Update of /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26160/Docs/pages Modified Files: Tag: R000313f0-branch build.tutorial.docs Removed Files: Tag: R000313f0-branch build.quantlib.docs build.sourceforge.anonymous.docs build.sourceforge.developer.docs build.vc.docs Log Message: update build tutorial Index: build.tutorial.docs =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/Docs/pages/build.tutorial.docs,v retrieving revision 1.1 retrieving revision 1.1.2.1 diff -C2 -d -r1.1 -r1.1.2.1 *** build.tutorial.docs 24 Jul 2006 08:53:37 -0000 1.1 --- build.tutorial.docs 7 Aug 2006 14:59:44 -0000 1.1.2.1 *************** *** 1,13 **** /*! \page build_tutorial Build Tutorial ! This document explains how to configure your computer so that you can access ! the QuantLib CVS source code repository on SourceForge and build QuantLib. ! This is a three step process:<br> ! 1) install Visual C++<br> ! 2) set up SourceForge access - either anonymous or developer<br> ! 3) build QuantLib (including ObjectHandler and QuantLibAddin) ! Please follow the links at left for step by step instructions. */ --- 1,268 ---- + + /* + Copyright (C) 2005, 2006 Eric Ehlers + + This file is part of QuantLib, a free-software/open-source library + for financial quantitative analysts and developers - http://quantlib.org/ + + QuantLib is free software developed by the QuantLib Group; you can + redistribute it and/or modify it under the terms of the QuantLib License; + either version 1.0, or (at your option) any later version. + + This program is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + QuantLib License for more details. + + You should have received a copy of the QuantLib License along with this + program; if not, please email qua...@li... + + The QuantLib License is also available at http://quantlib.org/license.html + The members of the QuantLib Group are listed in the QuantLib License + */ + /*! \page build_tutorial Build Tutorial ! This document explains how to build QuantLibXL and its prerequisites from ! source code. Each step is documented in detail: ! \ref sec_build_vc8 \n ! \ref sec_build_python \n ! \ref sec_build_boost \n ! \ref sec_build_runtime \n ! \ref sec_build_naming \n ! \ref sec_build_directories \n ! \ref sec_build_quantlib \n ! \ref sec_build_quantlibtestsuite \n ! \ref sec_build_quantlibfunctions \n ! \ref sec_build_log4cxx \n ! \ref sec_build_objecthandler \n ! \ref sec_build_quantlibaddin \n ! \ref sec_build_usage \n ! \ref sec_build_links \n ! \section sec_build_vc8 Visual C++ ! ! This section explains how to install Visual C++ (also known as VC8). VC8 is ! available either as a free download called Visual Studio Express, or for ! purchase as a component of Microsoft Visual Studio 2005 Professional Edition. ! ! A prerequisite for VC8 is Windows XP Service Pack 2. If you have the VC8 disks ! you can get SP2 from them otherwise you need to install it online. ! ! Then launch VC8 setup, when prompted to choose <tt>default/full/custom</tt> ! installation, choose custom, and configure the next screen as shown: ! ! <img src="images/VC8_custom.jpg"> ! ! \section sec_build_python Install Python ! ! Both Boost and gensrc (described below) require you to have Python installed on ! your machine. Please go to the ! <a href="http://www.python.org/">python website</a> and download and install Python. ! ! \section sec_build_boost Install and Build Boost ! ! QuantLib depends on the Boost library. Procedures for downloading and ! installing Boost may be found at: ! <a href="http://www.boost.org/more/getting_started.html">http://www.boost.org/more/getting_started.html</a>. ! Below