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QuantLib Visual C++ Installation Guide

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Dimathematician

QuantLib Visual C++ Installation Guide

I've worked a bit on the Documentation side and created a step-by-step
installation guide for setting QuantLib up in Visual Studio, available
on

http://longvega.com/QlInstallation.pdf

This is really step-by-step but I didn't want to leave any open
questions. If there's any use for it, feel free to comment on any
improvements. Otherwise feel even more free to use it.

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Min Liu

Re: QuantLib Visual C++ Installation Guide

Beautiful work!

I will follow the instruction to do some testing.

Min

On Wed, Aug 26, 2009 at 10:56 AM, Dima <[hidden email]> wrote:

I've worked a bit on the Documentation side and created a step-by-step
installation guide for setting QuantLib up in Visual Studio, available
on

http://longvega.com/QlInstallation.pdf

This is really step-by-step but I didn't want to leave any open
questions. If there's any use for it, feel free to comment on any
improvements. Otherwise feel even more free to use it.

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Piter Dias-4

Re: QuantLib Visual C++ Installation Guide

In reply to this post by Dimathematician

Dimitri,

That is a great documentation but I would change somethings:

Slide 2 - VC++ 2005 Express (I know that it is not available for download anymore) needs a extra step, the SDK install
Boost install - I never used the precompiled version. What do you think about including a slide for compiling Boost?
Boost usage - Wouldn't you prefer to include boost lib and include directories in the VC++ defaults (in the Tools menu)?

That is it. The whole document is a very good piece of work.

Regards,

On Wed, 26 Aug 2009 17:56:35 +0200, Dima <[hidden email]> wrote:

I've worked a bit on the Documentation side and created a step-by-step
installation guide for setting QuantLib up in Visual Studio, available
on

http://longvega.com/QlInstallation.pdf

This is really step-by-step but I didn't want to leave any open
questions. If there's any use for it, feel free to comment on any
improvements. Otherwise feel even more free to use it.

Piter Dias
[hidden email]

Dimathematician

Re: QuantLib Visual C++ Installation Guide

Thanks guys.

Pete:

- I've chosen the current version which is VC++ 2008, but the 2005 Version should be equivalent?
I personally have the 2005 Standard version- in addition to VC++ 2008 Express. And it looks the
same.
- I'd welcome some slides for compiling boost without using precompiled versions. But someone
else has to add it: I've never done that. In fact, I could upload the tex files and someone could
add some slides and a step by step instruction.
- Boost usage: Yes, I personally have the include directories in VC++ defaults, but a first time
user might want to test a bit without adding something that is then used in all projects by default. But
I agree, maybe one slide should be added for those who would like to do add it by default. I can
do it.

Thanks for the feedback

2009/8/27 Piter Dias <[hidden email]>

Dimitri,

That is a great documentation but I would change somethings:

Slide 2 - VC++ 2005 Express (I know that it is not available for download anymore) needs a extra step, the SDK install

Boost install - I never used the precompiled version. What do you think about including a slide for compiling Boost?

Boost usage - Wouldn't you prefer to include boost lib and include directories in the VC++ defaults (in the Tools menu)?

That is it. The whole document is a very good piece of work.

Regards,

On Wed, 26 Aug 2009 17:56:35 +0200, Dima <[hidden email]> wrote:

I've worked a bit on the Documentation side and created a step-by-step
installation guide for setting QuantLib up in Visual Studio, available
on

http://longvega.com/QlInstallation.pdf

This is really step-by-step but I didn't want to leave any open
questions. If there's any use for it, feel free to comment on any
improvements. Otherwise feel even more free to use it.

--

Piter Dias [hidden email]

Ferdinando Ametrano-4

Re: QuantLib Visual C++ Installation Guide

On Thu, Aug 27, 2009 at 9:56 AM, Dima<[hidden email]> wrote:
> - I've chosen the current version which is VC++ 2008, but the 2005 Version
> should be equivalent?

no it isn't. As Piter pointed out VC++ 2005 Express missed the SDK
which had to be downloaded separately. Anyway VC++ 2005 *Express* has
been discontinued by Microsoft as of March 2009, so I would just get
rid of any reference to it

> - I'd welcome some slides for compiling boost without using precompiled
> versions. But someone else has to add it

Please find below my notes: adapt it as you prefer.

