Re: Compiling Quantlib for .NET

Posted by Nathan Abbott on
URL: http://quantlib.414.s1.nabble.com/Compiling-Quantlib-for-NET-tp9717p9719.html

I suggest you should use C++/CLI. C++/CLI works just fine with QuantLib. If you do not want to use C++ you can try QL.net. It is written in C#.

On Mon, Sep 20, 2010 at 1:49 AM, Ahmad Mahomed <[hidden email]> wrote:
Good day Luigi,

I have spotted this old thread on Wilmot (http://www.wilmott.com/messageview.cfm?catid=10&threadid=36148) regarding "Compiling Quantlib to .NET MIL". Are those comments still valid? Is it possible to compile Quantlib using the /clr option. I have tried this and the the compilation was successful albeit with a few warnings. However, I was not able to  use the resultant binary  in a C# project? Is this even possible? Would you suggest this? I think the question also what are the other compilations options available for QL for a .Net environment?

I have successfully used the C# SWIG bindings and have been able to call into the QL library. I am looking for alternatives ways to use QL within a .Net environment. (The C# port of the QuantLib(qlnet.org) is not actively maintained, so that is not an option)

Some background - the plan is to use QL within a Windows-based client-server environment (and possible a standalone server-side only application for batch processing). Are there any gotcha's that you may be aware of that I need to know? 

Your help/advice on this will be highly appreciated. I am complete C++ noob, so please forgive some of the naive questions. There also does not seem to be much information apart from the C# SWIG options for QuantLib.

Regards,

--
Ahmad Mahomed

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