Installation issues on Mac OS X 10.11.2

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Installation issues on Mac OS X 10.11.2

xvallee
Hi,

I'm desperately trying to install Quantlib 1.7 on my Mac OSX 10.11.2. I follow all the steps indicated on http://quantlib.org/install/macosx.shtml.

1) I've installed Xcode 7.2, Apple's Command Line Developer Tools and Macports

2) Installed boost with  sudo port install boost

3) Downloaded Quantlib 1.7 from source forge and extracted it in /Users/my_account

4) I run ./configure --enable-static --with-boost-include=/opt/local/include/ --with-boost-lib=/opt/local/lib/ --prefix=/opt/local/ CXXFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6" LDFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6"

5) I run make && sudo make install

It runs for about 1.5h and then I get the following error message:

mv -f .deps/FittedBondCurve.Tpo .deps/FittedBondCurve.Po
/bin/sh ../../libtool  --tag=CXX   --mode=link g++  -stdlib=libstdc++ -mmacosx-version-min=10.6  -stdlib=libstdc++ -mmacosx-version-min=10.6 -L/opt/local/lib -o FittedBondCurve FittedBondCurve.o ../../ql/libQuantLib.la  
libtool: link: g++ -stdlib=libstdc++ -mmacosx-version-min=10.6 -stdlib=libstdc++ -mmacosx-version-min=10.6 -o .libs/FittedBondCurve FittedBondCurve.o -Wl,-bind_at_load  -L/opt/local/lib ../../ql/.libs/libQuantLib.dylib
Making all in FRA
g++ -DHAVE_CONFIG_H -I. -I../../ql  -I../.. -I../.. -I/opt/local/include  -stdlib=libstdc++ -mmacosx-version-min=10.6 -MT FRA.o -MD -MP -MF .deps/FRA.Tpo -c -o FRA.o FRA.cpp
In file included from FRA.cpp:25:
In file included from ../../ql/quantlib.hpp:43:
In file included from ../../ql/experimental/all.hpp:25:
In file included from ../../ql/experimental/volatility/all.hpp:21:
In file included from ../../ql/experimental/volatility/zabr.hpp:31:
In file included from ../../ql/math/statistics/incrementalstatistics.hpp:35:
In file included from /opt/local/include/boost/accumulators/statistics/stats.hpp:14:
In file included from /opt/local/include/boost/accumulators/statistics_fwd.hpp:12:
/opt/local/include/boost/mpl/print.hpp:50:19: warning: in-class initialization of non-static data
      member is a C++11 extension [-Wc++11-extensions]
    const int m_x = 1 / (sizeof(T) - sizeof(T));
                  ^
1 warning generated.
mv -f .deps/FRA.Tpo .deps/FRA.Po
/bin/sh ../../libtool  --tag=CXX   --mode=link g++  -stdlib=libstdc++ -mmacosx-version-min=10.6  -stdlib=libstdc++ -mmacosx-version-min=10.6 -L/opt/local/lib -o FRA FRA.o ../../ql/libQuantLib.la -lboost_thread  
libtool: link: g++ -stdlib=libstdc++ -mmacosx-version-min=10.6 -stdlib=libstdc++ -mmacosx-version-min=10.6 -o .libs/FRA FRA.o -Wl,-bind_at_load  -L/opt/local/lib ../../ql/.libs/libQuantLib.dylib -lboost_thread
ld: library not found for -lboost_thread
clang: error: linker command failed with exit code 1 (use -v to see invocation)
make[2]: *** [FRA] Error 1
make[1]: *** [all-recursive] Error 1
make: *** [all-recursive] Error 1


I've checked this mailing list and stack overflow and couldn't' find a solution. Can you help?

Someone else mentioned exactly the same problem on SO: http://stackoverflow.com/questions/34256208/quantlib-library-not-found-for-lboost-thread-on-osx

Thanks in advance

Xavier
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Re: Installation issues on Mac OS X 10.11.2

Claves do Amaral-2
Hi Xavier,

it looks your linker cannot find the boost_thread library

> ld: library not found for -lboost_thread

I am not an expert in Mac OS. It is possible that the command you gave above

> 2) Installed boost with  /sudo port install boost/

did not install all boost components. In Linux Debian you can install
separately the many components of boost. In particular, you need to
explicitly install libboost_thread.  To verify if such library is
installed, in Linux you can run ldconfig as root

root@MariaPC:~# ldconfig -p | grep libboost_thread
libboost_thread.so.1.55.0 (libc6,x86-64) =>
/usr/lib/x86_64-linux-gnu/libboost_thread.so.1.55.0
libboost_thread.so (libc6,x86-64) =>
/usr/lib/x86_64-linux-gnu/libboost_thread.so

alternatively you can check the presence of the files in a specified folder:

claves@MariaPC:~$ ls -lh /usr/lib/x86_64-linux-gnu/libboost_thread*
-rw-r--r-- 1 root root 236K Sep 19  2014
/usr/lib/x86_64-linux-gnu/libboost_thread.a
lrwxrwxrwx 1 root root   25 Sep 19  2014
/usr/lib/x86_64-linux-gnu/libboost_thread.so ->
libboost_thread.so.1.55.0
-rw-r--r-- 1 root root 108K Sep 19  2014
/usr/lib/x86_64-linux-gnu/libboost_thread.so.1.55.0

