Tag Archives: compile

How to compile the NOSQL MongoDB C driver for Ubuntu Linux

How to compile the NOSQL MongoDB C driver for Ubuntu Linux

This was a massive choice to complete but I did it within this Codelite IDE

Join my FREE newsletter to learn more about using MongoDB in your automated trading

Build C++ MongoDB Driver
https://github.com/mongodb/mongo-cxx-driver/wiki/Quickstart-Guide-%28New-Driver%29

Need Cmake 3.2
http://askubuntu.com/questions/610291/how-to-install-cmake-3-2-on-ubuntu-14-04

sudo apt-get install software-properties-common
sudo add-apt-repository ppa:george-edison55/cmake-3.x
sudo apt-get update

When cmake is not yet installed:

sudo apt-get install cmake

Might be better to build the Mongo C Driver

https://github.com/mongodb/mongo-c-driver
Get latest tarball here https://github.com/mongodb/mongo-c-driver/releases

Library is created in /home/caustic/cpp/mongo-c-driver-1.3.5

If you are tight on driver space with MongoDB daemon, you could use:
sudo mongod –dbpath ~/mongodb-data –smallfiles

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

How to compile Quantlib on Xcode for Apple iPhone development and iPad iPhone apps?

How to compile Quantlib on Xcode for Apple iPhone development and iPad iPhone apps?

Awesome Twanda shows us how to compile Quantlib on Xcode for iPhone development and Ipad apps?

For someone using the Xcode interface here is a quick list of steps to compile QuantLib within the IDE. It has worked for me at least six times, including iPhone integration.

Compiling QuantLib in XCode
Under “New Project” choose Commandline utility -> C++ Tool
I save it within the QuantLib-1.0 directory.

Then right-click Source and select “Add existing files”. Select the ql folder.
It give you coice to recursively create groups. It’s a great idea.

Click on the main Project icon at top and the click info.
Under “Search paths”, “Header search paths” add the boost-XX.XX and QuantLib-1.0 directory.

Then add new target. Choose static library (or dynamic, but I haven’t used that)
Select all cpp files and add them to “Compile Sources” under the static libray target.

On May 10, 2010, at 2:52 AM, simone pilozzi wrote:

virtual thunk to QuantLib::SwaptionVolatilityDiscrete::update()”, referenced from:

“QuantLib::GeneralizedBlackScholesProcess::stateVariable() const”, referenced from:

“QuantLib::GeneralizedBlackScholesProcess::riskFreeRate() const”, referenced from:

“non-virtual thunk to QuantLib::CapFloorTermVolSurface::update()”, referenced from:

“vtable for QuantLib::FDVanillaEngine”, referenced from:

“QuantLib::YieldTermStructure::zeroRate(double, QuantLib::Compounding, QuantLib::Frequency, bool) const”, referenced from:

“vtable for QuantLib::EulerDiscretization”, referenced from:
Hi all,
I am starting implementing quantlib in Xcode and I followed the stepd listed in the following blog
http://www.wilmott.com/messageview.cfm?catid=10&threadid=49516

Everything is fine but I am getting the following errors while building equityoption.
Any suggestion?
Thanks to all

“QuantLib::JarrowRudd::JarrowRudd(boost::shared_ptr const&, double, unsigned long, double)”, referenced from:

“QuantLib::FDMultiPeriodEngine::initializeModel() const”, referenced from:

“QuantLib::MultiStepOptionlets::clone() const”, referenced from:

“QuantLib::blackScholesTheta(boost::shared_ptr const&, double, double, double)”, referenced from:

“QuantLib::CapFloorTermVolSurface::update()”, referenced from:

“QuantLib::MultiProductOneStep::evolution() const”, referenced from:

“QuantLib::MultiStepRatchet::clone() const”, referenced from:

“QuantLib::InterestRate::impliedRate(double, double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)”, referenced from:

“typeinfo for QuantLib::BlackVolSurface”, referenced from:

“QuantLib::InterestRate::InterestRate(double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)”, referenced from:

“QuantLib::OneStepForwards::clone() const”, referenced from:

“vtable for QuantLib::LocalVolTermStructure”, referenced from:

“QuantLib::LeisenReimer::LeisenReimer(boost::shared_ptr const&, double, unsigned long, double)”, referenced from:

“QuantLib::SwaptionConstantVolatility::volatilityImpl(double, double, double) const”, referenced from:

“QuantLib::SabrVolSurface::update()”, referenced from:

“QuantLib::TermStructure::update()”, referenced from:

“QuantLib::BlackVolSurface::accept(QuantLib::AcyclicVisitor&)”, referenced from:

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!