Code
#include <ql/quantlib.hpp>
#include <boost/timer.hpp>
int main ()
{
return 0;
}
Library installation
sudo apt-get install libquantlib-1.1
QuantLib Config
$quantlib-config --libs
-L/usr/lib -lQuantLib
$ quantlib-config --cflags
-I/usr/include
$
Compile and Link step:
$ g++ test1.cpp -L/usr/lib -lQuantLib -I/usr/include -fPIC -o test1 /tmp/cc0GDoC4.o: In function `QuantLib::CPICoupon::indexFixing() const': test1.cpp:(.text._ZNK8QuantLib9CPICoupon11indexFixingEv[QuantLib::CPICoupon::indexFixing() const]+0x36): undefined reference to `QuantLib::CPICoupon::indexFixing(QuantLib::Date const&) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib22SwaptionVolatilityCubeE[vtable for QuantLib::SwaptionVolatilityCube]+0x100): undefined reference to `non-virtual thunk to QuantLib::SwaptionVolatilityDiscrete::update()' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib22SwaptionVolatilityCubeE0_NS_26SwaptionVolatilityDiscreteE[vtable for QuantLib::SwaptionVolatilityCube]+0xa8): undefined reference to `non-virtual thunk to QuantLib::SwaptionVolatilityDiscrete::update()' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib22CapFloorTermVolSurfaceE[vtable for QuantLib::CapFloorTermVolSurface]+0xc8): undefined reference to `non-virtual thunk to QuantLib::CapFloorTermVolSurface::update()' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib20CapFloorTermVolCurveE[vtable for QuantLib::CapFloorTermVolCurve]+0xc8): undefined reference to `non-virtual thunk to QuantLib::CapFloorTermVolCurve::update()' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib20SpreadedSmileSectionE[vtable for QuantLib::SpreadedSmileSection]+0x50): undefined reference to `QuantLib::SmileSection::optionPrice(double, QuantLib::Option::Type, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib20SpreadedSmileSectionE[vtable for QuantLib::SpreadedSmileSection]+0x58): undefined reference to `QuantLib::SmileSection::digitalOptionPrice(double, QuantLib::Option::Type, double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib20SpreadedSmileSectionE[vtable for QuantLib::SpreadedSmileSection]+0x60): undefined reference to `QuantLib::SmileSection::vega(double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib20SpreadedSmileSectionE[vtable for QuantLib::SpreadedSmileSection]+0x68): undefined reference to `QuantLib::SmileSection::density(double, double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib20SpreadedSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::SpreadedSmileSection]+0x50): undefined reference to `QuantLib::SmileSection::optionPrice(double, QuantLib::Option::Type, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib20SpreadedSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::SpreadedSmileSection]+0x58): undefined reference to `QuantLib::SmileSection::digitalOptionPrice(double, QuantLib::Option::Type, double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib20SpreadedSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::SpreadedSmileSection]+0x60): undefined reference to `QuantLib::SmileSection::vega(double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib20SpreadedSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::SpreadedSmileSection]+0x68): undefined reference to `QuantLib::SmileSection::density(double, double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib10FdmBatesOpE[vtable for QuantLib::FdmBatesOp]+0x60): undefined reference to `QuantLib::FdmBatesOp::toMatrixDecomp() const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib16FlatSmileSectionE[vtable for QuantLib::FlatSmileSection]+0x50): undefined reference to `QuantLib::SmileSection::optionPrice(double, QuantLib::Option::Type, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib16FlatSmileSectionE[vtable for QuantLib::FlatSmileSection]+0x58): undefined reference to `QuantLib::SmileSection::digitalOptionPrice(double, QuantLib::Option::Type, double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib16FlatSmileSectionE[vtable for QuantLib::FlatSmileSection]+0x60): undefined reference to `QuantLib::SmileSection::vega(double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib16FlatSmileSectionE[vtable for QuantLib::FlatSmileSection]+0x68): undefined reference to `QuantLib::SmileSection::density(double, double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib16FlatSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::FlatSmileSection]+0x50): undefined reference to `QuantLib::SmileSection::optionPrice(double, QuantLib::Option::Type, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib16FlatSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::FlatSmileSection]+0x58): undefined reference to `QuantLib::SmileSection::digitalOptionPrice(double, QuantLib::Option::Type, double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib16FlatSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::FlatSmileSection]+0x60): undefined reference to `QuantLib::SmileSection::vega(double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib16FlatSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::FlatSmileSection]+0x68): undefined reference to `QuantLib::SmileSection::density(double, double, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib27CPICapFloorTermPriceSurfaceE[vtable for QuantLib::CPICapFloorTermPriceSurface]+0xb0): undefined reference to `QuantLib::CPICapFloorTermPriceSurface::price(QuantLib::Period const&, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib27CPICapFloorTermPriceSurfaceE[vtable for QuantLib::CPICapFloorTermPriceSurface]+0xb8): undefined reference to `QuantLib::CPICapFloorTermPriceSurface::capPrice(QuantLib::Period const&, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib27CPICapFloorTermPriceSurfaceE[vtable for QuantLib::CPICapFloorTermPriceSurface]+0xc0): undefined reference to `QuantLib::CPICapFloorTermPriceSurface::floorPrice(QuantLib::Period const&, double) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib27CPICapFloorTermPriceSurfaceE[vtable for QuantLib::CPICapFloorTermPriceSurface]+0x128): undefined reference to `QuantLib::CPICapFloorTermPriceSurface::cpiOptionDateFromTenor(QuantLib::Period const&) const' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib9CPICouponE[vtable for QuantLib::CPICoupon]+0x30): undefined reference to `QuantLib::CPICoupon::accept(QuantLib::AcyclicVisitor&)' /tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib9CPICouponE[vtable for QuantLib::CPICoupon]+0x78): undefined reference to `QuantLib::CPICoupon::checkPricerImpl(boost::shared_ptr const&) const' collect2: ld returned 1 exit status
Could you please help me ?
You've installed the QuantLib 1.1 binaries through apt-get
, but you're including the headers from a newer version (possibly one that you downloaded?) The newer headers define more functions, which are missing from the 1.1 binary and cause the linker errors.
To avoid the errors, you need to use headers and binaries from the same version. To use the newer one, compile and install the QuantLib binaries yourself; it should be as simple as executing:
./configure
make
sudo make install
To use the 1.1 version instead, you need install the dev
package which contains the headers. On my system it would be done by executing
sudo apt-get install libquantlib0-dev
but then again I have libquantlib0
instead of libquantlib-1.1
as you mentioned, so you better run apt-cache search quantlib
and find out what the dev package is called.
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