[Rquantlib-devel] Building rquantlib on windows

[Michele Salvadore]

Hi,

I am trying to build rquantib on windows as I need to add/improve some
features related to fixed income pricing. This is my e4nvironment
configuration:

BOOSTLIB="C:/workspace/lib/boost/boost_1_56_0"
QUANTLIB_ROOT="C:/workspace/lib/QuantLib/QuantLib-1.4"

> sessionInfo()
R version 3.1.1 (2014-07-10)
Platform: x86_64-w64-mingw32/x64 (64-bit)

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United
States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C

[5] LC_TIME=English_United States.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

loaded via a namespace (and not attached):
[1] tools_3.1.1

When I "Build & Reload" (from RStudio) I get the following:

==> Rcmd.exe INSTALL --no-multiarch --with-keep.source rquantlib

* installing to library 'C:/Program Files/R/R-3.1.1/library'
* installing *source* package 'RQuantLib' ...

   **********************************************
   WARNING: this package has a configure script
         It probably needs manual configuration
   **********************************************


** libs
g++ -m64 -I"C:/PROGRA~1/R/R-31~1.1/include" -DNDEBUG    -I"C:/Program
Files/R/R-3.1.1/library/Rcpp/include"
-I"d:/RCompile/CRANpkg/extralibs64/local/include"
 -I"C:/workspace/lib/QuantLib/QuantLib-1.4" -I../inst/include -I.
-I"C:/workspace/lib/boost/boost_1_56_0"   -O2 -Wall  -mtune=core2 -c
RcppExports.cpp -o RcppExports.o
In file included from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/models/model.hpp:30:0,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/pricingengines/latticeshortratemodelengine.hpp:28,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/experimental/callablebonds/treecallablebondengine.hpp:28,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/experimental/callablebonds/all.hpp:9,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/experimental/all.hpp:6,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/quantlib.hpp:42,
                 from ../inst/include/rquantlib_internal.h:24,
                 from ../inst/include/RQuantLib.h:23,
                 from RcppExports.cpp:4:
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/methods/lattices/lattice.hpp:169:0:
warning: ignoring #pragma omp parallel [-Wunknown-pragmas]
In file included from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/methods/finitedifferences/operatortraits.hpp:27:0,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp:27,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp:28,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp:30,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/experimental/finitedifferences/all.hpp:5,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/experimental/all.hpp:15,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/quantlib.hpp:42,
                 from ../inst/include/rquantlib_internal.h:24,
                 from ../inst/include/RQuantLib.h:23,
                 from RcppExports.cpp:4:
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/methods/finitedifferences/stepcondition.hpp:48:0:
warning: ignoring #pragma omp parallel [-Wunknown-pragmas]
In file included from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/methods/finitedifferences/fdtypedefs.hpp:28:0,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/methods/finitedifferences/americancondition.hpp:28,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/methods/finitedifferences/all.hpp:4,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/methods/all.hpp:4,
                 from
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/quantlib.hpp:47,
                 from ../inst/include/rquantlib_internal.h:24,
                 from ../inst/include/RQuantLib.h:23,
                 from RcppExports.cpp:4:
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/methods/finitedifferences/parallelevolver.hpp:51:0:
warning: ignoring #pragma omp parallel [-Wunknown-pragmas]
C:/workspace/lib/QuantLib/QuantLib-1.4/ql/methods/finitedifferences/parallelevolver.hpp:102:0:
warning: ignoring #pragma omp parallel [-Wunknown-pragmas]
In file included from C:/Program
Files/R/R-3.1.1/library/Rcpp/include/Rcpp/as.h:25:0,
                 from C:/Program
Files/R/R-3.1.1/library/Rcpp/include/RcppCommon.h:169,
                 from ../inst/include/rquantlib_internal.h:30,
                 from ../inst/include/RQuantLib.h:23,
                 from RcppExports.cpp:4:
C:/Program Files/R/R-3.1.1/library/Rcpp/include/Rcpp/internal/Exporter.h:
In constructor 'Rcpp::traits::Exporter<T>::Exporter(SEXP) [with T = long
long unsigned int, SEXP = SEXPREC*]':
C:/Program Files/R/R-3.1.1/library/Rcpp/include/Rcpp/as.h:79:51:
instantiated from 'T Rcpp::internal::as(SEXP,
Rcpp::traits::r_type_generic_tag) [with T = long long unsigned int, SEXP =
SEXPREC*]'
C:/Program Files/R/R-3.1.1/library/Rcpp/include/Rcpp/as.h:144:84:
instantiated from 'T Rcpp::as(SEXP) [with T = long long unsigned int, SEXP
= SEXPREC*]'
C:/Program
Files/R/R-3.1.1/library/Rcpp/include/Rcpp/InputParameter.h:34:45:
instantiated from 'Rcpp::InputParameter<T>::operator T() [with T = long
long unsigned int]'
RcppExports.cpp:29:161:   instantiated from here
C:/Program
Files/R/R-3.1.1/library/Rcpp/include/Rcpp/internal/Exporter.h:31:31: error:
invalid conversion from 'SEXP' to 'long long unsigned int' [-fpermissive]
make: *** [RcppExports.o] Error 1
Warning: running command 'make -f "Makevars.win" -f
"C:/PROGRA~1/R/R-31~1.1/etc/x64/Makeconf" -f
"C:/PROGRA~1/R/R-31~1.1/share/make/winshlib.mk"
SHLIB_LDFLAGS='$(SHLIB_CXXLDFLAGS)' SHLIB_LD='$(SHLIB_CXXLD)'
SHLIB="RQuantLib.dll" WIN=64 TCLBIN=64 OBJECTS="RcppExports.o asian.o
barrier_binary.o bermudan.o bonds.o calendars.o curves.o dates.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:/Program Files/R/R-3.1.1/library/RQuantLib'
* restoring previous 'C:/Program Files/R/R-3.1.1/library/RQuantLib'

Exited with status 1.


Any idea how to fix this?

Thanks,
Michele
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.r-forge.r-project.org/pipermail/rquantlib-devel/attachments/20140924/25d67adf/attachment.html>