Jianhong Wang
2011-Jan-23 15:20 UTC
[R] Error for compiling Rquantlib package 0.3.5 under Window 7 64bits
Hi,
I am trying to build a binary of Rquantlib package 0.3.5 under Window 7
64bits. I am using mingw gcc version 4.5.1 (tdm64-1) which is a
experimental version of 64 bits ming gcc. (http://tdm-gcc.tdragon.net/). I
have successfully compiled boost 1.45 and Quantlib 1.0.1 with this gcc.
And then when I tried to compile Rquantlib 0.3.5, it reports some error.
The first error is like below. Please see the attachment for part of the
errors compiler generated.
C:\Lib\QuantLib/ql/pricingengines/mcsimulation.hpp: In member function 'void
QuantLib::McSimulation<MC, RNG, S>::calculate(QuantLib::Real,
QuantLib::Size, QuantLib::Size) const':
C:\Lib\QuantLib/ql/pricingengines/mcsimulation.hpp:163:9: error: no match
for 'operator!=' in 'requiredSamples != QuantLib::Null<long long
unsigned
int>()'
I am kind of following the steps like below (only change the dir according
to my machine's setting)
http://www.r-bloggers.com/build-rquantlib-on-32-bit-windows/
1. We're done with the msys command line, so you can make the following
directories however you would like.
c:/R/cpp/QuantLibBuild/boost
c:/R/cpp/QuantLibBuild/ql
c:/R/cpp/QuantLibBuild/lib
2. Copy c:/R/cpp/boost_1_42_0/boost to c:/R/cpp/QuantLibBuild/boost
3. Copy c:/R/cpp/include/ql to c:/R/cpp/QuantLibBuild/ql
4. Copy c:/R/cpp/lib/libQuantLib.a to
c:/R/cpp/QuantLibBuild/lib/libQuantLib.a
5. Now you should be able to build RQuantLib via
set QUANTLIB_ROOT=c:/R/cpp/QuantLibBuild
R CMD INSTALL RQuantLib_0.3.5.tar.gz
I am wondering whether anyone has similar experience or can help me solve
the issue?
Thanks!
Jianhong Wang
-------------- next part --------------
c:\Lib>set QUANTLIB_ROOT="C:\Lib\QuantLib"
c:\Lib>R CMD INSTALL RQuantLib_0.3.5.tar.gz
* installing to library 'C:/PROGRA~1/R/R-212~1.1/library'
* installing *source* package 'RQuantLib' ...
** libs
: this package has a non-empty 'configure.win' file,
so building only the main architecture
cygwin warning:
MS-DOS style path detected: C:/PROGRA~1/R/R-212~1.1/etc/x64/Makeconf
Preferred POSIX equivalent is:
/cygdrive/c/PROGRA~1/R/R-212~1.1/etc/x64/Makeconf
CYGWIN environment variable option "nodosfilewarning" turns off this
warning.
Consult the user's guide for more details about POSIX paths:
http://cygwin.com/cygwin-ug-net/using.html#using-pathnames
x86_64-w64-mingw32-g++ -I"C:/PROGRA~1/R/R-212~1.1/include"
-I"C:/PROGRA~1/R/R-212~1.1/library/Rcpp/include" -I"C:\Li
b\QuantLib" -I. -O2 -Wall -c asian.cpp -o asian.o
In file included from
C:\Lib\QuantLib/ql/experimental/exoticoptions/mceverestengine.hpp:28:0,
from C:\Lib\QuantLib/ql/experimental/exoticoptions/all.hpp:6,
from C:\Lib\QuantLib/ql/experimental/all.hpp:12,
from C:\Lib\QuantLib/ql/quantlib.hpp:42,
from ./rquantlib.h:27,
from asian.cpp:26:
C:\Lib\QuantLib/ql/pricingengines/mcsimulation.hpp: In member function 'void
QuantLib::McSimulation<MC, RNG, S>::calcula
te(QuantLib::Real, QuantLib::Size, QuantLib::Size) const':
C:\Lib\QuantLib/ql/pricingengines/mcsimulation.hpp:163:9: error: no match for