In this case you can see that libboost_thread is a soft link to the
file libboost_thread.so.1.55.0

Regards,
Claves



On 2 January 2016 at 12:16, xvallee <[hidden email]> wrote:

> Hi,
>
> I'm desperately trying to install Quantlib 1.7 on my Mac OSX 10.11.2. I
> follow all the steps indicated on  http://quantlib.org/install/macosx.shtml
> <http://quantlib.org/install/macosx.shtml>  .
>
> 1) I've installed Xcode 7.2, Apple's Command Line Developer Tools and
> Macports
>
> 2) Installed boost with  /sudo port install boost/
>
> 3) Downloaded Quantlib 1.7 from source forge and extracted it in
> //Users/my_account/
>
> 4) I run /./configure --enable-static
> --with-boost-include=/opt/local/include/ --with-boost-lib=/opt/local/lib/
> --prefix=/opt/local/ CXXFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6"
> LDFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6"/
>
> 5) I run /make && sudo make install/
>
> It runs for about 1.5h and then I get the following error message:
>
> /mv -f .deps/FittedBondCurve.Tpo .deps/FittedBondCurve.Po
> /bin/sh ../../libtool  --tag=CXX   --mode=link g++  -stdlib=libstdc++
> -mmacosx-version-min=10.6  -stdlib=libstdc++ -mmacosx-version-min=10.6
> -L/opt/local/lib -o FittedBondCurve FittedBondCurve.o
> ../../ql/libQuantLib.la
> libtool: link: g++ -stdlib=libstdc++ -mmacosx-version-min=10.6
> -stdlib=libstdc++ -mmacosx-version-min=10.6 -o .libs/FittedBondCurve
> FittedBondCurve.o -Wl,-bind_at_load  -L/opt/local/lib
> ../../ql/.libs/libQuantLib.dylib
> Making all in FRA
> g++ -DHAVE_CONFIG_H -I. -I../../ql  -I../.. -I../.. -I/opt/local/include
> -stdlib=libstdc++ -mmacosx-version-min=10.6 -MT FRA.o -MD -MP -MF
> .deps/FRA.Tpo -c -o FRA.o FRA.cpp
> In file included from FRA.cpp:25:
> In file included from ../../ql/quantlib.hpp:43:
> In file included from ../../ql/experimental/all.hpp:25:
> In file included from ../../ql/experimental/volatility/all.hpp:21:
> In file included from ../../ql/experimental/volatility/zabr.hpp:31:
> In file included from ../../ql/math/statistics/incrementalstatistics.hpp:35:
> In file included from
> /opt/local/include/boost/accumulators/statistics/stats.hpp:14:
> In file included from
> /opt/local/include/boost/accumulators/statistics_fwd.hpp:12:
> /opt/local/include/boost/mpl/print.hpp:50:19: warning: in-class
> initialization of non-static data
>       member is a C++11 extension [-Wc++11-extensions]
>     const int m_x = 1 / (sizeof(T) - sizeof(T));
>                   ^
> 1 warning generated.
> mv -f .deps/FRA.Tpo .deps/FRA.Po
> /bin/sh ../../libtool  --tag=CXX   --mode=link g++  -stdlib=libstdc++
> -mmacosx-version-min=10.6  -stdlib=libstdc++ -mmacosx-version-min=10.6
> -L/opt/local/lib -o FRA FRA.o ../../ql/libQuantLib.la -lboost_thread
> libtool: link: g++ -stdlib=libstdc++ -mmacosx-version-min=10.6
> -stdlib=libstdc++ -mmacosx-version-min=10.6 -o .libs/FRA FRA.o
> -Wl,-bind_at_load  -L/opt/local/lib ../../ql/.libs/libQuantLib.dylib
> -lboost_thread
> ld: library not found for -lboost_thread
> clang: error: linker command failed with exit code 1 (use -v to see
> invocation)
> make[2]: *** [FRA] Error 1
> make[1]: *** [all-recursive] Error 1
> make: *** [all-recursive] Error 1/**
>
> I've checked this mailing list and stack overflow and couldn't' find a
> solution. Can you help?
>
> Someone else mentioned exactly the same problem on SO:
> http://stackoverflow.com/questions/34256208/quantlib-library-not-found-for-lboost-thread-on-osx
> <http://stackoverflow.com/questions/34256208/quantlib-library-not-found-for-lboost-thread-on-osx>
>
> Thanks in advance
>
> Xavier
>
>
>
> --
> View this message in context: http://quantlib.10058.n7.nabble.com/Installation-issues-on-Mac-OS-X-10-11-2-tp17214.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

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Re: Installation issues on Mac OS X 10.11.2

Luigi Ballabio

That's true, but the thing is that boost_thread shouldn't be needed at all. Unfortunately, a reference to the library slipped in the linker options. You can try opening Examples/FRA/Makefile.in, deleting "-lboost_thread" where it appears, and recompiling. Let us know how it goes.

