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.