On Mon, 2007-06-11 at 13:02 -0500, tinhuty he wrote:
> Please forgive me if this is dumb question. I was just know that the
> existence of the quantlib. I wanted to use it in my application which is in
> C#. I searched a little bit seems that I need SWIG (not sure what it is
> actually).
You'll need SWIG only if you want to modify the library, or if you want
to export more classes. Otherwise, the released tarballs already contain
the files generated by SWIG, so you don't need to run it yourself.
> Could someone who has experience give some advice on what exact steps I need
> to do in order to use quantlib in c#?
- First of all, download and build QuantLib (the library itself) in
Release mode.
- When you're done, set the environment variable QL_DIR to the path of
the QuantLib directory (e.g., C:\Software\QuantLib-0.8.0 or wherever
else you uncompressed it.)
- Then, download QuantLib-SWIG and open the Visual Studio solution in
the CSharp directory. Compile it (again, in Release mode) and you're
more or less done. To see how to use the module you've built from within
a C# program, look at the BermudanOption example.
Later,
Luigi
----------------------------------------
Hofstadter's Law:
It always takes longer than you expect, even when you take
Hofstadter's Law into account.
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