Re: Please consider quantlib_0.3.9 (and -ruby,-python,-doc) for testing
(Removed Rick as this is no longer relevant for m68k)
On 14 May 2005 at 03:57, Steve Langasek wrote:
| On Fri, May 13, 2005 at 09:34:11PM -0500, Dirk Eddelbuettel wrote:
|
| > | Anyway, the changes for quantlib itself are trivial, and as discussed
| > | previously, quantlib-ruby and quantlib-python need to be brought up-to-date
| > | to fix a FTBFS problem, so those updates are all ok. Does the same build
| > | problem apply to quantlib-refman and quantlib-refman-html? If not, I don't
|
| > Those are binary all, and they don't really "build". I just re-wrap the
| > upstream tarball of html files (from doxygen) and the pdf file for these two.
|
| > | think we'll want to update those if it's not necessary. Likewise, it
| > | doesn't sound like r-cran-rquantlib needs updating.
|
| > Well yes -- 0.1.11 corresponded to the 0.3.8 we are replacing in testing. So
| > 0.1.12 would make more sense.
|
| Ok. If they aren't broken, we won't fix them. quantlib-ruby and
I guess I wasn't sufficiently clear. 0.1.11 is _broken_ as it needs QL 0.3.8.
Given that we settled on QL 0.3.9 we do need 0.1.12. See below for a log.
| quantlib-python are known to be broken, because the previous versions FTBFS
| against the new quantlib. The others would be updated only if there's a
| corresponding reason to do so.
There is, it's just that nobody has a critical bug yet.
Script started on Sat May 14 07:58:51 2005
edd@basebud:~$ dpkg -l | grep quantl
ii libquantlib0 0.3.9.local-1 Quantitative Finance Library -- development
ii libquantlib0-d 0.3.9.local-1 Quantitative Finance Library -- library pack
ii quantlib-pytho 0.3.9-1 Python bindings for the Quantlib Quantitativ
ii r-cran-rquantl 0.1.12-1 GNU R package interfacing the QuantLib finan
edd@basebud:~$ wajig install /tmp/r-cran-rquantlib_0.1.11-1_i386.deb
dpkg - warning: downgrading r-cran-rquantlib from 0.1.12-1 to 0.1.11-1.
(Reading database ... 136320 files and directories currently installed.)
Preparing to replace r-cran-rquantlib 0.1.12-1 (using .../r-cran-rquantlib_0.1.11-1_i386.deb) ...
Unpacking replacement r-cran-rquantlib ...
Setting up r-cran-rquantlib (0.1.11-1) ...
edd@basebud:~$ R
R : Copyright 2005, The R Foundation for Statistical Computing
Version 2.1.0 (2005-04-18), ISBN 3-900051-07-0
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for a HTML browser interface to help.
Type 'q()' to quit R.
> library(RQuantLib)
Error in dyn.load(x, as.logical(local), as.logical(now)) :
unable to load shared library '/usr/lib/R/site-library/RQuantLib/libs/RQuantLib.so':
libQuantLib-0.3.8.so: cannot open shared object file: No such file or directory
Error in library(RQuantLib) : .First.lib failed for 'RQuantLib'
> q()
Save workspace image? [y/n/c]: n
*** This shows that 0.1.11 [ the version in testing ] does not work with Quantlib
*** 0.3.9. [ which will be in testing thanks to your help.
edd@basebud:~$ wajig install rquantlib
The following packages will be upgraded:
r-cran-rquantlib
1 upgraded, 0 newly installed, 0 to remove and 2 not upgraded.
Need to get 0B/232kB of archives.
After unpacking 0B of additional disk space will be used.
Reading changelogs...
apt-listchanges: Mailing edd: apt-listchanges: changelogs for basebud
debconf: unable to initialize frontend: Gnome
debconf: (Unable to load Gnome -- is libgnome2-perl installed?)
debconf: falling back to frontend: Dialog
(Reading database ... 136320 files and directories currently installed.)
Preparing to replace r-cran-rquantlib 0.1.11-1 (using .../r-cran-rquantlib_0.1.12-1_i386.deb) ...
Unpacking replacement r-cran-rquantlib ...
Setting up r-cran-rquantlib (0.1.12-1) ...
edd@basebud:~$ wajig install r-cran-rquantlib
edd@basebud:~$ R
R : Copyright 2005, The R Foundation for Statistical Computing
Version 2.1.0 (2005-04-18), ISBN 3-900051-07-0
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for a HTML browser interface to help.
Type 'q()' to quit R.
> library(RQuantLib)
> example(EuropeanOption)
ErpnOp> EuropeanOption("call", 100, 100, 0.01, 0.03, 0.5,
0.4)
Concise summary of valuation for EuropeanOption
value delta gamma vega theta rho
11.63646731 0.56731443 0.01381681 27.63361766 -11.83898190 22.54748770
divRho
-28.36572135
ErpnOp> EuropeanOption(type = "call", underlying = 100, strike = 100,
dividendYield = 0.01, riskFreeRate = 0.03, maturity = 0.5,
volatility = 0.5)
Concise summary of valuation for EuropeanOption
value delta gamma vega theta rho
14.39270296 0.57833882 0.01099392 27.48479829 -14.46729569 21.72058944
divRho
-28.91694092
> q()
Save workspace image? [y/n/c]: n
You have new mail in /var/spool/mail/edd
edd@basebud:~$ exit
exit
Script done on Sat May 14 08:04:27 2005
*** So it works with 0.1.12.
Hope this helps, Dirk
--
An economist is an expert who will know tomorrow why the things he
predicted yesterday didn't happen today. -- Laurence J. Peter
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