> - Boost usage: Yes, I personally have the include directories in VC++
> defaults, but a first time
> user might want to test a bit without adding something that is then used in
> all projects by default.

I second Piter's suggestion for adding boost to VC++ directories,
instead of project settings. IMO the former should be the default, the
latter being an "advanced hacking approach"

ciao -- Nando

======================
In case you use the free Microsoft Visual C++ 2008 Express Edition
(a.k.a VC9.0):

- download from boost.org the latest boost libraries (boost_1_39_0.zip
at the time of this writing). Unzip the file and you get a folder
named boost_1_39_0

- download from boost.org the latest boost-jam
(boost-jam-3.1.17-1-ntx86.zip at the time of this writing), unzip it
and put bjam.exe into the boost_1_39_0 folder above

- run the Visual Studio 2008 Command Prompt. You can find it under
Start menu | Programs | Microsoft Visual C++ 2008 Express Edition |
Visual Studio Tools | Visual Studio 2008 Command Prompt

- change dir to your boost_1_39_0 folder, then run the following command:
bjam --build-type=complete --toolset=msvc-9.0 install

- Go for a tea, as the above command will take a long time. At the end
you will get the header files in C:\Boost\include\boost-1_39 and the
compiled binaries in C:\Boost\lib.

- In Visual C++ 2008 Express Edition go to Tools | Options | Projects
and Solution | VC++ Directories. Show directories for "Include Files"
and add C:\Boost\include\boost-1_39. Show directories for "Library
Files" and add C:\Boost\lib.

- You're done!

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Luigi Ballabio

Re: QuantLib Visual C++ Installation Guide

On Thu, 2009-08-27 at 14:12 +0200, Ferdinando Ametrano wrote:
> On Thu, Aug 27, 2009 at 9:56 AM, Dima<[hidden email]> wrote:
> > - Boost usage: Yes, I personally have the include directories in VC++
> > defaults, but a first time
> > user might want to test a bit without adding something that is then used in
> > all projects by default.
>
> I second Piter's suggestion for adding boost to VC++ directories,
> instead of project settings. IMO the former should be the default, the
> latter being an "advanced hacking approach"

I second it, too. I don't think one is more or less advanced than the
other, but I'd suggest the alternative that doesn't require changing
project settings for every update.

A note on the format: PDF is nice, but in this case I'd convert the
guide to HTML so that we can put it on the QuantLib site. Dima, what do
you think?

Later,
Luigi

--

This gubblick contains many nonsklarkish English flutzpahs, but the
overall pluggandisp can be glorked from context.
-- David Moser

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Dimathematician

Re: QuantLib Visual C++ Installation Guide

Ok, I'll incorporate all suggestions and will upload the new version tomorrow.
Luigi, I'm absolutely ok with converting to HTML and putting it on the QL site.
Are you thinking about some automatic conversion, or to recode it in HTML?
I have everything in TEX, but am not really keen to convert it to HTML by hand :)

2009/8/27 Luigi Ballabio <[hidden email]>

On Thu, 2009-08-27 at 14:12 +0200, Ferdinando Ametrano wrote:
> On Thu, Aug 27, 2009 at 9:56 AM, Dima<[hidden email]> wrote:

> > - Boost usage: Yes, I personally have the include directories in VC++
> > defaults, but a first time
> > user might want to test a bit without adding something that is then used in
> > all projects by default.
>
> I second Piter's suggestion for adding boost to VC++ directories,
> instead of project settings. IMO the former should be the default, the
> latter being an "advanced hacking approach"

I second it, too. I don't think one is more or less advanced than the
other, but I'd suggest the alternative that doesn't require changing
project settings for every update.

A note on the format: PDF is nice, but in this case I'd convert the
guide to HTML so that we can put it on the QuantLib site. Dima, what do
you think?

