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Hi,
Just came across QuantLib and it looks to be the answers to my prayers. I am
a Web developer - developing in ASP.NET (using VB.NET). I have a pretty good
understanding of options etc, but I am struggling to integrate QuantLib into
my project. Does anyone have a step-by-step guide as how to generate a dll I
can use in a VS.NET project (when I compile the QuantLib project I get a
.obj and .lib files which I don't think I can reference from an
ASP.NET/VB/C# project) , haven't used C++ before. Or is there another method
of integrating the C++ project into a C#/VB project..?
I checked out the QuantLib.NET project but it seems to be a very old version
of QuantLib.
Any help would be much appreciated.
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