is a brief summary of the procedure, assuming the use of the VC8 ! compiler: ! \li Download Boost from <a href="www.boost.org">www.boost.org</a>: get the latest version of the \c boost package and the ntx86 binary version of the \c boost-jam package (<tt>boost_1_33_1.exe</tt> and <tt>boost-jam-3.1.12-1-ntx86.zip</tt> respectively at the time of this writing). ! \li Run <tt>boost_1_33_1.exe</tt> and it will extract files to a folder of your choice (for this example it's assumed to be <tt>C:\\Projects</tt>) creating a boost_1_33_1 subfolder. Your Boost top level dir will be <tt>C:\\Projects\\boost_1_33_1</tt>. ! \li Now unzip <tt>boost-jam-3.1.12-1-ntx86.zip</tt> and copy the extracted <tt>bjam.exe</tt> file into <tt>C:\\Projects\\boost_1_33_1</tt>. ! \li From the Start menu access <tt>Programs | Microsoft Visual Studio 2005 | Microsoft Visual Studio 2005 Command Prompt</tt>. Change the directory, selecting your Boost top level directory <tt>C:\\Projects\\boost_1_33_1</tt> ! \li run the command: ! \code ! C:\\Projects\\boost_1_33_1>bjam "-sTOOLS=vc-8_0" install ! \endcode ! This command will create the Boost include directory <tt>C:\\Boost\\include\\boost-1_33_1</tt> and the Boost library directory <tt>C:\\Boost\\lib</tt>. Relax: it takes a long while. ! \li You need to configure VC8 with the location of the Boost header files. Under <tt>Tools/Options/Projects and Solutions/VC++ Directories</tt>, select Include files and specify the path to the top level directory containing the Boost header files <tt>C:\\Boost\\include\\boost-1_33_1</tt>: ! ! <img src="images/boost_include_path.jpg"> ! ! \li You need to configure VC8 with the location of the Boost lib files. Under <tt>Tools/Options/Projects and Solutions/VC++ Directories</tt>, select Library files and specify the path to the top level directory containing the Boost lib files <tt>C:\\Boost\\lib</tt>: ! ! <img src="images/boost_lib_path.jpg"> ! ! \section sec_build_runtime A Note on Runtime Libraries ! ! You are now ready to build QuantLib. You need to compile the following projects: ! - <a href="http://quantlib.org/">QuantLib</a> - the core C++ analytics library ! - log4cxx - a logging framework, used by ObjectHandler ! - <a href="http://www.objecthandler.org">ObjectHandler</a> - an object repository ! - <a href="http://www.quantlibaddin.org">QuantLibAddin</a> - Addins for QuantLib functionality ! - <a href="http://www.quantlibxl.org">QuantLibXL</a> - the Excel implementation of QuantLibAddin ! ! These projects are available with four different runtime libraries ! (configurations): Debug, Debug CRTDLL, Release, and Release CRTDLL. The Debug ! and Release configurations are statically linked to the Microsoft C Runtime ! environment. The CRTDLL configurations are dynamically linked, meaning that ! your executable will have a run-time dependency on the Microsoft C Runtime ! DLLs. ! ! All five of the above projects must be built with the same runtime library. ! This example assumes the use of configuration <b>Release</b>. ! ! \section sec_build_naming A Note on VC Workspace Naming Conventions ! ! QuantLib uses the following conventions for naming VC workspaces: ! ! <table> ! <tr><td><b>VC version</b></td><td><b>Workspace Name</b></td></tr> ! <tr><td>6</td><td>xxx.dsp</td></tr> ! <tr><td>7</td><td>xxx.sln</td></tr> ! <tr><td>8</td><td>xxx_vc8.sln</td></tr> ! </table> ! ! As you're using VC8 be sure to open the workspaces named with the ! <b>_vc8.sln</b> suffix. ! ! \section sec_build_directories A Note on Directories ! ! There is one requirement