Recent content by DaveCompton

  1. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    update Yesterday I downloaded and built the latest Quantlib ( 1.0.1 ) using the latest Boost ( 1.44.0 ) using Visual Studio 2008. The code built cleanly and all the tests pass. I also tried Visual Studio 2010 but ran into a series of minor problems which I worked around and then some more...
  2. Free SVN Hosting

    Here's a benefit of distributed version control that applies even if there is only one person working on the project... If you are using a third party svn provider ( such as Assembla ) to host your code and that host goes out of business or has a data loss then you lose all your code history...
  3. Free SVN Hosting

    my two cents worth Hi Tobias, Thank you for mentioning Assembla . You describe it as a site that offers free svn hosting but according to their site they also offer free git hosting with the same terms. For a couple of years I've been hosting my own git repositories. This works fine but it...
  4. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    building the latest boost release on Windows I built the latest boost release, 1.42.0, on Windows two days ago and (except for running out of disk space the first time around ) it worked without a hitch. Your screen shot indicates that you are running bjam.exe without specifying the full...
  5. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    build time - answering the question you asked Right. So now this time answering the question you actually asked... The BoostPro installation took me less than 10 minutes and is quite clean. Be sure you select the unit testing features of boost. Aside from that you don't need to specify...
  6. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    build time It took me about an hour to build boost. With boost 1.39 you can get by with the default boost build ( no need to specify build-type=complete when building as in the past). It took about 90 minutes to build quantlib. This time does not include the time to do the tests that are...
  7. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    Hi Kasp, Sorry for not responding sooner. It's been a little while since I did anything quantlib related. Regarding your messages.... First off I don't know what the problem you are running into is but I have a couple of comments that might be pertinent. You say you downloaded boost...
  8. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    compile time Compile time will be dependent on how powerful your hardware is. What kind of machine are you running? It's been a few days since you posted your question. How are things working out? Also, if I remember correctly, the default compilation process included running the test...
  9. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    Hi tikam, Have you made any progress on getting Quantlib working? I have some time to follow up but before starting, can you tell me where things stand now? - dave
  10. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    Hi tikam, If you are using Visual Studio Express Edition, you should install the SDK as part of the express edition install process. There is no need to do a separate SDK install. If you have already installed Visual Studio Express Edition, you may already have the SDK installed. If not, the...
  11. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    Minor update for boost 1.37.0 You can use boost 1.37.0 ( released November 3rd, 2008 ) in place of boost 1.36.0 in the instructions in the previous post. No modifications needed other than the obvious changing of 1.36 to 1.37 where appropriate.
  12. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    Update for Boost 1.36.0 + Quantlib 0.9.6 These instructions are for building Boost 1.36.0 + Quantlib 0.9.6 with Visual Studio 2008 (VS2008). The instructions have been successfully tested on Express version of VS2008. These instructions are an updated version of instructions in this thread for...
  13. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    I've tried building the FittedBondCurve example and got the linking error below. I installed quantlib in D: drive and I have explicitly given the path ("D:\QuantLib-0.9.0\lib"), as a possible workaround, to quantlib-vc80-mt-gd-0_9_0.lib that I've verified is present. Why is the linker not...
  14. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    The tracing.hpp file that you sent me was not correctly modified. I sent you back a correctly modified version. The SDK is available as an option when you install VS2008. If you check the "install SDK" box at install time, you will get it. You may already have it. - Dave
  15. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    I downloaded (free) Visual C++ Express but it seems the SDK for VS2008 (provided by the link) will not work with the free version. The free Visual Studio is the only version of VS2008 that I have used and it works fine with the SDK. What symptoms are you seeing that make you think it is not...
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