Sunday, July 29, 2012

Building QuantLib on OS X Mountain Lion

Here are the steps to install QuantLib, a free/open-source library for quantitative finance, on OS X Mountain Lion:

  1. Install MacPorts.
  2. Install Boost using MacPorts by running this command:
    sudo port install boost
    This will install Boost and its dependencies under /opt/local.
  3. Download and extract the QuantLib sources.

  4. Configure QuantLib by running:
    ./configure --with-boost-include=/opt/local/include --with-boost-lib=/opt/local/lib/
  5. Run make, followed by sudo make install.

No comments: