Monday, November 28, 2016

How to build c++ libraries (boost & QuantLib) for iOS XCode 8/9

It is possible to skip the armv7, armv7s and i386 architectures if these binaries are not required. Just modify the relevant part of the scripts below

(1) Download boost 1.62.0 and extract source
shell script    Select all
# download boost source cd $HOME/Downloads curl -O https://nchc.dl.sourceforge.net/project/boost/boost/1.62.0/boost_1_62_0.tar.bz2 tar xjvf boost_1_62_0.tar.bz2 cd boost_1_62_0 # create the following user-config.jam at ~/Downloads/boost_1_62_0/tools/build/src/ cat > tools/build/src/user-config.jam << 'EOF' # ------------------ # darwin iphone configuration. # ------------------ local XCODE_ROOT = /Applications/Xcode.app/Contents/Developer ; # xcrun --sdk iphoneos --show-sdk-path local IPHONESDK = iPhoneOS.sdk ; # xcrun --sdk iphonesimulator --show-sdk-path local IPHONESIMULATORSDK = iPhoneSimulator.sdk ; using darwin : armv7 : $(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/clang++ : <striper>$(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/strip <root>$(XCODE_ROOT)/Platforms/iPhoneOS.platform/Developer/SDKs/$(IPHONESDK) <compileflags>"-isysroot $(XCODE_ROOT)/Platforms/iPhoneOS.platform/Developer/SDKs/$(IPHONESDK)" <compileflags>"-arch armv7" <compileflags>-fexceptions <compileflags>-frtti <compileflags>-fpic <compileflags>-DBOOST_SP_USE_SPINLOCK <compileflags>-std=c++11 <compileflags>-stdlib=libc++ <compileflags>-miphoneos-version-min=7.0 <compileflags>-fvisibility=hidden <compileflags>-fvisibility-inlines-hidden <compileflags>-O2 <compileflags>-g <compileflags>-Os <compileflags>-Wno-long-long <compileflags>-Wno-missing-field-initializers <compileflags>-Wno-unused-variable <linkflags>-stdlib=libc++ <architecture>arm <address-model>32 <target-os>iphone ; using darwin : armv7s : $(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/clang++ : <striper>$(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/strip <root>$(XCODE_ROOT)/Platforms/iPhoneOS.platform/Developer/SDKs/$(IPHONESDK) <compileflags>"-isysroot $(XCODE_ROOT)/Platforms/iPhoneOS.platform/Developer/SDKs/$(IPHONESDK)" <compileflags>"-arch armv7s" <compileflags>-fexceptions <compileflags>-frtti <compileflags>-fpic <compileflags>-DBOOST_SP_USE_SPINLOCK <compileflags>-std=c++11 <compileflags>-stdlib=libc++ <compileflags>-miphoneos-version-min=7.0 <compileflags>-fvisibility=hidden <compileflags>-fvisibility-inlines-hidden <compileflags>-O2 <compileflags>-g <compileflags>-Os <compileflags>-Wno-long-long <compileflags>-Wno-missing-field-initializers <compileflags>-Wno-unused-variable <linkflags>-stdlib=libc++ <architecture>arm <address-model>32 <target-os>iphone ; using darwin : arm64 : $(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/clang++ : <striper>$(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/strip <root>$(XCODE_ROOT)/Platforms/iPhoneOS.platform/Developer/SDKs/$(IPHONESDK) <compileflags>"-isysroot $(XCODE_ROOT)/Platforms/iPhoneOS.platform/Developer/SDKs/$(IPHONESDK)" <compileflags>"-arch arm64" <compileflags>-fexceptions <compileflags>-frtti <compileflags>-fpic <compileflags>-DBOOST_SP_USE_SPINLOCK <compileflags>-std=c++11 <compileflags>-stdlib=libc++ <compileflags>-miphoneos-version-min=7.0 <compileflags>-fvisibility=hidden <compileflags>-fvisibility-inlines-hidden <compileflags>-O2 <compileflags>-g <compileflags>-Os <compileflags>-Wno-long-long <compileflags>-Wno-missing-field-initializers <compileflags>-Wno-unused-variable <linkflags>-stdlib=libc++ <architecture>arm <address-model>64 <target-os>iphone ; using darwin : i386 : $(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/clang++ : <striper>$(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/strip <root>$(XCODE_ROOT)/Platforms/iPhoneSimulator.platform/Developer/SDKs/$(IPHONESIMULATORSDK) <compileflags>"-arch i386" <compileflags>"-isysroot $(XCODE_ROOT)/Platforms/iPhoneSimulator.platform/Developer/SDKs/$(IPHONESIMULATORSDK)" <compileflags>-fexceptions <compileflags>-frtti <compileflags>-fpic <compileflags>-DBOOST_SP_USE_SPINLOCK <compileflags>-std=c++11 <compileflags>-stdlib=libc++ <compileflags>-miphoneos-version-min=7.0 <compileflags>-fvisibility=hidden <compileflags>-fvisibility-inlines-hidden <compileflags>-O2 <compileflags>-g <compileflags>-Os <compileflags>-Wno-long-long <compileflags>-Wno-missing-field-initializers <compileflags>-Wno-unused-variable <linkflags>-stdlib=libc++ <architecture>x86 <address-model>32 <target-os>iphone ; using darwin : x86_64 : $(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/clang++ : <striper>$(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/strip <root>$(XCODE_ROOT)/Platforms/iPhoneSimulator.platform/Developer/SDKs/$(IPHONESIMULATORSDK) <compileflags>"-arch x86_64" <compileflags>"-isysroot $(XCODE_ROOT)/Platforms/iPhoneSimulator.platform/Developer/SDKs/$(IPHONESIMULATORSDK)" <compileflags>-fexceptions <compileflags>-frtti <compileflags>-fpic <compileflags>-DBOOST_SP_USE_SPINLOCK <compileflags>-std=c++11 <compileflags>-stdlib=libc++ <compileflags>-miphoneos-version-min=7.0 <compileflags>-fvisibility=hidden <compileflags>-fvisibility-inlines-hidden <compileflags>-O2 <compileflags>-g <compileflags>-Os <compileflags>-Wno-long-long <compileflags>-Wno-missing-field-initializers <compileflags>-Wno-unused-variable <linkflags>-stdlib=libc++ <architecture>x86 <address-model>64 <target-os>iphone ; EOF


(2) patch boost_1_62_0/tools/build/src/tools/darwin.jam
