c++ - 无法在ubuntu上构建QuantLib

Question

码

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

库安装

sudo apt-get install libquantlib-1.1

QuantLib配置

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

编译和链接步骤:

$ g++ test1.cpp -L / usr / lib -lQuantLib -I / usr / include -fPIC -o test1
/tmp/cc0GDoC4.o:在函数QuantLib::CPICoupon::indexFixing()const中:
test1.cpp :(。text._ZNK8QuantLib9CPICoupon11indexFixingEv [QuantLib::CPICoupon::indexFixing()const] + 0x36): undefined reference `QuantLib::CPICoupon::indexFixing(QuantLib::Date const＆)const'
/tmp/cc0GDoC4.o :(。data.rel.ro._ZTVN8QuantLib22SwaptionVolatilityCubeE [用于QuantLib::SwaptionVolatilityCube的vtable] + 0x100):未定义对QuantLib::SwaptionVolatilityDiscrete::update(')的非虚拟重击
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib22SwaptionVolatilityCubeE0_NS_26SwaptionVolatilityDiscreteE[vTable for QuantLib::SwaptionVolatilityCube] + 0xa8): undefined reference '非虚拟thunk:将Disvol:
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib22CapFloorTermVolSurfaceE[vTable for QuantLib::CapFloorTermVolSurface] + 0xc8):未定义对QuantLib::CapFloorTermVol(Surface:
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib20CapFloorTermVolCurveE[vTable for QuantLib::CapFloorTermVolCurve] + 0xc8):未定义对QuantLib::CapFloorTermVolCurve的非虚拟重击:
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib20SpreadedSmileSectionE[vTable for QuantLib::SpreadedSmileSection] + 0x50):未定义对`QuantLib::SmileSection::optionPrice(double，QuantLib::Option::Type， double)const'
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib20SpreadedSmileSectionE[vTable for QuantLib::SpreadedSmileSection] + 0x58):未定义对`QuantLib::SmileSection::digitalOptionPrice(double，QuantLib::Option::Type， double，double)const'
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib20SpreadedSmileSectionE[vTable for QuantLib::SpreadedSmileSection] + 0x60):对QuantLib::SmileSection::vega(double，double)const的 undefined reference
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib20SpreadedSmileSectionE[vTable for QuantLib::SpreadedSmileSection] + 0x68):未定义对`QuantLib::SmileSection::density(double，double，double)const'的引用
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib20SpreadedSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::SpreadedSmileSection] + 0x50):未定义对`QuantLib::SmileSection::optionPrice(double，QuantLibType: double)const'
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib20SpreadedSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::SpreadedSmileSection] + 0x58):对`QuantLib::SmileSection::digitalOptionType(double，QuantLib: double，double)const'
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib20SpreadedSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::SpreadedSmileSection] + 0x60):未定义对`QuantLib::SmileSection::vega(double，double)的引用
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib20SpreadedSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::SpreadedSmileSection] + 0x68):未定义对“QuantLib::SmileSection::density”的引用(常量， double ， double ， double ， double
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib10FdmBatesOpE[vTable for QuantLib::FdmBatesOp] + 0x60):对QuantLib::FdmBatesOp::toMatrixDecomp()的 undefined reference
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib16FlatSmileSectionE[vTable for QuantLib::FlatSmileSection] + 0x50):未定义对`QuantLib::SmileSection::optionPrice(double，QuantLib::Option::Type， double)const'
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib16FlatSmileSectionE[vTable for QuantLib::FlatSmileSection] + 0x58):未定义对`QuantLib::SmileSection::digitalOptionPrice(double，QuantLib::Option::Type， double，double)const'
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib16FlatSmileSectionE[vTable for QuantLib::FlatSmileSection] + 0x60):未定义对`QuantLib::SmileSection::vega(double，double)const'的引用
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib16FlatSmileSectionE[vTable for QuantLib::FlatSmileSection] + 0x68):未定义对“QuantLib::SmileSection::density(double，double，double)const”的引用
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib16FlatSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::FlatSmileSection] + 0x50):未定义对`QuantLib::SmileSection::optionPrice(double，QuantType:Option， double)const'
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib16FlatSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::FlatSmileSection] + 0x58):未定义对`QuantLib::SmileSection::digitalOptionPrice(double，QuantLib: double，double)const'
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib16FlatSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::FlatSmileSection] + 0x60):未定义对`QuantLib::SmileSection::vega(double，double)const'的引用
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTCN8QuantLib16FlatSmileSectionE0_NS_12SmileSectionE[vtable for QuantLib::FlatSmileSection] + 0x68): undefined reference 'QuantLib::SmileSection::density(double，double，double)
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib27CPICapFloorTermPriceSurfaceE[vTable for QuantLib::CPICapFloorTermPriceSurface] + 0xb0):未定义对`QuantLib::CPICapFloorTermPriceSurface::price(QuantLib :)
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib27CPICapFloorTermPriceSurfaceE[vTable for QuantLib::CPICapFloorTermPriceSurface] + 0xb8):未定义对`QuantLib::CPICapFloorTermPriceSurface::capPrice()的引用，)
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib27CPICapFloorTermPriceSurfaceE[vTable for QuantLib::CPICapFloorTermPriceSurface] + 0xc0): undefined reference `QuantLib::CPICapFloorTermPriceSurface::bloorPrice()
/tmp/cc0GDoC4.o:(.data.rel.ro._ZTVN8QuantLib27CPICapFloorTermPriceSurfaceE[vTable for QuantLib::CPICapFloorTermPriceSurface] + 0x128):未定义对QuantLib::CPICapFloorTermPriceSurface的引用:: cpiOptionDateFrom()
/tmp/cc0GDoC4.o :(。data.rel.ro._ZTVN8QuantLib9CPICouponE [适用于QuantLib::CPICoupon的vtable] + 0x30): undefined reference QuantLib::CPICoupon::accept(QuantLib::AcyclicVisitor＆)
/tmp/cc0GDoC4.o :(。data.rel.ro._ZTVN8QuantLib9CPICouponE [适用于QuantLib::CPICoupon的vtable] + 0x78): undefined reference `QuantLib::CPICoupon::checkPricerImpl(boost::shared_ptr const＆)const'
collect2:ld返回1退出状态

请你帮助我好吗 ？

Answer 1

您已经通过apt-get安装了QuantLib 1.1二进制文件，但其中包括了较新版本(可能是您下载的版本)中的 header 。
较新的 header 定义了更多功能，而1.1二进制文件中缺少这些功能，并且会导致链接器错误。

为避免这些错误，您需要使用相同版本的 header 和二进制文件。
要使用较新的版本，请自己编译并安装QuantLib二进制文件。它应该像执行一样简单:

./configure
make
sudo make install

要改为使用1.1版本，您需要安装包含 header 的dev软件包。在我的系统上，可以通过执行

sudo apt-get install libquantlib0-dev

但是话又说回来，我有libquantlib0而不是您提到的libquantlib-1.1，因此您最好运行apt-cache search quantlib并找出开发包的名称。