Has anyone tried the recent version of QuantLib in VS2012 c#?
Is there any C# wrapper available please? My I request steps to compile and use it please?
How to use QuantLib with Vs2012
121 Views Asked by Vinay Dwivedi At
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C# wrappers are included in the QuantLib-SWIG package at https://sourceforge.net/projects/quantlib/files/QuantLib/1.4/other%20languages/. They include a VS2012 solution (QuantLib_vc11.sln) in the CSharp folder. Disclaimer: I haven't tried it.
The wrappers assume a working installation of the QuantLib C++ library. Instructions are at http://quantlib.org/install/vc10.shtml (they're for VC++2010, but also work for later versions). Also, you'll have to set the environment variable QL_DIR to the path of your QuantLib installation (e.g., "C:\Programs\QuantLib-1.4") before opening the C# solution.