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:4325: warning: `struct PyObject * resultobj' >might be used uninitialized in this function >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_Date_month(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:4475: warning: `struct PyObject * resultobj' >might be used uninitialized in this function >make: *** wait: No child processes. Stop. >make: *** Waiting for unfinished jobs.... >make: *** wait: No child processes. Stop. >Build killed with signal 15 after 170 minutes of inactivity >****************************************************************************** >Build finished at 20011119-1709 >FAILED [dpkg-buildpackage died] >------------------------------------------------------------------------------ > /usr/bin/sudo dpkg --root=/home/buildd/build/chroot-unstable --purge > html2text python2.1-dev swig1.3 libquantlib0 python2.1 libquantlib0-dev > debhelper zlib1g file >(Reading database ... 7194 files and directories currently installed.) >Removing python2.1-dev ... >Removing swig1.3 ... >Removing python2.1 ... >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/distutils/command' not empty so not removed. >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/distutils' not empty so not removed. >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/site-packages' not empty so not removed. >dpkg - warning: while removing python2.1, directory `/usr/lib/python2.1' >not empty so not removed. >Purging configuration files for python2.1 ... >Removing libquantlib0-dev ... >Removing debhelper ... >Removing file ... >Purging configuration files for file ... >Removing html2text ... >Purging configuration files for html2text ... >Removing libquantlib0 ... >Purging configuration files for libquantlib0 ... >Removing zlib1g ... >****************************************************************************** >Finished at 20011119-1710 >Build needed 03:15:00, 1752k disk space > > >=== ia64 (Intel's new Itanium 64bit cpu) > >This looks like a genuine bug > >Automatic build of quantlib-python_0.2.0-3 on caballero by sbuild/ia64 1.159 >Build started at 20011118-0824 >****************************************************************************** >Checking available source versions... >Fetching source files... >Reading Package Lists... >Building Dependency Tree... >Need to get 122kB of source archives. >Get:1 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(dsc) [687B] >Get:2 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(tar) [118kB] >Get:3 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(diff) [3323B] >Fetched 122kB in 2s (55.8kB/s) >Download complete and in download only mode >** Using build dependencies supplied by package: >Build-Depends: debhelper (>= 3.0.0), swig1.3, python2.1-dev, libquantlib0-dev >Checking for already installed source dependencies... >debhelper: missing >swig1.3: missing >python2.1-dev: missing >libquantlib0-dev: missing >Checking for source dependency conflicts... > /usr/bin/sudo /usr/bin/apt-get $CHROOT_OPTIONS -q -y install debhelper > swig1.3 python2.1-dev libquantlib0-dev >Reading Package Lists... >Building Dependency Tree... >The following extra packages will be installed: > debconf-utils file html2text libquantlib0 python2.1 zlib1g >The following NEW packages will be installed: > debconf-utils debhelper file html2text libquantlib0 libquantlib0-dev > python2.1 python2.1-dev swig1.3 zlib1g >0 packages upgraded, 10 newly installed, 0 to remove and 4 not upgraded. >Need to get 5131kB/8187kB of archives. After unpacking 36.8MB will be used. >Get:1 http://ftp.uk.debian.org unstable/main libquantlib0 0.2.0-1 [1170kB] >Get:2 http://ftp.uk.debian.org unstable/main libquantlib0-dev 0.2.0-1 [3658kB] >Get:3 http://ftp.uk.debian.org unstable/main swig1.3 1.3a5-2 [304kB] >Fetched 5131kB in 21s (238kB/s) >Selecting previously deselected package zlib1g. >(Reading database ... 6351 files and directories currently installed.) >Unpacking zlib1g (from .../zlib1g_1%3a1.1.3-17_ia64.deb) ... >Selecting previously deselected package file. >Unpacking file (from .../archives/file_3.37-3_ia64.deb) ... >Selecting previously deselected package debconf-utils. >Unpacking debconf-utils (from .../debconf-utils_1.0.19_all.deb) ... >Selecting previously deselected package html2text. >Unpacking html2text (from .../html2text_1.2.4-9_ia64.deb) ... >Selecting previously deselected package debhelper. >Unpacking debhelper (from .../debhelper_3.0.48_all.deb) ... >Selecting previously deselected package libquantlib0. >Unpacking libquantlib0 (from .../libquantlib0_0.2.0-1_ia64.deb) ... >Selecting previously deselected package libquantlib0-dev. >Unpacking libquantlib0-dev (from .../libquantlib0-dev_0.2.0-1_ia64.deb) ... >Selecting previously deselected package python2.1. >Unpacking python2.1 (from .../python2.1_2.1.1-4_ia64.deb) ... >Selecting previously deselected package python2.1-dev. >Unpacking python2.1-dev (from .../python2.1-dev_2.1.1-4_ia64.deb) ... >Selecting previously deselected package swig1.3. >Unpacking swig1.3 (from .../swig1.3_1.3a5-2_ia64.deb) ... >Setting up zlib1g (1.1.3-17) ... > >Setting up file (3.37-3) ... > >Setting up debconf-utils (1.0.19) ... > >Setting up html2text (1.2.4-9) ... > >Setting up debhelper (3.0.48) ... > >Setting up libquantlib0 (0.2.0-1) ... > >Setting up libquantlib0-dev (0.2.0-1) ... > >Setting up python2.1 (2.1.1-4) ... > >Setting up python2.1-dev (2.1.1-4) ... > >Setting up swig1.3 (1.3a5-2) ... > >Checking correctness of source dependencies... >------------------------------------------------------------------------------ >dpkg-source: extracting quantlib-python in quantlib-python-0.2.0 >dpkg-buildpackage: source package is quantlib-python >dpkg-buildpackage: source version is 0.2.0-3 >dpkg-buildpackage: host architecture is ia64 > /usr/bin/fakeroot debian/rules clean >dh_testdir >dh_testroot >rm -f build-stamp test-stamp install-stamp >#-test -f Makefile && /usr/bin/make realclean >python2.1 setup.py clean --all >warning: clean: 'build/temp.linux-ia64-2.1' does not exist -- can't clean it >warning: clean: 'build/lib.linux-ia64-2.1' does not exist -- can't clean it >warning: clean: 'build/bdist.linux-ia64' does not exist -- can't clean it >warning: clean: 'build/scripts' does not exist -- can't clean it >running clean >rm -f QuantLib/test/*.pyc >dh_clean > debian/rules build >dh_testdir >(cd QuantLib; swig1.3 -python -c++ -shadow -keyword -opt \ > -I/usr/share/swig1.3 \ > -I/usr/share/swig1.3/python \ > -I./SWIG \ > -o quantlib_wrap.cpp \ > SWIG/QuantLib.i; \ > cd ..) >python2.1 setup.py build >running build >running build_py >creating build >creating build/lib.linux-ia64-2.1 >creating build/lib.linux-ia64-2.1/QuantLib >copying QuantLib/__init__.py -> build/lib.linux-ia64-2.1/QuantLib >copying QuantLib/QuantLib.py -> build/lib.linux-ia64-2.1/QuantLib >copying QuantLib/defaults.py -> build/lib.linux-ia64-2.1/QuantLib >running build_ext >my_init_posix: changing gcc to g++ >building 'QuantLib.QuantLibc' extension >creating build/temp.linux-ia64-2.1 >g++ -g -O2 -Wall -Wstrict-prototypes -fPIC -I/usr/local/include >-I/usr/include/python2.1 -c QuantLib/quantlib_wrap.cpp -o >build/temp.linux-ia64-2.1/quantlib_wrap.o >g++ -shared build/temp.linux-ia64-2.1/quantlib_wrap.o -lQuantLib -o >build/lib.linux-ia64-2.1/QuantLib/QuantLibc.so >touch build-stamp > /usr/bin/fakeroot debian/rules binary-arch >python2.1 setup.py test >running test >running build >running build_py >not copying QuantLib/__init__.py (output up-to-date) >not copying QuantLib/QuantLib.py (output up-to-date) >not copying QuantLib/defaults.py (output up-to-date) >running build_ext >my_init_posix: changing gcc to g++ >skipping 'QuantLib.QuantLibc' extension (up-to-date) >Traceback (most recent call last): > File "setup.py", line 318, in ? > version = "0.2.0") > File "/usr/lib/python2.1/distutils/core.py", line 138, in setup > dist.run_commands() > File "/usr/lib/python2.1/distutils/dist.py", line 899, in run_commands > self.run_command(cmd) > File "/usr/lib/python2.1/distutils/dist.py", line 919, in run_command > cmd_obj.run() > File "setup.py", line 176, in run > TEST.test() > File "QuantLib/test/QuantLibTestSuite.py", line 36, in test > from american_option import AmericanOptionTest > File "QuantLib/test/american_option.py", line 33, in ? > import QuantLib > File "build/lib.linux-ia64-2.1/QuantLib/__init__.py", line 27, in ? > import defaults > File "build/lib.linux-ia64-2.1/QuantLib/defaults.py", line 31, in ? > Calendar_old_roll = Calendar.roll >NameError: name 'Calendar' is not defined >make: *** [test-stamp] Error 1 >****************************************************************************** >Build finished at 20011118-0825 >FAILED [dpkg-buildpackage died] >------------------------------------------------------------------------------ > /usr/bin/sudo dpkg --root=/home/buildd/build/chroot-unstable --purge > html2text python2.1-dev libquantlib0-dev swig1.3 libquantlib0 python2.1 > debconf-utils debhelper zlib1g file >(Reading database ... 