Re: Using quantlib with MS VC++ version 7.1 for eigenvector calcs

Posted by Luigi Ballabio on Apr 07, 2006; 9:15am
URL: http://quantlib.414.s1.nabble.com/Using-quantlib-with-MS-VC-version-7-1-for-eigenvector-calcs-tp4693p4696.html

On 04/07/2006 04:05:32 PM, Elliffe, Eoin wrote:
> Now I simply included in my own code
> #include <ql/Math/all.hpp>
> When I did this I got the following error:
>
> d:\data\858679046\Desktop\All Code, Working Version
> March-23-2006\CFPModel\CFPModel.cpp(17): fatal error C1083: Cannot
> open
> include file: 'ql/Math/all.hpp': No such file or directory

You have to tell the compiler where the header files are. You'll also  
have to tell it where the library is. Namely, select from the menubar

Tools -> Options -> Projects -> VC++ Directories

a) Select "Include files" from the pull-down menu on the top right and  
add c:\QuantLib-0.3.12 (or wherever QuantLib is);
b) in the same pull-down, select "Library files" and add
c:\QuantLib-0.3.12\lib (mind the lib at the end)


> Now I went to my own project in a different directory and did the
> following
> a) Property Pages -> C/C++ -> Code Generation -> Runtime Library:
> please
> select the appropriate
> run-time library. Here I selected "Multi-threaded Debug (/MTd)"

This might be right or wrong, depending on how you compiled QuantLib.  
Open the QuantLib project again and check what setting is used in the  
configuration you compiled. Use the same setting. If you compiled  
QuantLib in Debug configuration, you might want to use Release instead  
as it yields much faster code; you can choose the active configuration  
from the menubar in Build -> Configuration manager.

Later,
        Luigi


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All generalizations are dangerous, even this one.
-- Alexandre Dumas