Later,
Luigi

--

This gubblick contains many nonsklarkish English flutzpahs, but the
overall pluggandisp can be glorked from context.
-- David Moser

Piter Dias-4

Re: QuantLib Visual C++ Installation Guide

In reply to this post by Ferdinando Ametrano-4

I would change

> bjam --build-type=complete --toolset=msvc-9.0 install

by

> bjam --build-type=complete --toolset=msvc --prefix=C:\Develop install

This way bjam will find the compiler version by itself (useful when you
upgrade VC++ version) and will install boost inside C:\Develop
(C:\Develop\lib
and C:\Develop\include\boost-1_39).

Of course you can change C:\Develop by your preferred development path.

Piter Dias
[hidden email]

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Dimathematician

Re: QuantLib Visual C++ Installation Guide

I'm just trying to set up boost with the bjam stuff and document it
following the instructions by Ferdinando. I don't know what's going
on, but the building has started more than 2 hours ago and is still
not finished. Is this normal?

If yes, then we should replace "Go for a tea" by something like
"Finish a Master's degree in the meantime, then click OK" :)

I mean, the installation via the exe that I documented takes about
3 minutes. And I can choose which libraries I want to install

2009/8/28 Piter Dias <[hidden email]>

I would change

> bjam --build-type=complete --toolset=msvc-9.0 install

by

> bjam --build-type=complete --toolset=msvc --prefix=C:\Develop install

This way bjam will find the compiler version by itself (useful when you
upgrade VC++ version) and will install boost inside C:\Develop
(C:\Develop\lib
and C:\Develop\include\boost-1_39).

Of course you can change C:\Develop by your preferred development path.

Piter Dias
[hidden email]

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Luigi Ballabio

Re: QuantLib Visual C++ Installation Guide

On Fri, 2009-08-28 at 13:04 +0200, Dima wrote:
> the building has started more than 2 hours ago and is still
> not finished. Is this normal?

Yes, it is.

> I mean, the installation via the exe that I documented takes about
> 3 minutes. And I can choose which libraries I want to install

You can choose with bjam too.
However: we can mention the possibility of compiling Boost on one's own
(and for that, we can add a link to the Getting Started guide on the
Boost site) but I'd just document the Boost installer.

Luigi

--

The doctrine of human equality reposes on this: that there is no man
really clever who has not found that he is stupid.
-- Gilbert K. Chesterson

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Piter Dias-4

Re: QuantLib Visual C++ Installation Guide

In reply to this post by Dimathematician

on, but the building has started more than 2 hours ago and is still
not finished. Is this normal?

Normal? Let's say common (I use to say that normal is common thing that doesn't piss me off)... It takes 3 hours in my machine (see? can't be normal).

If yes, then we should replace "Go for a tea" by something like
"Finish a Master's degree in the meantime, then click OK" :)

I mean, the installation via the exe that I documented takes about
3 minutes. And I can choose which libraries I want to install

You are right, but please keep the instructions at least as a appendix. It makes people more independent and the instructions can be ported to other environments.

Thanks a lot,

Piter Dias
[hidden email]

Dimathematician

Re: QuantLib Visual C++ Installation Guide

Ok, I'm fine with that. I'll document but put it into the Appendix. The thing that worried me too was that

there is a boost_1_39 folder in the first version and a boost_1_39_0 folder in the bjam version. So I would

have to write somewhere that you have to include this and that but depending on the installation you've

chosen there is a _0 in the folder. Putting it in the Appendix and showing it for one version makes the

whole documentation cleaner. Everyone OK?

2009/8/29 Piter Dias <[hidden email]>

on, but the building has started more than 2 hours ago and is still
not finished. Is this normal?

Normal? Let's say common (I use to say that normal is common thing that doesn't piss me off)... It takes 3 hours in my machine (see? can't be normal).

If yes, then we should replace "Go for a tea" by something like
"Finish a Master's degree in the meantime, then click OK" :)

I mean, the installation via the exe that I documented takes about
3 minutes. And I can choose which libraries I want to install

You are right, but please keep the instructions at least as a appendix. It makes people more independent and the instructions can be ported to other environments.

