2

Just discovered Quantlib and am evaluating it for use. I am not a C++ developer, and no one on staff where I work really has deep experience with it, so I am pretty much following the instructions by rote found here:

http://quantlib.org/install/vc10.shtml

The next step will be to convert to C# using SWIG (based on instructions found here: Compiling Quantlib via SWIG for C#).

My question is, when I have completed all of the steps listed in both posts, will the result be a library that can only be compiled as 32-bit? The Boost download seems to indicate that it is 32-bit only.

Is compiling as a 64-bit application possible and/or are 64-bit binaries available anywhere (Windows platform) and/or are alternative wrapper libraries (like QLNet) a good alternative?

Community
  • 1
  • 1
Phil Sandler
  • 27,544
  • 21
  • 86
  • 147
  • does the vendor offer a 32 bit version of the assemblies or .dll's that you are wanting or needing.. ? – MethodMan Jan 05 '12 at 14:05
  • I can't find the library pre-built anywhere (there is one, but it's an old version). In any case, I need it to be 64-bit. – Phil Sandler Jan 05 '12 at 14:08
  • Question do you have access to the actual 64 bit SRC.? here is something that might help if not then .. I am not sure what you should do.. http://dirk.eddelbuettel.com/blog/2011/04/04/ – MethodMan Jan 05 '12 at 14:13
  • Interfacing quantlib with C#/.NET? Re-post: http://stackoverflow.com/questions/16380167/whats-the-best-to-call-quantlib-methods-from-c-sharp/21177527#21177527 – Swab.Jat Jan 18 '14 at 05:00

1 Answers1

1

I'm a regular user of QuantLib. Why would you convert QuantLib to C#??? There's QLNet, which is a direct port of the library in C#. Regarding about 64 bits, you just need to compile the source yourself.

ABCD
  • 7,914
  • 9
  • 54
  • 90
  • We have no C++ expertise in-house, so having a .Net library would be beneficial for many reasons. I am aware of QLNet as noted in my original question--what I need to know is whether it is a viable substitute. I can't find a lot of info on the subject. – Phil Sandler Jan 10 '12 at 17:49
  • QLNet is a good alternative. It's a direct port of QuantLib. Not everything is ported. But the whole framework is done. It's open source, anything you don't want, just do it yourself. Overall, it's a very good subtitution. I have experience in it. – ABCD Jan 12 '12 at 00:42