7297 files and directories currently installed.) >Removing python2.1-dev ... >Removing libquantlib0-dev ... >Removing swig1.3 ... >Removing libquantlib0 ... >Purging configuration files for libquantlib0 ... >Removing python2.1 ... >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/xml/sax' not empty so not removed. >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/xml/parsers' not empty so not removed. >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/xml/dom' not empty so not removed. >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/xml' not empty so not removed. >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/distutils/command' not empty so not removed. >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/distutils' not empty so not removed. >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/site-packages' not empty so not removed. >dpkg - warning: while removing python2.1, directory `/usr/lib/python2.1' >not empty so not removed. >Purging configuration files for python2.1 ... >Removing debhelper ... >Removing file ... >Purging configuration files for file ... >Removing html2text ... >Purging configuration files for html2text ... >Removing debconf-utils ... >Removing zlib1g ... >****************************************************************************** >Finished at 20011118-0825 >Build needed 00:00:04, 552k disk space > > > >=== mips > >Is this a swig bug? > > >Automatic build of quantlib-python_0.2.0-3 on resume.rfc822.org by >sbuild/mips 1.159 >Build started at 20011115-1324 >****************************************************************************** >Checking available source versions... >Fetching source files... >Reading Package Lists... >Building Dependency Tree... >Need to get 122kB of source archives. >Get:1 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(dsc) [687B] >Get:2 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(tar) [118kB] >Get:3 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(diff) [3323B] >Fetched 122kB in 5s (21.4kB/s) >Download complete and in download only mode >** Using build dependencies supplied by package: >Build-Depends: debhelper (>= 3.0.0), swig1.3, python2.1-dev, libquantlib0-dev >Checking for already installed source dependencies... >debhelper: missing >swig1.3: missing >python2.1-dev: missing >libquantlib0-dev: missing >Checking for source dependency conflicts... > /usr/bin/sudo /usr/bin/apt-get $CHROOT_OPTIONS -q -y install debhelper > swig1.3 python2.1-dev libquantlib0-dev >Reading Package Lists... >Building Dependency Tree... >The following extra packages will be installed: > debconf-utils file html2text libquantlib0 python2.1 zlib1g >The following NEW packages will be installed: > debconf-utils debhelper file html2text libquantlib0 libquantlib0-dev > python2.1 python2.1-dev swig1.3 zlib1g >0 packages upgraded, 10 newly installed, 0 to remove and 0 not upgraded. >Need to get 0B/8018kB of archives. After unpacking 32.9MB will be used. >Selecting previously deselected package zlib1g. >(Reading database ... 9613 files and directories currently installed.) >Unpacking zlib1g (from .../zlib1g_1%3a1.1.3-17_mips.deb) ... >Selecting previously deselected package file. >Unpacking file (from .../archives/file_3.37-3_mips.deb) ... >Selecting previously deselected package debconf-utils. >Unpacking debconf-utils (from .../debconf-utils_1.0.18_all.deb) ... >Selecting previously deselected package html2text. >Unpacking html2text (from .../html2text_1.2.4-9_mips.deb) ... >Selecting previously deselected package debhelper. >Unpacking debhelper (from .../debhelper_3.0.48_all.deb) ... >Selecting previously deselected package libquantlib0. >Unpacking libquantlib0 (from .../libquantlib0_0.1.9-2_mips.deb) ... >Selecting previously deselected package libquantlib0-dev. >Unpacking libquantlib0-dev (from .../libquantlib0-dev_0.1.9-2_mips.deb) ... >Selecting previously deselected package python2.1. >Unpacking python2.1 (from .../python2.1_2.1.1-4_mips.deb) ... >Selecting previously deselected package python2.1-dev. >Unpacking python2.1-dev (from .../python2.1-dev_2.1.1-4_mips.deb) ... >Selecting previously deselected package swig1.3. >Unpacking swig1.3 (from .../swig1.3_1.3a5-2_mips.deb) ... >Setting up zlib1g (1.1.3-17) ... > >Setting up file (3.37-3) ... > >Setting up debconf-utils (1.0.18) ... > >Setting up html2text (1.2.4-9) ... > >Setting up debhelper (3.0.48) ... > >Setting up libquantlib0 (0.1.9-2) ... > >Setting up libquantlib0-dev (0.1.9-2) ... > >Setting up python2.1 (2.1.1-4) ... > >Setting up python2.1-dev (2.1.1-4) ... > >Setting up swig1.3 (1.3a5-2) ... > >Checking correctness of source dependencies... >------------------------------------------------------------------------------ >dpkg-source: extracting quantlib-python in quantlib-python-0.2.0 >dpkg-buildpackage: source package is quantlib-python >dpkg-buildpackage: source version is 0.2.0-3 >dpkg-buildpackage: host architecture is mips > /usr/bin/sudo debian/rules clean >dh_testdir >dh_testroot >rm -f build-stamp test-stamp install-stamp >#-test -f Makefile && /usr/bin/make realclean >python2.1 setup.py clean --all >warning: clean: 'build/temp.linux-mips-2.1' does not exist -- can't clean it >warning: clean: 'build/lib.linux-mips-2.1' does not exist -- can't clean it >warning: clean: 'build/bdist.linux-mips' does not exist -- can't clean it >warning: clean: 'build/scripts' does not exist -- can't clean it >running clean >rm -f QuantLib/test/*.pyc >dh_clean > debian/rules build >dh_testdir >(cd QuantLib; swig1.3 -python -c++ -shadow -keyword -opt \ > -I/usr/share/swig1.3 \ > -I/usr/share/swig1.3/python \ > -I./SWIG \ > -o quantlib_wrap.cpp \ > SWIG/QuantLib.i; \ > cd ..) >python2.1 setup.py build >In file included from /usr/include/ql/quantlib.hpp:39, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/calendar.hpp: In method `bool >QuantLib::Calendars::NullCalendar::isBusinessDay(const QuantLib::Date &) >const': >/usr/include/ql/calendar.hpp:105: warning: statement with no effect >In file included from /usr/include/ql/quantlib.hpp:49, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/history.hpp: In method `QuantLib::History::History(const >QuantLib::Date &, const QuantLib::Date &, const >vector<double,allocator<double> > &)': >/usr/include/ql/history.hpp:324: warning: comparison between signed and >unsigned >/usr/include/ql/history.hpp: In method `QuantLib::History::History(const >vector<QuantLib::Date,allocator<QuantLib::Date> > &, const >vector<double,allocator<double> > &)': >/usr/include/ql/history.hpp:336: warning: comparison between signed and >unsigned >In file included from /usr/include/ql/quantlib.hpp:51, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/instrument.hpp: In method >`QuantLib::Instrument::Instrument(const string & = "", const string & = "")': >/usr/include/ql/instrument.hpp:161: warning: member initializers for `bool >QuantLib::Instrument::expired' >/usr/include/ql/instrument.hpp:165: