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How to build Quantlib 1.1 on Visual Studio 2010

Quantlib 1.1 was released a few days ago.
Download http://quantlib.org/download.shtml

Instruction on how to build QuantLib 1.1 with VS2010: (credit to a poster on NP)

1. Download QuantLib 1.1. and boost (I used v1.46.1), unpack to D:\sandbox
2. Open VS2010, choose Tools -> Visual Studio Command Prompt
3. >cd d:\sandbox\boost_1_46_1
4. >bootstrap.bat (this will build bjam.exe)
5. >bjam --build-type=complete --toolset=msvc install
6. ............ PATIENCE!..........................
7. Finally, bjam will create a folder c:\boost
8. In VS2010 open D:\Sandbox\QuantLib-1.1\QuantLib-1.1\QuantLib_vc10.sln
9. In Solution Explorer select all projects, goto configurations properties -> VC++ Directories and add
a) to Include Directories C:\Boost\include\boost-1_46_1
b) to Library Directories C:\Boost\lib
10. Build solution, have fun!
Quantlib 1.1 was released a few days ago.
Download http://quantlib.org/download.shtml

Instruction on how to build QuantLib 1.1 with VS2010: (credit to a poster on NP)

1. Download QuantLib 1.1. and boost (I used v1.46.1), unpack to D:\sandbox
2. Open VS2010, choose Tools -> Visual Studio Command Prompt
3. >cd d:\sandbox\boost_1_46_1
4. >bootstrap.bat (this will build bjam.exe)
5. >bjam --build-type=complete --toolset=msvc install
6. ............ PATIENCE!..........................
7. Finally, bjam will create a folder c:\boost
8. In VS2010 open D:\Sandbox\QuantLib-1.1\QuantLib-1.1\QuantLib_vc10.sln
9. In Solution Explorer select all projects, goto configurations properties -> VC++ Directories and add
a) to Include Directories C:\Boost\include\boost-1_46_1
b) to Library Directories C:\Boost\lib
10. Build solution, have fun!
 
Quantlib 1.1 was released a few days ago.
Download http://quantlib.org/download.shtml

Instruction on how to build QuantLib 1.1 with VS2010: (credit to a poster on NP)

1. Download QuantLib 1.1. and boost (I used v1.46.1), unpack to D:\sandbox
2. Open VS2010, choose Tools -> Visual Studio Command Prompt
3. >cd d:\sandbox\boost_1_46_1
4. >bootstrap.bat (this will build bjam.exe)
5. >bjam --build-type=complete --toolset=msvc install
6. ............ PATIENCE!..........................
7. Finally, bjam will create a folder c:\boost
8. In VS2010 open D:\Sandbox\QuantLib-1.1\QuantLib-1.1\QuantLib_vc10.sln
9. In Solution Explorer select all projects, goto configurations properties -> VC++ Directories and add
a) to Include Directories C:\Boost\include\boost-1_46_1
b) to Library Directories C:\Boost\lib
10. Build solution, have fun!
 
Hi Andy,
I am trying to install QuantLib-1.4, boost 1.55.0 with VS 2010 (ultimate/express) on Windows 7. After trying repeatedly the build failed (1 succeed, 14 failed) with error message:
7> BermudanSwaption.cpp
5>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
3>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
6>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
4>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
5>
6>
3>
4>
4>Build FAILED.
4>
4>Time Elapsed 00:00:38.40
2>LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'
3>Build FAILED.

I have attached comple log file (QuantLib_build_error_file.txt).

I followed installation instructions from Quantlib sites. I installed (boost_1_55_0-msvc-10.0-32). Any assistance from this panel will be greatly appreciated.
Regards,
 

Attachments

  • QuantLib_build_error_file.txt
    29.4 KB · Views: 19

Daniel Duffy

C++ author, trainer
LINK : fatal error LNK1104: cannot open file 'msvcprtd.lib'

1. does the file exist on disk in the first place?
2. VS projects settings, additional lib directories?

3. Maybe the install the lib you need??
 
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