Installation

Linux/Unix/Mac OS X/Cygwin

A tarball of the source distribution is available from
http://quantlib.org/download.html

After uncompressing the sources:

  1. `cd' to the QuantLib directory and type `./configure' to configure the package for your system. Before doing this, you might want to type `./configure --help' to obtain information on additional features you can enable.
  2. Type `make' to compile the package.
  3. Type `make install' to install the library. This might require administrative privileges.

The file INSTALL.txt in the QuantLib source distribution contains more detailed instructions.

Win32

An installer for the source distribution is available at
http://quantlib.org/download.html

Visual C++ 6.0 projects files and Borland C++ makefiles are supplied for building the library. You are strongly suggested to also download and build cppUnit (http://cppunit.sourceforge.net) in order to build and run the QuantLib test-suite.

Before compiling the library, you might want to edit the file "ql/userconfig.hpp" and enable additional features by uncommenting the relevant lines.


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