Luigi


On 20:08, Sat, Jan 2, 2016 Claves do Amaral <[hidden email]> wrote:
Hi Xavier,

it looks your linker cannot find the boost_thread library

> ld: library not found for -lboost_thread

I am not an expert in Mac OS. It is possible that the command you gave above

> 2) Installed boost with  /sudo port install boost/

did not install all boost components. In Linux Debian you can install
separately the many components of boost. In particular, you need to
explicitly install libboost_thread.  To verify if such library is
installed, in Linux you can run ldconfig as root

root@MariaPC:~# ldconfig -p | grep libboost_thread
libboost_thread.so.1.55.0 (libc6,x86-64) =>
/usr/lib/x86_64-linux-gnu/libboost_thread.so.1.55.0
libboost_thread.so (libc6,x86-64) =>
/usr/lib/x86_64-linux-gnu/libboost_thread.so

alternatively you can check the presence of the files in a specified folder:

claves@MariaPC:~$ ls -lh /usr/lib/x86_64-linux-gnu/libboost_thread*
-rw-r--r-- 1 root root 236K Sep 19  2014
/usr/lib/x86_64-linux-gnu/libboost_thread.a
lrwxrwxrwx 1 root root   25 Sep 19  2014
/usr/lib/x86_64-linux-gnu/libboost_thread.so ->
libboost_thread.so.1.55.0
-rw-r--r-- 1 root root 108K Sep 19  2014
/usr/lib/x86_64-linux-gnu/libboost_thread.so.1.55.0

In this case you can see that libboost_thread is a soft link to the
file libboost_thread.so.1.55.0

Regards,
Claves



On 2 January 2016 at 12:16, xvallee <[hidden email]> wrote:
> Hi,
>
> I'm desperately trying to install Quantlib 1.7 on my Mac OSX 10.11.2. I
> follow all the steps indicated on  http://quantlib.org/install/macosx.shtml
> <http://quantlib.org/install/macosx.shtml>  .
>
> 1) I've installed Xcode 7.2, Apple's Command Line Developer Tools and
> Macports
>
> 2) Installed boost with  /sudo port install boost/
>
> 3) Downloaded Quantlib 1.7 from source forge and extracted it in
> //Users/my_account/
>
> 4) I run /./configure --enable-static
> --with-boost-include=/opt/local/include/ --with-boost-lib=/opt/local/lib/
> --prefix=/opt/local/ CXXFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6"
> LDFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6"/
>
> 5) I run /make && sudo make install/
>
> It runs for about 1.5h and then I get the following error message:
>
> /mv -f .deps/FittedBondCurve.Tpo .deps/FittedBondCurve.Po
> /bin/sh ../../libtool  --tag=CXX   --mode=link g++  -stdlib=libstdc++
> -mmacosx-version-min=10.6  -stdlib=libstdc++ -mmacosx-version-min=10.6
> -L/opt/local/lib -o FittedBondCurve FittedBondCurve.o
> ../../ql/libQuantLib.la
> libtool: link: g++ -stdlib=libstdc++ -mmacosx-version-min=10.6
> -stdlib=libstdc++ -mmacosx-version-min=10.6 -o .libs/FittedBondCurve
> FittedBondCurve.o -Wl,-bind_at_load  -L/opt/local/lib
> ../../ql/.libs/libQuantLib.dylib
> Making all in FRA
> g++ -DHAVE_CONFIG_H -I. -I../../ql  -I../.. -I../.. -I/opt/local/include
> -stdlib=libstdc++ -mmacosx-version-min=10.6 -MT FRA.o -MD -MP -MF
> .deps/FRA.Tpo -c -o FRA.o FRA.cpp
> In file included from FRA.cpp:25:
> In file included from ../../ql/quantlib.hpp:43:
> In file included from ../../ql/experimental/all.hpp:25:
> In file included from ../../ql/experimental/volatility/all.hpp:21:
> In file included from ../../ql/experimental/volatility/zabr.hpp:31:
> In file included from ../../ql/math/statistics/incrementalstatistics.hpp:35:
> In file included from
> /opt/local/include/boost/accumulators/statistics/stats.hpp:14:
> In file included from
> /opt/local/include/boost/accumulators/statistics_fwd.hpp:12:
> /opt/local/include/boost/mpl/print.hpp:50:19: warning: in-class
> initialization of non-static data
>       member is a C++11 extension [-Wc++11-extensions]
>     const int m_x = 1 / (sizeof(T) - sizeof(T));
>                   ^
> 1 warning generated.
> mv -f .deps/FRA.Tpo .deps/FRA.Po
> /bin/sh ../../libtool  --tag=CXX   --mode=link g++  -stdlib=libstdc++
> -mmacosx-version-min=10.6  -stdlib=libstdc++ -mmacosx-version-min=10.6
> -L/opt/local/lib -o FRA FRA.o ../../ql/libQuantLib.la -lboost_thread
> libtool: link: g++ -stdlib=libstdc++ -mmacosx-version-min=10.6
> -stdlib=libstdc++ -mmacosx-version-min=10.6 -o .libs/FRA FRA.o
> -Wl,-bind_at_load  -L/opt/local/lib ../../ql/.libs/libQuantLib.dylib
> -lboost_thread
> ld: library not found for -lboost_thread
> clang: error: linker command failed with exit code 1 (use -v to see
> invocation)
> make[2]: *** [FRA] Error 1
> make[1]: *** [all-recursive] Error 1
> make: *** [all-recursive] Error 1/**
>
> I've checked this mailing list and stack overflow and couldn't' find a
> solution. Can you help?
>
> Someone else mentioned exactly the same problem on SO:
> http://stackoverflow.com/questions/34256208/quantlib-library-not-found-for-lboost-thread-on-osx
> <http://stackoverflow.com/questions/34256208/quantlib-library-not-found-for-lboost-thread-on-osx>
>
> Thanks in advance
>
> Xavier
>
>
>
> --
> View this message in context: http://quantlib.10058.n7.nabble.com/Installation-issues-on-Mac-OS-X-10-11-2-tp17214.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
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Re: Installation issues on Mac OS X 10.11.2

