<html><head><meta http-equiv="content-type" content="text/html; charset=utf-8"></head><body dir="auto"><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">Hi all,</span></div><div><br></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">I don't really need 64bit binary, but all my PCs have 64bit Win7. I have tried following the following instructions trying to compile RQuantLib on windows, but always failed.</span></div><div><font color="#000000"><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);"><a href="http://blog.fosstrading.com/2010/12/build-rquantlib-on-32-bit-windows.html">http://blog.fosstrading.com/2010/12/build-rquantlib-on-32-bit-windows.html</a><br></span></font></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);"><br></span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">I wonder if you have any web page or document with step by step instruction to set up the environment to build RQuantLib on Windows. I need to make some change to fixed rate bond to make price<->yield calculation match Bloomberg's result. Any help would be highly appreciated.</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);"><br></span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">Thanks,</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">George</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);"><br></span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">P.S. Following is the details of the error.<br></span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);"><br></span></div><div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">$ C:/R/R-3.0.2/bin/i386/R CMD INSTALL RQuantLib</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">* installing to library 'c:/R/R-3.0.2/library'</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">* installing *source* package 'RQuantLib' ...</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">files 'DESCRIPTION', 'src/Makevars.win', 'src/utils.cpp' have the wrong MD5 checksums</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);"><br></span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">   **********************************************</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">   WARNING: this package has a configure script</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">         It probably needs manual configuration</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">   **********************************************</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);"><br></span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);"><br></span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">** libs</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);"><br></span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">*** arch - i386</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">g++ -m32 -I"c:/R/R-3.0.2/include" -DNDEBUG    -I"c:/R/R-3.0.2/library/Rcpp/include" -I"d:/RCompile/CRANpkg/extralibs64/local/include"  -I -I../inst/include -I. -I""   -O2 -Wall  -mtune=core2 -c asian.cpp -o asian.o</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">asian.cpp:26:23: fatal error: rquantlib.h: No such file or directory</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">compilation terminated.</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">make: *** [asian.o] Error 1</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">Warning: running command 'make -f "Makevars.win" -f "c:/R/R-3.0.2/etc/i386/Makeconf" -f "c:/R/R-3.0.2/share/make/winshli</span></div><div><font color="#000000"><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);"><a href="http://b.mk/">b.mk</a>" SHLIB_LDFLAGS='$(SHLIB_CXXLDFLAGS)' SHLIB_LD='$(SHLIB_CXXLD)' SHLIB="RQuantLib.dll" OBJECTS="asian.o barrier_binary.o bermudan.o bonds.o calendars.o curves.o daycounter.o discount.o hullwhite.o implieds.o modules.o utils.o vanilla.o zero.o"' had status 2</span></font></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">ERROR: compilation failed for package 'RQuantLib'</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">* removing 'c:/R/R-3.0.2/library/RQuantLib'</span></div><div><span style="-webkit-text-size-adjust: auto; background-color: rgba(255, 255, 255, 0);">* restoring previous 'c:/R/R-3.0.2/library/RQuantLib'</span></div></div></body></html>