Here are the steps to install QuantLib , a free/open-source library for quantitative finance, on OS X Mountain Lion: Install MacPorts . Install Boost using MacPorts by running this command: sudo port install boost This will install Boost and its dependencies under /opt/local . Download and extract the QuantLib sources . Configure QuantLib by running: ./configure --with-boost-include=/opt/local/include --with-boost-lib=/opt/local/lib/ Run make , followed by sudo make install .
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