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|
# Process this file with autoconf to produce a configure script.
AC_INIT([QuantLib], [1.40],
[quantlib-dev@lists.sourceforge.net],
[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 nostdinc subdir-objects tar-ustar])
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
<quantlib-dev@lists.sf.net>. The license is also available online at
<https://www.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],
AS_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],["-isystem ${ql_boost_include_path}"])
AC_SUBST([CPPFLAGS],["${CPPFLAGS} -isystem ${ql_boost_include_path}"])
fi
# Continue setup
AC_PROG_CC
AC_PROG_CXX
AC_PROG_CPP
LT_INIT
AM_CONDITIONAL(ENABLE_STATIC, test "${enable_static}" == "yes")
AC_LANG([C++])
AC_ARG_ENABLE([openmp],
AS_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} ${OPENMP_CXXFLAGS}"])
fi
# Check for C++17 support
QL_CHECK_CPP17
# Check for other compiler flags
QL_CHECK_SYSTEM_HEADER_PREFIX
# Check for Boost components
QL_CHECK_BOOST
# Check for Emacs
AM_PATH_LISPDIR
AM_CONDITIONAL(EMACS_FOUND, test "${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_ENABLE([error-functions],
AS_HELP_STRING([--enable-error-functions],
[If enabled, current function information
is added to the error messages thrown by
the library. Disabled by default.]),
[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([$ql_error_functions])
AC_ARG_ENABLE([error-lines],
AS_HELP_STRING([--enable-error-lines],
[If enabled, file and line information is
added to the error messages thrown by
the library. Disabled by default.]),
[ql_error_lines=$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([tracing],
AS_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. Disabled by default.]),
[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 be allowed (whether they
are actually emitted will depend on run-time settings.)])
fi
AC_MSG_RESULT([$ql_tracing])
AC_MSG_CHECKING([whether to enable extra safety checks])
AC_ARG_ENABLE([extra-safety-checks],
AS_HELP_STRING([--enable-extra-safety-checks],
[If enabled, extra run-time checks are added
to a few functions. This can prevent their
inlining and degrade performance.
Disabled by default.]),
[ql_belt_and_braces=$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 indexed coupons])
AC_ARG_ENABLE([indexed-coupons],
AS_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([$ql_indexed_coupon])
AC_MSG_CHECKING([whether to enable sessions])
AC_ARG_ENABLE([sessions],
AS_HELP_STRING([--enable-sessions],
[If enabled, singletons will return
different instances for different
threads; in particular, this means that
the evaluation date, the stored index
fixings and any other settings will be
per-thread. Disabled by default.]),
[ql_use_sessions=$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],
AS_HELP_STRING([--enable-thread-safe-observer-pattern],
[If enabled, a thread-safe (but less
performant) 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 ecosystem or any
other environment with an async garbage
collector. Disabled by default.]),
[ql_use_tsop=$enableval],
[ql_use_tsop=no])
AC_MSG_RESULT([$ql_use_tsop])
if test "$ql_use_tsop" = "yes" ; then
AC_DEFINE([QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN],[1],
[Define this if you want to enable
thread-safe observer pattern.])
fi
if test "$ql_use_sessions" = "yes" || test "$ql_use_tsop" = "yes"; then
QL_CHECK_BOOST_VERSION_1_58_OR_HIGHER
QL_CHECK_BOOST_SIGNALS2
else
AC_SUBST([PTHREAD_LIB],[""])
fi
AC_MSG_CHECKING([whether to enable intraday date and daycounters])
AC_ARG_ENABLE([intraday],
AS_HELP_STRING([--enable-intraday],
[If enabled, date objects will support an intraday
datetime resolution down to microseconds.
Strickly monotone daycounters (Actual360,
Actual365Fixed and ActualActual) will take
the additional information into account
and allow for accurate intraday pricing.
If disabled (the default) the smallest
resolution of date objects will be a single day.
