SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
MiloRambaldi
Topic Author
Posts: 273
Joined: July 26th, 2010, 12:27 am

Milo Rambaldi's sandbox

May 8th, 2012, 3:29 pm

I wanted to have a CMake version of the material in boost_root_dir/libs/random. I download Boost.CMake but it only included the docs and the library libboost_random (the same for most of the boost libraries).So I made my own CMake module for boost/random. Some of the material was useful for the QFCL project, and there is probably more useful stuff there.It is available at http://qfcl.wilmott.com/svn/wilmott/san ... ibs/random. From the README:===========================================================This project provides a CMake build for all of the material in the libs/random subdirectory of the boost root directory, with the exceptionof the documentation and the libboost_random library. This includes examples,numerous correctness tests, both unit tests and standalone tests, statisticaltests and performance tests. There are 100 tests in all. The executables use the following naming conventions: Correctness tests begin with test_, and the standalone tests aredistinguished from the unit tests by the suffix _standalone. There is additionally a histogram and a statistical standalone test. The performancetests are prefixed with performance_, and the examples are prefixed with example_.NOTES-----(1) This was tested with boost version 1.49.0 and MSVC 10. One of theprojects failed to build. This is due to a bug in the boost distribution filelibs/random/example/password.cpp, where #include <iostream> was omitted.============================================================I just noticed this concening the status of boost CMake modularization.CMake has been very useful even though I haven't used it for cross-platform purposes yet. Here is a snapshot of the MSVS 10 solution generated by CMake. I would not want to have to do this by hand.
 
User avatar
MiloRambaldi
Topic Author
Posts: 273
Joined: July 26th, 2010, 12:27 am

Milo Rambaldi's sandbox

May 11th, 2012, 9:49 pm

I have put the source code for NTL (Number Theory Library) with an added CMake build system at:http://qfcl.wilmott.com/svn/wilmott/san ... _5_2-CMake. Its not complete yet, but it builds the NTL library, and also the test suite (it is missing some optimization abilities).The QFCL random library currently depends on NTL. If QFCL/random remains dependent on NTL, I will finish NTL-CMake.
 
User avatar
MiloRambaldi
Topic Author
Posts: 273
Joined: July 26th, 2010, 12:27 am

Milo Rambaldi's sandbox

May 25th, 2012, 1:57 pm

I have made prf_boost, which has CBRNGs (cf. Random123), available at:http://qfcl.wilmott.com/svn/wilmott/san ... boost.This is for convenience, since some of the examples in QFCL/random depend on it. It currently does not build anything, but it will include a build for the libs/random/test subdirectory once I complete it.Currently this provides prf_boost to build QFCL/random, but it is not necessary to use this package. See the README in QFCL/random for more info.
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On