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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,62 @@ | ||
|
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||
| CLEANFILES = cpp/quantlib_wrap.* csharp/*.cs *.so *.dll \ | ||
| examples/*.so examples/*.dll examples/*.exe | ||
|
|
||
| BUILT_SOURCES = cpp/quantlib_wrap.cpp | ||
|
|
||
| if HAVE_MCS | ||
|
|
||
| all-local: libNQuantLibc.so NQuantLib.dll | ||
|
|
||
| libNQuantLibc.so: cpp/quantlib_wrap.o | ||
| g++ -shared cpp/quantlib_wrap.o -o libNQuantLibc.so -lQuantLib | ||
|
|
||
| cpp/quantlib_wrap.o: $(BUILT_SOURCES) | ||
| g++ -c -fpic $(CXXFLAGS) cpp/quantlib_wrap.cpp -o cpp/quantlib_wrap.o | ||
|
|
||
| NQuantLib.dll: $(BUILT_SOURCES) | ||
| $(MCS) -nologo -target:library -out:NQuantLib.dll csharp/*.cs | ||
|
|
||
| check-local: examples/BermudanSwaption.exe \ | ||
| examples/EquityOption.exe \ | ||
| examples/libNQuantLibc.so examples/NQuantLib.dll | ||
| ./examples/BermudanSwaption.exe | ||
| ./examples/EquityOption.exe | ||
|
|
||
| examples/%.exe: examples/%.cs | ||
| $(MCS) -nologo -target:exe -out:$@ -reference:NQuantLib.dll $< | ||
|
|
||
| examples/libNQuantLibc.so: libNQuantLibc.so | ||
| cd examples && ln -sf ../libNQuantLibc.so | ||
|
|
||
| examples/NQuantLib.dll: NQuantLib.dll | ||
| cd examples && ln -sf ../NQuantLib.dll | ||
|
|
||
| endif | ||
|
|
||
| cpp/quantlib_wrap.cpp: ../SWIG/*.i | ||
| $(SWIG) -csharp -c++ -outdir csharp \ | ||
| -namespace QuantLib -o cpp/quantlib_wrap.cpp ../SWIG/quantlib.i | ||
|
|
||
| dist-hook: cpp/quantlib_wrap.cpp | ||
| mkdir -p $(distdir)/cpp | ||
| cp ./cpp/*.vcproj $(distdir)/cpp | ||
| cp ./cpp/*.vcxproj $(distdir)/cpp | ||
| cp ./cpp/quantlib_wrap.cpp $(distdir)/cpp | ||
| cp ./cpp/QuantlibWrapper.h ./cpp/QuantlibWrapper.cpp $(distdir)/cpp | ||
| cp ./cpp/stdafx.h $(distdir)/cpp | ||
| mkdir -p $(distdir)/csharp | ||
| cp ./csharp/*.csproj $(distdir)/csharp | ||
| cp ./csharp/*.cs $(distdir)/csharp | ||
| mkdir -p $(distdir)/examples | ||
| cp ./examples/*.csproj $(distdir)/examples | ||
| cp ./examples/*.cs $(distdir)/examples | ||
|
|
||
| EXTRA_DIST = \ | ||
| QuantLib_vc7.sln \ | ||
| QuantLib_vc8.sln \ | ||
| QuantLib_vc9.sln \ | ||
| QuantLib_vc10.sln \ | ||
| swig.cmd \ | ||
| README.txt | ||
|
|
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,56 @@ | ||
| Microsoft Visual Studio Solution File, Format Version 11.00 | ||
| # Visual Studio 2010 | ||
| Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "NQuantLib_vc10", "csharp\NQuantLib_vc10.csproj", "{928F98EE-7D50-457F-9304-A6818DCF1079}" | ||
| EndProject | ||
| Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BermudanSwaption_vc10", "examples\BermudanSwaption_vc10.csproj", "{1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}" | ||
| ProjectSection(ProjectDependencies) = postProject | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053} = {21183104-9963-4D4F-B7E8-C8A6169FD053} | ||
| EndProjectSection | ||
| EndProject | ||
| Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "NQuantLibc", "cpp\QuantlibWrapper_vc10.vcxproj", "{21183104-9963-4D4F-B7E8-C8A6169FD053}" | ||
| EndProject | ||
| Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "EquityOption_vc10", "examples\EquityOption_vc10.csproj", "{1FD947F1-D99E-46FB-8890-04E11E8340C2}" | ||
| EndProject | ||
| Global | ||
| GlobalSection(SolutionConfigurationPlatforms) = preSolution | ||
| Debug|Any CPU = Debug|Any CPU | ||
| Debug|Win32 = Debug|Win32 | ||
| Release|Any CPU = Release|Any CPU | ||
| Release|Win32 = Release|Win32 | ||
| EndGlobalSection | ||
| GlobalSection(ProjectConfigurationPlatforms) = postSolution | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Any CPU.ActiveCfg = Debug|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Any CPU.Build.0 = Debug|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Win32.ActiveCfg = Debug|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Win32.Build.0 = Debug|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Release|Any CPU.ActiveCfg = Release|Any CPU | ||
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| {928F98EE-7D50-457F-9304-A6818DCF1079}.Release|Win32.Build.0 = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Any CPU.ActiveCfg = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Any CPU.Build.0 = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Win32.ActiveCfg = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Win32.Build.0 = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Any CPU.ActiveCfg = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Any CPU.Build.0 = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Win32.ActiveCfg = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Win32.Build.0 = Release|Any CPU | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug|Any CPU.ActiveCfg = Debug|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug|Win32.ActiveCfg = Debug|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug|Win32.Build.0 = Debug|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Release|Any CPU.ActiveCfg = Release|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Release|Win32.ActiveCfg = Release|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Release|Win32.Build.0 = Release|Win32 | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Any CPU.ActiveCfg = Debug|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Any CPU.Build.0 = Debug|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Win32.ActiveCfg = Debug|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Win32.Build.0 = Debug|Any CPU | ||
