QuantLib: Installation

A free/open-source library for quantitative finance Reference manual - version 1.6

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Installation

Before installing QuantLib, make sure that you have a working Boost installation; see http://www.boost.org/more/getting_started.html for instructions.

# Linux/Unix/Mac OS X/Cygwin

A tarball of the source distribution is available from
http://quantlib.org/download.shtml

After uncompressing the sources:

1. `cd' to the QuantLib directory and type `./configure' to configure the package for your system; see the User configuration section for configuration options.
2. Type `make' to compile the package.
3. Type `make install' to install the library. This might require administrative privileges.

# Win32

A zip archiveof the source distribution is available at
http://quantlib.org/download.shtml

Before compiling the library, you might want to edit the file "ql/userconfig.hpp"; see the User configuration section for details.

Projects files are supplied for building the library with Microsoft Visual C++ 7.1, 8.0 and 9.0 and with Dev-C++.

Detailed instructions for compilation under Visual C++ are available at http://quantlib.org/install/vc9.shtml.