warning: and `class string >QuantLib::Instrument::theISINCode' >/usr/include/ql/instrument.hpp:68: warning: will be re-ordered to match >declaration order >In file included from /usr/include/ql/quantlib.hpp:142, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/MonteCarlo/mcpricer.hpp: At top level: >/usr/include/ql/MonteCarlo/mcpricer.hpp:109: warning: `class >QuantLib::Pricers::McPricer' has virtual functions but non-virtual destructor >/usr/include/ql/MonteCarlo/mcpricer.hpp: In method >`QuantLib::Pricers::McPricer::McPricer(long int, long int = 0)': >/usr/include/ql/MonteCarlo/mcpricer.hpp:105: warning: member initializers >for `bool QuantLib::Pricers::McPricer::isInitialized_' >/usr/include/ql/MonteCarlo/mcpricer.hpp:106: warning: and `long int >QuantLib::Pricers::McPricer::seed_' >/usr/include/ql/MonteCarlo/mcpricer.hpp:112: warning: will be re-ordered >to match declaration order >/usr/include/ql/MonteCarlo/mcpricer.hpp:106: warning: member initializers >for `long int QuantLib::Pricers::McPricer::seed_' >/usr/include/ql/MonteCarlo/mcpricer.hpp:107: warning: and `long int >QuantLib::Pricers::McPricer::samples_' >/usr/include/ql/MonteCarlo/mcpricer.hpp:112: warning: will be re-ordered >to match declaration order >In file included from /usr/include/ql/quantlib.hpp:144, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/MonteCarlo/multifactorpricer.hpp: At top level: >/usr/include/ql/MonteCarlo/multifactorpricer.hpp:78: warning: `class >QuantLib::Pricers::MultiFactorPricer' has virtual functions but >non-virtual destructor >/usr/include/ql/MonteCarlo/multifactorpricer.hpp: In method >`QuantLib::Pricers::MultiFactorPricer::MultiFactorPricer(long int, long >int = 0)': >/usr/include/ql/MonteCarlo/multifactorpricer.hpp:74: warning: member >initializers for `bool QuantLib::Pricers::MultiFactorPricer::isInitialized_' >/usr/include/ql/MonteCarlo/multifactorpricer.hpp:75: warning: and `long >int QuantLib::Pricers::MultiFactorPricer::seed_' >/usr/include/ql/MonteCarlo/multifactorpricer.hpp:81: warning: will be >re-ordered to match declaration order >/usr/include/ql/MonteCarlo/multifactorpricer.hpp:75: warning: member >initializers for `long int QuantLib::Pricers::MultiFactorPricer::seed_' >/usr/include/ql/MonteCarlo/multifactorpricer.hpp:76: warning: and `long >int QuantLib::Pricers::MultiFactorPricer::samples_' >/usr/include/ql/MonteCarlo/multifactorpricer.hpp:81: warning: will be >re-ordered to match declaration order >In file included from /usr/include/ql/quantlib.hpp:162, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/Pricers/averagepriceasian.hpp: At top level: >/usr/include/ql/Pricers/averagepriceasian.hpp:94: warning: `class >QuantLib::Pricers::AveragePriceAsian' has virtual functions but >non-virtual destructor >In file included from /usr/include/ql/quantlib.hpp:163, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/Pricers/averagestrikeasian.hpp:78: warning: `class >QuantLib::Pricers::AverageStrikeAsian' has virtual functions but >non-virtual destructor >In file included from /usr/include/ql/quantlib.hpp:172, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/Pricers/dividendeuropeanoption.hpp: In method `double >QuantLib::Pricers::DividendEuropeanOption::riskless(double, >vector<double,allocator<double> >, vector<double,allocator<double> >) const': >/usr/include/ql/Pricers/dividendeuropeanoption.hpp:100: warning: >comparison between signed and unsigned >In file included from /usr/include/ql/Pricers/dividendshoutoption.hpp:58, > from /usr/include/ql/quantlib.hpp:174, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/Pricers/shoutcondition.hpp: In method >`QuantLib::Pricers::ShoutCondition::ShoutCondition(const QuantLib::Array >&, double, double)': >/usr/include/ql/Pricers/shoutcondition.hpp:76: warning: member >initializers for `Rate QuantLib::Pricers::ShoutCondition::rate_' >/usr/include/ql/Pricers/shoutcondition.hpp:77: warning: and `Time >QuantLib::Pricers::ShoutCondition::resTime_' >/usr/include/ql/Pricers/shoutcondition.hpp:83: warning: will be >re-ordered to match declaration order >/usr/include/ql/Pricers/shoutcondition.hpp:77: warning: member >initializers for `Time QuantLib::Pricers::ShoutCondition::resTime_' >/usr/include/ql/Pricers/shoutcondition.hpp:78: warning: and `class >QuantLib::Array QuantLib::Pricers::ShoutCondition::initialPrices_' >/usr/include/ql/Pricers/shoutcondition.hpp:83: warning: will be >re-ordered to match declaration order >In file included from /usr/include/ql/quantlib.hpp:175, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/Pricers/everestoption.hpp: At top level: >/usr/include/ql/Pricers/everestoption.hpp:77: warning: `class >QuantLib::Pricers::EverestOption' has virtual functions but non-virtual >destructor >In file included from /usr/include/ql/quantlib.hpp:178, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/Pricers/himalaya.hpp:84: warning: `class >QuantLib::Pricers::Himalaya' has virtual functions but non-virtual destructor >In file included from /usr/include/ql/quantlib.hpp:179, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/Pricers/mceuropeanpricer.hpp:90: warning: `class >QuantLib::Pricers::McEuropeanPricer' has virtual functions but non-virtual >destructor >In file included from /usr/include/ql/quantlib.hpp:181, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/Pricers/pagodaoption.hpp:80: warning: `class >QuantLib::Pricers::PagodaOption' has virtual functions but non-virtual >destructor >In file included from /usr/include/ql/quantlib.hpp:182, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/Pricers/plainbasketoption.hpp:74: warning: `class >QuantLib::Pricers::PlainBasketOption' has virtual functions but >non-virtual destructor >In file included from >/usr/include/ql/TermStructures/piecewiseflatforward.hpp:39, > from /usr/include/ql/quantlib.hpp:197, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/TermStructures/ratehelpers.hpp: In method >`QuantLib::TermStructures::DepositRateHelper::DepositRateHelper(const >QuantLib::Handle<QuantLib::Currency> &, int, QuantLib::TimeUnit, double)': >/usr/include/ql/TermStructures/ratehelpers.hpp:91: warning: member >initializers for `Rate QuantLib::TermStructures::DepositRateHelper::rate_' >/usr/include/ql/TermStructures/ratehelpers.hpp:92: warning: and `class >QuantLib::Handle<QuantLib::Currency> >QuantLib::TermStructures::DepositRateHelper::currency_' >/usr/include/ql/TermStructures/ratehelpers.hpp:81: warning: will be >re-ordered to match declaration order >QuantLib/quantlib_wrap.cpp: At top level: >QuantLib/quantlib_wrap.cpp:681: `Period' not declared >QuantLib/quantlib_wrap.cpp:689: `RollingConvention' not declared >QuantLib/quantlib_wrap.cpp:690: `Preceding' not declared >QuantLib/quantlib_wrap.cpp:691: `ModifiedPreceding' not declared >QuantLib/quantlib_wrap.cpp:692: `Following' not declared >QuantLib/quantlib_wrap.cpp:693: `ModifiedFollowing' not declared >QuantLib/quantlib_wrap.cpp:716: `Integer' not declared >QuantLib/quantlib_wrap.cpp:717: `Real' not declared >QuantLib/quantlib_wrap.cpp:718: `Size' not declared >QuantLib/quantlib_wrap.cpp:728: `ActualActualEuro' not declared >QuantLib/quantlib_wrap.cpp:729: `ActualActualHistorical' not declared >QuantLib/quantlib_wrap.cpp: In function `class DayCounterHandle >NewActualActualEuro()': >QuantLib/quantlib_wrap.cpp:739: parse error before `)' >QuantLib/quantlib_wrap.cpp:739: warning: control reaches end of non-void >function `NewActualActualEuro()' >QuantLib/quantlib_wrap.cpp: In function `class DayCounterHandle >NewActualActualHistorical()': >QuantLib/quantlib_wrap.cpp:741: parse error before `)' >QuantLib/quantlib_wrap.cpp:741: warning: control reaches end of non-void >function `NewActualActualHistorical()' >QuantLib/quantlib_wrap.cpp: At top level: >QuantLib/quantlib_wrap.cpp:754: `EUR' not declared >QuantLib/quantlib_wrap.cpp:755: `USD' not declared >QuantLib/quantlib_wrap.cpp:756: `GBP' not declared >QuantLib/quantlib_wrap.cpp:757: `DEM' not declared >QuantLib/quantlib_wrap.cpp:758: `ITL' not declared >QuantLib/quantlib_wrap.cpp:759: `CHF' not declared >QuantLib/quantlib_wrap.cpp:760: `AUD' not declared >QuantLib/quantlib_wrap.cpp:761: `CAD' not declared >QuantLib/quantlib_wrap.cpp:762: `DKK' not declared >QuantLib/quantlib_wrap.cpp:763: `JPY' not declared >QuantLib/quantlib_wrap.cpp:764: `PLZ' not declared >QuantLib/quantlib_wrap.cpp:765: `SEK' not declared >QuantLib/quantlib_wrap.cpp:766: `CZK' not declared >QuantLib/quantlib_wrap.cpp:767: `EEK' not declared >QuantLib/quantlib_wrap.cpp:768: `ISK' not declared >QuantLib/quantlib_wrap.cpp:769: `NOK' not declared >QuantLib/quantlib_wrap.cpp:770: `SKK' not declared >QuantLib/quantlib_wrap.cpp:771: `HKD' not declared >QuantLib/quantlib_wrap.cpp:772: `NZD' not declared >QuantLib/quantlib_wrap.cpp:773: `SGD' not declared >QuantLib/quantlib_wrap.cpp:774: `GRD' not declared >QuantLib/quantlib_wrap.cpp:775: `HUF' not declared >QuantLib/quantlib_wrap.cpp:776: `LVL' not declared >QuantLib/quantlib_wrap.cpp:777: `ROL' not declared >QuantLib/quantlib_wrap.cpp:778: `BGL' not declared >QuantLib/quantlib_wrap.cpp:779: `CYP' not declared >QuantLib/quantlib_wrap.cpp:780: `LTL' not declared >QuantLib/quantlib_wrap.cpp:781: `MTL' not declared >QuantLib/quantlib_wrap.cpp:782: `TRL' not declared >QuantLib/quantlib_wrap.cpp:783: `ZAR' not declared >QuantLib/quantlib_wrap.cpp:784: `SIT' not declared >QuantLib/quantlib_wrap.cpp:785: `KRW' not declared >QuantLib/quantlib_wrap.cpp:787: `CurrencyFormatter' not declared >QuantLib/quantlib_wrap.cpp:818: `RelinkableHandle' not declared >QuantLib/quantlib_wrap.cpp:820: syntax error before `;' >QuantLib/quantlib_wrap.cpp:847: syntax error before `;' >QuantLib/quantlib_wrap.cpp:849: syntax error before `;' >QuantLib/quantlib_wrap.cpp:857: `GBPLibor' not declared >QuantLib/quantlib_wrap.cpp:862: type specifier omitted for parameter >QuantLib/quantlib_wrap.cpp:862: parse error before `)' >QuantLib/quantlib_wrap.cpp: In function `class XiborHandle NewEuribor(...)': >QuantLib/quantlib_wrap.cpp:863: `n' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp:863: (Each undeclared identifier is reported >only once >QuantLib/quantlib_wrap.cpp:863: for each function it appears in.) >QuantLib/quantlib_wrap.cpp:863: `units' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp:863: `h' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp: At top level: >QuantLib/quantlib_wrap.cpp:865: type specifier omitted for parameter >QuantLib/quantlib_wrap.cpp:865: parse error before `)' >QuantLib/quantlib_wrap.cpp: In function `class XiborHandle NewGBPLibor(...)': >QuantLib/quantlib_wrap.cpp:866: parse error before `(' >QuantLib/quantlib_wrap.cpp:866: warning: control reaches end of non-void >function `NewGBPLibor(...)' >QuantLib/quantlib_wrap.cpp: At top level: >QuantLib/quantlib_wrap.cpp:868: type specifier omitted for parameter >QuantLib/quantlib_wrap.cpp:868: parse error before `)' >QuantLib/quantlib_wrap.cpp:872: `CashFlow' not declared >QuantLib/quantlib_wrap.cpp:873: parse error before `::' >QuantLib/quantlib_wrap.cpp:874: parse error before `::' >QuantLib/quantlib_wrap.cpp:875: parse error before `::' >QuantLib/quantlib_wrap.cpp:876: `CashFlow' was not declared in this scope >QuantLib/quantlib_wrap.cpp:876: template argument 1 is invalid >QuantLib/quantlib_wrap.cpp:876: ANSI C++ forbids declaration >`CashFlowHandle' with no type >QuantLib/quantlib_wrap.cpp:877: `CashFlow' was not declared in this scope >QuantLib/quantlib_wrap.cpp:877: template argument 1 is invalid >QuantLib/quantlib_wrap.cpp:877: ANSI C++ forbids declaration >`SimpleCashFlowHandle' with no type >QuantLib/quantlib_wrap.cpp:878: `CashFlow' was not declared in this scope >QuantLib/quantlib_wrap.cpp:878: template argument 1 is invalid >QuantLib/quantlib_wrap.cpp:878: ANSI C++ forbids declaration >`FixedRateCouponHandle' with no type >QuantLib/quantlib_wrap.cpp:879: `CashFlow' was not declared in this scope >QuantLib/quantlib_wrap.cpp:879: template argument 1 is invalid >QuantLib/quantlib_wrap.cpp:879: ANSI C++ forbids declaration >`FloatingRateCouponHandle' with no type >QuantLib/quantlib_wrap.cpp:882: parse error before `{' >QuantLib/quantlib_wrap.cpp:889: destructors must be member functions >QuantLib/quantlib_wrap.cpp: In function `void PyCashFlow()': >QuantLib/quantlib_wrap.cpp:891: `pyCashFlow_' undeclared (first use this >function) >QuantLib/quantlib_wrap.cpp: At top level: >QuantLib/quantlib_wrap.cpp:893: non-member function `amount()' cannot have >`const' method qualifier >QuantLib/quantlib_wrap.cpp:902: non-member function `date()' cannot have >`const' method qualifier >QuantLib/quantlib_wrap.cpp:918: parse error before `private' >QuantLib/quantlib_wrap.cpp:924: parse error before `::' >QuantLib/quantlib_wrap.cpp:925: syntax error before `;' >QuantLib/quantlib_wrap.cpp:926: parse error before `::' >QuantLib/quantlib_wrap.cpp:927: syntax error before `;' >QuantLib/quantlib_wrap.cpp:933: `MarketElement' not declared >QuantLib/quantlib_wrap.cpp:936: `MarketElement' was not declared in this scope >QuantLib/quantlib_wrap.cpp:936: template argument 1 is invalid >QuantLib/quantlib_wrap.cpp:936: ANSI C++ forbids declaration >`MarketElementHandle' with no type >QuantLib/quantlib_wrap.cpp:937: `MarketElement' was not declared in this scope >QuantLib/quantlib_wrap.cpp:937: syntax error before `;' >QuantLib/quantlib_wrap.cpp:940: parse error before `{' >QuantLib/quantlib_wrap.cpp:948: destructors must be member functions >QuantLib/quantlib_wrap.cpp: In function `void PyMarketElement()': >QuantLib/quantlib_wrap.cpp:950: `pyMarketElement_' undeclared (first use >this function) >QuantLib/quantlib_wrap.cpp: At top level: >QuantLib/quantlib_wrap.cpp:952: non-member function `value()' cannot have >`const' method qualifier >QuantLib/quantlib_wrap.cpp:961: parse error before `private' >QuantLib/quantlib_wrap.cpp:965: `SimpleMarketElement' not declared >QuantLib/quantlib_wrap.cpp:966: `MarketElement' was not declared in this scope >QuantLib/quantlib_wrap.cpp:966: template argument 1 is invalid >QuantLib/quantlib_wrap.cpp:966: ANSI C++ forbids declaration >`SimpleMarketElementHandle' with no type >QuantLib/quantlib_wrap.cpp:1013: `GaussianMultiPathGenerator' not declared >QuantLib/quantlib_wrap.cpp:1036: `GaussianPathGenerator' not declared >QuantLib/quantlib_wrap.cpp:1041: `FraRateHelper' not declared >QuantLib/quantlib_wrap.cpp:1042: `SwapRateHelper' not declared >QuantLib/quantlib_wrap.cpp:1056: `EuropeanOption' not declared >QuantLib/quantlib_wrap.cpp:1068: `KnuthRandomGenerator' not declared >QuantLib/quantlib_wrap.cpp:1073: `Scheduler' not declared >QuantLib/quantlib_wrap.cpp:1110: `SegmentIntegral' not declared >QuantLib/quantlib_wrap.cpp:1116: `Swap' not declared >QuantLib/quantlib_wrap.cpp:1117: `SimpleSwap' not declared >QuantLib/quantlib_wrap.cpp: In function `int >_wrap_XiborManager_set(PyObject *)': >QuantLib/quantlib_wrap.cpp:1618: `XiborManagerClass' undeclared (first use >this function) >QuantLib/quantlib_wrap.cpp:1618: `temp' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp:1621: `XiborManager' undeclared (first use this >function) >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_XiborManager_get(...)': >QuantLib/quantlib_wrap.cpp:1627: warning: `struct PyObject * pyobj' might >be used uninitialized in this function >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_Euribor(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:1638: `TermStructureRelinkableHandle' >undeclared (first use this function) >QuantLib/quantlib_wrap.cpp:1638: `arg2' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_BoundaryCondition_type(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:2482: warning: `struct PyObject * resultobj' >might be used uninitialized in this function >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_new_Period(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:4018: `Period' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp:4018: `result' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp:4045: parse error before `)' >QuantLib/quantlib_wrap.cpp:4010: warning: `struct PyObject * resultobj' >might be used uninitialized in this function >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_Period_length(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:4067: `arg0' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp: At top level: >QuantLib/quantlib_wrap.cpp:4140: `self' was not declared in this scope >QuantLib/quantlib_wrap.cpp:4140: syntax error before `{' >QuantLib/quantlib_wrap.cpp:4156: parse error before `}' >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_Date_weekday(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:4325: warning: `struct PyObject * resultobj' >might be used uninitialized in this function >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_Date_month(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:4475: warning: `struct PyObject * resultobj' >might be used uninitialized in this function >QuantLib/quantlib_wrap.cpp: At top level: >QuantLib/quantlib_wrap.cpp:6431: type specifier omitted for parameter >QuantLib/quantlib_wrap.cpp:6431: parse error before `)' >QuantLib/quantlib_wrap.cpp: In function `class QuantLib::Date >CalendarHandle_roll(...)': >QuantLib/quantlib_wrap.cpp:6433: `self' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp:6433: `d' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp:6433: `convention' undeclared (first use this >function) >QuantLib/quantlib_wrap.cpp:6435: warning: control reaches end of non-void >function `CalendarHandle_roll(...)' >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_Calendar_roll(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:6442: `RollingConvention' undeclared (first use >this function) >QuantLib/quantlib_wrap.cpp:6446: parse error before `;' >QuantLib/quantlib_wrap.cpp:6473: `temp0' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp:6473: `Following' undeclared (first use this >function) >QuantLib/quantlib_wrap.cpp:6475: `ModifiedFollowing' undeclared (first use >this function) >QuantLib/quantlib_wrap.cpp:6477: `Preceding' undeclared (first use this >function) >QuantLib/quantlib_wrap.cpp:6479: `ModifiedPreceding' undeclared (first use >this function) >QuantLib/quantlib_wrap.cpp: At top level: >QuantLib/quantlib_wrap.cpp:6512: type specifier omitted for parameter >QuantLib/quantlib_wrap.cpp:6512: parse error before `)' >QuantLib/quantlib_wrap.cpp: In function `class QuantLib::Date >CalendarHandle_advance(...)': >QuantLib/quantlib_wrap.cpp:6514: `unit' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp:6516: warning: control reaches end of non-void >function `CalendarHandle_advance(...)' >QuantLib/quantlib_wrap.cpp: In function `struct PyObject * >_wrap_Calendar_advance(PyObject *, PyObject *, PyObject *)': >QuantLib/quantlib_wrap.cpp:6525: `arg4' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp:6531: `RollingConvention' undeclared (first use >this function) >QuantLib/quantlib_wrap.cpp:6531: parse error before `;' >QuantLib/quantlib_wrap.cpp:6580: `temp1' undeclared (first use this function) >QuantLib/quantlib_wrap.cpp: In function `class DayCounterHandle * >new_DayCounterHandle(const String &)': >QuantLib/quantlib_wrap.cpp:6801: parse error before `)' >QuantLib/quantlib_wrap.cpp:6820: confused by earlier errors, bailing out >running build >running build_py >creating build >creating build/lib.linux-mips-2.1 >creating build/lib.linux-mips-2.1/QuantLib >copying QuantLib/__init__.py -> build/lib.linux-mips-2.1/QuantLib >copying QuantLib/QuantLib.py -> build/lib.linux-mips-2.1/QuantLib >copying QuantLib/defaults.py -> build/lib.linux-mips-2.1/QuantLib >running build_ext >my_init_posix: changing gcc to g++ >building 'QuantLib.QuantLibc' extension >creating build/temp.linux-mips-2.1 >g++ -g -O2 -Wall -Wstrict-prototypes -fPIC -I/usr/local/include >-I/usr/include/python2.1 -c QuantLib/quantlib_wrap.cpp -o >build/temp.linux-mips-2.1/quantlib_wrap.o >error: command 'g++' failed with exit status 1 >make: *** [build-stamp] Error 1 >****************************************************************************** >Build finished at 20011115-1333 >FAILED [dpkg-buildpackage died] >Purging chroot-unstable/build/buildd/quantlib-python-0.2.0 >------------------------------------------------------------------------------ > /usr/bin/sudo dpkg --root=/home3/buildd/build/chroot-unstable --purge > html2text python2.1-dev swig1.3 libquantlib0 python2.1 libquantlib0-dev > debconf-utils debhelper zlib1g file >(Reading database ... 10514 files and directories currently installed.) >Removing python2.1-dev ... >Removing swig1.3 ... >Removing python2.1 ... >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/distutils/command' not empty so not removed. >dpkg - warning: while removing python2.1, directory >`/usr/lib/python2.1/distutils' not empty so not removed. >dpkg - warning: while removing python2.1, directory `/usr/lib/python2.1' >not empty so not removed. >Purging configuration files for python2.1 ... >Removing libquantlib0-dev ... >Removing debhelper ... >Removing file ... >Purging configuration files for file ... >Removing html2text ... >Purging configuration files for html2text ... >Removing libquantlib0 ... >Purging configuration files for libquantlib0 ... >Removing debconf-utils ... >Removing zlib1g ... >****************************************************************************** >Finished at 20011115-1333 >Build needed 00:05:38, 1752k disk space > > >=== mipsel > >Python 2.1 bug? > >Automatic build of quantlib-python_0.2.0-3 on remake.rfc822.org by >sbuild/mipsel 1.159 >Build started at 20011115-0755 >****************************************************************************** >Checking available source versions... >Fetching source files... >Reading Package Lists... >Building Dependency Tree... >Need to get 122kB of source archives. >Get:1 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(dsc) [687B] >Get:2 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(tar) [118kB] >Get:3 http://incoming.debian.org unstable/main quantlib-python 0.2.0-3 >(diff) [3323B] >Fetched 122kB in 1s (91.6kB/s) >Download complete and in download only mode >** Using build dependencies supplied by package: >Build-Depends: debhelper (>= 3.0.0), swig1.3, python2.1-dev, libquantlib0-dev >Checking for already installed source dependencies... >debhelper: missing >swig1.3: missing >python2.1-dev: missing >libquantlib0-dev: missing >Checking for source dependency conflicts... > /usr/bin/sudo /usr/bin/apt-get $CHROOT_OPTIONS -q -y install debhelper > swig1.3 python2.1-dev libquantlib0-dev >Reading Package Lists... >Building Dependency Tree... >The following extra packages will be installed: > debconf-utils file html2text libquantlib0 python2.1 zlib1g >The following NEW packages will be installed: > debconf-utils debhelper file html2text libquantlib0 libquantlib0-dev > python2.1 python2.1-dev swig1.3 zlib1g >0 packages upgraded, 10 newly installed, 0 to remove and 0 not upgraded. >Need to get 5265kB/7863kB of archives. After unpacking 32.9MB will be used. >Get:1 http://source.rfc822.org unstable/main libquantlib0 0.1.9-2 [203kB] >Get:2 http://source.rfc822.org unstable/main libquantlib0-dev 0.1.9-2 [4813kB] >Get:3 http://source.rfc822.org unstable/main swig1.3 1.3a5-2 [249kB] >Fetched 5265kB in 2s (2504kB/s) >Selecting previously deselected package zlib1g. >(Reading database ... 