Thanks a lot,
Piter Dias
[hidden email]
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Dimathematician

Re: QuantLib Visual C++ Installation Guide

Ok, I've updated the documentation and included an html version of the document, but I still think
the pdf looks better :) Feel free to use. Its here:

http://longvega.com/QuantLibInstallationVS.zip

2009/8/29 Dima <[hidden email]>

Ok, I'm fine with that. I'll document but put it into the Appendix. The thing that worried me too was that
there is a boost_1_39 folder in the first version and a boost_1_39_0 folder in the bjam version. So I would

have to write somewhere that you have to include this and that but depending on the installation you've
chosen there is a _0 in the folder. Putting it in the Appendix and showing it for one version makes the

whole documentation cleaner. Everyone OK?
2009/8/29 Piter Dias <[hidden email]>
on, but the building has started more than 2 hours ago and is still
not finished. Is this normal?

Normal? Let's say common (I use to say that normal is common thing that doesn't piss me off)... It takes 3 hours in my machine (see? can't be normal).

If yes, then we should replace "Go for a tea" by something like
"Finish a Master's degree in the meantime, then click OK" :)

I mean, the installation via the exe that I documented takes about
3 minutes. And I can choose which libraries I want to install

You are right, but please keep the instructions at least as a appendix. It makes people more independent and the instructions can be ported to other environments.

Thanks a lot,
Piter Dias
[hidden email]
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Piter Dias-4

Re: QuantLib Visual C++ Installation Guide

The document is really pretier in the PDF version but the whole stuff is great piece of work. It will help a lot of people.

This one is very funny:

Depending on the daytime of your installation get a tea or a drink, as the above command will take a long time to finish.

Someone should get a tea, a drink, a sandwich and watch a DVD before taking a look at Boost compilation status.

Thanks a lot,

Piter Dias
[hidden email]

Luigi Ballabio

Re: QuantLib Visual C++ Installation Guide

In reply to this post by Dimathematician

On Mon, 2009-08-31 at 18:31 +0200, Dima wrote:
> Ok, I've updated the documentation and included an html version of the
> document, but I still think
> the pdf looks better :) Feel free to use. Its here:
>
> http://longvega.com/QuantLibInstallationVS.zip

Peter,
it looks good---thanks for the work you put into this. If you have some
time, I'd change a few more things, though. Here they are:

slide 5: for VC++ 8 and 9, we just need the 4 versions in the middle
(Multithread, Multithread Debug, Multithread static runtime, and
Multithread Debug static runtime.) One might want to uncheck the others
and save some disk space.

slide 6: the Test framework is needed to build the test suite. I'd
suggest encouraging people to install it , and I'd show the
corresponding checkbox enabled if you can fit it in the figure.

slide 7: I'd use different folders for Boost and QuantLib, instead of a
single BoostQuantLib folder. The instructions don't get any more
difficult because of that. I'd use C:\Boost and C:\QuantLib.

slide 11: I'd go directly for the suggested choice of setting the
global options, instead of the project properties (the same goes for
slide 13.) Also, I'd do it from an IDE open with no projects, before
starting with the test program.

slide 12: is this step (Not using precompiled headers) really required?

slide 17: see slide 7.

slide 18: open QuantLib_vc9.sln by double-clicking, not the .vcproj.

slide 19-23: see slide 11.

slide 24: instead of building just QuantLib, I'd build the whole
solution so that the test-suite is run and the examples are built.

Let me know if you have time to do these. Otherwise, I can try and do
them myself.

Thanks,
Luigi

--

If you can't convince them, confuse them.
-- Harry S. Truman

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Dimathematician

Re: QuantLib Visual C++ Installation Guide

Luigi. My last try :) I have changed everything that you suggested,
except for one thing:

- I didn't change the BoostQuantLib folder thing, no time for that
at the moment. This would involve changing all screenshots too.

I' ve changed the other screenshots: including the one with 14
instead of 1 successfull build.

I would leave it like that for the moment. If anything needs to be
changed, there is a html file which can be changed easily.

