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Tutorial: QuantLib Boost Installation in Visual Studio 2012

Andy Nguyen said:
what was the problem and how you solved it?
Click to expand...


I used Boost 1.53.0 first to build the library. I think something was either not compatible or I didn't have enough understanding of it. Somehow I couldn't build the boost myself and I used the pre-built version and followed the given steps. It finally worked out. Thanks for asking.
 
Hi,

I was able to install the current version 1.55.0 of Boost library on the Microsoft Visual C++ 2012 IDE but wasn't able to install QuantLib 1.3 (1.3 is the current version). The reason is that I don't understand step 7. in the installation list given above.

I downloaded QunatLib 1.3 in the directory
C:\Users\vigen\Downloads\
in my computer, and added the folder
C:\Users\vigen\Downloads\boost_1_55_0
to Configuration Properties/VC++ Directories/Include Directories,
and the folder
C:\Users\vigen\Downloads\boost_1_55_0\lib
to Configuration Properties/VC++ Directories/Libraries Directories.

After all this, when I build QuantLib.sln solution I got 737 errors.
Here are the first few:


1> cpicoupon.cpp
1> cpicouponpricer.cpp
1> dynprogvppintrinsicvalueengine.cpp
1> fdextoujumpvanillaengine.cpp

1>c:\users\vigen\quantlib-1.3\ql\qldefines.hpp(37): fatal error C1083: Cannot open include file: 'boost/config.hpp': No such file or directory (ql\cashflows\cpicoupon.cpp)

1>c:\users\vigen\quantlib-1.3\ql\qldefines.hpp(37): fatal error C1083: Cannot open include file: 'boost/config.hpp': No such file or directory (ql\experimental\finitedifferences\dynprogvppintrinsicvalueengine.cpp)

1>c:\users\vigen\quantlib-1.3\ql\qldefines.hpp(37): fatal error C1083: Cannot open include file: 'boost/config.hpp': No such file or directory (ql\experimental1>------ Build started: Project: QuantLib, Configuration: Debug Win32 ------

\finitedifferences\fdextoujumpvanillaengine.cpp)

1>c:\users\vigen\quantlib-1.3\ql\qldefines.hpp(37): fatal error C1083: Cannot open include file: 'boost/config.hpp': No such file or directory (ql\cashflows\cpicouponpricer.cpp)
1> fdklugeextouspreadengine.cpp
1> fdmblackscholesfwdop.cpp
1> fdmextendedornsteinuhlenbeckop.cpp
1> fdmextoujumpop.cpp



It is not clear for me what paths to use in step 7.
Those I gave above, or these

C:\Users\vigen\Downloads\boost_1_55_0\boost_1_55_0
C:\Users\vigen\Downloads\boost_1_55_0\boost_1_55_0\lib

Also, it is not clear how many times to use these paths, in the picture it is shown to include twice.

I also tried the following paths (following the picture in step 7.)
C:\Users\vigen\Downloads\Boost\boost_1_55_0
C:\Users\vigen\Downloads\Boost\boost_1_55_0\lib
and again got the same errors.

I would appreciate if anyone can help me with this problem.
Henry
 
Last edited:
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