9676 files and directories currently installed.) >Unpacking zlib1g (from .../zlib1g_1%3a1.1.3-17_mipsel.deb) ... >Selecting previously deselected package file. >Unpacking file (from .../file_3.37-3_mipsel.deb) ... >Selecting previously deselected package debconf-utils. >Unpacking debconf-utils (from .../debconf-utils_1.0.18_all.deb) ... >Selecting previously deselected package html2text. >Unpacking html2text (from .../html2text_1.2.4-9_mipsel.deb) ... >Selecting previously deselected package debhelper. >Unpacking debhelper (from .../debhelper_3.0.48_all.deb) ... >Selecting previously deselected package libquantlib0. >Unpacking libquantlib0 (from .../libquantlib0_0.1.9-2_mipsel.deb) ... >Selecting previously deselected package libquantlib0-dev. >Unpacking libquantlib0-dev (from .../libquantlib0-dev_0.1.9-2_mipsel.deb) ... >Selecting previously deselected package python2.1. >Unpacking python2.1 (from .../python2.1_2.1.1-4_mipsel.deb) ... >Selecting previously deselected package python2.1-dev. >Unpacking python2.1-dev (from .../python2.1-dev_2.1.1-4_mipsel.deb) ... >Selecting previously deselected package swig1.3. >Unpacking swig1.3 (from .../swig1.3_1.3a5-2_mipsel.deb) ... >Setting up zlib1g (1.1.3-17) ... > >Setting up file (3.37-3) ... > >Setting up debconf-utils (1.0.18) ... > >Setting up html2text (1.2.4-9) ... > >Setting up debhelper (3.0.48) ... > >Setting up libquantlib0 (0.1.9-2) ... > >Setting up libquantlib0-dev (0.1.9-2) ... > >Setting up python2.1 (2.1.1-4) ... > >Setting up python2.1-dev (2.1.1-4) ... > >Setting up swig1.3 (1.3a5-2) ... > >Checking correctness of source dependencies... >------------------------------------------------------------------------------ >dpkg-source: extracting quantlib-python in quantlib-python-0.2.0 >dpkg-buildpackage: source package is quantlib-python >dpkg-buildpackage: source version is 0.2.0-3 >dpkg-buildpackage: host architecture is mipsel > /usr/bin/sudo debian/rules clean >dh_testdir >dh_testroot >rm -f build-stamp test-stamp install-stamp >#-test -f Makefile && /usr/bin/make realclean >python2.1 setup.py clean --all >warning: clean: 'build/temp.linux-mips-2.1' does not exist -- can't clean it >warning: clean: 'build/lib.linux-mips-2.1' does not exist -- can't clean it >warning: clean: 'build/bdist.linux-mips' does not exist -- can't clean it >warning: clean: 'build/scripts' does not exist -- can't clean it >running clean >rm -f QuantLib/test/*.pyc >dh_clean > debian/rules build >dh_testdir >(cd QuantLib; swig1.3 -python -c++ -shadow -keyword -opt \ > -I/usr/share/swig1.3 \ > -I/usr/share/swig1.3/python \ > -I./SWIG \ > -o quantlib_wrap.cpp \ > SWIG/QuantLib.i; \ > cd ..) >python2.1 setup.py build >In file included from /usr/include/ql/quantlib.hpp:39, > from QuantLib/quantlib_wrap.cpp:603: >/usr/include/ql/calendar.hpp: In method `bool >QuantLib::Calendars::NullCalendar::isBusinessDay(const QuantLib::Date &) >const': >/usr/include/ql/calendar.hpp:105: warn... [truncated message content] |
|
From: Dirk E. <ed...@de...> - 2001-12-06 15:43:42
|
On Thu, Dec 06, 2001 at 04:21:03PM +0100, Ferdinando Ametrano wrote: > 2) The first real issue we have is the QuantLib-Python platform-dependant > problem reported by Dirk. ASAP he or I will provide a summary of the > problem, so that we can try to solve it. I emailed a longish summary around last Thursday. If you have easy access to it, would you mind reposting it? Some follow-up: a) alpha has a genuine segfault on binary_option; as I am not familiar with the code I am not that productive in debugging this and I'd appreciate a "volunteer" step forward. I can probably / hopefully organise a login account on the platform. b) m68k simply timed out; these are not powerful machines and the build daemon stops if there is no stdout for a given time -- I have asked to increase that timeout and am still waiting on that I haven't looked at the other architectures. Cheers, Dirk -- Good judgment comes from experience; experience comes from bad judgment. -- F. Brooks |
|
From: Ferdinando A. <fer...@am...> - 2001-12-06 15:25:53
|
Hi all welcome to quantlib-dev. I hope this list will improve the cooperation between us. I like to consider it as a place where I do not mind letting everybody know that I'm not comfortable with some template machinery or the volatility skew problem. It's assumed that if you're a QuantLib developer you're also subscribed to quantlib-users, especially since quantlib-users is a low volume mailing list. I would expect that important commits wouldn't go without a comment here. Two notes: 1) the snapshot of the CVS I published on http://quantlib.org/snapshot.html it's available on the CVS branch with the "R000300a2-branch" tag The convention for the names of the CVS branches is Rxxyyzzln where: R stand for Release xx is the major number yy is the minor number zz is the minor-minor number l can be a,b,f for alpha, beta, final respectively n is an ordinal number e.g. we're working towards the 0.3.0 release, there is a 0.3.0a2 branch, while the trunk is 0.3.0a3 There should be no reason to work on 0.3.0a2, everybody is suggested to work on the trunk unless some giant re-factoring is planned. 2) The first real issue we have is the QuantLib-Python platform-dependant problem reported by Dirk. ASAP he or I will provide a summary of the problem, so that we can try to solve it. ciao -- Nando |
|
From: Enrico S. <enr...@ri...> - 2000-12-29 22:37:45
|
-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1
Hi,
thanks a lot for your work. I'm working to "autoconfiscate" the whole
beast in these days, and the job is nearly finished. Actually, i have
a bunch of working Makefile.am and a configure.in who generates
(using libtool) the static and shared libraries and the python stuff.
There are some things to do/decide:
1) do the quantlib users prefer to have a single configure.in who
generates all the stuff, python included?
2) The configure.in works and generates the right makefiles for
a gnu/linux with gcc 2.95.2 and a recent libstdc++, but we need
more serious checks nonstandard for c++ stuff (missing headers,
things not in namespace std etc etc)
3) In my opinion, we should consider to use autotools to generate the
*source* of the python<->c++ wrapper only, and to use distutils
to create the python binary package (i've tried it on QL and it
seems
to work quite well). This seems to have the drawback
that we should come out with two packages: a
pyQuantLib<foo>.[src|bin].tgz
and a QuantLib<foo>.[src|bin].tgz. The "src" of pyQuantLib should
contain the source of the wrapper and should require that you have
QuantLib headers and shared library installed, while the bin
package
is a final user ready-to-install package who requires the shared
library
of quantlib only.
In the meantime, i think we should provide a QuantLib-dev package
(for those who would like to use the library for their
applications
in c++) containing a compiled shared and static quantlib and the
quantlib headers.
4) does any1 have some experience about libtool's version numbering?
We
should agree on am policy for that too.
5) any volunteer to build .rpm? and .deb? In my opinion these could
be
important for the linux world.
I didn't commit the autoconfiscated stuff yet becouse there aren't
checks in the configure.in, but let me know if you would like to try
it
(anyway, i think i should finish it for next week)
Ah, by the way, happy new year! :-)
enri
- -----Original Message-----
From: qua...@li...
[mailto:qua...@li...]On Behalf Of Bernd
Johannes Wuebben
Sent: Monday, December 18, 2000 7:51 PM
To: qua...@li...
Subject: [Quantlib-dev] Full first Linux Port
Attached please find a first full linux port. The tar.gz is really
small so I
don't think I will blow anyone's mailbox by attaching it. it works
including pythong stuff.
- -- Bernd
- ---------- Forwarded Message ----------
Subject: Linux Port
Date: Mon, 18 Dec 2000 05:00:15 -0500
From: Bernd Johannes Wuebben <wu...@be...>
To: qua...@li...
Hi,
I sent nando an initial embryonicGNU/Linux port. Generates makefiles
dynamically, almost everything compiles. More when I have another
five
minutes.
Initial impressions:
I am unhappy about the heavy use of templates and the stl. Its going
to
bite you on many platforms (guys there is a whole world out there
apart from
Macs and Windows machines...) and the bloat is going to be
considerable.
Is the license compatible with the GPL? Has someone verified with
Richard?
We need to talk seriously about the architecture sometime
soon.
Other than that I think you guys have contributed a very nice start
code
base. Thank you!
Got to run ...
