Question

代码

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

图书馆安装

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: 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

你能帮我吗？

Answer 1

您已经通过apt-get安装了QuantLib 1.1二进制文件，但是您是否包含了较新版本的标题（可能是您下载的标题？）较新的头定义了更多的函数，这些函数在1.1二进制文件中缺失并导致链接器错误。

为避免错误，您需要使用同一版本的标头和二进制文件。要使用较新的，请自行编译和安装QuantLib二进制文件;它应该像执行一样简单：

./configure
make
sudo make install

要使用1.1版本，您需要安装包含标题的dev包。在我的系统上，它将通过执行

来完成

sudo apt-get install libquantlib0-dev

但是我再次提到libquantlib0而不是libquantlib-1.1，所以你最好运行apt-cache search quantlib并找出dev包的名称。

无法在ubuntu上构建QuantLib

1 个答案: