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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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