- -- Bernd
- -------------------------------------------------------
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Version: PGPfreeware 6.5.8 for non-commercial use <http://www.pgp.com>
iQA/AwUBOkyJG5jf7IY3f+B/EQJEJwCfTzjl4Wkg7CBMfK2dLT/p7kc6dzcAnR0j
gpXUw0AnobCsru0ACudlEEAQ
=ecSZ
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|
|
From: Gilbert P. <gi...@ci...> - 2000-12-19 10:17:00
|
Hi everybody, Programming styles are probably one of the more contentious issues, and different people are used to different things. But I think Bernd is right to bring up the issue of programming style. There are probably a zillion ways of doing things, but what I would like to propose is that we should agree on a set of C++ programming style rules. This, I think, will avoid problems at a stage, when many more people are starting to add code. There is a very concise set of rules (actually 92 of them) at http://www.geosoft.no/style.html#General%20Recomendations, which we could take as a base for discussion. I would propose that we should go through the list and discard those rules we don't like or add other rules, and thus keep those we think guarantee a minimum degree of consistency in the code. What are your thoughts on this? Gilbert > -----Mensaje original----- > De: qua...@li... > [mailto:qua...@li...]En nombre de Bernd > Johannes Wuebben > Enviado el: 19 December 2000 04:13 > Para: qua...@li... > Asunto: [Quantlib-users] Some Whitespace please? > > > > Hi, > I realize different people follow different code styles, > and I am the very > last person to be fuzz about this, but could we at least have some white > space inbetween logical blocks of code? > > Attached please find an example for what is currently been done: > > bsmamericanoption.cpp > > and what I would like to see: > > bsmamericanoptionoSpace.cpp > > Comments welcome. > Bernd > > > |
|
From: Bernd J. W. <wu...@be...> - 2000-12-18 20:30:21
|
On Monday 18 December 2000 14:52, you wrote: > I have a pragmatic approach, it's matter of evaluating what will help more: > GPL code or support from GPL-adverse financial software/consulting Whether your approach is pragmatic can not be decided at this point as we have not seen any support from GPL-adverse financial software/consulting firms. Furthermore, frankly I don't expect anything, probably ever. My KDE eperiences have been versy sobering. Companies will ONLY take and _never_ give as far a code is concerned. As to the GPL code question. I really don't care anymore. I am tired of anything that involved licensing questions. Very tired. The license we have currently is fine with me and if we can't use R or orctave stuff, then so be it. ps what's that history.h file? Did you even try to compile that using g++ 2.95-3? Don't know whether I can quickly fix that one ... Bernd > companies. > > ciao -- Nando |
|
From: Bernd J. W. <wu...@be...> - 2000-12-18 19:01:18
|
On Monday 18 December 2000 13:18, you wrote: > >Initial impressions: > > > > I am unhappy about the heavy use of templates and the stl. Its > > going to > >bite you on many platforms (guys there is a whole world out there apart > > from Macs and Windows machines...) and the bloat is going to be > > considerable. > > Luigi will reply to this one. In the meantime can you elaborate on which > platform you think we will have problems? > QuantLib compiles on Win32, Mac and (hopefully soon) on Linux. > Sun Solaris is the only other platform used in financial world I can think I think that completely and utterly depends on the firm. We have everything from Sun, IBM, HP boxes. Not everywhere do you have the GNU developer tools But hey, I personally don't really care about anything but windows and Linux. > Of course my approach has some drawback. > We cannot use GPLed libraries to preserve the QuantLib licence, since GPL > would contaminate QuantLib. We can use LGPL libraries. Well, lets see whether we can survive without great code such as the stats libs of R etc. Bernd |
|
From: Bernd J. W. <wu...@be...> - 2000-12-18 18:50:01
|
Attached please find a first full linux port. The tar.gz is really small so I
don't think I will blow anyone's mailbox by attaching it. it works
including pythong stuff.
-- Bernd
---------- Forwarded Message ----------
Subject: Linux Port
Date: Mon, 18 Dec 2000 05:00:15 -0500
From: Bernd Johannes Wuebben <wu...@be...>
To: qua...@li...
Hi,
I sent nando an initial embryonicGNU/Linux port. Generates makefiles
dynamically, almost everything compiles. More when I have another five
minutes.
Initial impressions:
I am unhappy about the heavy use of templates and the stl. Its going to
bite you on many platforms (guys there is a whole world out there apart from
Macs and Windows machines...) and the bloat is going to be considerable.
Is the license compatible with the GPL? Has someone verified with Richard?
We need to talk seriously about the architecture sometime soon.
Other than that I think you guys have contributed a very nice start code
base. Thank you!
Got to run ...
-- Bernd
-------------------------------------------------------
|
|
From: Bernd J. W. <wu...@be...> - 2000-12-18 09:59:05
|
Hi,
I sent nando an initial embryonicGNU/Linux port. Generates makefiles
dynamically, almost everything compiles. More when I have another five
minutes.
Initial impressions:
I am unhappy about the heavy use of templates and the stl. Its going to
bite you on many platforms (guys there is a whole world out there apart from
Macs and Windows machines...) and the bloat is going to be considerable.
Is the license compatible with the GPL? Has someone verified with Richard?
We need to talk seriously about the architecture sometime soon.
Other than that I think you guys have contributed a very nice start code
base. Thank you!
Got to run ...
-- Bernd
|
|
From: Luigi B. <lui...@ri...> - 2000-12-15 17:56:12
|
At 04:00 PM 12/15/00 +0100, Peter Schmitteckert wrote:
>this morniung I adapted your QuantLib 0.0.1 Source
>to compile on my Linux 2.2.17 using
>gcc 2.95.2.
>The only problem I've encountered ist in "cranknicolson.h":
>
> template <int constant>
> class CrankNicolsonTimeSetter {};
>
>Here you specify a templated class without using the
>template parameter. In my opinion I can't blame g++
>for not compiling this, since according to my
>Stroustrup v3, this is not valid C++.
Peter,
I'm the guilty party for that declaration - and unfortunately I
don't have my Stroustroup here. I'll try and check whether that is legal
code - but if it can be made legal for all compilers by writing it as
template <int constant>
class CrankNicolsonTimeSetter {
enum { isTimeDependent = constant };
};
just go ahead and do it with my blessing :)
Other issues: first of all, thanks again for the porting (by the way, did
that include the Python module as well?)
On <limits> and <sstream>: they were the main problems also in our
own attemps (kind of weak ones, actually) to get it to compile with g++.
What I had in mind but didn't have the time to implement was that the use
of sstream should be confined to dataformatters.h/cpp - and there we could
use the good old sprintf instead. Is that what you have done? For what
concerns limits, I had barely started to think about it. But now I guess
I'll just look at your code :)
Bye for now,
Luigi
|
|
From: Ferdinando A. <fer...@am...> - 2000-12-15 16:08:06
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Peter, >this morniung I adapted your QuantLib 0.0.1 Source >to compile on my Linux 2.2.17 using >gcc 2.95.2. thank you very much. This was the short term main goal. It isn't open source without a Linux/gcc port. Unfortunately my team and I are from Windows/Mac world. We're moving to Linux. > I had to tweak a few places only, >not because of limititations of g++, but because of >some inconsistencies of the C++ standard library >(limits & sstream) these were our problems >Could you please check wether I'm right or not? Luigi will be back to you on this. >Anyway, what should I do with my changes? You can use SourceForge patch manager to contribute your change (http://sourceforge.net/patch/?group_id=12740) If you want to join the developer team I will gladly add you. In this case you will have direct CVS write access. To add you to the developer team I need your SourceForge user name. If you don't have a SourceForge account yet go to http://sourceforge.net/account/register.php The QuantLib developer FAQ http://quantlib.sourceforge.net/FAQ.html may be used as guidelines. ciao -- Nando |
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From: Peter S. <pe...@sc...> - 2000-12-15 15:06:33
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Dear Developers,
this morniung I adapted your QuantLib 0.0.1 Source
to compile on my Linux 2.2.17 using
gcc 2.95.2. I had to tweak a few places only,
not because of limititations of g++, but because of
some inconsistencies of the C++ standard library
(limits & sstream)
The only problem I've encountered ist in "cranknicolson.h":
template <int constant>
class CrankNicolsonTimeSetter {};
Here you specify a templated class without using the
template parameter. In my opinion I can't blame g++
for not compiling this, since according to my
Stroustrup v3, this is not valid C++.
Could you please check wether I'm right or not?
Anyway, what should I do with my changes?
Best wishes
Peter Schmitteckert
________________________________________
Dr. Peter Schmitteckert / IT-Consulting
s-mail: Fridolinstr. 19, 68753 Waghäusel
Web: http://www.schmitteckert.com
e-mail: su...@sc...
