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configure.ac
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configure.ac
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# Process this file with autoconf to produce a configure script.
AC_INIT([QuantLib], [1.9],
[QuantLib])
AC_PREREQ(2.62)
AC_CONFIG_SRCDIR([ql/qldefines.hpp])
AC_CONFIG_AUX_DIR([config])
AC_CONFIG_HEADERS([ql/config.hpp])
AM_INIT_AUTOMAKE([foreign])
AC_CONFIG_MACRO_DIR([m4])
AC_COPYRIGHT([
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010 StatPro Italia srl
Copyright (C) 2004, 2005 Ferdinando Ametrano
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<[email protected]>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.])
AC_PROG_AWK
AC_PROG_INSTALL
# Help the compiler find external software
AC_ARG_WITH([boost-include],
AC_HELP_STRING([--with-boost-include=INCLUDE_PATH],
[Supply the location of Boost header files]),
[ql_boost_include_path="`cd ${withval} 2>/dev/null && pwd`"],
[ql_boost_include_path=""])
if test [ -n "$ql_boost_include_path" ] ; then
AC_SUBST([BOOST_INCLUDE],["-I${ql_boost_include_path}"])
AC_SUBST([CPPFLAGS],["${CPPFLAGS} -I${ql_boost_include_path}"])
fi
AC_ARG_WITH([boost-lib],
AC_HELP_STRING([--with-boost-lib=LIB_PATH],
[Supply the location of Boost libraries]),
[ql_boost_lib_path="`cd ${withval} 2>/dev/null && pwd`"],
[ql_boost_lib_path=""])
if test [ -n "$ql_boost_lib_path" ] ; then
AC_SUBST([BOOST_LIB],["-L${ql_boost_lib_path}"])
AC_SUBST([LDFLAGS],["${LDFLAGS} -L${ql_boost_lib_path}"])
fi
# Continue setup
AC_PROG_CC
AC_PROG_CXX
AC_PROG_CPP
AC_PROG_LIBTOOL
AM_CONDITIONAL(ENABLE_STATIC, test "${enable_static}" == "yes")
AC_LANG([C++])
AC_ARG_ENABLE([openmp],
AC_HELP_STRING([--enable-openmp],
[If enabled, configure will try to detect
and enable OpenMP support.]),
[ql_openmp=$enableval],
[ql_openmp=no])
if test "$ql_openmp" = "yes" ; then
AC_OPENMP
AC_SUBST([CXXFLAGS],["${CXXFLAGS} ${OPENMP_CXXFLAGS}"])
fi
# Check for mandatory features
QL_CHECK_ASINH
# Check for Boost components
QL_CHECK_BOOST
AM_CONDITIONAL(BOOST_UNIT_TEST_FOUND, test "x${BOOST_UNIT_TEST_LIB}" != "x")
# Check for optional features
QL_CHECK_LONG_LONG
# Check for Emacs
AM_PATH_LISPDIR
AM_CONDITIONAL(EMACS_FOUND, test "${EMACS}" != "no")
# Check for tools needed for building documentation
AC_PATH_PROG([DOXYGEN], [doxygen])
AC_PATH_PROG([SED], [sed])
AC_PATH_PROG([LATEX], [latex])
AC_PATH_PROG([PDFLATEX], [pdflatex])
AC_PATH_PROG([MAKEINDEX], [makeindex])
AC_PATH_PROG([DVIPS], [dvips])
