How to compile Quantlib on Xcode for Apple iPhone development and iPad iPhone apps?
Awesome Twanda shows us how to compile Quantlib on Xcode for iPhone development and Ipad apps?
For someone using the Xcode interface here is a quick list of steps to compile QuantLib within the IDE. It has worked for me at least six times, including iPhone integration.
Compiling QuantLib in XCode
Under “New Project” choose Commandline utility -> C++ Tool
I save it within the QuantLib-1.0 directory.
Then right-click Source and select “Add existing files”. Select the ql folder.
It give you coice to recursively create groups. It’s a great idea.
Click on the main Project icon at top and the click info.
Under “Search paths”, “Header search paths” add the boost-XX.XX and QuantLib-1.0 directory.
Then add new target. Choose static library (or dynamic, but I haven’t used that)
Select all cpp files and add them to “Compile Sources” under the static libray target.
On May 10, 2010, at 2:52 AM, simone pilozzi wrote:
virtual thunk to QuantLib::SwaptionVolatilityDiscrete::update()”, referenced from:
“QuantLib::GeneralizedBlackScholesProcess::stateVariable() const”, referenced from:
“QuantLib::GeneralizedBlackScholesProcess::riskFreeRate() const”, referenced from:
“non-virtual thunk to QuantLib::CapFloorTermVolSurface::update()”, referenced from:
“vtable for QuantLib::FDVanillaEngine”, referenced from:
“QuantLib::YieldTermStructure::zeroRate(double, QuantLib::Compounding, QuantLib::Frequency, bool) const”, referenced from:
“vtable for QuantLib::EulerDiscretization”, referenced from:
Hi all,
I am starting implementing quantlib in Xcode and I followed the stepd listed in the following blog
http://www.wilmott.com/messageview.cfm?catid=10&threadid=49516
Everything is fine but I am getting the following errors while building equityoption.
Any suggestion?
Thanks to all
“QuantLib::JarrowRudd::JarrowRudd(boost::shared_ptr
“QuantLib::FDMultiPeriodEngine::initializeModel() const”, referenced from:
“QuantLib::MultiStepOptionlets::clone() const”, referenced from:
“QuantLib::blackScholesTheta(boost::shared_ptr
“QuantLib::CapFloorTermVolSurface::update()”, referenced from:
“QuantLib::MultiProductOneStep::evolution() const”, referenced from:
“QuantLib::MultiStepRatchet::clone() const”, referenced from:
“QuantLib::InterestRate::impliedRate(double, double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)”, referenced from:
“typeinfo for QuantLib::BlackVolSurface”, referenced from:
“QuantLib::InterestRate::InterestRate(double, QuantLib::DayCounter const&, QuantLib::Compounding, QuantLib::Frequency)”, referenced from:
“QuantLib::OneStepForwards::clone() const”, referenced from:
“vtable for QuantLib::LocalVolTermStructure”, referenced from:
“QuantLib::LeisenReimer::LeisenReimer(boost::shared_ptr
“QuantLib::SwaptionConstantVolatility::volatilityImpl(double, double, double) const”, referenced from:
“QuantLib::SabrVolSurface::update()”, referenced from:
“QuantLib::TermStructure::update()”, referenced from:
“QuantLib::BlackVolSurface::accept(QuantLib::AcyclicVisitor&)”, referenced from:
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