無法在ubuntu上構建QuantLib

Question

碼

    #include <ql/quantlib.hpp>
    #include <boost/timer.hpp>
    int main ()
    {
      return 0;
    }

庫安裝

sudo apt-get install libquantlib-1.1

QuantLib配置

$quantlib-config --libs
-L/usr/lib -lQuantLib
$ quantlib-config --cflags
-I/usr/include
$ 

編譯和鏈接步驟：

$ 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

請你幫助我好嗎 ？

Answer 1

您已經通過apt-get安裝了QuantLib 1.1二進制文件，但其中包括了較新版本的頭文件（可能是您下載的文件頭？）。較新的頭文件定義了更多功能，而1.1二進制文件中缺少這些函數並導致鏈接器錯誤。

為避免這些錯誤，您需要使用相同版本的標頭和二進制文件。 要使用較新的版本，請自己編譯並安裝QuantLib二進制文件。 它應該像執行一樣簡單：

./configure
make
sudo make install

要改用1.1版本，您需要安裝包含標頭的dev軟件包。 在我的系統上，可以通過執行

sudo apt-get install libquantlib0-dev

但是話又說回來，我有libquantlib0而不是您提到的libquantlib-1.1 ，因此最好運行apt-cache search quantlib ，找出dev包的名稱。