~/Downloads/boost_1_62_0/tools/build/src/tools/darwin.jam    Select all
#change from case arm : { if $(instruction-set) { options = -arch$(_)$(instruction-set) ; } else { options = -arch arm ; } } #to case arm : { if $(instruction-set) { options = -arch$(_)$(instruction-set) ; } else if $(address-model) = 64 { options = -arch arm64 ; } else { options = -arch arm ; } }


(3) build boost libraries for iOS
shell script    Select all
# bootstrap cd $HOME/Downloads/boost_1_62_0 ./bootstrap.sh --with-libraries=atomic,chrono,date_time,exception,filesystem,graph,iostreams,math,program_options,random,regex,serialization,signals,system,test,thread,wave # clean and build for iOS, j option is num of cores x 1.5 rm -fr ios-build ./b2 -j6 --build-dir=ios-build --stagedir=ios-build/armv7 toolset=darwin-armv7 architecture=arm instruction-set=armv7 address-model=32 target-os=iphone threading=multi link=static stage ./b2 -j6 --build-dir=ios-build --stagedir=ios-build/armv7s toolset=darwin-armv7s architecture=arm instruction-set=armv7s address-model=32 target-os=iphone threading=multi link=static stage ./b2 -j6 --build-dir=ios-build --stagedir=ios-build/arm64 toolset=darwin-arm64 architecture=arm address-model=64 target-os=iphone threading=multi link=static stage ./b2 -j6 --build-dir=ios-build --stagedir=ios-build/i386 toolset=darwin-i386 architecture=x86 address-model=32 target-os=iphone threading=multi link=static stage ./b2 -j6 --build-dir=ios-build --stagedir=ios-build/x86_64 toolset=darwin-x86_64 architecture=x86 address-model=64 target-os=iphone threading=multi link=static stage # create libboost.a archive for each architecture cd $HOME/Downloads/boost_1_62_0 cd ios-build xcrun --sdk iphoneos ar crus armv7/libboost.a boost/bin.v2/libs/*/build/darwin-armv7/release/instruction-set-armv7/link-static/target-os-iphone/threading-multi/*/*.o xcrun --sdk iphoneos ar crus armv7s/libboost.a boost/bin.v2/libs/*/build/darwin-armv7s/release/instruction-set-armv7s/link-static/target-os-iphone/threading-multi/*/*.o xcrun --sdk iphoneos ar crus arm64/libboost.a boost/bin.v2/libs/*/build/darwin-arm64/release/link-static/target-os-iphone/threading-multi/*/*.o xcrun --sdk iphoneos ar crus i386/libboost.a boost/bin.v2/libs/*/build/darwin-i386/release/link-static/target-os-iphone/threading-multi/*/*.o xcrun --sdk iphoneos ar crus x86_64/libboost.a boost/bin.v2/libs/*/build/darwin-x86_64/release/link-static/target-os-iphone/threading-multi/*/*.o # create FAT libboost.a archive mkdir -p lib /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/lipo \ -arch armv7 "armv7/libboost.a" \ -arch armv7s "armv7s/libboost.a" \ -arch arm64 "arm64/libboost.a" \ -arch i386 "i386/libboost.a" \ -arch x86_64 "x86_64/libboost.a" \ -output "lib/libboost.a" \ -create # create link for include folder mkdir include cd include ln -s ../../boost .


(4) Create boost Framework for iOS
shell script    Select all
cd $HOME/Downloads/boost_1_62_0 cd ios-build #Create the following shell script for build-boostframework.sh cat > build-boostframework.sh << 'boostFrameworkEOF' #!/bin/bash # build-boostframework.sh VERSION_TYPE=Alpha FRAMEWORK_NAME=boost FRAMEWORK_VERSION=A FRAMEWORKDIR=. FRAMEWORK_CURRENT_VERSION=1.62.0 FRAMEWORK_COMPATIBILITY_VERSION=1.62.0 FRAMEWORK_BUNDLE=${FRAMEWORKDIR}/${FRAMEWORK_NAME}.framework rm -rf ${FRAMEWORK_BUNDLE} mkdir -p ${FRAMEWORK_BUNDLE} mkdir -p ${FRAMEWORK_BUNDLE}/Versions mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION} mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Resources mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Headers mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Documentation ln -s $FRAMEWORK_VERSION ${FRAMEWORK_BUNDLE}/Versions/Current ln -s Versions/Current/Headers ${FRAMEWORK_BUNDLE}/Headers ln -s Versions/Current/Resources ${FRAMEWORK_BUNDLE}/Resources ln -s Versions/Current/Documentation ${FRAMEWORK_BUNDLE}/Documentation ln -s Versions/Current/$FRAMEWORK_NAME ${FRAMEWORK_BUNDLE}/$FRAMEWORK_NAME FRAMEWORK_INSTALL_NAME=${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/${FRAMEWORK_NAME} echo "Framework: Lipoing library into ${FRAMEWORK_INSTALL_NAME}" /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/lipo \ -arch armv7 "armv7/libboost.a" \ -arch armv7s "armv7s/libboost.a" \ -arch arm64 "arm64/libboost.a" \ -arch i386 "i386/libboost.a" \ -arch x86_64 "x86_64/libboost.a" \ -output "${FRAMEWORK_INSTALL_NAME}" \ -create echo "Framework: Copying includes..." cp -r include/${FRAMEWORK_NAME}/* ${FRAMEWORK_BUNDLE}/Headers/ cat > ${FRAMEWORK_BUNDLE}/Resources/Info.plist <<InfoplistEOF <?xml version="1.0" encoding="UTF-8"?