Compiling Quantlib for .NET

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Compiling Quantlib for .NET

Ahmad Mahomed
Good day Luigi,

I have spotted this old thread on Wilmot (http://www.wilmott.com/messageview.cfm?catid=10&threadid=36148) regarding "Compiling Quantlib to .NET MIL". Are those comments still valid? Is it possible to compile Quantlib using the /clr option. I have tried this and the the compilation was successful albeit with a few warnings. However, I was not able to  use the resultant binary  in a C# project? Is this even possible? Would you suggest this? I think the question also what are the other compilations options available for QL for a .Net environment?

I have successfully used the C# SWIG bindings and have been able to call into the QL library. I am looking for alternatives ways to use QL within a .Net environment. (The C# port of the QuantLib(qlnet.org) is not actively maintained, so that is not an option)

Some background - the plan is to use QL within a Windows-based client-server environment (and possible a standalone server-side only application for batch processing). Are there any gotcha's that you may be aware of that I need to know? 

Your help/advice on this will be highly appreciated. I am complete C++ noob, so please forgive some of the naive questions. There also does not seem to be much information apart from the C# SWIG options for QuantLib.

Regards,

--
Ahmad Mahomed

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Re: Compiling Quantlib for .NET

Nathan Abbott
I suggest you should use C++/CLI. C++/CLI works just fine with QuantLib. If you do not want to use C++ you can try QL.net. It is written in C#.

On Mon, Sep 20, 2010 at 1:49 AM, Ahmad Mahomed <[hidden email]> wrote:
Good day Luigi,

I have spotted this old thread on Wilmot (http://www.wilmott.com/messageview.cfm?catid=10&threadid=36148) regarding "Compiling Quantlib to .NET MIL". Are those comments still valid? Is it possible to compile Quantlib using the /clr option. I have tried this and the the compilation was successful albeit with a few warnings. However, I was not able to  use the resultant binary  in a C# project? Is this even possible? Would you suggest this? I think the question also what are the other compilations options available for QL for a .Net environment?

I have successfully used the C# SWIG bindings and have been able to call into the QL library. I am looking for alternatives ways to use QL within a .Net environment. (The C# port of the QuantLib(qlnet.org) is not actively maintained, so that is not an option)

Some background - the plan is to use QL within a Windows-based client-server environment (and possible a standalone server-side only application for batch processing). Are there any gotcha's that you may be aware of that I need to know? 

Your help/advice on this will be highly appreciated. I am complete C++ noob, so please forgive some of the naive questions. There also does not seem to be much information apart from the C# SWIG options for QuantLib.

Regards,

--
Ahmad Mahomed

------------------------------------------------------------------------------
Start uncovering the many advantages of virtual appliances
and start using them to simplify application deployment and
accelerate your shift to cloud computing.
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_______________________________________________
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https://lists.sourceforge.net/lists/listinfo/quantlib-dev



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Re: Compiling Quantlib for .NET

Luigi Ballabio
In reply to this post by Ahmad Mahomed
On Mon, 2010-09-20 at 10:49 +0200, Ahmad Mahomed wrote:
> I have spotted this old thread on Wilmot
> (http://www.wilmott.com/messageview.cfm?catid=10&threadid=36148)
> regarding "Compiling Quantlib to .NET MIL". Are those comments still
> valid? Is it possible to compile Quantlib using the /clr option. I
> have tried this and the the compilation was successful albeit with a
> few warnings. However, I was not able to  use the resultant binary  in
> a C# project? Is this even possible?

Hi Ahmad,
        I don't have experience myself with using QuantLib in .Net.  Maybe
someone else can step in?  (Also, I'd be grateful if you could post the
warnings you got, so we can try and prevent them.)

Luigi


--

All generalizations are false, including this one.
-- Mark Twain



------------------------------------------------------------------------------
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