DEV-c++

[taiko vic]

hi,
thanks for your help, but i ve still some probleme to compile QuantLib in Dev-c++ , is there any documents about this subject? thx

[Imbs XNI Xavier-Nicolas (DCLNY)]

Hello everyone,

 

I just started to have a look on Quantlib and I wanted to compile it but I couldn't find a strait forward tutorial on how to compile Quantlib from scratch.

Spending some time findin different pieces of information on the web, I just listed below the different points to get Quantlib working from a user's point of view with VC++ 2005. I hope that I could be helpful and that it can save some time to future starters.

 

Best regards,

Xavier

 

*************************************************************************************************
*  HOW TO COMPILE QUANTLIB WITH VISUAL C++ 2005 EXPRESS. July 2006. *
*                       THE NEWBIE GUIDE                                                                *
*************************************************************************************************

 

- Download the free Microsoft Visual C++ 2005 Express Edition from
  http://msdn.microsoft.com/vstudio/express/visualc/download/
- Download the free Microsoft Platform SDK (my version is of March 2006) from
  http://www.microsoft.com/downloads/details.aspx?FamilyId=0BAF2B35-C656-4969-ACE8-E4C0C0716ADB&displaylang=en
  the file is PSDK-x86.exe.
- Install Visual C++ 2005 Express to the default directory : "C:\Program Files\Microsoft Visual Studio 8\"
 and Platform SDK to "C:\Program Files\Microsoft Visual Studio 8\VC\PlatformSDK" because this
 directory name seems apparently to be preconfigured in a default installation of Visual C++ 2005 Express.
- After installations are completed, you will need to manually edit vsvars32.bat file
 in directory (default is "C:\Program Files\Microsoft Visual Studio 8\Common7\Tools\" )
 and append full path to Platform SDK include, lib and bin subdirectories to
 respectively INCLUDE, LIB and PATH environment variables that are set in this batch file.
 Hence add :
 "C:\Program Files\Microsoft Visual Studio 8\VC\PlatformSDK\Include" to @set INCLUDE=...
 "C:\Program Files\Microsoft Visual Studio 8\VC\PlatformSDK\Lib" to @set LIB=...
 "C:\Program Files\Microsoft Visual Studio 8\VC\PlatformSDK\Bin" to @set PATH=...
 or if you kept the default Platform SDK folder:
 "C:\Program Files\Microsoft Platform SDK for Windows Server 2003 R2\Include" to @set INCLUDE=...
 "C:\Program Files\Microsoft Platform SDK for Windows Server 2003 R2\Lib" to @set LIB=...
 "C:\Program Files\Microsoft Platform SDK for Windows Server 2003 R2\Bin" to @set PATH=...
- Download the "boost" library and "boost-jam" package from
 http://sourceforge.net/project/showfiles.php?group_id=7586
 My versions of files were "boost_1_33_1.exe" and "boost-jam-3.1.13-1-ntx86.zip"
- Unzip the boost library to e.g.: "C:\temp\boost_1_33_1"
- Extract bjam.exe from the boost-jam package to the same directory i.e. "C:\temp\boost_1_33_1"
- Open a command window (go to Start, run, type "cmd" and hit enter) and type
 "cd C:\temp\boost_1_33_1"
- type: << bjam.exe "-sVC80_ROOT=C:\Program Files\Microsoft Visual Studio 8\VC" -sTOOLS=vc-8_0 install >>
 since it is better to use the compiler of Visual Studio (called by the parameter vc-8_0) for
 a boost utilization in Visual Studio. You can add --prefix=C:\MyFolder\Boost\ if you want to install
 it to another directory than "C:\boost\".
 If Visual Studio 2005 had not been installed in the default folder i.e.
 "C:\Program Files\Microsoft Visual Studio 8\VC", change the folder accordingly.
 You can disregard all the issued warnings (e.g. deprecated methods) during the compilation.
 If the process is successful, the final message is something like "...updated 4889 targets...".
 Once finished, all the necessary files (.hpp .lib and .dll) for using boost are residing in "C:\boost"
- Once the compilation is complete, move the "boost" up a directory i.e. from
 "C:\Boost\include\boost-1_33_1\boost" to "C:\Boost\include\boost" by doing
 a cut and paste. You can remove the folder "boost-1_33_1" in "C:\Boost\include"
- In Visual C++, we need to reference the boost library and the platform SDK.
 Go to "Tools, Options, Projects and Solutions, VC++ Directories, Show directories for:"
 In "Include Files", add: "C:\Boost\include" and "C:\Program Files\Microsoft Platform SDK for Windows Server 2003 R2\Include"
 In the "Library Files", add "C:\Boost\lib" and "C:\Program Files\Microsoft Platform SDK for Windows Server 2003 R2\Lib"
 In the "Executable Files", add "C:\Program Files\Microsoft Platform SDK for Windows Server 2003 R2\Bin". Close Visual C++.
- Then we need to update the corewin_express.vsprops file in order to make the Win32 template work in Visual C++ Express.
 We need to edit the corewin_express.vsprops file (found in "C:\Program Files\Microsoft Visual Studio 8\VC\VCProjectDefaults\corewin_express.vsprops" )
 and change the string that reads: << AdditionalDependencies="kernel32.lib" >> to
 << AdditionalDependencies="kernel32.lib user32.lib gdi32.lib winspool.lib comdlg32.lib advapi32.lib shell32.lib ole32.lib oleaut32.lib uuid.lib" >>
- (facultative step) Then we can generate and build a Win32 application to test
 that our paths are set correctly.
 In Visual C++ Express, the Win32 Windows Application type is disabled in the Win32 Application Wizard.
 To enable that type, you need to edit the file AppSettings.htm file located in the folder
 “C:\Program Files\Microsoft Visual Studio 8\VC\VCWizards\AppWiz\Generic\Application\html\1033\AppSettings.htm".
 In a text editor (e.g. NotePad) comment out lines 441 - 444 by putting a // in front of them as shown here:
 // WIN_APP.disabled = true;
 // WIN_APP_LABEL.disabled = true;
 // DLL_APP.disabled = true;
 // DLL_APP_LABEL.disabled = true;
 Save and close the file and open Visual C++ Express. From the File menu, click New Project.
 In the New Project dialog box, expand the Visual C++ node in the Product Types tree and
 then click Win32. Click on the Win32 Console Application template and then give your project
 a name and click OK. In the Win32 Application Wizard dialog box, make sure that Windows
 application is selected as the Application type and the ATL is not selected. Click the
 Finish button to generate the project. As a final step, test your project by clicking
 the Start button in the IDE or by pressing F5. Your Win32 application should build and
 run. Close this project (in menu: File, Close solution)
- Unzip Quantlib to a folder e.g. "C:\QuantLib\QuantLib-0.3.12"  
- In Visual C++, do "File, Open Project" and open "C:\QuantLib\QuantLib-0.3.12\QuantLib.sln" and
 convert the file to the VC++ 2005 format (The "QuantLib.dsw" is for VC++6)
- The library will be faster if you switch the compiling from the debug configuration to the
 release configuration.  You can do so by going to "Build, Configuration Manager" and choosing
 "Release". The compiled library will be more than ten times faster in Release than in Debug mode. 
- Select the "QuantLib" project (right click and Set as Start Up Project) and build "QuantLib".
  Then build the "testsuite" and then the rest.
- Select "BermudanSwaption" and in order to run it, do "Start without Debugging" or "Ctrl+F5"
- Now, you can enjoy ;-) 