All available here:

http://longvega.com/QLInstallationVS.zip

Hope you're ok with that. Thanks for the cooperation guys.

2009/9/1 Luigi Ballabio <[hidden email]>

On Mon, 2009-08-31 at 18:31 +0200, Dima wrote:
> Ok, I've updated the documentation and included an html version of the
> document, but I still think
> the pdf looks better :) Feel free to use. Its here:
>
> http://longvega.com/QuantLibInstallationVS.zip

Peter,
it looks good---thanks for the work you put into this. If you have some
time, I'd change a few more things, though. Here they are:

slide 5: for VC++ 8 and 9, we just need the 4 versions in the middle
(Multithread, Multithread Debug, Multithread static runtime, and
Multithread Debug static runtime.) One might want to uncheck the others
and save some disk space.

slide 6: the Test framework is needed to build the test suite. I'd
suggest encouraging people to install it , and I'd show the
corresponding checkbox enabled if you can fit it in the figure.

slide 7: I'd use different folders for Boost and QuantLib, instead of a
single BoostQuantLib folder. The instructions don't get any more
difficult because of that. I'd use C:\Boost and C:\QuantLib.

slide 11: I'd go directly for the suggested choice of setting the
global options, instead of the project properties (the same goes for
slide 13.) Also, I'd do it from an IDE open with no projects, before
starting with the test program.

slide 12: is this step (Not using precompiled headers) really required?

slide 17: see slide 7.

slide 18: open QuantLib_vc9.sln by double-clicking, not the .vcproj.

slide 19-23: see slide 11.

slide 24: instead of building just QuantLib, I'd build the whole
solution so that the test-suite is run and the examples are built.

Let me know if you have time to do these. Otherwise, I can try and do
them myself.

Thanks,
Luigi

--

If you can't convince them, confuse them.
-- Harry S. Truman

Luigi Ballabio

Re: QuantLib Visual C++ Installation Guide

On Wed, 2009-09-02 at 14:25 +0200, Dima wrote:
> Luigi. My last try :) I have changed everything that you suggested,
> except for one thing:
>
> - I didn't change the BoostQuantLib folder thing, no time for that
> at the moment. This would involve changing all screenshots too.

No problem. I've changed them with Gimp :)

The instructions are live at <http://quantlib.org/install/vc9.shtml>.
You're all welcome to have a look and report any problems.

Dimitri, many thanks again for your work.

Luigi

--

fix, n.,v.
What one does when a problem has been reported too many times
to be ignored.
-- the Jargon file

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Dimathematician

Re: QuantLib Visual C++ Installation Guide

Looks awesome Luigi! That was quick. Some minor remarks:

- Since we "have using" Visual Studio 2008, should be changed to "are using"
- Unzip the file in the C:\QuantLib folder. We didn't say before that such
a folder should be created.

Thanks for smoothing this out, in particular with respect to the language. I get
lazy on that side after a while, starting to write like a mathematician :)

2009/9/2 Luigi Ballabio <[hidden email]>

On Wed, 2009-09-02 at 14:25 +0200, Dima wrote:
> Luigi. My last try :) I have changed everything that you suggested,
> except for one thing:
>
> - I didn't change the BoostQuantLib folder thing, no time for that
> at the moment. This would involve changing all screenshots too.

No problem. I've changed them with Gimp :)

The instructions are live at <http://quantlib.org/install/vc9.shtml>.
You're all welcome to have a look and report any problems.

Dimitri, many thanks again for your work.

Luigi

--

fix, n.,v.
What one does when a problem has been reported too many times
to be ignored.
-- the Jargon file

Luigi Ballabio

Re: QuantLib Visual C++ Installation Guide

On Wed, 2009-09-02 at 18:32 +0200, Dima wrote:
> Some minor remarks:
>
> - Since we "have using" Visual Studio 2008, should be changed to "are
> using"
> - Unzip the file in the C:\QuantLib folder. We didn't say before that
> such
> a folder should be created.

Done, thanks.

Luigi

--

Grabel's Law:
2 is not equal to 3 -- not even for large values of 2.

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