Installation

Linux/Unix

The simplest way to compile and install QuantLib is:

  1. get the sources from
    http://quantlib.org/download.html and untar them.
  2. `cd' to the QuantLib directory and type `./configure' to configure the package for your system. If you're using `csh' on an old version of System V, you might need to type `sh ./configure' instead to prevent `csh' from trying to execute `configure' itself. Running `configure' takes awhile. While running, it prints some messages telling which features it is checking for.
  3. Type `make' to compile the package.
  4. Type `make install' to install the programs and any data files and documentation.
  5. You can remove the program binaries and object files from the source code directory by typing `make clean'. To also remove the files that `configure' created (so you can compile the package for a different kind of computer), type `make distclean'. There is also a `make maintainer-clean' target, but that is intended mainly for the package's developers. If you use it, you will need some GNU tools that usually only developers use, and which are not required to build QuantLib from tarballs. These are automake, autoconf, libtool, GNU m4, GNU make, and maybe others. They all come with recent GNU/Linux distributions. To begin the build process after `make distclean' start with `sh ./bootstrap' which will prepare the package for compilation. You can then use `configure' and `make' in the usual way.

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

Win32

Binary installers are available at
http://quantlib.org/download.html

Visual C++ 6.0 projects files and Borland C++ makefiles are supplied in case one wants to rebuild the library.

The free Borland C++ compiler is available at
http://www.borland.com/bcppbuilder/freecompiler/

Macintosh

Codewarrior support is currently broken. QuantLib should compile under Mac OS X as outlined under Linux/Unix.

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