# site configuration
# AC_ARG_WITH([real],
# AC_HELP_STRING([--with-real=type],
# [The given type will be used for floating-point
# calculations.
# In case this option is not invoked, double
# will be used.]),
# [AC_DEFINE_UNQUOTED([QL_REAL],[$withval],
# [Define this as the type to be used for
# floating-point calculations.])],
# [AC_DEFINE_UNQUOTED([QL_REAL],[double],
# [Define this as the type to be used for
# floating-point calculations.])])
# AC_ARG_WITH([integer],
# AC_HELP_STRING([--with-integer=type],
# [The given type will be used for integer
# calculations. At least an int is required.
# In case this option is not invoked, int
# will be used.]),
# [AC_DEFINE_UNQUOTED([QL_INTEGER],[$withval],
# [Define this as the type to be used for
# integer calculations. At least an int
# is required.])],
# [AC_DEFINE_UNQUOTED([QL_INTEGER],[int],
# [Define this as the type to be used for
# integer calculations. At least an int
# is required.])])
# AC_ARG_WITH([big-integer],
# AC_HELP_STRING([--with-big-integer=type],
# [The given type will be used for large integer
# calculations. At least 4 bytes are required.
# In case this option is not invoked, long
# will be used.]),
# [AC_DEFINE_UNQUOTED([QL_BIG_INTEGER],[$withval],
# [Define this as the type to be used for
# large integer calculations. At least
# 4 bytes are required.])],
# [AC_DEFINE_UNQUOTED([QL_BIG_INTEGER],[long],
# [Define this as the type to be used for
# large integer calculations. At least
# 4 bytes are required.])])
AC_ARG_ENABLE([error-lines],
AC_HELP_STRING([--enable-error-lines],
[If enabled, file and line information is
added to the error messages thrown by
the library.]),
[ql_error_lines=$enableval],
[ql_error_lines=no])
AC_MSG_CHECKING([whether to add file and line information to errors])
if test "$ql_error_lines" = "yes" ; then
AC_DEFINE([QL_ERROR_LINES],[1],
[Define this if error messages should include file and line
information.])
fi
AC_MSG_RESULT([$ql_error_lines])
AC_ARG_ENABLE([error-functions],
AC_HELP_STRING([--enable-error-functions],
[If enabled, current function information
is added to the error messages thrown by
the library.]),
[ql_error_functions=$enableval],
[ql_error_functions=no])
AC_MSG_CHECKING([whether to add function information to errors])
if test "$ql_error_functions" = "yes" ; then
AC_DEFINE([QL_ERROR_FUNCTIONS],[1],
[Define this if error messages should include current function
information.])
fi
AC_MSG_RESULT([$ql_error_functions])
AC_ARG_ENABLE([tracing],
AC_HELP_STRING([--enable-tracing],
[If enabled, tracing messages might be emitted
by the library depending on run-time
settings. Enabling this option can degrade
performance.]),
[ql_tracing=$enableval],
[ql_tracing=no])
AC_MSG_CHECKING([whether to enable tracing])
if test "$ql_tracing" = "yes" ; then
AC_DEFINE([QL_ENABLE_TRACING],[1],
[Define this if tracing messages should allowed (whether they
are actually emitted will depend on run-time settings.)])
fi
AC_MSG_RESULT([$ql_tracing])
AC_MSG_CHECKING([whether to enable indexed coupons])
AC_ARG_ENABLE([indexed-coupons],
AC_HELP_STRING([--enable-indexed-coupons],
[If enabled, indexed coupons (see the
documentation) are used in floating legs.
If disabled (the default), par coupons
are used.]),
[ql_indexed_coupon=$enableval],
[ql_indexed_coupon=no])
if test "$ql_indexed_coupon" = "yes" ; then
AC_DEFINE([QL_USE_INDEXED_COUPON],[1],
[Define this to use indexed coupons instead of par coupons in
floating legs.])
fi
AC_MSG_RESULT([$ql_indexed_coupon])
AC_MSG_CHECKING([whether to enable negative rates])
AC_ARG_ENABLE([negative-rates],
AC_HELP_STRING([--enable-negative-rates],
[If enabled (the default), negative yield
rates are allowed. If disabled, some
features (notably, curve bootstrapping)
will throw when negative rates are found.]),
[ql_negative_rates=$enableval],
[ql_negative_rates=yes])
if test "$ql_negative_rates" = "yes" ; then
AC_DEFINE([QL_NEGATIVE_RATES],[1],
[Define this if negative yield rates should be allowed.])
fi
AC_MSG_RESULT([$ql_negative_rates])
AC_MSG_CHECKING([whether to enable extra safety checks])
AC_ARG_ENABLE([extra-safety-checks],
AC_HELP_STRING([--enable-extra-safety-checks],
[If enabled, extra run-time checks are added
to a few functions. This can prevent their
inlining and degrade performance.]),
[ql_belt_and_braces=$enableval],
[ql_belt_and_braces=no])
if test "$ql_belt_and_braces" = "yes" ; then
AC_DEFINE([QL_EXTRA_SAFETY_CHECKS],[1],
[Define this if extra safety checks should be performed.
