From grandtiger at gmail.com Tue Feb 25 19:37:29 2014 From: grandtiger at gmail.com (George Wang) Date: Tue, 25 Feb 2014 13:37:29 -0500 Subject: [Rquantlib-devel] How to build RQuantLib on Windows Message-ID: <2F8A4965-EB55-4847-8D5E-1EB6196ED99B@gmail.com> Hi all, 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. http://blog.fosstrading.com/2010/12/build-rquantlib-on-32-bit-windows.html 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. Thanks, George P.S. Following is the details of the error. $ C:/R/R-3.0.2/bin/i386/R CMD INSTALL RQuantLib * installing to library 'c:/R/R-3.0.2/library' * installing *source* package 'RQuantLib' ... files 'DESCRIPTION', 'src/Makevars.win', 'src/utils.cpp' have the wrong MD5 checksums ********************************************** WARNING: this package has a configure script It probably needs manual configuration ********************************************** ** libs *** arch - i386 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 asian.cpp:26:23: fatal error: rquantlib.h: No such file or directory compilation terminated. make: *** [asian.o] Error 1 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 b.mk" 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 ERROR: compilation failed for package 'RQuantLib' * removing 'c:/R/R-3.0.2/library/RQuantLib' * restoring previous 'c:/R/R-3.0.2/library/RQuantLib' -------------- next part -------------- An HTML attachment was scrubbed... URL: From edd at debian.org Tue Feb 25 19:59:23 2014 From: edd at debian.org (Dirk Eddelbuettel) Date: Tue, 25 Feb 2014 12:59:23 -0600 Subject: [Rquantlib-devel] How to build RQuantLib on Windows In-Reply-To: <2F8A4965-EB55-4847-8D5E-1EB6196ED99B@gmail.com> References: <2F8A4965-EB55-4847-8D5E-1EB6196ED99B@gmail.com> Message-ID: <21260.59403.998544.108435@max.nulle.part> Hi George, On 25 February 2014 at 13:37, George Wang wrote: | 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. | http://blog.fosstrading.com/2010/12/build-rquantlib-on-32-bit-windows.html | | 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. | | Thanks, | George | | P.S. Following is the details of the error. | | $ C:/R/R-3.0.2/bin/i386/R CMD INSTALL RQuantLib | * installing to library 'c:/R/R-3.0.2/library' | * installing *source* package 'RQuantLib' ... | files 'DESCRIPTION', 'src/Makevars.win', 'src/utils.cpp' have the wrong MD5 | checksums | | ********************************************** | WARNING: this package has a configure script | It probably needs manual configuration | ********************************************** | | | ** libs | | *** arch - i386 | 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 | asian.cpp:26:23: fatal error: rquantlib.h: No such file or directory ^^^^^^^^^^^^^^^^^^^^^^^^ Look at src/Makevars.win. It expects a QuantLib installation (or rather, the headers and library) pointed to by a variable. If you don't have that, things will fail. I presume you have built QuantLib on Windows? Dirk | compilation terminated. | make: *** [asian.o] Error 1 | 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 | b.mk" 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 | ERROR: compilation failed for package 'RQuantLib' | * removing 'c:/R/R-3.0.2/library/RQuantLib' | * restoring previous 'c:/R/R-3.0.2/library/RQuantLib' | | ---------------------------------------------------------------------- | _______________________________________________ | Rquantlib-devel mailing list | Rquantlib-devel at lists.r-forge.r-project.org | https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rquantlib-devel -- Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com