with regard to the directories to which the source ! code is unzipped - QuantLibAddin and QuantLibXL must reside side by side in ! the directory tree, e.g: ! \code ! C:\\projects\\QuantLibAddin-0.3.13 ! C:\\projects\\QuantLibXL-0.3.13 ! \endcode ! ! This is because QuantLibAddin (via gensrc) autogenerates source code into ! the QuantLibXL directory tree, on the assumption that the two directories ! are side by side. ! ! The other packages may be installed anywhere. The location of each package ! is indicated by the appropriate environment variable: ! \li GENSRC_DIR (must be set manually) ! \li QL_DIR (must be set manually) ! \li OBJECT_HANDLER_DIR (set by the installer) ! \li LOG4CXX_DIR (set by the installer) ! ! \section sec_build_quantlib Install and Build QuantLib ! ! Uncompress the QuantLibAddin zip file to your hard drive, and set environment ! variable QL_DIR. Included in the download is the QuantLib VC8 workspace file ! <tt>QuantLib_vc8.sln</tt>. This file resides in the top level QuantLib ! directory. ! ! Launch VC8 and load the QuantLib project. Ensure that runtime library ! <tt>Release</tt> is selected, highlight the <tt>QuantLib</tt> project, and ! select <tt>Build/Build QuantLib</tt>: ! ! <img src="images/ql_build.jpg"> ! ! The build process creates file <tt>QuantLib\\lib\\QuantLib-vc80-mt-s-0_3_13.lib</tt>. ! ! Create environment variable <tt>QL_DIR</tt> and set it equal to the path to the ! top-level QuantLib directory. The compilation of QuantLibAddin will rely on ! the value of <tt>QL_DIR</tt> in order to locate the QuantLib headers and lib ! file. In other words the QuantLibAddin compilation will expect to find ! - QuantLib header files in directory <tt>\$(QL_DIR)\\include</tt> ! - QuantLib lib file <tt>QuantLib-vc80-mt-s-0_3_13.lib</tt> in directory <tt>\$(QL_DIR)\\lib</tt> ! ! \section sec_build_quantlibtestsuite Run the QuantLib Testsuite ! ! It's a good idea to verify the status of the QuantLib library by compiling the testsuite. This will run the testsuite executable automatically (should take less than half an hour in Release configuration, few hours in Debug) and report something like: ! ! \code ! 1>Auto run test ! 1>===================================== ! 1>Testing QuantLib-vc80-mt-s-0_3_13.lib ! 1>===================================== ! 1>Running moreThan200 test cases... ! 1>Platform: Win32 ! 1>Compiler: Microsoft Visual C++ version 8.0 ! 1>STL : Dinkumware standard library version 405 ! 1>Boost : 1.33.1 ! 1>Testing Barone-Adesi and Whaley approximation for American options... ! [...] ! 1>Testing old-style Monte Carlo multi-factor pricers... ! 1> ! 1>Tests completed in XX m ! 1>Test suite "QuantLib test suite" passed with: ! 1> moreThan200 assertions out of moreThan200 passed ! 1> moreThan200 test cases out of moreThan200 passed ! 1>Build log was saved at ! 1>"file://c:\Projects\QuantLib\test-suite\build\vc80\Release\BuildLog.htm" ! 1>testsuite - 0 error(s), 0 warning(s) ! \endcode ! ! \section sec_build_quantlibfunctions Build QuantLibFunctions ! ! Still in the QuantLib workspace, under configuration <tt>Release</tt>, choose ! solution <tt>QuantLibFunctions</tt>, and do <tt>Build/Build ! QuantLibFunctions</tt>. The build process creates file ! <tt>QuantLib\\lib\\QuantLibFunctions-vc80-mt-s-0_3_13.lib</tt>. ! ! \section sec_build_log4cxx Install and Build log4cxx ! ! Download <tt>log4cxx-0.9.7.exe</tt> from the ObjectHandler 0.1.4 section of the ! <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a> ! and install it to your hard drive. The installer sets environment variable ! <tt>LOG4CXX_DIR</tt> equal