'operator!=' in 'requiredSamples != QuantL
ib::Null<long long unsigned int>()'
C:\Lib\QuantLib/ql/time/period.hpp:165:17: note: candidates are: bool
QuantLib::operator!=(const QuantLib::Period&, cons
t QuantLib::Period&)
C:\Lib\QuantLib/ql/time/date.hpp:304:17: note: bool
QuantLib::operator!=(const QuantLib::Date&, const Qu
antLib::Date&)
C:\Lib\QuantLib/ql/currency.hpp:159:17: note: bool
QuantLib::operator!=(const QuantLib::Currency&, const
QuantLib::Currency&)
C:\Lib\QuantLib/ql/money.hpp:203:17: note: bool
QuantLib::operator!=(const QuantLib::Money&, const Quant
Lib::Money&)
C:\Lib\QuantLib/ql/time/calendar.hpp:223:17: note: bool
QuantLib::operator!=(const QuantLib::Calendar&,
const QuantLib::Calendar&)
C:\Lib\QuantLib/ql/time/daycounter.hpp:138:17: note: bool
QuantLib::operator!=(const QuantLib::DayCounte
r&, const QuantLib::DayCounter&)
C:\Lib\QuantLib/ql/indexes/region.hpp:108:17: note: bool
QuantLib::operator!=(const QuantLib::Region&, c
onst QuantLib::Region&)
C:\Lib\QuantLib/ql/experimental/commodities/commoditytype.hpp:111:17: note:
bool QuantLib::operator!=(co
nst QuantLib::CommodityType&, const QuantLib::CommodityType&)
C:\Lib\QuantLib/ql/experimental/commodities/unitofmeasure.hpp:136:17: note:
bool QuantLib::operator!=(co
nst QuantLib::UnitOfMeasure&, const QuantLib::UnitOfMeasure&)
C:\Lib\QuantLib/ql/experimental/commodities/quantity.hpp:199:17: note:
bool QuantLib::operator!=(const Q
uantLib::Quantity&, const QuantLib::Quantity&)
C:\Lib\QuantLib/ql/experimental/commodities/paymentterm.hpp:115:17: note:
bool QuantLib::operator!=(cons
t QuantLib::PaymentTerm&, const QuantLib::PaymentTerm&)
C:\Lib\QuantLib/ql/experimental/credit/defaultevent.hpp:183:17: note:
bool QuantLib::operator!=(const Qu
antLib::DefaultEvent&, const QuantLib::DefaultEvent&)
C:\Lib\QuantLib/ql/experimental/credit/loss.hpp:46:17: note:
bool QuantLib::operator!=(const QuantLib::L
oss&, const QuantLib::Loss&)
C:\Lib\QuantLib/ql/pricingengines/mcsimulation.hpp:199:42: error: no match for
'operator!=' in 'maxSamples != QuantLib::
Null<long long unsigned int>()'
C:\Lib\QuantLib/ql/time/period.hpp:165:17: note: candidates are: bool
QuantLib::operator!=(const QuantLib::Period&, cons
t QuantLib::Period&)
C:\Lib\QuantLib/ql/time/date.hpp:304:17: note: bool
QuantLib::operator!=(const QuantLib::Date&, const Qu
antLib::Date&)
C:\Lib\QuantLib/ql/currency.hpp:159:17: note: bool
QuantLib::operator!=(const QuantLib::Currency&, const
QuantLib::Currency&)
C:\Lib\QuantLib/ql/money.hpp:203:17: note: bool
QuantLib::operator!=(const QuantLib::Money&, const Quant
Lib::Money&)
C:\Lib\QuantLib/ql/time/calendar.hpp:223:17: note: bool
QuantLib::operator!=(const QuantLib::Calendar&,
const QuantLib::Calendar&)
C:\Lib\QuantLib/ql/time/daycounter.hpp:138:17: note: bool
QuantLib::operator!=(const QuantLib::DayCounte
r&, const QuantLib::DayCounter&)
C:\Lib\QuantLib/ql/indexes/region.hpp:108:17: note: bool
QuantLib::operator!=(const QuantLib::Region&, c
onst QuantLib::Region&)
C:\Lib\QuantLib/ql/experimental/commodities/commoditytype.hpp:111:17: note:
bool QuantLib::operator!=(co