xvallee
Thanks Luigi. I'll try that and confirm if it works or not :)
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Re: Installation issues on Mac OS X 10.11.2

xvallee
Hi,

I did as Luigi recommended and managed to "make && sudo make install" quantlib.

I then ran the following command g++ -I/opt/local/include/ -I/opt/local/include/boost BermudanSwaption.cpp     -o bermudanswaption -L/opt/local/lib/ -lQuantLib in Examples/BermudanSwaption

and got a new error message (apologies for the length of it):
Undefined symbols for architecture x86_64:
  "QuantLib::MultiStepSwap::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::MultiStepSwap in BermudanSwaption-8ea63d.o
  "QuantLib::ExerciseAdapter::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::ExerciseAdapter in BermudanSwaption-8ea63d.o
  "QuantLib::OneStepForwards::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::OneStepForwards in BermudanSwaption-8ea63d.o
  "QuantLib::BermudanExercise::BermudanExercise(std::__1::vector<QuantLib::Date, std::__1::allocator<QuantLib::Date> > const&, bool)", referenced from:
      _main in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepNothing::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::MultiStepNothing in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepRatchet::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::MultiStepRatchet in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepForwards::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::MultiStepForwards in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepSwaption::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::MultiStepSwaption in BermudanSwaption-8ea63d.o
  "QuantLib::OneStepOptionlets::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::OneStepOptionlets in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepOptionlets::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::MultiStepOptionlets in BermudanSwaption-8ea63d.o
  "QuantLib::OneStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::OneStepCoinitialSwaps in BermudanSwaption-8ea63d.o
  "QuantLib::OneStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::OneStepCoterminalSwaps in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::MultiStepCoinitialSwaps in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepInverseFloater::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::MultiStepInverseFloater in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::MultiStepCoterminalSwaps in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepCoterminalSwaptions::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::MultiStepCoterminalSwaptions in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepPeriodCapletSwaptions::nextTimeStep(QuantLib::CurveState const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&, std::__1::vector<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> >, std::__1::allocator<std::__1::vector<QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator<QuantLib::MarketModelMultiProduct::CashFlow> > > >&)", referenced from:
      vtable for QuantLib::MultiStepPeriodCapletSwaptions in BermudanSwaption-8ea63d.o
  "QuantLib::Error::Error(std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > const&, long, std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > const&, std::__1::basic_string<char, std::__1::char_traits<char>, std::__1::allocator<char> > const&)", referenced from:
      QuantLib::DiscretizedOption::reset(unsigned long) in BermudanSwaption-8ea63d.o
      QuantLib::Instrument::setupArguments(QuantLib::PricingEngine::arguments*) const in BermudanSwaption-8ea63d.o
      QuantLib::Option::setupArguments(QuantLib::PricingEngine::arguments*) const in BermudanSwaption-8ea63d.o
      QuantLib::Payoff::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-8ea63d.o
      QuantLib::BlackVolTermStructure::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-8ea63d.o
      QuantLib::SimpleQuote::value() const in BermudanSwaption-8ea63d.o
      QuantLib::Handle<QuantLib::Quote>::operator->() const in BermudanSwaption-8ea63d.o
      ...
  "QuantLib::detail::operator<<(std::__1::basic_ostream<char, std::__1::char_traits<char> >&, QuantLib::detail::percent_holder const&)", referenced from:
      calibrateModel(boost::shared_ptr<QuantLib::ShortRateModel> const&, std::__1::vector<boost::shared_ptr<QuantLib::CalibrationHelper>, std::__1::allocator<boost::shared_ptr<QuantLib::CalibrationHelper> > > const&) in BermudanSwaption-8ea63d.o
      _main in BermudanSwaption-8ea63d.o
  "QuantLib::operator<<(std::__1::basic_ostream<char, std::__1::char_traits<char> >&, QuantLib::Date const&)", referenced from:
      QuantLib::InterestRateIndex::valueDate(QuantLib::Date const&) const in BermudanSwaption-8ea63d.o
ld: symbol(s) not found for architecture x86_64


