Re: how does one use QuantLib in a new Visual Studioproject? (basic question)

Posted by Fabrice_CBA on
URL: http://quantlib.414.s1.nabble.com/how-does-one-use-QuantLib-in-a-new-Visual-Studio-project-basic-question-tp6037p6038.html

Hi Nick,

 

What you should do to make it work is:

    - Open the Quantlib solution

    - Right-click - Add a new Win 32 console project

    - Right click on the newly created project - Project dependancies - Check Quantlib.

    - Right-Click - Properties - C/C++ - Additional Include directories - add ...\Quantlib-0.9.0

    - Right-Click - Properties - Linker - Additional Library directories - add ...\Quantlib-0.9.0\lib

    - Include necessary headers and write a test main.

 

Some of this steps may be unecessary or redundant though.

Furthermore, you might want to create your project in a different solution, in that case you do the same thing you did when linking boost to Quantlib, the 3rd step is then useless.

 

Attached you will find a very small example to call the Sobol number generator.

 

Note that when I did that myself, there was a point I couldn't make it compile without including auto_link.hpp. It now works fine wihtout it, but I don't know exactly why adding it at some point solved a problem. If somebody can enlighten me...

 

Bonne chance,

Fabrice

---

From: [hidden email] [mailto:[hidden email]] On Behalf Of Nick Procyk
Sent: Monday, 14 April 2008 9:49 PM
To: [hidden email]
Subject: [Quantlib-users] how does one use QuantLib in a new Visual Studioproject? (basic question)

Hi,

I've successfully compiled QuantLib-0.9.0 and Boost using Visual Studio 2008, and can run the examples.  I want to create my own VS 2008 Win32 console project that combines my finite difference C++ code with QuantLib's.  I tried to copy and paste my code into EquityOption but that didn't work.  Is there any documentation that specifies a step-by-step how to use QL in a new VS project?

 

Thanks,

Nick

 

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