nst QuantLib::CommodityType&, const QuantLib::CommodityType&)
C:\Lib\QuantLib/ql/experimental/commodities/unitofmeasure.hpp:136:17: note:
bool QuantLib::operator!=(co
nst QuantLib::UnitOfMeasure&, const QuantLib::UnitOfMeasure&)
C:\Lib\QuantLib/ql/experimental/commodities/quantity.hpp:199:17: note:
bool QuantLib::operator!=(const Q
uantLib::Quantity&, const QuantLib::Quantity&)
C:\Lib\QuantLib/ql/experimental/commodities/paymentterm.hpp:115:17: note:
bool QuantLib::operator!=(cons
t QuantLib::PaymentTerm&, const QuantLib::PaymentTerm&)
C:\Lib\QuantLib/ql/experimental/credit/defaultevent.hpp:183:17: note:
bool QuantLib::operator!=(const Qu
antLib::DefaultEvent&, const QuantLib::DefaultEvent&)
C:\Lib\QuantLib/ql/experimental/credit/loss.hpp:46:17: note:
bool QuantLib::operator!=(const QuantLib::L
oss&, const QuantLib::Loss&)
In file included from C:\Lib\QuantLib/ql/experimental/exoticoptions/all.hpp:6:0,
from C:\Lib\QuantLib/ql/experimental/all.hpp:12,
from C:\Lib\QuantLib/ql/quantlib.hpp:42,
from ./rquantlib.h:27,
from asian.cpp:26:
C:\Lib\QuantLib/ql/experimental/exoticoptions/mceverestengine.hpp: In
constructor 'QuantLib::MCEverestEngine<RNG, S>::MC
EverestEngine(const
boost::shared_ptr<QuantLib::StochasticProcessArray>&, QuantLib::Size,
QuantLib::Size, bool, bool, Qu
antLib::Size, QuantLib::Real, QuantLib::Size, QuantLib::BigNatural)':
C:\Lib\QuantLib/ql/experimental/exoticoptions/mceverestengine.hpp:156:9: error:
no match for 'operator!=' in 'timeSteps
!= QuantLib::Null<long long unsigned int>()'
C:\Lib\QuantLib/ql/time/period.hpp:165:17: note: candidates are: bool
QuantLib::operator!=(const QuantLib::Period&, cons
t QuantLib::Period&)
C:\Lib\QuantLib/ql/time/date.hpp:304:17: note: bool
QuantLib::operator!=(const QuantLib::Date&, const Qu
antLib::Date&)
C:\Lib\QuantLib/ql/currency.hpp:159:17: note: bool
QuantLib::operator!=(const QuantLib::Currency&, const
QuantLib::Currency&)
C:\Lib\QuantLib/ql/money.hpp:203:17: note: bool
QuantLib::operator!=(const QuantLib::Money&, const Quant
Lib::Money&)
C:\Lib\QuantLib/ql/time/calendar.hpp:223:17: note: bool
QuantLib::operator!=(const QuantLib::Calendar&,
const QuantLib::Calendar&)
C:\Lib\QuantLib/ql/time/daycounter.hpp:138:17: note: bool
QuantLib::operator!=(const QuantLib::DayCounte
r&, const QuantLib::DayCounter&)
C:\Lib\QuantLib/ql/indexes/region.hpp:108:17: note: bool
QuantLib::operator!=(const QuantLib::Region&, c
onst QuantLib::Region&)
C:\Lib\QuantLib/ql/experimental/commodities/commoditytype.hpp:111:17: note:
bool QuantLib::operator!=(co
nst QuantLib::CommodityType&, const QuantLib::CommodityType&)
C:\Lib\QuantLib/ql/experimental/commodities/unitofmeasure.hpp:136:17: note:
bool QuantLib::operator!=(co
nst QuantLib::UnitOfMeasure&, const QuantLib::UnitOfMeasure&)
C:\Lib\QuantLib/ql/experimental/commodities/quantity.hpp:199:17: note:
bool QuantLib::operator!=(const Q
uantLib::Quantity&, const QuantLib::Quantity&)
C:\Lib\QuantLib/ql/experimental/commodities/paymentterm.hpp:115:17: note:
bool QuantLib::operator!=(cons
t QuantLib::PaymentTerm&, const QuantLib::PaymentTerm&)