> <!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd"> <plist version="1.0"> <dict> <key>CFBundleDevelopmentRegion</key> <string>English</string> <key>CFBundleExecutable</key> <string>${FRAMEWORK_NAME}</string> <key>CFBundleIdentifier</key> <string>${FRAMEWORK_NAME}.org</string> <key>CFBundleInfoDictionaryVersion</key> <string>6.0</string> <key>CFBundlePackageType</key> <string>FMWK</string> <key>CFBundleSignature</key> <string>????</string> <key>CFBundleVersion</key> <string>${FRAMEWORK_CURRENT_VERSION}</string> </dict> </plist> InfoplistEOF echo "Done: ${FRAMEWORK_BUNDLE}" boostFrameworkEOF # build framework sh build-boostframework.sh


(5) Download and build QuantLib 1.12 for iOS
shell script    Select all
# download quantlib source cd $HOME/Downloads # latest is https://jaist.dl.sourceforge.net/project/quantlib/QuantLib/1.12/QuantLib-1.12.tar.gz (February 1st, 2018) export QL_VERSION=1.12 curl -O https://jaist.dl.sourceforge.net/project/quantlib/QuantLib/${QL_VERSION}/QuantLib-${QL_VERSION}.tar.gz # curl -O https://jaist.dl.sourceforge.net/project/quantlib/QuantLib/1.9/QuantLib-1.9.tar.gz tar xzvf QuantLib-${QL_VERSION}.tar.gz cd QuantLib-${QL_VERSION} #Create the following shell script for armv7 cat > ~/Downloads/QuantLib-${QL_VERSION}/build-armv7.sh << 'armv7EOF' #!/bin/bash # build-armv7.sh BUILD_DIR=ios-build mkdir -p ${BUILD_DIR} INSTALL_DIR="`pwd`/${BUILD_DIR}" YOUR_PATH_TO_INSTALL_DIR="`cd "${INSTALL_DIR}";pwd`" XCODE_ROOT=/Applications/Xcode.app/Contents/Developer YOUR_TOOLCHAIN=${XCODE_ROOT}/Toolchains/XcodeDefault.xctoolchain/usr/bin # xcrun --sdk iphoneos --show-sdk-path # sysroot=${XCODE_ROOT}/Platforms/iPhoneOS.platform/Developer/SDKs/iPhoneOS.sdk sysroot="`xcrun --sdk iphoneos --show-sdk-path`" export CC=${YOUR_TOOLCHAIN}/clang export CXX=${YOUR_TOOLCHAIN}/clang++ export CPP=${YOUR_TOOLCHAIN}/cpp export AR=${YOUR_TOOLCHAIN}/ar export RANLIB=${YOUR_TOOLCHAIN}/ranlib export LD=${YOUR_TOOLCHAIN}/ld export CFLAGS="-arch armv7 -std=c99 -miphoneos-version-min=7.0 -isysroot ${sysroot}" export CXXFLAGS="-arch armv7 -fexceptions -frtti -fpic -std=c++11 -stdlib=libc++ -miphoneos-version-min=7.0 -O2 -g -fvisibility=hidden -fvisibility-inlines-hidden -Os -isysroot ${sysroot}" export LDFLAGS="-stdlib=libc++" boost_include="`cd "../boost_1_62_0/${BUILD_DIR}/include";pwd`" boost_lib="`cd "../boost_1_62_0/${BUILD_DIR}/armv7/lib";pwd`" make distclean ./configure --prefix=/armv7 --host=arm-apple-darwin10 --with-sysroot=${sysroot} --with-boost-include=${boost_include} --with-boost-lib=${boost_lib} --enable-static --enable-shared=no --disable-examples make -j6 make install DESTDIR=${YOUR_PATH_TO_INSTALL_DIR} armv7EOF #Create the following shell script for armv7s cat > ~/Downloads/QuantLib-${QL_VERSION}/build-armv7s.sh << 'armv7sEOF' #!/bin/bash # build-armv7s.sh BUILD_DIR=ios-build mkdir -p ${BUILD_DIR} INSTALL_DIR="`pwd`/${BUILD_DIR}" YOUR_PATH_TO_INSTALL_DIR="`cd "${INSTALL_DIR}";pwd`" XCODE_ROOT=/Applications/Xcode.app/Contents/Developer YOUR_TOOLCHAIN=${XCODE_ROOT}/Toolchains/XcodeDefault.xctoolchain/usr/bin # xcrun --sdk iphoneos --show-sdk-path # sysroot=${XCODE_ROOT}/Platforms/iPhoneOS.platform/Developer/SDKs/iPhoneOS.sdk sysroot="`xcrun --sdk iphoneos --show-sdk-path`" export CC=${YOUR_TOOLCHAIN}/clang export CXX=${YOUR_TOOLCHAIN}/clang++ export CPP=${YOUR_TOOLCHAIN}/cpp export AR=${YOUR_TOOLCHAIN}/ar export RANLIB=${YOUR_TOOLCHAIN}/ranlib export LD=${YOUR_TOOLCHAIN}/ld export CFLAGS="-arch armv7s -std=c99 -miphoneos-version-min=7.0 -isysroot ${sysroot}" export CXXFLAGS="-arch armv7s -fexceptions -frtti -fpic -std=c++11 -stdlib=libc++ -miphoneos-version-min=7.0 -O2 -g -fvisibility=hidden -fvisibility-inlines-hidden -Os -isysroot ${sysroot}" export LDFLAGS="-stdlib=libc++" boost_include="`cd "../boost_1_62_0/${BUILD_DIR}/include";pwd`" boost_lib="`cd "../boost_1_62_0/${BUILD_DIR}/armv7s/lib";pwd`" make distclean ./configure --prefix=/armv7s --host=arm-apple-darwin10 --with-sysroot=${sysroot} --with-boost-include=${boost_include} --with-boost-lib=${boost_lib} --enable-static --enable-shared=no --disable-examples make -j6 make install DESTDIR=${YOUR_PATH_TO_INSTALL_DIR} armv7sEOF #Create the following shell script for arm64 cat > ~/Downloads/QuantLib-${QL_VERSION}/build-arm64.sh << 'arm64EOF' #!