We have been trying to install RQuantLib on a redhat linux machine. After a month (embarassingly long time!) of trial and error, we have succesfully compiled the latest version of boost and also quantlib. I am not a linux expert at all, so I am having a little trouble debugging the compile flags when I run install.packages("RQuantLib"). Rcpp is installed and working perfectly as well.
The error message below details the issue. I am confused because the file I think it should want (libQuantLib.so.0) exists in /usr/local/lib. Sorry that this is most likely a stupid question, but I think we are very close to having access to quantlib in R on linux.
The error message is below:
g++ -I/apps/R/R-3.0.0/include -DNDEBUG -I/usr/local/include -I"/apps/R/R-3.0.0/library/Rcpp/include" -g -O2 -I/usr/local/include -I/usr/loca
l/include/boost -I. -fpic -g -O2 -c zero.cpp -o zero.o
g++ -shared -L/usr/local/lib64 -o RQuantLib.so asian.o barrier_binary.o bermudan.o bonds.o calendars.o curves.o daycounter.o discount.o hullwhi
te.o implieds.o utils.o vanilla.o zero.o -L/apps/R/R-3.0.0/library/Rcpp/lib -lRcpp -Wl,-rpath,/apps/R/R-3.0.0/library/Rcpp/lib -L/usr/local/lib
-L/usr/local/lib -lQuantLib
installing to /apps/R/R-3.0.0/library/RQuantLib/libs
** R
** demo
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
Error in dyn.load(file, DLLpath = DLLpath, ...) :
unable to load shared object '/apps/R/R-3.0.0/library/RQuantLib/libs/RQuantLib.so':
libQuantLib.so.0: cannot open shared object file: No such file or directory
Error: loading failed
Execution halted
ERROR: loading failed
It might just be that the dynamic loader hasn't realized yet that you've added QuantLib. Try adding the line
to
/etc/ld.so.conf(if it's not already there) and then runOn your system there should be man pages for both
ld.soandldconfigif you want to understand what you're doing, which is always a good proposition. Never execute commands given by strangers on the internet, especially insudomode :)After you do the above, you should be able to load
libQuantLib.