Any idea of what's wrong? Your help is greatly appreciated!
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Fwd: Installation issues on Mac OS X 10.11.2

stephan buschmann
Hi,
looping the group.

Regards
Stephan
---------- Forwarded message ----------
From: stephan buschmann <[hidden email]>
Date: Mon, Jan 4, 2016 at 11:53 PM
Subject: Re: [Quantlib-users] Installation issues on Mac OS X 10.11.2
To: xvallee <[hidden email]>


Hi, 
once I had similar issues. Unfortunately I used different versions of boost in linking and including. Can this happen on your machine?
Now, QL1.7 runs smoothly on my mac (10.11.2).

If I run make in the BermudanSwaption directory I get the following commands for compiling and linking:

stephans-iMac:BermudanSwaption stephan$ make

clang++-mp-3.7 -DHAVE_CONFIG_H -I. -I../../ql  -I../.. -I../.. -I/Users/stephan/prog/boost_1_59_0  -w -m64 -O3 -g -Wall -std=c++11 -MT BermudanSwaption.o -MD -MP -MF .deps/BermudanSwaption.Tpo -c -o BermudanSwaption.o BermudanSwaption.cpp

mv -f .deps/BermudanSwaption.Tpo .deps/BermudanSwaption.Po

/bin/sh ../../libtool  --tag=CXX   --mode=link clang++-mp-3.7  -w -m64 -O3 -g -Wall -std=c++11  -L/usr/local/lib -o BermudanSwaption BermudanSwaption.o ../../ql/libQuantLib.la  

libtool: link: clang++-mp-3.7 -w -m64 -O3 -g -Wall -std=c++11 -o .libs/BermudanSwaption BermudanSwaption.o -Wl,-bind_at_load  -L/usr/local/lib ../../ql/.libs/libQuantLib.dylib


Does this help?


Regards

Stephan



On Sun, Jan 3, 2016 at 4:17 PM, xvallee <[hidden email]> wrote:
Hi,

I did as Luigi recommended and managed to "make && sudo make install"
quantlib.

I then ran the following command /g++ -I/opt/local/include/
-I/opt/local/include/boost BermudanSwaption.cpp     -o bermudanswaption
-L/opt/local/lib/ -lQuantLib/ in Examples/BermudanSwaption

and got a new error message (apologies for the length of it):
/Undefined symbols for architecture x86_64:
  "QuantLib::MultiStepSwap::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepSwap in BermudanSwaption-8ea63d.o
  "QuantLib::ExerciseAdapter::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::ExerciseAdapter in BermudanSwaption-8ea63d.o
  "QuantLib::OneStepForwards::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::OneStepForwards in BermudanSwaption-8ea63d.o

"QuantLib::BermudanExercise::BermudanExercise(std::__1::vector<QuantLib::Date,
std::__1::allocator&lt;QuantLib::Date> > const&, bool)", referenced from:
      _main in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepNothing::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepNothing in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepRatchet::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepRatchet in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepForwards::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepForwards in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepSwaption::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepSwaption in BermudanSwaption-8ea63d.o
  "QuantLib::OneStepOptionlets::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::OneStepOptionlets in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepOptionlets::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepOptionlets in BermudanSwaption-8ea63d.o
  "QuantLib::OneStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::OneStepCoinitialSwaps in
BermudanSwaption-8ea63d.o
  "QuantLib::OneStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::OneStepCoterminalSwaps in
BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepCoinitialSwaps in
BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepInverseFloater::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepInverseFloater in
BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepCoterminalSwaps in
BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepCoterminalSwaptions::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepCoterminalSwaptions in
BermudanSwaption-8ea63d.o

