[MacPorts] #71971: QuantLib fails to install if emacs is not found

[MacPorts]

#71971: QuantLib fails to install if emacs is not found
--------------------------+----------------------
 Reporter:  barracuda156  |      Owner:  (none)
     Type:  defect        |     Status:  new
 Priority:  Normal        |  Milestone:
Component:  ports         |    Version:  2.10.5
 Keywords:                |       Port:  QuantLib
--------------------------+----------------------
 {{{
 /bin/sh ../libtool  --tag=CXX   --mode=link /opt/local/bin/g++-mp-14
 -pipe -I/opt/local/libexec/boost/1.81/include -Os
 -D_GLIBCXX_USE_CXX11_ABI=0 -arch ppc -std=c++17
 -L/opt/local/libexec/boost/1.81/lib -L/opt/local/lib
 -Wl,-headerpad_max_install_names -arch ppc -o quantlib-benchmark
 americanoption.o amortizingbond.o andreasenhugevolatilityinterpl.o array.o
 asianoptions.o assetswap.o autocovariances.o barrieroption.o
 binaryoption.o basismodels.o basisswapratehelpers.o basketoption.o
 batesmodel.o bermudanswaption.o blackdeltacalculator.o blackformula.o
 bondforward.o bonds.o brownianbridge.o businessdayconventions.o
 calendars.o callablebonds.o capfloor.o capflooredcoupon.o cashflows.o
 catbonds.o cdo.o cdsoption.o chooseroption.o cliquetoption.o cms.o
 cms_normal.o cmsspread.o commodityunitofmeasure.o compiledboostversion.o
 compoundoption.o convertiblebonds.o covariance.o creditdefaultswap.o
 creditriskplus.o crosscurrencyratehelpers.o currency.o curvestates.o
 dates.o daycounters.o defaultprobabilitycurves.o digitalcoupon.o
 digitaloption.o distributions.o dividendoption.o doublebarrieroption.o
 doublebinaryoption.o equityindex.o equitycashflow.o
 equitytotalreturnswap.o europeanoption.o everestoption.o exchangerate.o
 extendedtrees.o extensibleoptions.o fastfouriertransform.o fdheston.o
 fdcir.o fdmlinearop.o fdcev.o fdsabr.o fittedbonddiscountcurve.o
 forwardoption.o forwardrateagreement.o functions.o garch.o
 gaussianquadratures.o gjrgarchmodel.o gsr.o hestonmodel.o hestonslvmodel.o
 himalayaoption.o hybridhestonhullwhiteprocess.o indexes.o inflation.o
 inflationcapfloor.o inflationcapflooredcoupon.o inflationcpibond.o
 inflationcpicapfloor.o inflationcpiswap.o inflationvolatility.o
 instruments.o integrals.o interestrates.o interpolations.o jumpdiffusion.o
 lazyobject.o libormarketmodel.o libormarketmodelprocess.o
 linearleastsquaresregression.o lookbackoptions.o lowdiscrepancysequences.o
 margrabeoption.o marketmodel.o marketmodel_cms.o marketmodel_smm.o
 marketmodel_smmcapletalphacalibration.o marketmodel_smmcapletcalibration.o
 marketmodel_smmcaplethomocalibration.o markovfunctional.o matrices.o
 mclongstaffschwartzengine.o mersennetwister.o money.o noarbsabr.o
 normalclvmodel.o nthorderderivativeop.o nthtodefault.o
 numericaldifferentiation.o observable.o ode.o operators.o optimizers.o
 optionletstripper.o overnightindexedcoupon.o overnightindexedswap.o
 pagodaoption.o partialtimebarrieroption.o pathgenerator.o period.o
 piecewiseyieldcurve.o piecewisezerospreadedtermstructure.o preconditions.o
 prices.o quantlibglobalfixture.o quantooption.o quotes.o rangeaccrual.o
 riskneutraldensitycalculator.o riskstats.o rngtraits.o rounding.o
 sampledcurve.o schedule.o settings.o shortratemodels.o sofrfutures.o
 solvers.o spreadoption.o squarerootclvmodel.o stats.o subperiodcoupons.o
 svivolatility.o swap.o swapforwardmappings.o swaption.o
 swaptionvolatilitycube.o swaptionvolatilitymatrix.o swingoption.o
 termstructures.o timegrid.o timeseries.o transformedgrid.o
 tqreigendecomposition.o tracing.o twoassetbarrieroption.o
 twoassetcorrelationoption.o ultimateforwardtermstructure.o utilities.o
 variancegamma.o varianceoption.o varianceswaps.o volatilitymodels.o vpp.o
 xoshiro256starstar.o zabr.o zerocouponswap.o zigguratgaussian.o
 quantlibbenchmark.o  ../ql/libQuantLib.la
 libtool: link: /opt/local/bin/g++-mp-14 -pipe
 -I/opt/local/libexec/boost/1.81/include -Os -D_GLIBCXX_USE_CXX11_ABI=0
 -arch ppc -std=c++17 -Wl,-headerpad_max_install_names -arch ppc -o .libs
 /quantlib-benchmark americanoption.o amortizingbond.o
 andreasenhugevolatilityinterpl.o array.o asianoptions.o assetswap.o
 autocovariances.o barrieroption.o binaryoption.o basismodels.o
 basisswapratehelpers.o basketoption.o batesmodel.o bermudanswaption.o
 blackdeltacalculator.o blackformula.o bondforward.o bonds.o
 brownianbridge.o businessdayconventions.o calendars.o callablebonds.o
 capfloor.o capflooredcoupon.o cashflows.o catbonds.o cdo.o cdsoption.o
