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.
No comments:
Post a Comment