to the top-level log4cxx installation directory. ! ! In VC8, open the log4cxx VC8 workspace ! <tt>log4cxx-0.9.7\\msvc\\log4cxx_vc8.sln</tt>. Choose configuration ! <tt>Release</tt>, solution <tt>static</tt>, and do <tt>Build/Build Static</tt>. ! The build process creates file ! <tt>log4cxx-0.9.7\\msvc\\lib\\log4cxxs-vc80-mt-s.lib</tt>. ! ! \section sec_build_objecthandler Install and Build ObjectHandler ! ! Download <tt>ObjectHandler-0.1.4.exe</tt> from the ! <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a> ! and install it to your hard drive. The installer sets environment variable ! <tt>OBJECT_HANDLER_DIR</tt> equal to the top-level installation directory. ! ! In VC8, open the ObjectHandler VC8 workspace ! <tt>ObjectHandler\\ObjectHandler_vc8.sln</tt>. Choose configuration ! <tt>Release</tt>, solution <tt>ohxllib</tt>, and do <tt>Build/Build ! ohxllib</tt>. The build process creates file ! <tt>ObjectHandler\\ohxl\\ohxllib\\lib\\ObjectHandler-vc80-mt-s-0_1_4.lib</tt>. ! ! \section sec_build_quantlibaddin Install and Build QuantLibAddin ! ! Download <tt>QuantLibAddin-0.3.13.exe</tt> and <tt>QuantLibXL-0.3.13.exe</tt> from the ! <a href="http://sourceforge.net/project/showfiles.php?group_id=12740">QuantLib downloads page</a> ! and install them to your hard drive. As explained above in section \ref sec_build_directories ! of this document, QuantLibAddin and QuantLibXL must be installed side-by-side in ! the directory tree. ! ! There are no environment variables required for the QuantLibAddin/QuantLibXL projects. ! ! The QuantLibAddin VC8 workspace loads files from the QuantLibXL directory. Therefore ! from within the QuantLibAddin VC8 environment you can work on both QuantLibAddin and ! QuantLibXL. It is not necessary to load QuantLibXL separately into VC8. ! ! In VC8, open the QuantLibAddin VC8 workspace ! <tt>QuantLibAddin\\QuantLibAddin_vc8.sln</tt>. Choose configuration ! <tt>Release</tt>, solution <tt>AddinExcelStatic</tt>, and do <tt>Build/Build ! AddinExcelStatic</tt>. The build process creates the QuantLibAddin XLL file ! <tt>QuantLibAddin\\Addins\\Excel\\xll\\QuantLibAddinStatic-vc80-mt-s-0_3_13.xll</tt>. ! ! \section sec_build_usage Usage ! ! To launch the QuantLibAddin Excel addin: ! - start Excel ! - load the addin <tt>QuantLibAddin\\Addins\\Excel\\xll\\QuantLibAddinStatic-vc80-mt-s-0_3_13.xll</tt> ! - load a sample spreadsheet e.g. <tt>QuantLibAddin\\Clients\\Excel\\QLADemo.xls</tt> ! - hit <tt>Ctrl-Alt-F9</tt> to force a recalculation of all formulas ! ! If you want to have the QuantLibAddin XLL loaded every time you start Excel, you can accomplish this as follows: ! \li start Excel ! \li ensure that at least one workbook is loaded - creating a new empty workbook if necessary ! \li do <tt>Tools/Add-Ins</tt>, and click the Browse button ! \li browse your way to the QuantLibAddin XLL and click OK ! ! \section sec_build_links Links ! ! For further information please consult the following links: ! - <a href="http://quantlib.org/">QuantLib home page</a> ! - <a href="http://quantlib.org/reference/faq.html">general QuantLib FAQ</a> ! - <a href="http://quantlib.org/developerFAQ.shtml">QuantLib developer FAQ</a> ! - <a href="http://quantlib.org/objecthandler">ObjectHandler home page</a> ! - <a href="http://quantlib.org/quantlibaddin">QuantLibAddin home page</a> ! - <a href="http://quantlib.org/quantlibaddin/faq.html">QuantLibAddin FAQ</a> */ --- build.sourceforge.developer.docs DELETED --- --- build.sourceforge.anonymous.docs DELETED --- --- build.quantlib.docs DELETED --- --- build.vc.docs DELETED --- |
