Tutorial: QuantLib Installation in Visual Studio 2013

[Felix Kotey]

Attached is a pdf containing instructions on how to build QuantLib 1.4 for Visual Studio 2013. The instructions are very straight forward. However, if you feel the document can be updated to make the instructions easier to follow, let me know. Thanks.

 

[Ole Bueker]

The pdf file looks like it contains links, but they don't work for me - is it only me are the links in the pdf file broken?

 

[Felix Kotey]

The pdf file looks like it contains links, but they don't work for me - is it only me are the links in the pdf file broken?

Ole, I have updated the pdf.

 

[Ole Bueker]

Thanks, following your tutorial right now, will update when I'm done.

 

[Jim Beyer]

Thanks, this was very helpful. It looks to be basically working, however, I get this error during runtime:

Description:
Intellisense: no instance of constructor "Quantlib::Constraint::Constraint" matches the argument list.

File: model.hpp Line: 105 Col: 51

Has anyone else seen this? I've checked a bit on-line and it's a possible error on either the part of quantlib or microsoft. I'm not sure which. I don't know how problematic it is; I'm mostly concerned with the error reporting information causing problems (rather than the 'error' itself, if there is one).

Thanks for any insight one could provide.

 

[Felix Kotey]

Thanks, this was very helpful. It looks to be basically working, however, I get this error during runtime:

Description:
Intellisense: no instance of constructor "Quantlib::Constraint::Constraint" matches the argument list.

File: model.hpp Line: 105 Col: 51

Has anyone else seen this? I've checked a bit on-line and it's a possible error on either the part of quantlib or microsoft. I'm not sure which. I don't know how problematic it is; I'm mostly concerned with the error reporting information causing problems (rather than the 'error' itself, if there is one).

Thanks for any insight one could provide.

Can you post the exact error you get and if possible the error code.

 

[Jim Beyer]

Hello Felix,

There really is no error code and I provided all of the information that intellisense provided. I checked the line and col of model.hpp and found:

const Constraint& constraint = Constraint(),

There is some hint that intellisense might be noticing:

http://implementingquantlib.blogspot.com/2013/08/chapter-5-part-4-of-5-models-and.html

Since the code compiles and links, I don't think it's a problem. I'm guessing intellisense is noticing a loose end that is never accessed.

The error also shows up during a VS 2013 build (along with some warnings) but then goes away and the build succeeds.

 

[tagoma]

Is everything okay with the built versions of boost found at boost.teeks99.com? I used to use the 'boostpro' installers.

Suggestion. Maybe you could add few words on the build mode (debug, release, ...) to your instructions as they did at http://quantcorner.wordpress.com/2012/11/13/installing-quantlib-for-vc11-windows and http://quantlib.org/install/vc10.shtml ?

 

[ExSan]

I am about to give up this.
Does any one have installed QL in VS2015 Community?
Can someone share step by step instructions ?
Kindly
XSN

 

[tagoma]

I am about to give up this.
Does any one have installed QL in VS2015 Community?
Can someone share step by step instructions ?
Kindly
XSN

What error message(s) do you get?
Maybe not using the latest boost version.

 

[ExSan]

thank you sir for your kind reply
I have installed boost, the latest version 1.59.0
boost library is up and running, I have no problem with this library.

I want to comile a simple program but the directive
#include <ql/quantlib.hpp>


gives me this error

Severity Code Description Project File Line
Error (active) cannot open source file "ql/quantlib.hpp" ...
Severity Code Description Project File Line
Error C1083 Cannot open include file: 'ql/quantlib.hpp': No such file or directory ....

 

[tagoma]

thank you sir for your kind reply
I have installed boost, the latest version 1.59.0
boost library is up and running, I have no problem with this library.

I want to comile a simple program but the directive
#include <ql/quantlib.hpp>


gives me this error

Severity Code Description Project File Line
Error (active) cannot open source file "ql/quantlib.hpp" ...
Severity Code Description Project File Line
Error C1083 Cannot open include file: 'ql/quantlib.hpp': No such file or directory ....

(Disclaimer I'm not an expert)
That doesn't look too bad. Did you set your project properly? I mean do you point to the right folders? (libraries, linker, etc ..)

What version of QuantLib is that?

 

[Daniel Duffy]

thank you sir for your kind reply
I have installed boost, the latest version 1.59.0
boost library is up and running, I have no problem with this library.

I want to comile a simple program but the directive
#include <ql/quantlib.hpp>


gives me this error

Severity Code Description Project File Line
Error (active) cannot open source file "ql/quantlib.hpp" ...
Severity Code Description Project File Line
Error C1083 Cannot open include file: 'ql/quantlib.hpp': No such file or directory ....

Oh dear. I gave you the answers weeks ago.

Give it up.

 

[ExSan]

(Disclaimer I'm not an expert)
That doesn't look too bad. Did you set your project properly? I mean do you point to the right folders? (libraries, linker, etc ..)
What version of QuantLib is that?

QL 1.6.2
It is most likely that I am not setting up the right folders (libraries, linker, etc ..)

 

[ExSan]

Oh dear. I gave you the answers weeks ago.
Give it up.

Inspiration, Student Parents on a Mission

 

[tagoma]

Oh dear. I gave you the answers weeks ago.

Give it up.

I'm sorry I'm landing. What was your answer then?

 

[ExSan]

I'm sorry I'm landing. What was your answer then?

lucky of you, these days landing is uncertain

 

[Daniel Duffy]

Inspiration, Student Parents on a Mission

I'm blue in the face.

 

[tagoma]

I'm blue in the face.

Still got the blues?

 

[Daniel Duffy]

Still got the blues?

"Walking by myself, I hope you'll understand, la-dala"