Having just installed QuantLib I followed to build and run one of the examples published on the QuantLib site: DiscreteHedging.cpp
I didn't quite knew how much is needed to do that, but I began with the simplest possible CMakeLists.txt:
ADD_EXECUTABLE( DiscreteHedging DiscreteHedging.cpp )
TARGET_LINK_LIBRARIES( DiscreteHedging QuantLib )
after executing 'cmake .' it worked straight away. Amazing.
Saturday, December 31, 2011
QuantLib 1.1 ebuild
I decided to install QuantLib on my gentoo today, but as I found out - the most recent ebuild for QuantLib in the portage comes from 2008 and installs the 0.9.6 version :/
So, as usual, I attempted to hack the existing ebuild and try if it works. I copied the quantlib-0.9.6.ebuild inside /usr/portage/dev-libs/quantlib as quantlib-1.1.ebuild. Then I just downloaded QuantLib 1.1 into the local distfiles directory and the executed
Then I run emerge. The default, successful install took 1 hour 40 minutes.
So, as usual, I attempted to hack the existing ebuild and try if it works. I copied the quantlib-0.9.6.ebuild inside /usr/portage/dev-libs/quantlib as quantlib-1.1.ebuild. Then I just downloaded QuantLib 1.1 into the local distfiles directory and the executed
ebuild /usr/portage/dev-libs/quantlib/quantlib-1.1.ebuild digest
Then I run emerge. The default, successful install took 1 hour 40 minutes.
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