Tel.: 07254/951896
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From: Marco M. <Mar...@ri...> - 2000-12-15 12:38:52
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Howdy, Pards, in the on-going effort to have--as soon as possible--a Montecarlo engine, I have just submitted a simple random number generator (RNG), namely QuantLib::Math::RandomGenerator, which is going to be followed by others. Actually, everyone is welcome to give his, more-or-less sophisticated, RNG with the same interface as the one given. Furthermore, two template classes, QuantLib::Math::BoxMuller and QuantLib::Math::CLGaussian, are added to transform a uniform deviate into a Gaussian. As the policy goes, a python interface and a simple test program (written, of course, in python), have been provided. best of my regards, MarMar |
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From: Gilbert P. <gi...@ci...> - 2000-12-15 12:23:38
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Hi Fernando, I have read all the information on your web site and it looks really very interesting. I also accessed the sourceForge site for QuantLib and looked at all the available info. Furthermore I signed up with the dev and the user mailing list. I have quite a few suggestions and also some questions, but I need to look a bit more in detail at the source code and include files to understand the logic you employed. Some very preliminary suggestions are - Include IMSL and NAG analytics interfaces. This will give the user the possibility to access the most robust mathematical routines written under the sun. - Estmiation and calibration methods such as maximum likelihood or filtering - XMLing the structures is a great idea - A schedule class is very important, but I saw that you are already working on that - I would suggest to add an ExchangeInstrument class, containing all the exchange traded instruments for all instruments (futures, options, ...) traded on an exchange - Add a <Quote> class that can be observed by objects such as yield curves (for automatic live updates) - A class <StructuredNote> would be great, but I have a feeling that this is highly non-trivial - Some other classes to think about and add are <Trade>, <Portfolio>, <Flow>, <Index>, <Lattice> (sorry if I should have put something here that has already been implemented) - A function parser would be excellent to have. That way, you can let users input for instance more complicated cash flow patterns (for instance in leveraged floaters, but in many other situations more) - An interface to MatLab is certainly a good idea, but can you distribute applications written in QuantLib and using MatLab for graphical output to users that don't have MatLab installed? If yes great, if no, we should look for graphic freeware. These are my some, as of yet unorganised thoughts to the topic. I will have a look at the code over the weekend. Best regards, Gilbert |
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From: Ferdinando A. <fer...@am...> - 2000-12-13 13:55:28
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Hi everybody, welcome to all the new subscribers. I would like to receive feedback about the goals selected for QuantLib 1.0 I want to strip the goals down to an acceptable minimum in order to have as soon as possible a release that can be used by end-user. Let's start with few selected issues. 1 Platforms to be supported (OS + compiler) We already support Windows32 + Borland 5.5 and MacOS + CodeWarrior. Bernd is working on GNU/Linux + gcc (anyone willing to help?) Windows 32 + Visual Studio is supported, but the resulting lib doesn't work correctly: the american_with_dividends.py test fails. Any help on this area is welcome since Visual Studio is almost a de facto standard in Win32 2 Executable implementations This is very important since to have many executable implementation will enlarge the user base. 2.1 porting to the Microsoft application world (VB and Excel): to do (as COM or Excel add-in) 2.2 Matlab extension: to do 2.3 Python module: done 3 Generic Tools 3.1 date/time module: half done. Luigi is working to a date schedule class. This should go hand in hand with a payment schedule class 3.2 one-dimensional solver: done 3.3 one-dimensional optimizer: to do. This may use the interface of the one-dimensional solver 3.4 multi-dimensional solver and optimizer: to do 3.5 PDE module: done 3.6 statistical module: done 3.7 Montecarlo module: Marco is working on that 4 Financial Tools It is very important to receive as soon as possible feedback on the Instrument interface (Include/instrument.h), since that is the base class. We designed a tentative Stock financial instrument (Include\Instruments\stock.h). We will propose shortly deposit, FRA, futures, swaps financial instrument interface Any takers? Comments? ciao -- Nando |
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From: Ferdinando A. <fer...@am...> - 2000-12-13 12:33:26
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Hi Sakti >I am looking for some Info on Interest derivative Modelling. Please furnish >with any info, if possible QuantLib-dev is for development of the QuantLib library. A better place for your question would be QuantLib-users (http://lists.sourceforge.net/mailman/listinfo/quantlib-users) or any of the available Internet forum/list (see http://www.ametrano.net/quant/quant.html) I can suggest a few books: Hull, White, Hull-White On Derivatives (p20) Jarrow, Modelling Fixed Income Securities and Interest Rate Options Rebonato, Interest-Rate Option Models (Second Edition) Rebonato, Volatility Clewlow, Strickland, Implementing Derivatives Models ciao -- Nando |
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From: Sakti Swarup-OP <sak...@if...> - 2000-12-13 11:52:29
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Hi Collegaues, I am looking for some Info on Interest derivative Modelling. Please furnish with any info, if possible Yours Sincerely, Sakti |
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From: Ferdinando A. <fer...@am...> - 2000-12-13 11:20:39
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Marco posted on quantlib-users this morning. I am forwarding his message to quantlib-dev since I noticed that some people subscribed quantlib-dev but didn't subscribe quantlib-users. My suggestion is that everybody interested in QuantLib development should subscribe to quantlib-users too, since general discussion will be on quantlib-users. ciao -- Nando >X-From_: qua...@li... Wed Dec 13 02:59:05 2000 >Date: Wed, 13 Dec 2000 12:00:36 +0000 >To: qua...@li... >From: Marco Marchioro <Ma...@Ma...> >Subject: [Quantlib-users] Introducing the Montecarlo engine >Sender: qua...@li... >List-Id: QuantLib end-users discussion list ><quantlib-users.lists.sourceforge.net> > >Dear quantlib-user, > I'm glad to announce that soon QuantLib will have its own > Montecarlo engine. >I'm trying to develop something general, some kind of template class in >which the >user has only to implement the pricing functions. >I've been working on a preliminary version for a while and now it's almost >ready. >Soon, most likely next week, I will be able to release the first >one-dimensional version. >Before the end of the year I'd like to have something working in more >dimensions. >Let me know if you want to help or if you already have some software. > MarMar. |
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From: Ferdinando A. <fer...@am...> - 2000-12-12 12:00:04
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>I will make sure the stuff compiles on GNU/Linux. this would be great! >We need a curve builder :-) The yield curve base class is TermStructure (/Include/termstructure.h) This is an almost pure interface class, stating the methods every TermStructure has to implement (zeroYield, discount, forward, etc.) A curve builder has to produce an instance of a class derived from TermStructure. Three abstract adapter classes are derived from TermStructure: ZeroYieldStructure, DiscountStructure, and ForwardRateStructure. These classes might help, since by using them the curve builder only has to produce a zero yield curve OR a discount curve OR a forward curve. This means that toy term structures are already available right now. A curve builder with bootstrap on deposits is already there for a piecewise constant forward curve (Include\TermStructures\piecewiseconstantforwards.h and Sources\TermStructures\piecewiseconstantforwards.cpp). We have also provided a simple example of flat constant forward (QuantLib/Include/TermStructures/piecewiseconstantforwards.h in the current cvs) for didactic purposes (to replicate Hull numerical examples, etc.) Everyone can implement his favorite bootstrapping method and contribute it to QuantLib. I welcome any contribution. Luigi and I are working on adding bootstrapping on swap rates. The design is quite clear already (piecewise constant forward, maybe later piecewise linear forward), but we need to implement swaps first - which will take a little time, especially since the whole date/payment schedule must be designed. A strong point of the builder we're working on (and a strong point of QuantLib as a whole) will be the fact that it uses the actual QuantLib financial instruments (deposit, futures, FRA, swap) in the bootstrapping procedure. This should guarantee that the curve building will always reprice inputs exactly, whatever the evolution of QuantLib financial instruments will be. Our work shouldn't stop anybody from providing different curve builders, since the date/payment schedule is a crucial point that will take a while. You know, the devil is in (boring) details. > Then the fun can start! Yeah, and you can't imagine how excited I am! Bernd, I would ask you to post your messages/comments on the quantlib-dev and/or quantlib-users mailing lists. This will help to have a discussion going on, so that everybody may contribute. That's why I cc my reply to the lists thank you ciao -- Nando |
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From: Ferdinando A. <fer...@am...> - 2000-12-11 13:31:21
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The QuantLib project (http://quantlib.sourceforge.net/) is aimed to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard free/open-source library to quantitative analysts and developers for modelling, trading, and risk management in real-life. The core library is written in C++ and currently exported as a Python module. Modules are planned for other scripting languages, Excel, MatLab, etc. QuantLib plans to offer tools that are useful for both practical implementation, with features such as market conventions, solvers, PDEs, etc., and advanced modelling, e.g., exotic options and interest rate models. QuantLib is for academics and practitioners. The project is in alpha status, not ready for end-users yet but the time is right for major contributions to the design and the code base. Please consider joining one of the available mailing lists: quantlib-announce http://lists.sourceforge.net/mailman/listinfo/quantlib-announce quantlib-dev http://lists.sourceforge.net/mailman/listinfo/quantlib-dev quantlib-users http://lists.sourceforge.net/mailman/listinfo/quantlib-users quantlib-cvs http://lists.sourceforge.net/mailman/listinfo/quantlib-cvs More details at the web site http://quantlib.sourceforge.net/ Ferdinando Ametrano (fer...@am...) Luigi Ballabio (lui...@ri...) Marco Marchioro (mar...@ri...) |
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