/bin/bash # build-arm64.sh BUILD_DIR=ios-build mkdir -p ${BUILD_DIR} INSTALL_DIR="`pwd`/${BUILD_DIR}" YOUR_PATH_TO_INSTALL_DIR="`cd "${INSTALL_DIR}";pwd`" XCODE_ROOT=/Applications/Xcode.app/Contents/Developer YOUR_TOOLCHAIN=${XCODE_ROOT}/Toolchains/XcodeDefault.xctoolchain/usr/bin # xcrun --sdk iphoneos --show-sdk-path # sysroot=${XCODE_ROOT}/Platforms/iPhoneOS.platform/Developer/SDKs/iPhoneOS.sdk sysroot="`xcrun --sdk iphoneos --show-sdk-path`" export CC=${YOUR_TOOLCHAIN}/clang export CXX=${YOUR_TOOLCHAIN}/clang++ export CPP=${YOUR_TOOLCHAIN}/cpp export AR=${YOUR_TOOLCHAIN}/ar export RANLIB=${YOUR_TOOLCHAIN}/ranlib export LD=${YOUR_TOOLCHAIN}/ld export CFLAGS="-arch arm64 -std=c99 -miphoneos-version-min=7.0 -isysroot ${sysroot}" export CXXFLAGS="-arch arm64 -fexceptions -frtti -fpic -std=c++11 -stdlib=libc++ -miphoneos-version-min=7.0 -O2 -g -fvisibility=hidden -fvisibility-inlines-hidden -Os -isysroot ${sysroot}" export LDFLAGS="-stdlib=libc++" boost_include="`cd "../boost_1_62_0/${BUILD_DIR}/include";pwd`" boost_lib="`cd "../boost_1_62_0/${BUILD_DIR}/arm64/lib";pwd`" make distclean ./configure --prefix=/arm64 --host=arm-apple-darwin10 --with-sysroot=${sysroot} --with-boost-include=${boost_include} --with-boost-lib=${boost_lib} --enable-static --enable-shared=no --disable-examples make -j6 make install DESTDIR=${YOUR_PATH_TO_INSTALL_DIR} arm64EOF #Create the following shell script for i386 cat > ~/Downloads/QuantLib-${QL_VERSION}/build-i386.sh << 'i386EOF' #!/bin/bash # build-i386.sh BUILD_DIR=ios-build mkdir -p ${BUILD_DIR} INSTALL_DIR="`pwd`/${BUILD_DIR}" YOUR_PATH_TO_INSTALL_DIR="`cd "${INSTALL_DIR}";pwd`" XCODE_ROOT=/Applications/Xcode.app/Contents/Developer YOUR_TOOLCHAIN=${XCODE_ROOT}/Toolchains/XcodeDefault.xctoolchain/usr/bin # xcrun --sdk iphonesimulator --show-sdk-path # sysroot=${XCODE_ROOT}/Platforms/iPhoneSimulator.platform/Developer/SDKs/iPhoneSimulator.sdk sysroot="`xcrun --sdk iphonesimulator --show-sdk-path`" export CC=${YOUR_TOOLCHAIN}/clang export CXX=${YOUR_TOOLCHAIN}/clang++ export CPP=${YOUR_TOOLCHAIN}/cpp export AR=${YOUR_TOOLCHAIN}/ar export RANLIB=${YOUR_TOOLCHAIN}/ranlib export LD=${YOUR_TOOLCHAIN}/ld export CFLAGS="-arch i386 -std=c99 -miphoneos-version-min=7.0 -isysroot ${sysroot}" export CXXFLAGS="-arch i386 -fexceptions -frtti -fpic -std=c++11 -stdlib=libc++ -miphoneos-version-min=7.0 -O2 -g -fvisibility=hidden -fvisibility-inlines-hidden -Os -isysroot ${sysroot}" export LDFLAGS="-stdlib=libc++" boost_include="`cd "../boost_1_62_0/${BUILD_DIR}/include";pwd`" boost_lib="`cd "../boost_1_62_0/${BUILD_DIR}/i386/lib";pwd`" make distclean ./configure --prefix=/i386 --host=i386-apple-darwin10 --with-sysroot=${sysroot} --with-boost-include=${boost_include} --with-boost-lib=${boost_lib} --enable-static --enable-shared=no --disable-examples make -j6 make install DESTDIR=${YOUR_PATH_TO_INSTALL_DIR} i386EOF #Create the following shell script for x86_64 cat > ~/Downloads/QuantLib-${QL_VERSION}/build-x86_64.sh << 'x86_64EOF' #!/bin/bash # build-x86_64.sh BUILD_DIR=ios-build mkdir -p ${BUILD_DIR} INSTALL_DIR="`pwd`/${BUILD_DIR}" YOUR_PATH_TO_INSTALL_DIR="`cd "${INSTALL_DIR}";pwd`" XCODE_ROOT=/Applications/Xcode.app/Contents/Developer YOUR_TOOLCHAIN=${XCODE_ROOT}/Toolchains/XcodeDefault.xctoolchain/usr/bin # xcrun --sdk iphonesimulator --show-sdk-path # sysroot=${XCODE_ROOT}/Platforms/iPhoneSimulator.platform/Developer/SDKs/iPhoneSimulator.sdk sysroot="`xcrun --sdk iphonesimulator --show-sdk-path`" export CC=${YOUR_TOOLCHAIN}/clang export CXX=${YOUR_TOOLCHAIN}/clang++ export CPP=${YOUR_TOOLCHAIN}/cpp export AR=${YOUR_TOOLCHAIN}/ar export RANLIB=${YOUR_TOOLCHAIN}/ranlib export LD=${YOUR_TOOLCHAIN}/ld export CFLAGS="-arch x86_64 -std=c99 -miphoneos-version-min=7.0 -isysroot ${sysroot}" export CXXFLAGS="-arch x86_64 -fexceptions -frtti -fpic -std=c++11 -stdlib=libc++ -miphoneos-version-min=7.0 -O2 -g -fvisibility=hidden -fvisibility-inlines-hidden -Os -isysroot ${sysroot}" export LDFLAGS="-stdlib=libc++" boost_include="`cd "../boost_1_62_0/${BUILD_DIR}/include";pwd`" boost_lib="`cd "../boost_1_62_0/${BUILD_DIR}/x86_64/lib";pwd`" make distclean ./configure --prefix=/x86_64 --host=x86_64-apple-darwin10 --with-sysroot=${sysroot} --with-boost-include=${boost_include} --with-boost-lib=${boost_lib} --enable-static --enable-shared=no --disable-examples make -j6 make install DESTDIR=${YOUR_PATH_TO_INSTALL_DIR} x86_64EOF #run shell scripts to clean and build for iOS cd $HOME/Downloads cd QuantLib-${QL_VERSION} rm -fr ios-build sh build-armv7.sh sh build-armv7s.sh sh build-arm64.sh sh build-i386.sh sh build-x86_64.sh # create FAT libQuantLib.a archive cd $HOME/Downloads/QuantLib-${QL_VERSION} cd ios-build mkdir -p lib /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/lipo \ -arch armv7 "armv7/lib/libQuantLib.a" \ -arch armv7s "armv7s/lib/libQuantLib.a" \ -arch arm64 "arm64/lib/libQuantLib.a" \ -arch i386 "i386/lib/libQuantLib.a" \ -arch x86_64 "x86_64/lib/libQuantLib.a" \ -output "lib/libQuantLib.a" \ -create # create link for include folder mkdir include cd include ln -s ../arm64/include/ql .


