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=begin
Copyright (C) 2000, 2001, 2002 RiskMap srl
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 ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
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.
=end
# $Id: setup.rb,v 1.11 2002/03/05 17:31:01 nando Exp $
require 'rbconfig'
require 'mkmf'
require 'ftools'
def usage
puts <<EOU
Usage: ruby setup.rb command [options]
Commands:
build build QuantLib-Ruby
install [--prefix=/path/to/install/dir] install QuantLib-Ruby
sdist create source distribution
bdist create binary distribution
EOU
exit
end
# parse command line
cmd = ARGV.shift or usage()
cmd.downcase!
usage() unless ['build','test','install','sdist','bdist'].member? cmd
Prefix = nil
if cmd != "install"
usage() if ARGV.shift
else
opt = ARGV.shift
if opt
if opt[0...9] == "--prefix="
Prefix = opt[9..-1]
else
usage()
end
end
end
# Current QuantLib version
Version = "0.3.0b1-20020322"
# Files
Info = [ 'Authors.txt', 'ChangeLog.txt', 'Contributors.txt',
'LICENSE.TXT', 'README.txt', 'History.txt', 'News.txt' ]
Sources = [ 'QuantLib.rb', 'quantlib_wrap.cpp' ]
Binaries = [ 'QuantLibc.so' ]
Scripts = [ 'setup.rb' ]
Interfaces = [
'BoundaryConditions.i', 'Calendars.i', 'CashFlows.i',
'Covariance.i', 'Currencies.i', 'Date.i',
'DayCounters.i', 'Distributions.i', 'History.i',
'Indexes.i', 'Instruments.i', 'Interpolation.i',
'MarketElements.i', 'Matrix.i', 'MontecarloPricers.i',
'Operators.i', 'Options.i', 'PiecewiseFlatForward.i',
'Pricers.i', 'QLArray.i', 'QuantLib.i',
'RandomGenerators.i', 'RateHelpers.i', 'RiskStatistics.i',
'SegmentIntegral.i', 'Solvers1D.i', 'Statistics.i',
'String.i', 'Swap.i', 'TermStructures.i',
'Types.i', 'Vectors.i', 'ql.i'
]
Tests = [
'american_option.rb', 'barrier_option.rb',
'binary_option.rb', 'cliquet_option.rb',
'covariance.rb', 'dates.rb',
'day_counters.rb', 'distributions.rb',
'european_option.rb', 'european_with_dividends.rb',
'finite_difference_european.rb', 'implied_volatility.rb',
'mc_multifactor_pricers.rb', 'montecarlo_pricers.rb',
'piecewise_flat_forward.rb', 'QuantLibTestSuite.rb',
'random_generators.rb', 'risk_statistics.rb',
'segment_integral.rb', 'statistics.rb',
'swap.rb'
]
# commands
class Command
def initialize(&block)
@block = block
end
def execute
@block.call
end
end
Wrap = Command.new {
# check dependencies
if File.exists? "quantlib_wrap.cpp"
genTime = File.mtime("quantlib_wrap.cpp")
needsWrapping = false
Interfaces.each { |file|
if File.mtime("SWIG/#{file}") > genTime
needsWrapping = true
end
}
else
needsWrapping = true
end
if needsWrapping
puts "Generating wrappers for QuantLib-Ruby..."
system "swig -ruby -c++ -ISWIG -o quantlib_wrap.cpp SWIG/QuantLib.i"
end
}
SDist = Command.new {
Wrap.execute
puts "Packing source distribution..."
distDir = "QuantLib-Ruby-#{Version}"
raise "Directory #{distDir} already exist" if File.exists? distDir
swigDir = distDir+"/SWIG"
testDir = distDir+"/test"
[distDir,swigDir,testDir].each { |path| File.makedirs path }
Info.each { |file| File.syscopy file, distDir }
Sources.each { |file| File.syscopy file, distDir }
Scripts.each { |file| File.syscopy file, distDir }
Interfaces.each { |file| File.syscopy 'SWIG/'+file, swigDir }
Tests.each { |file| File.syscopy 'test/'+file, testDir }
system "tar cfz #{distDir}.tar.gz #{distDir}/"
}
Build = Command.new {
Wrap.execute
puts "Building extension..."
cfg = Config::MAKEFILE_CONFIG
$CFLAGS += ' -DHAVE_CONFIG_H'
$CPPFLAGS += ' -I/usr/local/include'
$libs += ' -lQuantLib'
cfg['LDSHARED'] = cfg['LDSHARED'].sub('gcc','g++')
create_makefile("QuantLibc")
system("make")
File.safe_unlink "./Makefile"
}
Test = Command.new {
Wrap.execute
Build.execute
puts "Testing QuantLib-Ruby..."
$LOAD_PATH.unshift Dir.pwd
Dir.chdir 'test'
load 'QuantLibTestSuite.rb'
Dir.chdir '..'
$LOAD_PATH.shift
}
BDist = Command.new {
Wrap.execute
Build.execute
puts "Packing binary distribution..."
distDir = "QuantLib-Ruby-#{Version}"
raise "Directory #{distDir} already exist" if File.exists? distDir
swigDir = distDir+"/SWIG"
testDir = distDir+"/test"
[distDir,swigDir,testDir].each { |path| File.makedirs path }
Info.each { |file| File.syscopy file, distDir }
Sources.each { |file| File.syscopy file, distDir }
Binaries.each { |file| File.syscopy file, distDir }
Scripts.each { |file| File.syscopy file, distDir }
Interfaces.each { |file| File.syscopy 'SWIG/'+file, swigDir }
Tests.each { |file| File.syscopy 'test/'+file, testDir }
system "tar cfz #{distDir}.#{Config::CONFIG['arch']}.tar.gz #{distDir}/"
}
Install = Command.new {
Wrap.execute
Build.execute
puts "Installing QuantLib-Ruby..."
if Prefix.nil?
archDir = Config::CONFIG["sitearchdir"]
libDir = Config::CONFIG["sitelibdir"]
dataDir = Config::CONFIG["datadir"]
else
# strip old prefix and add the new one
oldPrefix = Config::CONFIG["prefix"]
archDir = Prefix + Config::CONFIG["archdir"].gsub("^#{oldPrefix}","")
libDir = Prefix + Config::CONFIG["rubylibdir"].gsub("^#{oldPrefix}","")
dataDir = Prefix + Config::CONFIG["datadir"].gsub("^#{oldPrefix}","")
end
swigDir = dataDir + "/QuantLib-Ruby/SWIG"
docDir = dataDir + "/doc/QuantLib-Ruby"
testDir = docDir + "/test"
[archDir,libDir,swigDir,testDir].each { |path| File.makedirs path }
File.install "./QuantLibc.so", archDir+"/QuantLibc.so", 0555, true
File.install "./QuantLib.rb", libDir+"/QuantLib.rb", 0555, true
Info.each { |file| File.install "./#{file}",docDir+"/#{file}",nil,true }
Interfaces.each { |file| File.install "./SWIG/"+file,swigDir+"/#{file}",nil,true }
Tests.each { |file| File.install "./test/"+file,testDir+"/#{file}",nil,true }
}
availableCommands = {
"build" => Build,
"test" => Test,
"install" => Install,
"sdist" => SDist,
"bdist" => BDist }
availableCommands[cmd].execute
|