"QuantLib::MultiStepPeriodCapletSwaptions::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepPeriodCapletSwaptions in
BermudanSwaption-8ea63d.o
  "QuantLib::Error::Error(std::__1::basic_string<char,
std::__1::char_traits&lt;char>, std::__1::allocator<char> > const&, long,
std::__1::basic_string<char, std::__1::char_traits&lt;char>,
std::__1::allocator<char> > const&, std::__1::basic_string<char,
std::__1::char_traits&lt;char>, std::__1::allocator<char> > const&)",
referenced from:
      QuantLib::DiscretizedOption::reset(unsigned long) in
BermudanSwaption-8ea63d.o

QuantLib::Instrument::setupArguments(QuantLib::PricingEngine::arguments*)
const in BermudanSwaption-8ea63d.o
      QuantLib::Option::setupArguments(QuantLib::PricingEngine::arguments*)
const in BermudanSwaption-8ea63d.o
      QuantLib::Payoff::accept(QuantLib::AcyclicVisitor&) in
BermudanSwaption-8ea63d.o
      QuantLib::BlackVolTermStructure::accept(QuantLib::AcyclicVisitor&) in
BermudanSwaption-8ea63d.o
      QuantLib::SimpleQuote::value() const in BermudanSwaption-8ea63d.o
      QuantLib::Handle<QuantLib::Quote>::operator->() const in
BermudanSwaption-8ea63d.o
      ...
  "QuantLib::detail::operator<<(std::__1::basic_ostream<char,
std::__1::char_traits&lt;char> >&, QuantLib::detail::percent_holder
const&)", referenced from:
      calibrateModel(boost::shared_ptr<QuantLib::ShortRateModel> const&,
std::__1::vector<boost::shared_ptr&lt;QuantLib::CalibrationHelper>,
std::__1::allocator<boost::shared_ptr&lt;QuantLib::CalibrationHelper> > >
const&) in BermudanSwaption-8ea63d.o
      _main in BermudanSwaption-8ea63d.o
  "QuantLib::operator<<(std::__1::basic_ostream<char,
std::__1::char_traits&lt;char> >&, QuantLib::Date const&)", referenced from:
      QuantLib::InterestRateIndex::valueDate(QuantLib::Date const&) const in
BermudanSwaption-8ea63d.o
ld: symbol(s) not found for architecture x86_64
/

Any idea of what's wrong? Your help is greatly appreciated!



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Re: Installation issues on Mac OS X 10.11.2

Luigi Ballabio
In reply to this post by xvallee
If you managed to run `make`, then you already compiled the BermudanSwaption example. May you check which commands were executed in Examples/BermudanSwaption during your successful `make` run?

Luigi

On Sun, Jan 3, 2016 at 5:05 PM xvallee <[hidden email]> wrote:
Hi,

I did as Luigi recommended and managed to "make && sudo make install"
quantlib.

I then ran the following command /g++ -I/opt/local/include/
-I/opt/local/include/boost BermudanSwaption.cpp     -o bermudanswaption
-L/opt/local/lib/ -lQuantLib/ in Examples/BermudanSwaption

and got a new error message (apologies for the length of it):
/Undefined symbols for architecture x86_64:
  "QuantLib::MultiStepSwap::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepSwap in BermudanSwaption-8ea63d.o
  "QuantLib::ExerciseAdapter::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::ExerciseAdapter in BermudanSwaption-8ea63d.o
  "QuantLib::OneStepForwards::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::OneStepForwards in BermudanSwaption-8ea63d.o

"QuantLib::BermudanExercise::BermudanExercise(std::__1::vector<QuantLib::Date,
std::__1::allocator&lt;QuantLib::Date> > const&, bool)", referenced from:
      _main in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepNothing::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepNothing in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepRatchet::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepRatchet in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepForwards::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepForwards in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepSwaption::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepSwaption in BermudanSwaption-8ea63d.o
  "QuantLib::OneStepOptionlets::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::OneStepOptionlets in BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepOptionlets::nextTimeStep(QuantLib::CurveState const&,
std::__1::vector<unsigned long, std::__1::allocator<unsigned long> >&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepOptionlets in BermudanSwaption-8ea63d.o
  "QuantLib::OneStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::OneStepCoinitialSwaps in
BermudanSwaption-8ea63d.o
  "QuantLib::OneStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::OneStepCoterminalSwaps in
BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepCoinitialSwaps in
BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepInverseFloater::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepInverseFloater in
BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepCoterminalSwaps in
BermudanSwaption-8ea63d.o
  "QuantLib::MultiStepCoterminalSwaptions::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepCoterminalSwaptions in
BermudanSwaption-8ea63d.o

