Installation

Before installing QuantLib, make sure that you have a working Boost installation; see http://www.boost.org/more/getting_started.html for instructions. Boost 1.31 or later is required; Boost 1.33 is suggested.

Linux/Unix/Mac OS X/Cygwin

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

After uncompressing the sources:

`cd' to the QuantLib directory and type `./configure' to configure the package for your system; see the User configuration section for configuration options.
Type `make' to compile the package.
Type `make install' to install the library. This might require administrative privileges.

Win32

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

Before compiling the library, you might want to edit the file "ql/userconfig.hpp"; see the User configuration section for details.

Projects files are supplied for building the library with Microsoft Visual C++ 7.1 and 8.0 and with Dev-C++.