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Hello,
I am relatively new to QuantLib, however I have already installed it once successfully using Visual Studio .Net 2003-let me call it "running version" here. Now, I would like to use QuantLib on my laptop, where I have Cygwin (Windows XP for OS) to run my C++ programs. I have successfully built Boost under Cygwin. Then I followed a "standard" procedure to build Quantlib.
I did "./configure --with-boost-include=/usr/local/include/boost-1_32 --with-boost-lib=/usr/local/lib" to configure the files. So far so good. Then I hit "make install" (in the main Quantlib directory) and problems started appearing. First of all it didn't recognize some predefined constants (like M_SQRT_2, etc.). My suspicion is that the
config.hpp file wasn't generated correctly (I compared it to the correct one from my running version of QuantLib and the constants were "#undef" instead of "#define"). So I cheated and copied the correct config file from my running version to the new one. This fixed one problem but then the compiler complained that _M_type is not integer constant. I again went to an appropriate file and hardcoded this constant to be equal to zero (I know this might affect the code but what should I have done?). After this my "make install" went through. Now, however, I am not sure of the correctness of my code and trying to run the Examples, I can't get them to work. By running, for example,
g++ -I/usr/local/include/....(suitable directories for Quantlib) ... FRA.cpp
I get a bunch of error messages saying "Quanlib::... " undefined. In short, after building boost, building QuantLib should be straightforward, but it wasn't at all in my case and even after hours (12) it doesn't work. Any help on this???
thank you,
Juraj
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