QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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usage.docs
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1
2/*
3 Copyright (C) 2002, 2003 Ferdinando Ametrano
4 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \page usage Usage
21 To use %QuantLib classes in your own code just add
22 \code
23 #include <ql/quantlib.hpp>
24 \endcode
25 at the beginning of your source/header files. Depending on
26 the number of your files in your project, this could cause a
27 large increase in compilation time. If this were not acceptable,
28 collective headers are also available for smaller parts of
29 the library; in particular, each subdirectory of the <tt>ql</tt>
30 directory contains a file <tt>all.hpp</tt> which makes available
31 all classes and function in the respective subdirectory.
32
33 Under the Examples folder you can find examples of %QuantLib usage,
34 including input files for automake and makefiles for the Borland
35 free compiler and Microsoft Visual C++. For the latter, project
36 files are also available.
37
38 \section microsoftvisual Microsoft Visual C++
39 A few suggestions for Visual C++ users wanting to use %QuantLib into their
40 own application:
41 -# you won't have to explicitly link your application to the QuantLib
42 library. This is done automatically by compiler directives embedded
43 in the sources.
44 -# Your project must be compiled with the same options that were used in
45 compiling the %QuantLib library you're linking with, namely,
46 - Property Pages -> C/C++ -> Code Generation -> Runtime Library:
47 select the appropriate run-time library.
48 - Property Pages -> C/C++ -> Code Generation -> Basic Runtime Checks:
49 select "Both (/RTC1, equiv. to /RTCsu)".
50
51*/
52