Intraday datetime resolution is experimental.]),
[ql_use_intraday=$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])
AC_MSG_CHECKING([whether to throw exceptions for notification cycles])
AC_ARG_ENABLE([throwing-in-cycles],
AS_HELP_STRING([--enable-throwing-in-cycles],
[If enabled, lazy objects will raise an
exception when they detect a
notification cycle which would result in
an infinite recursion loop. If disabled
(the default), they will break the
recursion without throwing. Enabling
this option is recommended but might
cause existing code to throw.]),
[ql_throw_in_cycles=$enableval],
[ql_throw_in_cycles=no])
if test "$ql_throw_in_cycles" = "yes" ; then
AC_DEFINE([QL_THROW_IN_CYCLES],[1],
[Define this if you want to throw an exception when a notification loop is detected.])
fi
AC_MSG_RESULT([$ql_throw_in_cycles])
AC_MSG_CHECKING([whether to reduce the number of notifications from lazy objects])
AC_ARG_ENABLE([faster-lazy-objects],
AS_HELP_STRING([--enable-faster-lazy-objects],
[If enabled (the default), lazy objects
will forward the first notification
received, and discard the others until
recalculated; the rationale is that
observers were already notified, and
don't need further notifications until
they recalculate, at which point this
object would be recalculated too. After
recalculation, this object would again
forward the first notification received.
Although not always correct, this
behavior is a lot faster and thus is the
current default.]),
[ql_faster_lazy_objects=$enableval],
[ql_faster_lazy_objects=yes])
if test "$ql_faster_lazy_objects" = "yes" ; then
AC_DEFINE([QL_FASTER_LAZY_OBJECTS],[1],
[Define this if you want lazy objects to forward fewer notifications.])
fi
AC_MSG_RESULT([$ql_faster_lazy_objects])
AC_MSG_CHECKING([whether to enable std::any instead of boost::any])
AC_ARG_ENABLE([std-any],
AS_HELP_STRING([--enable-std-any],
[If enabled (the default), std::any and related
classes and functions will be used instead of
boost::any. If disabled, the Boost facilities
will be used.]),
[ql_use_std_any=$enableval],
[ql_use_std_any=yes])
if test "$ql_use_std_any" = "yes" ; then
AC_DEFINE([QL_USE_STD_ANY],[1],
[Define this if you want to use std::any.])
fi
AC_MSG_RESULT([$ql_use_std_any])
AC_MSG_CHECKING([whether to enable std::optional instead of boost::optional])
AC_ARG_ENABLE([std-optional],
AS_HELP_STRING([--enable-std-optional],
[If enabled (the default), std::optional and
related classes and functions will be used
instead of boost::optional. If disabled,
the Boost facilities will be used.]),
[ql_use_std_optional=$enableval],
[ql_use_std_optional=yes])
if test "$ql_use_std_optional" = "yes" ; then
AC_DEFINE([QL_USE_STD_OPTIONAL],[1],
[Define this if you want to use std::optional.])
fi
AC_MSG_RESULT([$ql_use_std_optional])
AC_MSG_CHECKING([whether to enable standard smart pointers])
AC_ARG_ENABLE([std-pointers],
AS_HELP_STRING([--enable-std-pointers],
[If enabled, std::shared_ptr and related
classes and functions will be used instead
of boost::shared_ptr.
If disabled (the default) the Boost facilities
will be used.
Note that std::shared_ptr does not check
access and can cause segmentation faults.]),
[ql_use_std_pointers=$enableval],
[ql_use_std_pointers=no])
if test "$ql_use_std_pointers" = "yes" ; then
AC_DEFINE([QL_USE_STD_SHARED_PTR],[1],
[Define this if you want to use standard smart pointers.])
fi
AC_MSG_RESULT([$ql_use_std_pointers])
AC_MSG_CHECKING([whether to enable available std classes])
AC_ARG_ENABLE([std-classes],
AS_HELP_STRING([--enable-std-classes],
[This is a shortcut for --enable-std-pointers
--enable-std-function --enable-std-tuple.
If enabled, this supersedes any --disable
option passed for the above.]),
[ql_use_std_classes=$enableval],
[ql_use_std_classes=no])
if test "$ql_use_std_classes" = "yes" ; then
AC_DEFINE([QL_USE_STD_ANY],[1],
[Define this if you want to use std::any.])
AC_DEFINE([QL_USE_STD_OPTIONAL],[1],
[Define this if you want to use std::optional.])