(6) Create QuantLib Framework for iOS
shell script    Select all
export QL_VERSION=1.12 cd $HOME/Downloads/QuantLib-${QL_VERSION} cd ios-build #Create the following shell script for build-qlframework.sh cat > build-qlframework.sh << 'qlFrameworkEOF' #!/bin/bash # build-qlframework.sh VERSION_TYPE=Alpha FRAMEWORK_NAME=ql FRAMEWORK_VERSION=A FRAMEWORKDIR=. FRAMEWORK_CURRENT_VERSION=${QL_VERSION} FRAMEWORK_COMPATIBILITY_VERSION=${QL_VERSION} FRAMEWORK_BUNDLE=${FRAMEWORKDIR}/${FRAMEWORK_NAME}.framework rm -rf ${FRAMEWORK_BUNDLE} mkdir -p ${FRAMEWORK_BUNDLE} mkdir -p ${FRAMEWORK_BUNDLE}/Versions mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION} mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Resources mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Headers mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Documentation ln -s $FRAMEWORK_VERSION ${FRAMEWORK_BUNDLE}/Versions/Current ln -s Versions/Current/Headers ${FRAMEWORK_BUNDLE}/Headers ln -s Versions/Current/Resources ${FRAMEWORK_BUNDLE}/Resources ln -s Versions/Current/Documentation ${FRAMEWORK_BUNDLE}/Documentation ln -s Versions/Current/$FRAMEWORK_NAME ${FRAMEWORK_BUNDLE}/$FRAMEWORK_NAME FRAMEWORK_INSTALL_NAME=${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/${FRAMEWORK_NAME} echo "Framework: Lipoing library into ${FRAMEWORK_INSTALL_NAME}" /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/lipo \ -arch armv7 "armv7/lib/libQuantLib.a" \ -arch armv7s "armv7s/lib/libQuantLib.a" \ -arch arm64 "arm64/lib/libQuantLib.a" \ -arch i386 "i386/lib/libQuantLib.a" \ -arch x86_64 "x86_64/lib/libQuantLib.a" \ -output "${FRAMEWORK_INSTALL_NAME}" \ -create echo "Framework: Copying includes..." cp -r include/${FRAMEWORK_NAME}/* ${FRAMEWORK_BUNDLE}/Headers/ cat > ${FRAMEWORK_BUNDLE}/Resources/Info.plist <<InfoplistEOF <?xml version="1.0" encoding="UTF-8"?> <!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd"> <plist version="1.0"> <dict> <key>CFBundleDevelopmentRegion</key> <string>English</string> <key>CFBundleExecutable</key> <string>${FRAMEWORK_NAME}</string> <key>CFBundleIdentifier</key> <string>quantlib.org</string> <key>CFBundleInfoDictionaryVersion</key> <string>6.0</string> <key>CFBundlePackageType</key> <string>FMWK</string> <key>CFBundleSignature</key> <string>????</string> <key>CFBundleVersion</key> <string>${FRAMEWORK_CURRENT_VERSION}</string> </dict> </plist> InfoplistEOF echo "Done: ${FRAMEWORK_BUNDLE}" qlFrameworkEOF # build framework sh build-qlframework.sh


(7) Test build x86_64 for iOS frameworks with
shell script    Select all
#Create testql.cpp cd $HOME/Downloads cat > testql.cpp << 'testqlEOF' #include <ql/quantlib.hpp> int main() { std::cout << "BOOST version is " << BOOST_VERSION << std::endl; std::cout << "QL version is " << QL_VERSION << std::endl; #if __x86_64__ || __WORDSIZE == 64 std::cout << "This is 64 bits" << std::endl; #elif __i386__ || __WORDSIZE == 32 std::cout << "This is 32 bits" << std::endl; #else std::cout << "This is something else" << std::endl; #endif return 0; } testqlEOF # test build example using iOS frameworks xcrun clang++ -std=c++11 -stdlib=libc++ -F $HOME/Downloads/QuantLib-1.12/ios-build -F $HOME/Downloads/boost_1_62_0/ios-build -framework ql -isysroot `xcrun --sdk iphonesimulator --show-sdk-path` -arch x86_64 -miphoneos-version-min=7.0 -fvisibility=hidden -o testql testql.cpp ./testql


(8) Build frameworks for macosx and build RQuantLib package from source
shell script    Select all
cd $HOME/Downloads/boost_1_62_0 # Append the following user-config.jam at ~/Downloads/boost_1_62_0/tools/build/src/ cat >> tools/build/src/user-config.jam << 'EOF' # ------------------ # darwin macosx configuration. # ------------------ local XCODE_ROOT = /Applications/Xcode.app/Contents/Developer ; # xcrun --sdk macosx --show-sdk-path local MACOSXSDK = MacOSX.sdk ; using darwin : i386~macosx : $(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/clang++ : <striper>$(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/strip <root>$(XCODE_ROOT)/Platforms/MacOSX.platform/Developer/SDKs/$(MACOSXSDK) <compileflags>"-arch i386" <compileflags>"-isysroot $(XCODE_ROOT)/Platforms/MacOSX.platform/Developer/SDKs/$(MACOSXSDK)" <compileflags>-fexceptions <compileflags>-frtti <compileflags>-fpic <compileflags>-DBOOST_SP_USE_SPINLOCK <compileflags>-std=c++11 <compileflags>-stdlib=libc++ <compileflags>-mmacosx-version-min=10.9 <compileflags>-O2 <compileflags>-g <compileflags>-Os <compileflags>-Wno-long-long <compileflags>-Wno-missing-field-initializers <compileflags>-Wno-unused-variable <linkflags>-stdlib=libc++ <linkflags>-mmacosx-version-min=10.9 <architecture>x86 <address-model>32 <target-os>darwin ; using darwin : x86_64~macosx : $(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/clang++ : <striper>$(XCODE_ROOT)/Toolchains/XcodeDefault.xctoolchain/usr/bin/strip <root>$(XCODE_ROOT)/Platforms/MacOSX.platform/Developer/SDKs/$(MACOSXSDK) <compileflags>"-arch x86_64" <compileflags>"-isysroot $(XCODE_ROOT)/Platforms/MacOSX.platform/Developer/SDKs/$(MACOSXSDK)" <compileflags>-fexceptions <compileflags>-frtti <compileflags>-fpic <compileflags>-DBOOST_SP_USE_SPINLOCK <compileflags>-std=c++11 <compileflags>-stdlib=libc++ <compileflags>-mmacosx-version-min=10.9 <compileflags>-O2 <compileflags>-g <compileflags>-Os <compileflags>-Wno-long-long <compileflags>-Wno-missing-field-initializers <compileflags>-Wno-unused-variable <linkflags>-stdlib=libc++ <linkflags>-mmacosx-version-min=10.9 <architecture>x86 <address-model>64 <target-os>darwin ; EOF # build boost libraries for macosx ./bootstrap.sh --with-libraries=atomic,chrono,date_time,exception,filesystem,graph,iostreams,math,program_options,random,regex,serialization,signals,system,test,thread,wave # clean and build for macosx, j option is num of cores x 1.5 rm -fr macosx-build ./b2 -j6 --build-dir=macosx-build --stagedir=macosx-build/i386 toolset=darwin-i386~macosx architecture=x86 address-model=32 target-os=darwin threading=multi link=static stage ./b2 -j6 --build-dir=macosx-build --stagedir=macosx-build/x86_64 toolset=darwin-x86_64~macosx architecture=x86 address-model=64 target-os=darwin threading=multi link=static stage # create libboost.a archive for each architecture cd $HOME/Downloads/boost_1_62_0/macosx-build xcrun --sdk macosx ar crus i386/libboost.a boost/bin.v2/libs/*/build/darwin-i386~macosx/release/link-static/threading-multi/*/*.o xcrun --sdk macosx ar crus x86_64/libboost.a boost/bin.v2/libs/*/build/darwin-x86_64~macosx/release/link-static/threading-multi/*/*.o # create FAT libboost.a archive mkdir -p lib /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/lipo \ -arch i386 "i386/libboost.a" \ -arch x86_64 "x86_64/libboost.a" \ -output "lib/libboost.a" \ -create # create link for include folder mkdir include cd include ln -s ../../boost . # build Boost Framework for macosx #Create the following shell script for build-boostframework.sh cd $HOME/Downloads/boost_1_62_0/macosx-build cat > build-boostframework.sh << 'boostFrameworkEOF' #!/bin/bash # build-boostframework.sh VERSION_TYPE=Alpha FRAMEWORK_NAME=boost FRAMEWORK_VERSION=A FRAMEWORKDIR=. FRAMEWORK_CURRENT_VERSION=1.62.0 FRAMEWORK_COMPATIBILITY_VERSION=1.62.0 FRAMEWORK_BUNDLE=${FRAMEWORKDIR}/${FRAMEWORK_NAME}.framework rm -rf ${FRAMEWORK_BUNDLE} mkdir -p ${FRAMEWORK_BUNDLE} mkdir -p ${FRAMEWORK_BUNDLE}/Versions mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION} mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Resources mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Headers mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Documentation ln -s $FRAMEWORK_VERSION ${FRAMEWORK_BUNDLE}/Versions/Current ln -s Versions/Current/Headers ${FRAMEWORK_BUNDLE}/Headers ln -s Versions/Current/Resources ${FRAMEWORK_BUNDLE}/Resources ln -s Versions/Current/Documentation ${FRAMEWORK_BUNDLE}/Documentation ln -s Versions/Current/$FRAMEWORK_NAME ${FRAMEWORK_BUNDLE}/$FRAMEWORK_NAME FRAMEWORK_INSTALL_NAME=${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/${FRAMEWORK_NAME} echo "Framework: Lipoing library into ${FRAMEWORK_INSTALL_NAME}" /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/lipo \ -arch i386 "i386/libboost.a" \ -arch x86_64 "x86_64/libboost.a" \ -output "${FRAMEWORK_INSTALL_NAME}" \ -create echo "Framework: Copying includes..." cp -r include/${FRAMEWORK_NAME}/* ${FRAMEWORK_BUNDLE}/Headers/ cat > ${FRAMEWORK_BUNDLE}/Resources/Info.plist <<InfoplistEOF <?xml version="1.0" encoding="UTF-8"?> <!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd"> <plist version="1.0"> <dict> <key>CFBundleDevelopmentRegion</key> <string>English</string> <key>CFBundleExecutable</key> <string>${FRAMEWORK_NAME}</string> <key>CFBundleIdentifier</key> <string>${FRAMEWORK_NAME}.org</string> <key>CFBundleInfoDictionaryVersion</key> <string>6.0</string> <key>CFBundlePackageType</key> <string>FMWK</string> <key>CFBundleSignature</key> <string>????</string> <key>CFBundleVersion</key> <string>${FRAMEWORK_CURRENT_VERSION}</string> </dict> </plist> InfoplistEOF echo "Done: ${FRAMEWORK_BUNDLE}" boostFrameworkEOF # build framework sh build-boostframework.sh # build QuantLib libraries for macosx export QL_VERSION=1.12 cd $HOME/Downloads/QuantLib-${QL_VERSION} #Create the following shell script for i386 cat > ~/Downloads/QuantLib-${QL_VERSION}/build-i386-macosx.sh << 'i386EOF' #!