"QuantLib::MultiStepPeriodCapletSwaptions::nextTimeStep(QuantLib::CurveState
const&, std::__1::vector<unsigned long, std::__1::allocator<unsigned long>
>&,
std::__1::vector<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> >,
std::__1::allocator<std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow,
std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow> > >
>&)", referenced from:
      vtable for QuantLib::MultiStepPeriodCapletSwaptions in
BermudanSwaption-8ea63d.o
  "QuantLib::Error::Error(std::__1::basic_string<char,
std::__1::char_traits&lt;char>, std::__1::allocator<char> > const&, long,
std::__1::basic_string<char, std::__1::char_traits&lt;char>,
std::__1::allocator<char> > const&, std::__1::basic_string<char,
std::__1::char_traits&lt;char>, std::__1::allocator<char> > const&)",
referenced from:
      QuantLib::DiscretizedOption::reset(unsigned long) in
BermudanSwaption-8ea63d.o

QuantLib::Instrument::setupArguments(QuantLib::PricingEngine::arguments*)
const in BermudanSwaption-8ea63d.o
      QuantLib::Option::setupArguments(QuantLib::PricingEngine::arguments*)
const in BermudanSwaption-8ea63d.o
      QuantLib::Payoff::accept(QuantLib::AcyclicVisitor&) in
BermudanSwaption-8ea63d.o
      QuantLib::BlackVolTermStructure::accept(QuantLib::AcyclicVisitor&) in
BermudanSwaption-8ea63d.o
      QuantLib::SimpleQuote::value() const in BermudanSwaption-8ea63d.o
      QuantLib::Handle<QuantLib::Quote>::operator->() const in
BermudanSwaption-8ea63d.o
      ...
  "QuantLib::detail::operator<<(std::__1::basic_ostream<char,
std::__1::char_traits&lt;char> >&, QuantLib::detail::percent_holder
const&)", referenced from:
      calibrateModel(boost::shared_ptr<QuantLib::ShortRateModel> const&,
std::__1::vector<boost::shared_ptr&lt;QuantLib::CalibrationHelper>,
std::__1::allocator<boost::shared_ptr&lt;QuantLib::CalibrationHelper> > >
const&) in BermudanSwaption-8ea63d.o
      _main in BermudanSwaption-8ea63d.o
  "QuantLib::operator<<(std::__1::basic_ostream<char,
std::__1::char_traits&lt;char> >&, QuantLib::Date const&)", referenced from:
      QuantLib::InterestRateIndex::valueDate(QuantLib::Date const&) const in
BermudanSwaption-8ea63d.o
ld: symbol(s) not found for architecture x86_64
/

Any idea of what's wrong? Your help is greatly appreciated!



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Re: Installation issues on Mac OS X 10.11.2

xvallee
Hi,

I'm not sure I understand the question.

First in /Users/My_account, I ran:
1) sudo port install boost
2) tar to extract the file

then in /Users/My_account/Quantlib1.7, I ran:
1) ./configure --enable-static --with-boost-include=/opt/local/include/ --with-boost-lib=/opt/local/lib/ --prefix=/opt/local/ CXXFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6" LDFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6"
2) sudo make && make install

then in Examples/BermudanSwaption, I ran:
g++ -I/opt/local/include/ -I/opt/local/include/boost BermudanSwaption.cpp     -o bermudanswaption -L/opt/local/lib/ -lQuantLib

and got the error message.
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Re: Installation issues on Mac OS X 10.11.2

xvallee
In reply to this post by xvallee
Actually, how can I be sure that the 'make' was successful? I didn't get any strange error and assumed it was ok. Sorry for the headache! I haven't compiled in quite some time!
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Re: Installation issues on Mac OS X 10.11.2

stephan buschmann
Hi, just go into the folder 
Examples/BermudanSwaption
folder and run 
make clean, to remove compiled stuff and then
make to build the example from scratch.
At the end you will find the executable BermudanSwaption returning something like 

G2 (analytic formulae) calibration

1x5: model 10.04549 %, market 11.48000 % (-1.43451 %)
.......
.....

 
regards
Stephan


On Tue, Jan 5, 2016 at 5:08 PM, xvallee <[hidden email]> wrote:
Actually, how can I be sure that the 'make' was successful? I didn't get any
strange error and assumed it was ok. Sorry for the headache! I haven't
compiled in quite some time!



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Re: Installation issues on Mac OS X 10.11.2

Luigi Ballabio
As Stephan said. And while "make" runs, it will also output the command that it uses to compile BermudanSwaption.  You can check what options it uses and try using the same ones when you compile your programs.

