Search Criteria
Package Details: quantlib 1.26-1
Package Actions
Git Clone URL: | https://aur.archlinux.org/quantlib.git (read-only, click to copy) |
---|---|
Package Base: | quantlib |
Description: | A free/open-source library for quantitative finance. |
Upstream URL: | http://quantlib.org |
Licenses: | BSD |
Submitter: | None |
Maintainer: | xgdgsc (thrasibule) |
Last Packager: | thrasibule |
Votes: | 11 |
Popularity: | 0.000000 |
First Submitted: | 2007-01-01 07:43 (UTC) |
Last Updated: | 2022-04-20 18:37 (UTC) |
Dependencies (4)
- boost-libs (boost171, boost-libs-git)
- boost (boost-git) (make)
- gcc (fastgcc, gccrs-git, gcc-multilib-git, gcc-git) (make)
- make (make-git) (make)
Latest Comments
thrasibule commented on 2019-03-15 00:47 (UTC)
@retronostalgia getting rid of boost it the goal, but right now QuantLib still uses it even with --enable-std-function and enable-std-classes, so can't quite get rid of it yet. But downstream users of the library can get rid of boost, like RQuantLib if they fixed their code.
retronostalgia commented on 2019-03-14 22:16 (UTC)
@thrasibule I see - thanks for the info. For now, I think it's simplest for me to recompile with boost. Although - if boost ends up not being needed, going forward, should it be removed from the dependency list?
Anyway, if it's useful for anyone, here is the issue I opened on GitHub originally: https://github.com/eddelbuettel/rquantlib/issues/129
thrasibule commented on 2019-03-14 18:53 (UTC)
@retronostalgia --enable-std-class was a typo, so it doesn't do anything. What happens is that quantlib now allows to be compiled without using boost (which is what the settings --enable-std-function and --enable-std-classes do). The RQuantLib library has boost hardcoded which is why it doesn't work. You can use my branch of rquantlib https://github.com/thrasibule/rquantlib/tree/no_boost which has a fix in. Or you can recompile quantlib with boost like you did.
retronostalgia commented on 2019-03-14 18:13 (UTC)
@thrasibule thanks. I've also discovered that if I modify the current PKGBUILD to use the configure options of the previous PKGBUILD (i.e. change
--enable-std-classes
back to--enable-std-class
and delete--enable-std-function
) that RQuantLib works for me again. I don't know what those options do, however...thrasibule commented on 2019-03-11 20:20 (UTC)
@retronostalgia You need this patch: https://github.com/thrasibule/rquantlib/commit/c458c09c94f38c5335197741320635e17c03d7ca or install my fork of rquantlib...
retronostalgia commented on 2019-03-11 19:58 (UTC)
After upgrading to 1.15-1, the R package that calls QuantLib (RQuantlib) no longer loads or compiles. 1.14 worked fine.
The RQuantLib load error is:
Error: package or namespace load failed for ‘RQuantLib’ in dyn.load(file, DLLpath = DLLpath, ...): unable to load shared object '~/R/x86_64-pc-linux-gnu-library/3.5/RQuantLib/libs/RQuantLib.so': ~/R/x86_64-pc-linux-gnu-library/3.5/RQuantLib/libs/RQuantLib.so: undefined symbol: _ZNK8QuantLib9CPICoupon15checkPricerImplERKN5boost10shared_ptrINS_21InflationCouponPricerEEE
...and the first of many RQuantLib compile errors is:
affine.cpp: In function ‘void calibrateModel2(const boost::shared_ptr<QuantLib::ShortRateModel>&, const std::vector<boost::shared_ptr<QuantLib::BlackCalibrationHelper> >&, QuantLib::Real, Rcpp::NumericVector&, Rcpp::NumericVector&, Rcpp::NumericVector&)’: affine.cpp:37:88: error: no matching function for call to ‘QuantLib::ShortRateModel::calibrate(const std::vector<boost::shared_ptr<QuantLib::BlackCalibrationHelper> >&, QuantLib::LevenbergMarquardt&, QuantLib::EndCriteria)’ model->calibrate(helpers, om,QuantLib:: EndCriteria(400,100,1.0e-8, 1.0e-8, 1.0e-8));
The RQuantLib maintainer recommended I report the issue here. Let me know if you need any more info.
thrasibule commented on 2017-03-24 15:15 (UTC)
xgdgsc commented on 2017-03-03 13:05 (UTC)
thrasibule commented on 2017-03-02 17:52 (UTC) (edited on 2017-03-02 18:30 (UTC) by thrasibule)
commented on 2012-06-01 07:04 (UTC)
commented on 2011-05-28 15:03 (UTC)
commented on 2011-05-25 05:14 (UTC)
lrm commented on 2010-07-31 16:38 (UTC)