 chooseroption.o cliquetoption.o cms.o cms_normal.o cmsspread.o
 commodityunitofmeasure.o compiledboostversion.o compoundoption.o
 convertiblebonds.o covariance.o creditdefaultswap.o creditriskplus.o
 crosscurrencyratehelpers.o currency.o curvestates.o dates.o daycounters.o
 defaultprobabilitycurves.o digitalcoupon.o digitaloption.o distributions.o
 dividendoption.o doublebarrieroption.o doublebinaryoption.o equityindex.o
 equitycashflow.o equitytotalreturnswap.o europeanoption.o everestoption.o
 exchangerate.o extendedtrees.o extensibleoptions.o fastfouriertransform.o
 fdheston.o fdcir.o fdmlinearop.o fdcev.o fdsabr.o
 fittedbonddiscountcurve.o forwardoption.o forwardrateagreement.o
 functions.o garch.o gaussianquadratures.o gjrgarchmodel.o gsr.o
 hestonmodel.o hestonslvmodel.o himalayaoption.o
 hybridhestonhullwhiteprocess.o indexes.o inflation.o inflationcapfloor.o
 inflationcapflooredcoupon.o inflationcpibond.o inflationcpicapfloor.o
 inflationcpiswap.o inflationvolatility.o instruments.o integrals.o
 interestrates.o interpolations.o jumpdiffusion.o lazyobject.o
 libormarketmodel.o libormarketmodelprocess.o
 linearleastsquaresregression.o lookbackoptions.o lowdiscrepancysequences.o
 margrabeoption.o marketmodel.o marketmodel_cms.o marketmodel_smm.o
 marketmodel_smmcapletalphacalibration.o marketmodel_smmcapletcalibration.o
 marketmodel_smmcaplethomocalibration.o markovfunctional.o matrices.o
 mclongstaffschwartzengine.o mersennetwister.o money.o noarbsabr.o
 normalclvmodel.o nthorderderivativeop.o nthtodefault.o
 numericaldifferentiation.o observable.o ode.o operators.o optimizers.o
 optionletstripper.o overnightindexedcoupon.o overnightindexedswap.o
 pagodaoption.o partialtimebarrieroption.o pathgenerator.o period.o
 piecewiseyieldcurve.o piecewisezerospreadedtermstructure.o preconditions.o
 prices.o quantlibglobalfixture.o quantooption.o quotes.o rangeaccrual.o
 riskneutraldensitycalculator.o riskstats.o rngtraits.o rounding.o
 sampledcurve.o schedule.o settings.o shortratemodels.o sofrfutures.o
 solvers.o spreadoption.o squarerootclvmodel.o stats.o subperiodcoupons.o
 svivolatility.o swap.o swapforwardmappings.o swaption.o
 swaptionvolatilitycube.o swaptionvolatilitymatrix.o swingoption.o
 termstructures.o timegrid.o timeseries.o transformedgrid.o
 tqreigendecomposition.o tracing.o twoassetbarrieroption.o
 twoassetcorrelationoption.o ultimateforwardtermstructure.o utilities.o
 variancegamma.o varianceoption.o varianceswaps.o volatilitymodels.o vpp.o
 xoshiro256starstar.o zabr.o zerocouponswap.o zigguratgaussian.o
 quantlibbenchmark.o  -L/opt/local/libexec/boost/1.81/lib -L/opt/local/lib
 ../ql/.libs/libQuantLib.dylib
 make[1]: Leaving directory
 `/opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_finance_QuantLib/QuantLib/work/QuantLib-1.36
 /test-suite'
 make[1]: Entering directory
 `/opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_finance_QuantLib/QuantLib/work/QuantLib-1.36'
 if test 'emacs' != no; then \
           am__dir=. am__subdir_includes=''; \
           case quantlib.elc in */*) \
             am__dir=`echo 'quantlib.elc' | sed 's,/[^/]*$,,'`; \
             am__subdir_includes="-L $am__dir -L ./$am__dir"; \
           esac; \
           mkdir -p "$am__dir" || exit 1; \
           emacs --batch --no-site-file \
               \
             $am__subdir_includes -L . -L . \
             -l bytecomp \
             --eval '(if (boundp (quote byte-compile-dest-file-function))
 (setq byte-compile-dest-file-function (lambda (_) "quantlib.elc")) (defun
 byte-compile-dest-file (_) "quantlib.elc") )' \
             -f batch-byte-compile 'quantlib.el'; \
         else :; fi
 To install emacs on PPC you must run the following command
 sudo /usr/libexec/dumpemacs
 make[1]: *** [quantlib.elc] Error 1
 make[1]: Leaving directory
 `/opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_finance_QuantLib/QuantLib/work/QuantLib-1.36'
 make: *** [all-recursive] Error 1
 make: Leaving directory
 `/opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_finance_QuantLib/QuantLib/work/QuantLib-1.36'
 Command failed:  cd
 "/opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_finance_QuantLib/QuantLib/work/QuantLib-1.36"
 && /usr/bin/make -j6 -w all
 Exit code: 2
 }}}

 Weird, I just build from the port as-is.

-- 
Ticket URL: <https://trac.macports.org/ticket/71971>
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