C:\Lib\QuantLib/ql/experimental/credit/defaultevent.hpp:183:17: note:
bool QuantLib::operator!=(const Qu
antLib::DefaultEvent&, const QuantLib::DefaultEvent&)
C:\Lib\QuantLib/ql/experimental/credit/loss.hpp:46:17: note:
bool QuantLib::operator!=(const QuantLib::L
oss&, const QuantLib::Loss&)
C:\Lib\QuantLib/ql/experimental/exoticoptions/mceverestengine.hpp:156:9: error:
no match for 'operator!=' in 'timeStepsP
erYear != QuantLib::Null<long long unsigned int>()'
C:\Lib\QuantLib/ql/time/period.hpp:165:17: note: candidates are: bool
QuantLib::operator!=(const QuantLib::Period&, cons
t QuantLib::Period&)
C:\Lib\QuantLib/ql/time/date.hpp:304:17: note: bool
QuantLib::operator!=(const QuantLib::Date&, const Qu
antLib::Date&)
C:\Lib\QuantLib/ql/currency.hpp:159:17: note: bool
QuantLib::operator!=(const QuantLib::Currency&, const
QuantLib::Currency&)
C:\Lib\QuantLib/ql/money.hpp:203:17: note: bool
QuantLib::operator!=(const QuantLib::Money&, const Quant
Lib::Money&)
C:\Lib\QuantLib/ql/time/calendar.hpp:223:17: note: bool
QuantLib::operator!=(const QuantLib::Calendar&,
const QuantLib::Calendar&)
C:\Lib\QuantLib/ql/time/daycounter.hpp:138:17: note: bool
QuantLib::operator!=(const QuantLib::DayCounte
r&, const QuantLib::DayCounter&)
C:\Lib\QuantLib/ql/indexes/region.hpp:108:17: note: bool
QuantLib::operator!=(const QuantLib::Region&, c
onst QuantLib::Region&)
C:\Lib\QuantLib/ql/experimental/commodities/commoditytype.hpp:111:17: note:
bool QuantLib::operator!=(co
nst QuantLib::CommodityType&, const QuantLib::CommodityType&)
C:\Lib\QuantLib/ql/experimental/commodities/unitofmeasure.hpp:136:17: note:
bool QuantLib::operator!=(co
nst QuantLib::UnitOfMeasure&, const QuantLib::UnitOfMeasure&)
C:\Lib\QuantLib/ql/experimental/commodities/quantity.hpp:199:17: note:
bool QuantLib::operator!=(const Q
uantLib::Quantity&, const QuantLib::Quantity&)
C:\Lib\QuantLib/ql/experimental/commodities/paymentterm.hpp:115:17: note:
bool QuantLib::operator!=(cons
t QuantLib::PaymentTerm&, const QuantLib::PaymentTerm&)
C:\Lib\QuantLib/ql/experimental/credit/defaultevent.hpp:183:17: note:
bool QuantLib::operator!=(const Qu
antLib::DefaultEvent&, const QuantLib::DefaultEvent&)
C:\Lib\QuantLib/ql/experimental/credit/loss.hpp:46:17: note:
bool QuantLib::operator!=(const QuantLib::L
oss&, const QuantLib::Loss&)
C:\Lib\QuantLib/ql/experimental/exoticoptions/mceverestengine.hpp:159:9: error:
no match for 'operator==' in 'timeSteps
== QuantLib::Null<long long unsigned int>()'
C:\Lib\QuantLib/ql/time/period.hpp:161:17: note: candidates are: bool
QuantLib::operator==(const QuantLib::Period&, cons
t QuantLib::Period&)
C:\Lib\QuantLib/ql/time/date.hpp:300:17: note: bool
QuantLib::operator==(const QuantLib::Date&, const Qu
antLib::Date&)
C:\Lib\QuantLib/ql/currency.hpp:155:17: note: bool
QuantLib::operator==(const QuantLib::Currency&, const
QuantLib::Currency&)
C:\Lib\QuantLib/ql/money.hpp:103:10: note: bool
QuantLib::operator==(const QuantLib::Money&, const Quant
Lib::Money&)
C:\Lib\QuantLib/ql/time/calendar.hpp:218:17: note: bool
QuantLib::operator==(const QuantLib::Calendar&,