Luigi


On Tue, Jan 5, 2016 at 8:18 PM stephan buschmann <[hidden email]> wrote:
Hi, just go into the folder 
Examples/BermudanSwaption
folder and run 
make clean, to remove compiled stuff and then
make to build the example from scratch.
At the end you will find the executable BermudanSwaption returning something like 

G2 (analytic formulae) calibration

1x5: model 10.04549 %, market 11.48000 % (-1.43451 %)
.......
.....

 
regards
Stephan


On Tue, Jan 5, 2016 at 5:08 PM, xvallee <[hidden email]> wrote:
Actually, how can I be sure that the 'make' was successful? I didn't get any
strange error and assumed it was ok. Sorry for the headache! I haven't
compiled in quite some time!



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Re: Installation issues on Mac OS X 10.11.2

xvallee
Thanks. I'll check tonight. 

On Tue, Jan 5, 2016 at 8:56 PM, Luigi Ballabio [via QuantLib] <[hidden email]> wrote:
As Stephan said. And while "make" runs, it will also output the command that it uses to compile BermudanSwaption.  You can check what options it uses and try using the same ones when you compile your programs.

Luigi


On Tue, Jan 5, 2016 at 8:18 PM stephan buschmann <[hidden email]> wrote:
Hi, just go into the folder 
Examples/BermudanSwaption
folder and run 
make clean, to remove compiled stuff and then
make to build the example from scratch.
At the end you will find the executable BermudanSwaption returning something like 

G2 (analytic formulae) calibration

1x5: model 10.04549 %, market 11.48000 % (-1.43451 %)
.......
.....

 
regards
Stephan


On Tue, Jan 5, 2016 at 5:08 PM, xvallee <[hidden email]> wrote:
Actually, how can I be sure that the 'make' was successful? I didn't get any
strange error and assumed it was ok. Sorry for the headache! I haven't
compiled in quite some time!



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Re: Installation issues on Mac OS X 10.11.2

vsison
Hi xvallee,

I am experiencing the same issues. Do you mind sharing if you've made this work?
Thanks.

vsison
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Re: [Quantlib-users] Installation issues on Mac OS X 10.11.2

xvallee
Hi

I haven't had a chance to try since. Sorry. 

Xavier

On Thursday, 14 January 2016, vsison [via QuantLib] <[hidden email]> wrote:
Hi xvallee,

I am experiencing the same issues. Do you mind sharing if you've made this work?
Thanks.

vsison


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Re: [Quantlib-users] Installation issues on Mac OS X 10.11.2

xvallee
Hi,

I did as Stephan recommended. Then I ran:

g++ -I/opt/local/include -stdlib=libstdc++ -mmacosx-version-min=10.6 -I/opt/local/include/boost \
BermudanSwaption.cpp     -o bermudanswaption -L/opt/local/lib/ -lQuantLib

and it compiled. I could run the executable from the Finder on Mac OSX.

I will now try to use it in Python!!

Xavier
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Re: Installation issues on Mac OS X 10.11.2

xvallee
In reply to this post by xvallee
Hi,

I have successfully managed to install Quantlib and Quantlib Swig for Python (Anaconda) on mac Os. I was wondering if you'd like me to post the steps that I've followed as a reference?

Xavier
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Re: Installation issues on Mac OS X 10.11.2

Luigi Ballabio

Yes, definitely. Thanks!

Luigi


On 13:02, Sun, Jan 17, 2016 xvallee <[hidden email]> wrote:
Hi,

I have successfully managed to install Quantlib and Quantlib Swig for Python
(Anaconda) on mac Os. I was wondering if you'd like me to post the steps
that I've followed as a reference?

Xavier



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Re: Installation issues on Mac OS X 10.11.2

xvallee
Hi,

to install Quantlib and Quantlib-SWIG on Mac OS 10.11.2 (El Capitan) and get it to work on Anaconda and pyCharm, I've followed the steps below:

1) Install Xcode 7.2, Apple's Command Line Developer Tools and Macports

2) Install boost with  sudo port install boost

3) Download Quantlib 1.7 from source forge and extracted it in /Users/my_account

4) Run ./configure --enable-static --with-boost-include=/opt/local/include/ --with-boost-lib=/opt/local/lib/ --prefix=/opt/local/ CXXFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6" LDFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6"

5) Remove "-lboost_thread" from Examples/FRA/Makefile.in

6) Run make && sudo make install

7) Download Quantlib-SWIG from SF and untar

8) Go into Python directory

9) Run python setup.py build, python setup.py test

10) Run python python setup.py install --prefix //anaconda/envs/your_virtual_env

Then you should be able to "import QuantLib as ql" in pyCharm, or any python IDE
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Re: Installation issues on Mac OS X 10.11.2

xvallee
by the way, "make check" in Quantlib fails for test suite.
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Re: Installation issues on Mac OS X 10.11.2

Luigi Ballabio
What is the error? Does it still fail if you run the test suite today?

Luigi


On Sun, Jan 17, 2016 at 6:01 PM xvallee <[hidden email]> wrote:
by the way, "make check" in Quantlib fails for test suite.



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