Good morning,
I am developing
in C++ some new features to QuantLib, especially for simulations with Monte Carlo method from Sobol, and I would like to create
a New Project within QuantLibXL_basic_vc10 (like ohxllib, QuantLib, QuantLibObjects…).
In this New
Project I would like to put all my new functions in order for example to make
easier an update of QuantLib.
This New
Project would have QuantLibXLStatic as dependency.
In fact I
have tried to make a New Project on the example of the project QuantLib but the
whole thing did not work.
So my
question is: How do we create a New Project within QuantLibXL_basic_vc10 that
would work like the project QuantLib (where you can find i.e. matrix.cpp, interestrate.cpp etc.) ?
Kind
Regards and thank you for your help.
Jérôme
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