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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...

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...

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...

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...

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...

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...

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...

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...

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

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...

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.

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...

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...

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

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...

Hi Andrea, Here are a few tips that might be of some help. I'm going by memory here because I don't have Visual Studio 2005 but hopefully what follows is accurate enough to be useful. As Alain pointed out, windows.h is not being found. This is either because it is not on your computer or...

Hi Andrea, I don't have any suggestions for quantlibxl. I looked at it briefly but I don't have easy access to excel so even if I got it built I wouldn't have a good way to test it. - Dave

Building Boost 1.35.0 + Quantlib 0.9.0 with Visual Studio 2008 These instructions are for building Boost 1.35.0 + Quantlib 0.9.0 with Visual Studio 2008 (VS2008). The instructions have been successfully tested on Team Edition, Professional Edition and Express version of VS2008. WARNING: We...

Hi Jonylee, That's progress. Be sure to use the "--build-type=complete" option for both build and install: bjam --build-type complete bjam --build-type complete install- Dave

Hi Jonylee, Something might be wrong with your choice of configurations for one or some of your projects in the quantlib solution. To check this, bring up the configuration manager ( from the button in the upper right corner of any project/properties form). The configurations for all...

Yes all you have to do is redo the bjam install step again. It would probably be a good idea to move your old install directory to a different name ( or delete it ) before doing the install so that you know that you are getting a fresh new install.

Guys, The library that this error specifies is the correct file ( 'libboost_unit_test_framework-vc90-mt-gd-1_35.lib' ) so either it is not in the right place or VC++ is looking for it in the wrong place. Was boost 1.35 built and installed as follows?: bjam --build-type complete bjam...

Andy, I'm glad to hear that everything came together. I'm trying out boost 1.35.0 now. No patches are required :). The only thing that is a little different is that when you run bjam, you need to specify "--build-type=complete" to build the entire set of libraries. If you don't specify...

Also, you should save the patch files to a txt files on your site, don't remote link it. My work firewall blocks the sites that host the patch so I suppose a few people won't be able to get it as well. I don't have a "site" as such. Just the blog and the remotely hosted files that I have...

Hi Andy, You're right - C:\boost_1_34_1___vs2008___patch.txt | patch -p0is not the correct syntax. The alternative that you tried will not work either. The correct syntax (as specified in the text of the patch) is: C:\type boost_1_34_1___vs2008___patch.txt | patch -p0Also, you may not be...

Hi Peter, I don't know if using QuantLib version 0.8.1 in particular is important to you or not but the patch I linked to in my blog will not work for that version. However, the *changes* caused by that patch in version 0.9.0 are the same changes needed for 0.8.1 . You can probably just look...

Building quantlib 0.9.0 using Visual Studio 2008 Express Here are links to detailed instructions on how to build boost 1.34.1 and quantlib 0.9.0 using Visual Studio 2008 Express. If you think anything should be added or clarified in these instructions, please let me know so that I can make...

Hi Peter, I ran into similar problems with quantlib 0.9.0 . The solution your "fail to link" errors might be as simple as just changing the name of the library generated in the quantlib project to QuantLib-vc80-mt-gd-0_8_1.lib . This is something of a hack but since you've gotten this far, it...

building quantlib and boost with msvc express edition 2008 I've been able to build both boost 1.34.1 and quantlib 0.9.0 using msvc express edition 2008. It took a few tweaks to both the boost and quantlib code. If this is still of interest, let me know and I can post more details. - Dave