This can degrade performance.])
fi
AC_MSG_RESULT([$ql_belt_and_braces])
AC_MSG_CHECKING([whether to enable sessions])
AC_ARG_ENABLE([sessions],
AC_HELP_STRING([--enable-sessions],
[If enabled, singletons will return different
instances for different sessions. You will
have to provide and link with the library
a sessionId() function in namespace QuantLib,
returning a different session id for each
session.]),
[ql_use_sessions=$enableval],
[ql_use_sessions=no])
if test "$ql_use_sessions" = "yes" ; then
AC_DEFINE([QL_ENABLE_SESSIONS],[1],
[Define this if you want to enable sessions.])
fi
AC_MSG_RESULT([$ql_use_sessions])
AC_MSG_CHECKING([whether to enable thread-safe observer pattern])
AC_ARG_ENABLE([thread-safe-observer-pattern],
AC_HELP_STRING([--enable-thread-safe-observer-pattern],
[If enabled, thread-safe version of the
observer pattern will be used. You should
enable it if you want to use QuantLib
via the SWIG layer within the JVM or .NET
eco system or any environment with an
async garbage collector.]),
[ql_use_tsop=$enableval],
[ql_use_tsop=no])
AC_MSG_RESULT([$ql_use_tsop])
if test "$ql_use_tsop" = "yes" ; then
AC_DEFINE([QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN],[1],
[Define this if you want to enable
thread-safe observer pattern.])
fi
AC_MSG_CHECKING([whether to enable thread-safe singleton initialization])
AC_ARG_ENABLE([thread-safe-singleton-init],
AC_HELP_STRING([--enable-thread-safe-singleton-init],
[If enabled, singleton initialization will
be thread-safe. This requires Boost 1.58
or later and is not supported when sessions
are enabled.]),
[ql_use_safe_singleton_init=$enableval],
[ql_use_safe_singleton_init=no])
if test "$ql_use_safe_singleton_init" = "yes" ; then
AC_DEFINE([QL_ENABLE_SINGLETON_THREAD_SAFE_INIT],[1],
[Define this if you want thread-safe singleton initialization.])
fi
AC_MSG_RESULT([$ql_use_safe_singleton_init])
if test "$ql_use_tsop" = "yes" || test "$ql_use_safe_singleton_init" = "yes"; then
QL_CHECK_BOOST_VERSION_1_58_OR_HIGHER
QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM
else
AC_SUBST([BOOST_THREAD_LIB],[""])
fi
AC_MSG_CHECKING([whether to enable parallel unit test runner])
AC_ARG_ENABLE([parallel-unit-test-runner],
AC_HELP_STRING([--enable-parallel-unit-test-runner],
[If enabled, a parallel unit test runner is used
to execute the C++ test suite. This will reduce
the runtime on multi core CPUs.]),
[ql_use_parallel_test=$enableval],
[ql_use_parallel_test=no])
AC_MSG_RESULT([$ql_use_parallel_test])
if test "$ql_use_parallel_test" = "yes" ; then
AC_DEFINE([QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER],[1],
[Define this if you want to enable
the parallel unit test runner.])
QL_CHECK_BOOST_VERSION_1_59_OR_HIGHER
if test "$ql_use_tsop" != "yes" ; then
QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM
fi
QL_CHECK_BOOST_TEST_INTERPROCESS
else
AC_SUBST([BOOST_INTERPROCESS_LIB],[""])
fi
AC_MSG_CHECKING([whether to install examples])
AC_ARG_ENABLE([examples],
AC_HELP_STRING([--enable-examples],
[If enabled, examples are built and installed
when "make" and "make install" are invoked.
