TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

[Andy Nguyen]

How long does the whole installation with BoostPro take? I did the compiling routing and it takes me hours to build everything.

 

[kirylm]

How long does the whole installation with BoostPro take? I did the compiling routing and it takes me hours to build everything.

Yes, it's quite long. You can de-select unneeded implementations though. I just selected them all, I guess that's the reason why it takes long.

 

[DaveCompton]

build time

How long does the whole installation with BoostPro take? I did the compiling routing and it takes me hours to build everything.

It took me about an hour to build boost. With boost 1.39 you can get by with the default boost build ( no need to specify build-type=complete when building as in the past).

It took about 90 minutes to build quantlib. This time does not include the time to do the tests that are automatically run at the end of the build.

It took 42 minutes to run the quantlib tests. It's important to build quantlib using the release configuration - otherwise the tests run much slower and you might see a couple of failures.

This was all on a Pentium Dual Core E5200 machine running at 2.5G Hz that cost me about $400 last year.

- Dave

 

[DaveCompton]

build time - answering the question you asked

How long does the whole installation with BoostPro take? I did the compiling routing and it takes me hours to build everything.

Right. So now this time answering the question you actually asked...

The BoostPro installation took me less than 10 minutes and is quite clean. Be sure you select the unit testing features of boost. Aside from that you don't need to specify anything that is not selected by default.

 

[Roger Trimble]

Bump: Boost_1_42_0

Has anyone had success building the latest boost release on Windows? Following the tutorial here is not working for this release.

I've attached a screen shot of my error message.

 

[DaveCompton]

building the latest boost release on Windows

I built the latest boost release, 1.42.0, on Windows two days ago and (except for running out of disk space the first time around ) it worked without a hitch.

Your screen shot indicates that you are running bjam.exe without specifying the full path. I wonder if you are running the wrong bjam.exe. Try the following instead:

tools\jam\src\bin.ntx86\bjam.exe --build-type=complete

That is what is specified in the tutorial.


- Dave

 

[Roger Trimble]

Thank you kindly. You're right. I think the initial download was the issue. I did a clean download, and its working like it should.

 

[somshekhar]

Hi David,
I gave the same command as you specified but linking is failing...
The error is as follows:

<code>
C:\boost_1_34_1\tools\jam\src>build.bat
###
### Using 'vc7' toolset.
###
C:\boost_1_34_1\tools\jam\src>rd /S /Q bootstrap
The system cannot find the file specified.
C:\boost_1_34_1\tools\jam\src>md bootstrap
C:\boost_1_34_1\tools\jam\src>cl /nologo /GZ /Zi /MLd -DNT -DYYDEBUG kernel32.li
b advapi32.lib user32.lib /Febootstrap\jam0 command.c compile.c debug.c execnt.
c expand.c filent.c glob.c hash.c hdrmacro.c headers.c jam.c jambase.c jamgram.c
lists.c make.c make1.c newstr.c option.c parse.c pathunix.c regexp.c rules.c sc
an.c search.c subst.c timestamp.c variable.c modules.c strings.c filesys.c built
ins.c pwd.c class.c w32_getreg.c native.c modules/set.c modules/path.c modules/r
egex.c modules/property-set.c modules/sequence.c modules/order.c
cl : Command line warning D9035 : option 'GZ' has been deprecated and will be re
moved in a future release
cl : Command line warning D9036 : use 'RTC1' instead of 'GZ'
cl : Command line warning D9002 : ignoring unknown option '/MLd'
command.c
compile.c
debug.c
execnt.c
expand.c
filent.c
glob.c
hash.c
hdrmacro.c
headers.c
jam.c
jambase.c
jamgram.c
lists.c
make.c
make1.c
newstr.c
option.c
parse.c
pathunix.c
Generating Code...
Compiling...
regexp.c
rules.c
scan.c
search.c
subst.c
timestamp.c
variable.c
modules.c
strings.c
filesys.c
builtins.c
pwd.c
class.c
w32_getreg.c
native.c
set.c
path.c
regex.c
property-set.c
sequence.c
Generating Code...
Compiling...
order.c
Generating Code...
Microsoft (R) Incremental Linker Version 9.00.30729.01
Copyright (C) Microsoft Corporation. All rights reserved.
LINK : fatal error LNK1104: cannot open file 'C:\DOCUME~1\kosharm\Local'
</code>

 

[DaveCompton]

update

Yesterday I downloaded and built the latest Quantlib ( 1.0.1 ) using the latest Boost ( 1.44.0 ) using Visual Studio 2008. The code built cleanly and all the tests pass.

I also tried Visual Studio 2010 but ran into a series of minor problems which I worked around and then some more major compile problems at which point I gave up on VS 2010.

If you are going to use msvc to compile quantlib, you probably should stick with VS 2008. Fortunately VS 2008 is still available as a free download from Microsoft.

 

[AlexandreH]

Yesterday I downloaded and built the latest Quantlib ( 1.0.1 ) using the latest Boost ( 1.44.0 ) using Visual Studio 2008. The code built cleanly and all the tests pass.

I also tried Visual Studio 2010 but ran into a series of minor problems which I worked around and then some more major compile problems at which point I gave up on VS 2010.

If you are going to use msvc to compile quantlib, you probably should stick with VS 2008. Fortunately VS 2008 is still available as a free download from Microsoft.

Did anyone here successfully built it on VS2010?