/bin/bash # build-i386-macosx.sh BUILD_DIR=macosx-build mkdir -p ${BUILD_DIR} INSTALL_DIR="`pwd`/${BUILD_DIR}" YOUR_PATH_TO_INSTALL_DIR="`cd "${INSTALL_DIR}";pwd`" XCODE_ROOT=/Applications/Xcode.app/Contents/Developer YOUR_TOOLCHAIN=${XCODE_ROOT}/Toolchains/XcodeDefault.xctoolchain/usr/bin # xcrun --sdk macosx --show-sdk-path # sysroot=${XCODE_ROOT}/Platforms/MacOSX.platform/Developer/SDKs/MacOSX.sdk sysroot="`xcrun --sdk macosx --show-sdk-path`" export CC=${YOUR_TOOLCHAIN}/clang export CXX=${YOUR_TOOLCHAIN}/clang++ export CPP=${YOUR_TOOLCHAIN}/cpp export AR=${YOUR_TOOLCHAIN}/ar export RANLIB=${YOUR_TOOLCHAIN}/ranlib export LD=${YOUR_TOOLCHAIN}/ld export CFLAGS="-arch i386 -std=c99 -mmacosx-version-min=10.7 -isysroot ${sysroot}" export CXXFLAGS="-arch i386 -fexceptions -frtti -fpic -std=c++11 -stdlib=libc++ -mmacosx-version-min=10.9 -O2 -g -Os -isysroot ${sysroot}" export LDFLAGS="-stdlib=libc++ -mmacosx-version-min=10.9" boost_include="`cd "../boost_1_62_0/${BUILD_DIR}/include";pwd`" boost_lib="`cd "../boost_1_62_0/${BUILD_DIR}/i386/lib";pwd`" make distclean ./configure --prefix=/i386 --host=i386-apple-darwin10 --with-sysroot=${sysroot} --with-boost-include=${boost_include} --with-boost-lib=${boost_lib} --enable-intraday --enable-static --enable-shared=no --disable-examples make -j6 make install DESTDIR=${YOUR_PATH_TO_INSTALL_DIR} i386EOF #Create the following shell script for x86_64 cat > ~/Downloads/QuantLib-${QL_VERSION}/build-x86_64-macosx.sh << 'x86_64EOF' #!/bin/bash # build-x86_64-macosx.sh BUILD_DIR=macosx-build mkdir -p ${BUILD_DIR} INSTALL_DIR="`pwd`/${BUILD_DIR}" YOUR_PATH_TO_INSTALL_DIR="`cd "${INSTALL_DIR}";pwd`" XCODE_ROOT=/Applications/Xcode.app/Contents/Developer YOUR_TOOLCHAIN=${XCODE_ROOT}/Toolchains/XcodeDefault.xctoolchain/usr/bin # xcrun --sdk macosx --show-sdk-path # sysroot=${XCODE_ROOT}/Platforms/MacOSX.platform/Developer/SDKs/MacOSX.sdk sysroot="`xcrun --sdk macosx --show-sdk-path`" export CC=${YOUR_TOOLCHAIN}/clang export CXX=${YOUR_TOOLCHAIN}/clang++ export CPP=${YOUR_TOOLCHAIN}/cpp export AR=${YOUR_TOOLCHAIN}/ar export RANLIB=${YOUR_TOOLCHAIN}/ranlib export LD=${YOUR_TOOLCHAIN}/ld export CFLAGS="-arch x86_64 -std=c99 -mmacosx-version-min=10.7 -isysroot ${sysroot}" export CXXFLAGS="-arch x86_64 -fexceptions -frtti -fpic -std=c++11 -stdlib=libc++ -mmacosx-version-min=10.9 -O2 -g -Os -isysroot ${sysroot}" export LDFLAGS="-stdlib=libc++ -mmacosx-version-min=10.9" boost_include="`cd "../boost_1_62_0/${BUILD_DIR}/include";pwd`" boost_lib="`cd "../boost_1_62_0/${BUILD_DIR}/x86_64/lib";pwd`" make distclean ./configure --prefix=/x86_64 --host=x86_64-apple-darwin10 --with-sysroot=${sysroot} --with-boost-include=${boost_include} --with-boost-lib=${boost_lib} --enable-intraday --enable-static --enable-shared=no --disable-examples make -j6 make install DESTDIR=${YOUR_PATH_TO_INSTALL_DIR} x86_64EOF #run shell scripts to clean and build for macosx cd $HOME/Downloads/QuantLib-${QL_VERSION} rm -fr macosx-build sh build-i386-macosx.sh sh build-x86_64-macosx.sh # create FAT libQuantLib.a archive cd $HOME/Downloads/QuantLib-${QL_VERSION} cd macosx-build mkdir -p lib /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/lipo \ -arch i386 "i386/lib/libQuantLib.a" \ -arch x86_64 "x86_64/lib/libQuantLib.a" \ -output "lib/libQuantLib.a" \ -create # create link for include folder mkdir include cd include ln -s ../x86_64/include/ql . cd $HOME/Downloads/QuantLib-${QL_VERSION}/macosx-build # build QuantLib Framework for macosx #Create the following shell script for build-qlframework.sh cat > build-qlframework.sh << 'qlFrameworkEOF' #!/bin/bash # build-qlframework.sh VERSION_TYPE=Alpha FRAMEWORK_NAME=ql FRAMEWORK_VERSION=A FRAMEWORKDIR=. FRAMEWORK_CURRENT_VERSION=${QL_VERSION} FRAMEWORK_COMPATIBILITY_VERSION=${QL_VERSION} FRAMEWORK_BUNDLE=${FRAMEWORKDIR}/${FRAMEWORK_NAME}.framework rm -rf ${FRAMEWORK_BUNDLE} mkdir -p ${FRAMEWORK_BUNDLE} mkdir -p ${FRAMEWORK_BUNDLE}/Versions mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION} mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Resources mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Headers mkdir -p ${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/Documentation ln -s $FRAMEWORK_VERSION ${FRAMEWORK_BUNDLE}/Versions/Current ln -s Versions/Current/Headers ${FRAMEWORK_BUNDLE}/Headers ln -s Versions/Current/Resources ${FRAMEWORK_BUNDLE}/Resources ln -s Versions/Current/Documentation ${FRAMEWORK_BUNDLE}/Documentation ln -s Versions/Current/$FRAMEWORK_NAME ${FRAMEWORK_BUNDLE}/$FRAMEWORK_NAME FRAMEWORK_INSTALL_NAME=${FRAMEWORK_BUNDLE}/Versions/${FRAMEWORK_VERSION}/${FRAMEWORK_NAME} echo "Framework: Lipoing library into ${FRAMEWORK_INSTALL_NAME}" /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/lipo \ -arch i386 "i386/lib/libQuantLib.a" \ -arch x86_64 "x86_64/lib/libQuantLib.a" \ -output "${FRAMEWORK_INSTALL_NAME}" \ -create echo "Framework: Copying includes..." cp -r include/${FRAMEWORK_NAME}/* ${FRAMEWORK_BUNDLE}/Headers/ cat > ${FRAMEWORK_BUNDLE}/Resources/Info.plist <<InfoplistEOF <?xml version="1.0" encoding="UTF-8"?