If disabled (the default) they are built
but not installed.]),
[ql_install_examples=$enableval],
[ql_install_examples=no])
AM_CONDITIONAL(AUTO_EXAMPLES, test "$ql_install_examples" != "no")
AC_MSG_RESULT([$ql_install_examples])
AC_MSG_CHECKING([whether to install the benchmark])
AC_ARG_ENABLE([benchmark],
AC_HELP_STRING([--enable-benchmark],
[If enabled, the benchmark is built and
installed when "make" and "make install"
are invoked. If disabled (the default)
it is built but not installed.]),
[ql_install_benchmark=$enableval],
[ql_install_benchmark=no])
AM_CONDITIONAL(AUTO_BENCHMARK, test "$ql_install_benchmark" != "no")
AC_MSG_RESULT([$ql_install_benchmark])
AC_MSG_CHECKING([whether to enable intraday date and daycounters])
AC_ARG_ENABLE([intraday],
AC_HELP_STRING([--enable-intraday],
[If enabled, date objects will support an intraday
datetime resolution down to microseconds.
Strickly monotone daycounters (Actual360,
Actual365Fixed and ActualActual) will take
the additional information into account
and allow for accurate intraday pricing.
If disabled (the default) the smallest
resolution of date objects will be a single day.
Intraday datetime resolution is experimental.]),
[ql_use_intraday=$enableval],
[ql_use_intraday=no])
if test "$ql_use_intraday" = "yes" ; then
AC_DEFINE([QL_HIGH_RESOLUTION_DATE],[1],
[Define this if you want to enable high resolution date class.])
fi
AC_MSG_RESULT([$ql_use_intraday])
# manual configurations for specific hosts
case $host in
powerpc-apple-darwin*)
AC_DEFINE([QL_PATCH_DARWIN],[1],
[Define if running on a Mac OS X machine.])
;;
sparc-sun-solaris*)
AC_DEFINE([QL_PATCH_SOLARIS],[1],
[Define if running on a Sun Solaris machine.])
;;
esac
# done, output the configured files
AC_CONFIG_FILES([
Makefile
config/Makefile
ql/Makefile
ql/cashflows/Makefile
ql/currencies/Makefile
ql/experimental/Makefile
ql/experimental/amortizingbonds/Makefile
ql/experimental/averageois/Makefile
ql/experimental/barrieroption/Makefile
ql/experimental/callablebonds/Makefile
ql/experimental/catbonds/Makefile
ql/experimental/commodities/Makefile
ql/experimental/convertiblebonds/Makefile
ql/experimental/coupons/Makefile
ql/experimental/credit/Makefile
ql/experimental/exoticoptions/Makefile
ql/experimental/finitedifferences/Makefile
ql/experimental/fx/Makefile
ql/experimental/inflation/Makefile
ql/experimental/lattices/Makefile
ql/experimental/math/Makefile
ql/experimental/mcbasket/Makefile
ql/experimental/models/Makefile
ql/experimental/processes/Makefile
ql/experimental/risk/Makefile
ql/experimental/shortrate/Makefile
ql/experimental/swaptions/Makefile
ql/experimental/termstructures/Makefile
ql/experimental/variancegamma/Makefile
ql/experimental/varianceoption/Makefile
ql/experimental/volatility/Makefile
ql/indexes/Makefile
ql/indexes/ibor/Makefile
ql/indexes/inflation/Makefile
ql/indexes/swap/Makefile
ql/instruments/Makefile
ql/instruments/bonds/Makefile
ql/legacy/Makefile
ql/legacy/libormarketmodels/Makefile
ql/math/Makefile
ql/math/copulas/Makefile
ql/math/distributions/Makefile
ql/math/integrals/Makefile
ql/math/interpolations/Makefile
ql/math/matrixutilities/Makefile
ql/math/ode/Makefile
ql/math/optimization/Makefile