AC_DEFINE([QL_USE_STD_SHARED_PTR],[1],
[Define this if you want to use standard smart pointers.])
fi
AC_MSG_RESULT([$ql_use_std_classes])
AC_MSG_CHECKING([whether to enable the implementation of Null as template functions])
AC_ARG_ENABLE([null-as-functions],
AS_HELP_STRING([--enable-null-as-functions],
[If enabled, Null will be implemented as a
template function. This allows the code
to work with user-defined Real types but was
reported to cause internal compiler errors
with Visual C++ 2022 in some cases.
If disabled (the default) Null will be
implemented as a class template, as in
previous releases.]),
[ql_use_null_functions=$enableval],
[ql_use_null_functions=no])
if test "$ql_use_null_functions" = "yes" ; then
AC_DEFINE([QL_NULL_AS_FUNCTIONS],[1],
[Define this if you want to enable the implementation of Null as template functions.])
fi
AC_MSG_RESULT([$ql_use_null_functions])
AC_MSG_CHECKING([whether to enable parallel unit test runner])
AC_ARG_ENABLE([parallel-unit-test-runner],
AS_HELP_STRING([--enable-parallel-unit-test-runner],
[If enabled, a parallel unit test runner will be
used to execute the C++ test suite. This will
reduce the runtime on multi core CPUs.
Disabled by default.]),
[ql_use_parallel_test=$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
QL_CHECK_BOOST_TEST_INTERPROCESS
else
AC_SUBST([BOOST_INTERPROCESS_LIB],[""])
fi
AC_MSG_CHECKING([whether to install examples])
AC_ARG_ENABLE([examples],
AS_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([$ql_install_examples])
AC_MSG_CHECKING([whether to skip examples])
AC_ARG_ENABLE([skip-examples],
AS_HELP_STRING([--enable-skip-examples],
[If enabled, examples are not built.
Disabled by default.]),
[ql_skip_examples=$enableval],
[ql_skip_examples=no])
AM_CONDITIONAL(AUTO_SKIP_EXAMPLES, test "$ql_skip_examples" != "no")
AC_MSG_RESULT([$ql_skip_examples])
AC_MSG_CHECKING([whether to install the benchmark])
AC_ARG_ENABLE([benchmark],
AS_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([$ql_install_benchmark])
AC_MSG_CHECKING([whether to use unity build])
AC_ARG_ENABLE([unity-build],
AS_HELP_STRING([--enable-unity-build],
[If enabled, the source files in each directory
are collected into one single source file and
compiled together. This can speed up the
compilation of the library.
If disabled (the default) each source file is
compiled separately..]),
[ql_use_unity_build=$enableval],
[ql_use_unity_build=no])
AM_CONDITIONAL(UNITY_BUILD, test "$ql_use_unity_build" != "no")
AC_MSG_RESULT([$ql_use_unity_build])
AC_MSG_CHECKING([whether to compile the test suite])
AC_ARG_ENABLE([test-suite],
AS_HELP_STRING([--enable-test-suite],
[If enabled (the default), the test suite is
also built, assuming Boost.Test could be found.
If disabled, it is not. Do not try this at home.]),
[ql_build_test_suite=$enableval],
[ql_build_test_suite=yes])
AM_CONDITIONAL(BUILD_TEST_SUITE, test "$ql_build_test_suite" != "no" && test "x${HAVE_BOOST_TEST}" != "x" )
AC_MSG_RESULT([$ql_build_test_suite])
# manual configurations for specific hosts
case $host in
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
ql/Makefile
ql/cashflows/Makefile
ql/currencies/Makefile
ql/experimental/Makefile
ql/experimental/asian/Makefile
ql/experimental/averageois/Makefile
ql/experimental/barrieroption/Makefile
ql/experimental/basismodels/Makefile
ql/experimental/callablebonds/Makefile
ql/experimental/catbonds/Makefile
ql/experimental/commodities/Makefile
ql/experimental/coupons/Makefile
ql/experimental/credit/Makefile
ql/experimental/exoticoptions/Makefile
ql/experimental/finitedifferences/Makefile
ql/experimental/forward/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/exotic/Makefile
ql/pricingengines/forward/Makefile
ql/pricingengines/futures/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
test-suite/Makefile])
AC_CONFIG_FILES([quantlib-config],[chmod +x quantlib-config])
AC_CONFIG_FILES([QuantLib.spec])
AC_CONFIG_FILES([quantlib.pc])
AC_OUTPUT
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