> <!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd"> <plist version="1.0"> <dict> <key>CFBundleDevelopmentRegion</key> <string>English</string> <key>CFBundleExecutable</key> <string>${FRAMEWORK_NAME}</string> <key>CFBundleIdentifier</key> <string>quantlib.org</string> <key>CFBundleInfoDictionaryVersion</key> <string>6.0</string> <key>CFBundlePackageType</key> <string>FMWK</string> <key>CFBundleSignature</key> <string>????</string> <key>CFBundleVersion</key> <string>${FRAMEWORK_CURRENT_VERSION}</string> </dict> </plist> InfoplistEOF echo "Done: ${FRAMEWORK_BUNDLE}" qlFrameworkEOF # build framework sh build-qlframework.sh # Test build example using macosx frameworks clang++ -std=c++11 -stdlib=libc++ -F $HOME/Downloads/QuantLib-1.12/macosx-build -F $HOME/Downloads/boost_1_62_0/macosx-build -framework ql -arch x86_64 -o testql testql.cpp ./testql # Build RQuantLib for Mac OSX 10.12.6 (1) Build the above macosx x86_64 libraries for QuantLib and Boost. For Quantlib, it should be version >=1.8 and with --enable-intraday option. For Boost and QuantLib, should remove -fvisibility=hidden -fvisibility-inlines-hidden (2) Install R 3.4.4 from https://cran.r-project.org/bin/macosx/ and optionally install RStudio (3) Install clang 4.0 from http://r.research.att.com/libs/ sudo tar xzvf ${HOME}/Downloads/clang-4.0.0-darwin15.6-Release.tar.gz -C / (4) Create R/Makevars mkdir -p ${HOME}/.R cat > ${HOME}/.R/Makevars << 'EOF' CC=/usr/local/clang4/bin/clang CXX=/usr/local/clang4/bin/clang++ CXXFLAGS=-isysroot /Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX.sdk -Wno-nonportable-include-path -Wno-unused-variable -I${HOME}/Downloads/QuantLib-1.12/macosx-build/x86_64/include LDFLAGS=-L/usr/local/clang4/lib -L${HOME}/Downloads/QuantLib-1.12/macosx-build/x86_64/lib EOF (5) Install QuantLib 1.12 to /usr/local cd ${HOME}/Downloads/QuantLib-1.12/macosx-build/x86_64; tar czvf ../ql-1.12.tgz bin include lib share cd ${HOME}/Downloads/QuantLib-1.12/macosx-build sudo tar xzvf ql-1.12.tgz -C /usr/local (6) Build RQuantLib with R terminal session from source and install R install.packages("RQuantLib", configure.args = "--with-boost-include=${HOME}/Downloads/boost_1_62_0/macosx-build/include --with-boost-lib=${HOME}/Downloads/boost_1_62_0/macosx-build/x86_64/lib", type = "source") # installing to /Library/Frameworks/R.framework/Versions/3.4/Resources/library/RQuantLib/libs # build binary package using the following # curl -O https://cran.cnr.berkeley.edu/src/contrib/RQuantLib_0.4.4.tar.gz # R CMD INSTALL --build --configure-args="--with-boost-include=${HOME}/Downloads/boost_1_62_0/macosx-build/include --with-boost-lib=${HOME}/Downloads/boost_1_62_0/macosx-build/x86_64/lib" RQuantLib_0.4.4.tar.gz (7) Optionally, install https://www.xquartz.org/ if want to remove warning on : unable to load shared object '/Library/Frameworks/R.framework/Resources/modules//R_X11.so' # Install dependencies for testing RQuantLib install.packages(c("rgl","RUnit"))


(9) Test RQuantLib binary package for R version 3.4.4 on Mac OSX 10.12.6
bond1.R  Select all
#Simple call with a flat curve require(RQuantLib) bond <- list(faceAmount=100, settlementDays=1, issueDate=as.Date("2014-11-30"), redemption=100)
scheduleparams <- list(effectiveDate=as.Date("2014-11-30"), maturityDate=as.Date("2018-11-30"), period=2, calendar="UnitedStates", businessDayConvention = 4, terminationDateConvention=4, dateGeneration=1, endOfMonth=1, dayCounter = 'Thirty360')
coupon.rate <- c(0.02875)
params <- list(tradeDate=as.Date('2014-2-15'), settleDate=as.Date('2014-2-19'), dt=.25, interpWhat="discount", interpHow="loglinear")
setEvaluationDate(as.Date("2014-11-22"))
discountCurve.flat <- DiscountCurve(params, list(flat=0.05))
FixedRateBond(bond=bond, rates=coupon.rate, schedule=scheduleparams, calc=list(dayCounter='ActualActual.ISMA',compounding='Compounded', freq='Annual', durationType='Modified'),discountCurve=discountCurve.flat)

FixedRateBondPriceByYield( settlementDays=1, yield=0.05127, faceAmount=100, effectiveDate=as.Date("2014-11-30"), maturityDate=as.Date("2018-11-30"), period=2, calendar="UnitedStates", rates=c(0.05), dayCounter=2, businessDayConvention=4, compound=0, redemption=100, issueDate=as.Date("2014-11-30"))

FixedRateBondYield( settlementDays=1, price=99.54593, faceAmount=100, effectiveDate=as.Date("2014-11-30"), maturityDate=as.Date("2018-11-30"), period=2, calendar="UnitedStates", rates=c(0.05), dayCounter=2, businessDayConvention=4, compound=0, redemption=100, issueDate=as.Date("2014-11-30"))