- Joined
- 6/1/14
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- 11
Quantlib 1.1 was released a few days ago.
Download http://quantlib.org/download.shtml
Instruction on how to build QuantLib 1.1 with VS2010: (credit to a poster on NP)
1. Download QuantLib 1.1. and boost (I used v1.46.1), unpack to D:\sandbox
2. Open VS2010, choose Tools -> Visual Studio Command Prompt
3. >cd d:\sandbox\boost_1_46_1
4. >bootstrap.bat (this will build bjam.exe)
5. >bjam --build-type=complete --toolset=msvc install
6. ............ PATIENCE!..........................
7. Finally, bjam will create a folder c:\boost
8. In VS2010 open D:\Sandbox\QuantLib-1.1\QuantLib-1.1\QuantLib_vc10.sln
9. In Solution Explorer select all projects, goto configurations properties -> VC++ Directories and add
a) to Include Directories C:\Boost\include\boost-1_46_1
b) to Library Directories C:\Boost\lib
10. Build solution, have fun!
Quantlib 1.1 was released a few days ago.
Download http://quantlib.org/download.shtml
Instruction on how to build QuantLib 1.1 with VS2010: (credit to a poster on NP)
1. Download QuantLib 1.1. and boost (I used v1.46.1), unpack to D:\sandbox
2. Open VS2010, choose Tools -> Visual Studio Command Prompt
3. >cd d:\sandbox\boost_1_46_1
4. >bootstrap.bat (this will build bjam.exe)
5. >bjam --build-type=complete --toolset=msvc install
6. ............ PATIENCE!..........................
7. Finally, bjam will create a folder c:\boost
8. In VS2010 open D:\Sandbox\QuantLib-1.1\QuantLib-1.1\QuantLib_vc10.sln
9. In Solution Explorer select all projects, goto configurations properties -> VC++ Directories and add
a) to Include Directories C:\Boost\include\boost-1_46_1
b) to Library Directories C:\Boost\lib
10. Build solution, have fun!