ql/math/randomnumbers/Makefile
ql/math/solvers1d/Makefile
ql/math/statistics/Makefile
ql/methods/Makefile
ql/methods/finitedifferences/Makefile
ql/methods/finitedifferences/meshers/Makefile
ql/methods/finitedifferences/operators/Makefile
ql/methods/finitedifferences/schemes/Makefile
ql/methods/finitedifferences/solvers/Makefile
ql/methods/finitedifferences/stepconditions/Makefile
ql/methods/finitedifferences/utilities/Makefile
ql/methods/lattices/Makefile
ql/methods/montecarlo/Makefile
ql/models/Makefile
ql/models/equity/Makefile
ql/models/marketmodels/Makefile
ql/models/marketmodels/browniangenerators/Makefile
ql/models/marketmodels/callability/Makefile
ql/models/marketmodels/correlations/Makefile
ql/models/marketmodels/curvestates/Makefile
ql/models/marketmodels/driftcomputation/Makefile
ql/models/marketmodels/evolvers/Makefile
ql/models/marketmodels/evolvers/volprocesses/Makefile
ql/models/marketmodels/models/Makefile
ql/models/marketmodels/pathwisegreeks/Makefile
ql/models/marketmodels/products/Makefile
ql/models/marketmodels/products/onestep/Makefile
ql/models/marketmodels/products/multistep/Makefile
ql/models/marketmodels/products/pathwise/Makefile
ql/models/shortrate/Makefile
ql/models/shortrate/calibrationhelpers/Makefile
ql/models/shortrate/onefactormodels/Makefile
ql/models/shortrate/twofactormodels/Makefile
ql/models/volatility/Makefile
ql/patterns/Makefile
ql/pricingengines/Makefile
ql/pricingengines/asian/Makefile
ql/pricingengines/barrier/Makefile
ql/pricingengines/basket/Makefile
ql/pricingengines/bond/Makefile
ql/pricingengines/capfloor/Makefile
ql/pricingengines/cliquet/Makefile
ql/pricingengines/credit/Makefile
ql/pricingengines/forward/Makefile
ql/pricingengines/inflation/Makefile
ql/pricingengines/lookback/Makefile
ql/pricingengines/quanto/Makefile
ql/pricingengines/swap/Makefile
ql/pricingengines/swaption/Makefile
ql/pricingengines/vanilla/Makefile
ql/processes/Makefile
ql/quotes/Makefile
ql/termstructures/Makefile
ql/termstructures/credit/Makefile
ql/termstructures/inflation/Makefile
ql/termstructures/volatility/Makefile
ql/termstructures/volatility/equityfx/Makefile
ql/termstructures/volatility/capfloor/Makefile
ql/termstructures/volatility/inflation/Makefile
ql/termstructures/volatility/optionlet/Makefile
ql/termstructures/volatility/swaption/Makefile
ql/termstructures/yield/Makefile
ql/time/Makefile
ql/time/calendars/Makefile
ql/time/daycounters/Makefile
ql/utilities/Makefile
man/Makefile
m4/Makefile
Docs/Makefile
Examples/Makefile
Examples/BasketLosses/Makefile
Examples/BermudanSwaption/Makefile
Examples/Bonds/Makefile
Examples/CallableBonds/Makefile
Examples/CDS/Makefile
Examples/ConvertibleBonds/Makefile
Examples/CVAIRS/Makefile
Examples/DiscreteHedging/Makefile
Examples/EquityOption/Makefile
Examples/FittedBondCurve/Makefile
Examples/FRA/Makefile
Examples/LatentModel/Makefile
Examples/Gaussian1dModels/Makefile
Examples/MarketModels/Makefile
Examples/MultidimIntegral/Makefile
Examples/Replication/Makefile
Examples/Repo/Makefile
Examples/Swap/Makefile
test-suite/Makefile])
AC_CONFIG_FILES([quantlib-config],[chmod +x quantlib-config])
AC_CONFIG_FILES([QuantLib.spec])
AC_CONFIG_FILES([quantlib.pc])
AC_OUTPUT