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.