|
From: Jérôme B. Z. <j.b...@gm...> - 2011-12-29 13:46:50
|
Good morning,
I am developing in C++ some new features to QuantLib, especially for
simulations with Monte Carlo method from Sobol, and I would like to create
a New Project within QuantLibXL_basic_vc10 (like ohxllib, QuantLib,
QuantLibObjects…).
In this New Project I would like to put all my new functions in order for
example to make easier an update of QuantLib.
This New Project would have QuantLibXLStatic as dependency.
In fact I have tried to make a New Project on the example of the project
QuantLib but the whole thing did not work.
So my question is: How do we create a New Project within
QuantLibXL_basic_vc10 that would work like the project QuantLib (where you
can find i.e. matrix.cpp, interestrate.cpp etc.) ?
Kind Regards and thank you for your help.
Jérôme
|