QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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/*
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Copyright (C) 2002, 2003 Ferdinando Ametrano
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Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \page usage Usage
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To use %QuantLib classes in your own code just add
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\code
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#include <ql/quantlib.hpp>
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\endcode
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at the beginning of your source/header files. Depending on
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the number of your files in your project, this could cause a
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large increase in compilation time. If this were not acceptable,
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collective headers are also available for smaller parts of
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the library; in particular, each subdirectory of the <tt>ql</tt>
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directory contains a file <tt>all.hpp</tt> which makes available
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all classes and function in the respective subdirectory.
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Under the Examples folder you can find examples of %QuantLib usage,
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including input files for automake and makefiles for the Borland
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free compiler and Microsoft Visual C++. For the latter, project
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files are also available.
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\section microsoftvisual Microsoft Visual C++
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A few suggestions for Visual C++ users wanting to use %QuantLib into their
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own application:
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-# you won't have to explicitly link your application to the QuantLib
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library. This is done automatically by compiler directives embedded
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in the sources.
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-# Your project must be compiled with the same options that were used in
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compiling the %QuantLib library you're linking with, namely,
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- Property Pages -> C/C++ -> Code Generation -> Runtime Library:
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select the appropriate run-time library.
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- Property Pages -> C/C++ -> Code Generation -> Basic Runtime Checks:
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select "Both (/RTC1, equiv. to /RTCsu)".
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*/
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