 

*********************  USEFULL LINKS  **************************************

 

- Help on installing boost with Visual C++ 2005 express:
  - http://www.boost.org/tools/build/v1/vc-8_0-tools.html
  - http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?action=browse&diff=1&id=InstallingBoost
  - http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dv_vstechart/html/boostvc.asp
  - http://aspn.activestate.com/ASPN/Mail/Message/boost/2172796

 

- Help on using the Microsoft Platform SDK with Visual C++ 2005 express can be found at
  - http://msdn.microsoft.com/vstudio/express/visualc/usingpsdk/

 

- WILMOTT Forum on Quantlib compilation:
  - http://www.wilmott.com/messageview.cfm?catid=10&threadid=36750&FTVAR_MSGDBTABLE=&STARTPAGE=1

 

 

 

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[Luigi Ballabio]

On 07/21/2006 03:13:44 PM, Imbs XNI Xavier-Nicolas (DCLNY) wrote:
> I just started to have a look on Quantlib and I wanted to compile it
> but I couldn't find a strait forward tutorial on how to compile
> Quantlib from scratch.
> Spending some time findin different pieces of information on the web,
> I just listed below the different points to get Quantlib working from
> a user's point of view with VC++ 2005. I hope that I could be helpful
> and that it can save some time to future starters.

Thanks. A quick note: the step below...

> - In Visual C++, do "File, Open Project" and open
> "C:\QuantLib\QuantLib-0.3.12\QuantLib.sln" and
>  convert the file to the VC++ 2005 format

...is not necessary. A VC8 solution is already provided; the file is  
QuantLib_vc8.sln.

Luigi


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