const QuantLib::Calendar&)
C:\Lib\QuantLib/ql/time/daycounter.hpp:133:17: note: bool
QuantLib::operator==(const QuantLib::DayCounte
r&, const QuantLib::DayCounter&)
C:\Lib\QuantLib/ql/indexes/region.hpp:104:17: note: bool
QuantLib::operator==(const QuantLib::Region&, c
onst QuantLib::Region&)
C:\Lib\QuantLib/ql/experimental/commodities/commoditytype.hpp:107:17: note:
bool QuantLib::operator==(co
nst QuantLib::CommodityType&, const QuantLib::CommodityType&)
C:\Lib\QuantLib/ql/experimental/commodities/unitofmeasure.hpp:132:17: note:
bool QuantLib::operator==(co
nst QuantLib::UnitOfMeasure&, const QuantLib::UnitOfMeasure&)
C:\Lib\QuantLib/ql/experimental/commodities/commoditycurve.hpp:109:17: note:
bool QuantLib::operator==(c
onst QuantLib::CommodityCurve&, const QuantLib::CommodityCurve&)
C:\Lib\QuantLib/ql/experimental/commodities/commodityindex.hpp:106:17: note:
bool QuantLib::operator==(c
onst QuantLib::CommodityIndex&, const QuantLib::CommodityIndex&)
C:\Lib\QuantLib/ql/experimental/commodities/quantity.hpp:105:10: note:
bool QuantLib::operator==(const Q
uantLib::Quantity&, const QuantLib::Quantity&)
C:\Lib\QuantLib/ql/experimental/commodities/paymentterm.hpp:111:17: note:
bool QuantLib::operator==(cons
t QuantLib::PaymentTerm&, const QuantLib::PaymentTerm&)
C:\Lib\QuantLib/ql/experimental/credit/defaulttype.hpp:160:10: note:
bool QuantLib::operator==(const Qua
ntLib::DefaultType&, const QuantLib::DefaultType&)
C:\Lib\QuantLib/ql/experimental/credit/defaultprobabilitykey.hpp:66:10: note:
bool QuantLib::operator==(
const QuantLib::DefaultProbKey&, const QuantLib::DefaultProbKey&)
C:\Lib\QuantLib/ql/experimental/credit/defaultevent.hpp:181:10: note:
bool QuantLib::operator==(const Qu
antLib::DefaultEvent&, const QuantLib::DefaultEvent&)
C:\Lib\QuantLib/ql/experimental/credit/loss.hpp:43:17: note:
bool QuantLib::operator==(const QuantLib::L
oss&, const QuantLib::Loss&)
C:\Lib\QuantLib/ql/experimental/exoticoptions/mceverestengine.hpp:159:9: error:
no match for 'operator==' in 'timeStepsP
erYear == QuantLib::Null<long long unsigned int>()'
C:\Lib\QuantLib/ql/time/period.hpp:161:17: note: candidates are: bool
QuantLib::operator==(const QuantLib::Period&, cons
t QuantLib::Period&)
C:\Lib\QuantLib/ql/time/date.hpp:300:17: note: bool
QuantLib::operator==(const QuantLib::Date&, const Qu
antLib::Date&)
C:\Lib\QuantLib/ql/currency.hpp:155:17: note: bool
QuantLib::operator==(const QuantLib::Currency&, const
QuantLib::Currency&)
C:\Lib\QuantLib/ql/money.hpp:103:10: note: bool
QuantLib::operator==(const QuantLib::Money&, const Quant
Lib::Money&)
C:\Lib\QuantLib/ql/time/calendar.hpp:218:17: note: bool
QuantLib::operator==(const QuantLib::Calendar&,
const QuantLib::Calendar&)
C:\Lib\QuantLib/ql/time/daycounter.hpp:133:17: note: bool
QuantLib::operator==(const QuantLib::DayCounte
r&, const QuantLib::DayCounter&)
C:\Lib\QuantLib/ql/indexes/region.hpp:104:17: note: bool
QuantLib::operator==(const QuantLib::Region&, c
onst QuantLib::Region&)
C:\Lib\QuantLib/ql/experimental/commodities/commoditytype.hpp:107:17: note:
bool QuantLib::operator==(co
