Quantlib using Cygwin / Dev C+

Posted by Kunal Singh on
URL: http://quantlib.414.s1.nabble.com/Quantlib-using-Cygwin-Dev-C-tp2579.html

I have been successfully able to run quantlib using cygwin shell.
BermudanOption.cpp compiled fine. I am trying to do the same with DevC++
IDE. For some reason it gives a error message,
in file included from H:\QuantLib\QUANTL~1.1\ql\quantlib.hpp:23,
                 from h:/bermudanswaption.cpp:20:
H:\QuantLib\QUANTL~1.1\ql\qldefines.hpp:170: limits: No such file or
directory

I tried setting the option "set cygwin as compiler" but still doesn't
work

Thanks,
Kunal