[R-SIG-Finance] RQuantlib on OSX

Luca Passalacqua luca.passalacqua at uniroma1.it
Wed May 17 08:47:34 CEST 2017


  first of all I am new to this list, so I hope I am posting my request
correctly. If not, plese let me know.

I have a problem trying to install  RQuantlib on OS X, in particular on.a
MacBook running MAC OS X 10.11.6 (El Capitan).

I am using brew, following instructions found on web, but I am still
missing something since it failed.

Here is the output of brew info:

$ *brew info quantlib*
quantlib: stable 1.9.2 (bottled), HEAD
Library for quantitative finance
/usr/local/Cellar/quantlib/1.7 (1,264 files, 150.4MB)
  Poured from bottle on 2016-02-02 at 12:56:32
/usr/local/Cellar/quantlib/1.9.2 (1,305 files, 148.3MB) *
  Poured from bottle on 2017-05-04 at 09:06:24
From: https://github.com/Homebrew/homebrew-core/blob/master/
==> Dependencies
Required: boost ✔
==> Options
    Build using C++11 mode
    Enable intraday components to dates
    Install HEAD version
==> Caveats
Emacs Lisp files have been installed to:

$ *brew info boost*
boost: stable 1.64.0 (bottled), HEAD
Collection of portable C++ source libraries
/usr/local/Cellar/boost/1.60.0_1 (11,139 files, 436.5MB)
  Poured from bottle on 2016-02-02 at 12:55:48
/usr/local/Cellar/boost/1.64.0_1 (12,628 files, 398.7MB) *
  Poured from bottle on 2017-05-04 at 09:05:34
From: https://github.com/Homebrew/homebrew-core/blob/master/Formula/boost.rb
==> Dependencies
Optional: icu4c ✘
==> Options
    Build using C++11 mode
    Build regexp engine with icu support
    Disable building single-threading variant
    Disable building static library variant
    Install HEAD version

Here my call from RStudio:

>* install.packages*("RQuantLib", configure.args =
-prefix=/usr/local/Cellar/boost/1.64.0_1/ CXXFLAGS='-O2 -stdlib=libc++
-mmacosx-version-min=10.9' LDFLAGS='-stdlib=libc++
-mmacosx-version-min=10.9'", type="source")

provo con l'URL 'https://cran.rstudio.com/src/contrib/RQuantLib_0.4.3.tar.gz
Content type 'application/x-gzip' length 183352 bytes (179 KB)
downloaded 179 KB

* installing *source* package ‘RQuantLib’ ...
** package ‘RQuantLib’ successfully unpacked and MD5 sums checked
checking for g++... g++
checking whether the C++ compiler works... yes
checking for C++ compiler default output file name... a.out
checking for suffix of executables...
checking whether we are cross compiling... no
checking for suffix of object files... o
checking whether we are using the GNU C++ compiler... yes
checking whether g++ accepts -g... yes
checking how to run the C++ preprocessor... g++ -E
checking whether we are using the GNU C++ compiler... (cached) yes
checking whether g++ accepts -g... (cached) yes
checking for R... yes
checking for quantlib-config... yes
checking for Boost development files... no
*configure: error: Boost development files not found*
ERROR: configuration failed for package ‘RQuantLib’
* removing ‘/Library/Frameworks/R.framework/Versions/3.4/
Warning in install.packages :
  installation of package ‘RQuantLib’ had non-zero exit status

The downloaded source packages are in

I am puzzled of the error message (in red) since I have written explicitely
the path to boost directories in the configure

Could someone please suggest me what to do ?

Many thanks,


Luca Passalacqua
Department of Statistics
University of Rome "La Sapienza"
Viale Regina Elena, 295
00161 Rome (Italy)
luca.passalacqua at uniroma1.it

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