[Quantlib-dev] Removing Boost dependency from QuantLib

[Hao Z. <ha...@ha...>]

Hello Everyone,

I have removed all Boost dependency from QuantLib, and ported QuantLib to 
C++17. The code is hosted on GitHub (https://github.com/haozhangphd/
QuantLib-noBoost).

The ported code passes all test cases, and there are significant 
performance improvements in SOME functionalities. Using the QuantLib 
Benchmark Suite, Quantlib-noBoost gives 3425 mflops (running time 13.15s), 
while unmodified QuantLib gives 1440 mflops (running time 44.8s) on my Dell 
Inspiron 13 i7348 laptop, both running under identical conditions with 
identical compiler flags. The total running time of the whole test suite is 
also shorter by ~10% after Boost is removed.

I will continue maintaining this project, and regularly backporting latest 
commits from QuantLib. I will also make this project work on other 
compilers besides GCC in the near future.

Best Regards,

Hao