nst QuantLib::CommodityType&, const QuantLib::CommodityType&)
C:\Lib\QuantLib/ql/experimental/commodities/unitofmeasure.hpp:132:17: note:
bool QuantLib::operator==(co
nst QuantLib::UnitOfMeasure&, const QuantLib::UnitOfMeasure&)
C:\Lib\QuantLib/ql/experimental/commodities/commoditycurve.hpp:109:17: note:
bool QuantLib::operator==(c
onst QuantLib::CommodityCurve&, const QuantLib::CommodityCurve&)
C:\Lib\QuantLib/ql/experimental/commodities/commodityindex.hpp:106:17: note:
bool QuantLib::operator==(c
onst QuantLib::CommodityIndex&, const QuantLib::CommodityIndex&)
C:\Lib\QuantLib/ql/experimental/commodities/quantity.hpp:105:10: note:
bool QuantLib::operator==(const Q
uantLib::Quantity&, const QuantLib::Quantity&)
C:\Lib\QuantLib/ql/experimental/commodities/paymentterm.hpp:111:17: note:
bool QuantLib::operator==(cons
t QuantLib::PaymentTerm&, const QuantLib::PaymentTerm&)
C:\Lib\QuantLib/ql/experimental/credit/defaulttype.hpp:160:10: note:
bool QuantLib::operator==(const Qua
ntLib::DefaultType&, const QuantLib::DefaultType&)
C:\Lib\QuantLib/ql/experimental/credit/defaultprobabilitykey.hpp:66:10: note:
bool QuantLib::operator==(
const QuantLib::DefaultProbKey&, const QuantLib::DefaultProbKey&)
C:\Lib\QuantLib/ql/experimental/credit/defaultevent.hpp:181:10: note:
bool QuantLib::operator==(const Qu
antLib::DefaultEvent&, const QuantLib::DefaultEvent&)
C:\Lib\QuantLib/ql/experimental/credit/loss.hpp:43:17: note:
bool QuantLib::operator==(const QuantLib::L
...........................
...........................
...........................
C:\Lib\QuantLib/boost/function/function_base.hpp:434:13: instantiated from
'static void boost::detail::function::funct
or_manager<Functor>::manage(const
boost::detail::function::function_buffer&,
boost::detail::function::function_buffer&,
boost::detail::function::functor_manager_operation_type) [with Functor =
QuantLib::details::LinearFct]'
C:\Lib\QuantLib/boost/function/function_template.hpp:913:60: instantiated from
'void boost::function1<R, T1>::assign_t
o(Functor) [with Functor = QuantLib::details::LinearFct, R = double, T0 =
std::vector<double>]'
C:\Lib\QuantLib/boost/function/function_template.hpp:722:7: instantiated from
'boost::function1<R, T1>::function1(Func
tor, typename
boost::enable_if_c<boost::type_traits::ice_not<boost::is_integral<Functor>::value>::value,
int>::type) [wi
th Functor = QuantLib::details::LinearFct, R = double, T0 =
std::vector<double>, typename boost::enable_if_c<boost::type
_traits::ice_not<boost::is_integral<Functor>::value>::value,
int>::type = int]'
C:\Lib\QuantLib/ql/math/linearleastsquaresregression.hpp:160:46: instantiated
from here
C:\Lib\QuantLib/boost/function/function_base.hpp:321:15: warning: dereferencing
type-punned pointer will break strict-al
iasing rules
C:\Lib\QuantLib/boost/function/function_base.hpp:325:13: warning: dereferencing
type-punned pointer will break strict-al
iasing rules
make: *** [asian.o] Error 1
ERROR: compilation failed for package 'RQuantLib'
* removing 'C:/PROGRA~1/R/R-212~1.1/library/RQuantLib'
c:\Lib>
Possibly Parallel Threads
Wisdom of the Ancients
