編譯 QuantLib 範例

October 20, 2018

我遵循了從這裡http://quantlib.org/install/macosx.shtml安裝 QuantLib for mac 的指導方針，並使用以下命令修復了標誌：

導出 CXXFLAGS = -stdlib=libstdc++

導出 LDFLAGS = -mmacosx-version-min=10.6

但是，當我嘗試按照指南中的說明編譯範例時，出現以下錯誤：

In file included from BermudanSwaption.cpp:22:
In file included from /opt/local/include/ql/quantlib.hpp:43:
In file included from /opt/local/include/ql/experimental/all.hpp:25:
In file included from /opt/local/include/ql/experimental/volatility/all.hpp:21:
In file included from /opt/local/include/ql/experimental/volatility/zabr.hpp:31:
In file included from /opt/local/include/ql/math/statistics/incrementalstatistics.hpp:35:
In file included from /opt/local/include/boost/accumulators/statistics/stats.hpp:14:
In file included from /opt/local/include/boost/accumulators/statistics_fwd.hpp:12:
/opt/local/include/boost/mpl/print.hpp:50:19: warning: in-class initialization of non-static data member is a
     C++11 extension [-Wc++11-extensions]
   const int m_x = 1 / (sizeof(T) - sizeof(T));
                 ^
1 warning generated.
Undefined symbols for architecture x86_64:
 "QuantLib::MultiStepSwap::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::MultiStepSwap in BermudanSwaption-a6bf28.o
 "QuantLib::ExerciseAdapter::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::ExerciseAdapter in BermudanSwaption-a6bf28.o
 "QuantLib::OneStepForwards::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::OneStepForwards in BermudanSwaption-a6bf28.o
 "QuantLib::BermudanExercise::BermudanExercise(std::__1::vector&lt;QuantLib::Date, std::__1::allocator&lt;QuantLib::Date&gt; &gt; const&, bool)", referenced from:
     _main in BermudanSwaption-a6bf28.o
 "QuantLib::MultiStepNothing::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::MultiStepNothing in BermudanSwaption-a6bf28.o
 "QuantLib::MultiStepRatchet::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::MultiStepRatchet in BermudanSwaption-a6bf28.o
 "QuantLib::MultiStepForwards::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::MultiStepForwards in BermudanSwaption-a6bf28.o
 "QuantLib::MultiStepSwaption::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::MultiStepSwaption in BermudanSwaption-a6bf28.o
 "QuantLib::OneStepOptionlets::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::OneStepOptionlets in BermudanSwaption-a6bf28.o
 "QuantLib::MultiStepOptionlets::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::MultiStepOptionlets in BermudanSwaption-a6bf28.o
 "QuantLib::OneStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::OneStepCoinitialSwaps in BermudanSwaption-a6bf28.o
 "QuantLib::OneStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::OneStepCoterminalSwaps in BermudanSwaption-a6bf28.o
 "QuantLib::MultiStepCoinitialSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::MultiStepCoinitialSwaps in BermudanSwaption-a6bf28.o
 "QuantLib::MultiStepInverseFloater::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::MultiStepInverseFloater in BermudanSwaption-a6bf28.o
 "QuantLib::MultiStepCoterminalSwaps::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::MultiStepCoterminalSwaps in BermudanSwaption-a6bf28.o
 "QuantLib::MultiStepCoterminalSwaptions::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::MultiStepCoterminalSwaptions in BermudanSwaption-a6bf28.o
 "QuantLib::MultiStepPeriodCapletSwaptions::nextTimeStep(QuantLib::CurveState const&, std::__1::vector&lt;unsigned long, std::__1::allocator&lt;unsigned long&gt; &gt;&, std::__1::vector&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt;, std::__1::allocator&lt;std::__1::vector&lt;QuantLib::MarketModelMultiProduct::CashFlow, std::__1::allocator&lt;QuantLib::MarketModelMultiProduct::CashFlow&gt; &gt; &gt; &gt;&)", referenced from:
     vtable for QuantLib::MultiStepPeriodCapletSwaptions in BermudanSwaption-a6bf28.o
 "QuantLib::Error::Error(std::__1::basic_string&lt;char, std::__1::char_traits&lt;char&gt;, std::__1::allocator&lt;char&gt; &gt; const&, long, std::__1::basic_string&lt;char, std::__1::char_traits&lt;char&gt;, std::__1::allocator&lt;char&gt; &gt; const&, std::__1::basic_string&lt;char, std::__1::char_traits&lt;char&gt;, std::__1::allocator&lt;char&gt; &gt; const&)", referenced from:
     QuantLib::DiscretizedOption::reset(unsigned long) in BermudanSwaption-a6bf28.o
     QuantLib::Instrument::setupArguments(QuantLib::PricingEngine::arguments*) const in BermudanSwaption-a6bf28.o
     QuantLib::Option::setupArguments(QuantLib::PricingEngine::arguments*) const in BermudanSwaption-a6bf28.o
     QuantLib::Payoff::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-a6bf28.o
     QuantLib::BlackVolTermStructure::accept(QuantLib::AcyclicVisitor&) in BermudanSwaption-a6bf28.o
     QuantLib::SimpleQuote::value() const in BermudanSwaption-a6bf28.o
     QuantLib::Handle&lt;QuantLib::Quote&gt;::operator-&gt;() const in BermudanSwaption-a6bf28.o
     ...
 "QuantLib::detail::operator&lt;&lt;(std::__1::basic_ostream&lt;char, std::__1::char_traits&lt;char&gt; &gt;&, QuantLib::detail::percent_holder const&)", referenced from:
     calibrateModel(boost::shared_ptr&lt;QuantLib::ShortRateModel&gt; const&, std::__1::vector&lt;boost::shared_ptr&lt;QuantLib::CalibrationHelper&gt;, std::__1::allocator&lt;boost::shared_ptr&lt;QuantLib::CalibrationHelper&gt; &gt; &gt; const&) in BermudanSwaption-a6bf28.o
     _main in BermudanSwaption-a6bf28.o
 "QuantLib::operator&lt;&lt;(std::__1::basic_ostream&lt;char, std::__1::char_traits&lt;char&gt; &gt;&, QuantLib::Date const&)", referenced from:
     QuantLib::InterestRateIndex::valueDate(QuantLib::Date const&) const in BermudanSwaption-a6bf28.o
ld: symbol(s) not found for architecture x86_64
clang: error: linker command failed with exit code 1 (use -v to see invocation)

我做錯了什麼嗎？這裡的“連結器”有什麼問題？我非常感謝您的幫助，因為我一直在努力讓它工作很長時間。

你不能只編譯 BermudanSwaption.cpp 並希望一切都會好起來。您必須編譯整個 QuantLib 庫並連結到生成的庫文件。請Google“編譯和連結 C++”以獲取更多資訊。
到目前為止，在 Mac 上實現它的最簡單方法是使用 Xcode 來實現。您將需要創建一個新的 Xcode 項目，並將整個 Quantlib 項目文件導入其中。接下來，您將需要創建一個 main() 函式。Xcode 會自動為您進行編譯和連結。
在我的螢幕截圖中，我讓 QuantLib 在 Xcode 中工作，並且正在嘗試 OU 程序。

幾分鐘前我也遇到過這樣的問題，我意識到這個錯誤是由 Mac 設置的標準庫引起的。與最近幾個 MAC 版本的預設設置-stdlib=libstdc++相比，在建構時應該設置一個。libc++

引用自：https://quant.stackexchange.com/questions/24541

編譯 QuantLib 範例

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