QuantLibAddin

This repo contains source code and examples for the QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc projects.

Documentation

The four projects are documented at the links below:

https://www.quantlib.org/quantlibxl
https://www.quantlib.org/quantlibaddin
https://www.quantlib.org/objecthandler
https://www.quantlib.org/gensrc

Here are the instructions for downloading QuantLibXL:

https://www.quantlib.org/quantlibxl/installation.html

Here are the instructions for compiling QuantLibXL from source, using released source code:

https://www.quantlib.org/quantlibaddin/build_qlxl.html

Building from a git clone

There are two ways to build the projects:

1. Using Visual Studio solution files, which are maintained manually
2. Using cmake

Building from Visual Studio solution files

Here are the instructions to build the various projects from Visual Studio solution files:

• QuantLibXL (including QuantLibAddin and ObjectHandler): ./QuantLibXL/md/build_vs.md
• QuantLibAddin (including ObjectHandler): ./QuantLibAddin/md/build_vs.md
• ObjectHandler: ./ObjectHandler/md/build_vs.md

Building with cmake

There are two ways to build the projects with cmake:

1. Invoke the build from here in the root directory, which configures and builds the whole stack (QuantLib, ObjectHandler, QuantLibAddin, and QuantLibXL) together in a single step: ./build_cmake.md

2. Build the subprojects individually, as described in their respective documentation. Each subproject builds against the prebuilt prerequisites above it in the dependency chain (gensrc <- ObjectHandler <- QuantLibAddin <- QuantLibXL):

   • ObjectHandler: ./ObjectHandler/md/build_cmake.md
   • QuantLibAddin (against prebuilt QuantLib and ObjectHandler): ./QuantLibAddin/md/build_cmake.md
   • QuantLibXL (against prebuilt QuantLib, ObjectHandler, and QuantLibAddin): ./QuantLibXL/md/build_cmake.md