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| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Release|Any CPU.Build.0 = Release|Any CPU | ||
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| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Release|Win32.Build.0 = Release|Any CPU | ||
| EndGlobalSection | ||
| GlobalSection(SolutionProperties) = preSolution | ||
| HideSolutionNode = FALSE | ||
| EndGlobalSection | ||
| EndGlobal |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,40 @@ | ||
| Microsoft Visual Studio Solution File, Format Version 8.00 | ||
| Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "NQuantLib", "csharp\NQuantLib_vc7.csproj", "{928F98EE-7D50-457F-9304-A6818DCF1079}" | ||
| ProjectSection(ProjectDependencies) = postProject | ||
| EndProjectSection | ||
| EndProject | ||
| Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BermudanSwaption", "examples\BermudanSwaption_vc7.csproj", "{1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}" | ||
| ProjectSection(ProjectDependencies) = postProject | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053} = {21183104-9963-4D4F-B7E8-C8A6169FD053} | ||
| EndProjectSection | ||
| EndProject | ||
| Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "NQuantLibc", "cpp\QuantlibWrapper_vc7.vcproj", "{21183104-9963-4D4F-B7E8-C8A6169FD053}" | ||
| ProjectSection(ProjectDependencies) = postProject | ||
| EndProjectSection | ||
| EndProject | ||
| Global | ||
| GlobalSection(SolutionConfiguration) = preSolution | ||
| Debug = Debug | ||
| Release = Release | ||
| EndGlobalSection | ||
| GlobalSection(ProjectDependencies) = postSolution | ||
| EndGlobalSection | ||
| GlobalSection(ProjectConfiguration) = postSolution | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug.ActiveCfg = Debug|.NET | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug.Build.0 = Debug|.NET | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Release.ActiveCfg = Release|.NET | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Release.Build.0 = Release|.NET | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug.ActiveCfg = Debug|.NET | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug.Build.0 = Debug|.NET | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release.ActiveCfg = Release|.NET | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release.Build.0 = Release|.NET | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug.ActiveCfg = Debug|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug.Build.0 = Debug|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Release.ActiveCfg = Release|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Release.Build.0 = Release|Win32 | ||
| EndGlobalSection | ||
| GlobalSection(ExtensibilityGlobals) = postSolution | ||
| EndGlobalSection | ||
| GlobalSection(ExtensibilityAddIns) = postSolution | ||
| EndGlobalSection | ||
| EndGlobal |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,56 @@ | ||
| Microsoft Visual Studio Solution File, Format Version 9.00 | ||
| # Visual Studio 2005 | ||
| Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "NQuantLib_vc8", "csharp\NQuantLib_vc8.csproj", "{928F98EE-7D50-457F-9304-A6818DCF1079}" | ||
| EndProject | ||
| Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BermudanSwaption_vc8", "examples\BermudanSwaption_vc8.csproj", "{1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}" | ||
| ProjectSection(ProjectDependencies) = postProject | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053} = {21183104-9963-4D4F-B7E8-C8A6169FD053} | ||
| EndProjectSection | ||
| EndProject | ||
| Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "NQuantLibc", "cpp\QuantlibWrapper_vc8.vcproj", "{21183104-9963-4D4F-B7E8-C8A6169FD053}" | ||
| EndProject | ||
| Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "EquityOption_vc8", "examples\EquityOption_vc8.csproj", "{1FD947F1-D99E-46FB-8890-04E11E8340C2}" | ||
| EndProject | ||
| Global | ||
| GlobalSection(SolutionConfigurationPlatforms) = preSolution | ||
| Debug|Any CPU = Debug|Any CPU | ||
| Debug|Win32 = Debug|Win32 | ||
| Release|Any CPU = Release|Any CPU | ||
| Release|Win32 = Release|Win32 | ||
| EndGlobalSection | ||
| GlobalSection(ProjectConfigurationPlatforms) = postSolution | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Any CPU.ActiveCfg = Debug|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Any CPU.Build.0 = Debug|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Win32.ActiveCfg = Debug|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Win32.Build.0 = Debug|Any CPU | ||
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| {928F98EE-7D50-457F-9304-A6818DCF1079}.Release|Any CPU.Build.0 = Release|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Release|Win32.ActiveCfg = Release|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Release|Win32.Build.0 = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Any CPU.ActiveCfg = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Any CPU.Build.0 = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Win32.ActiveCfg = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Win32.Build.0 = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Any CPU.ActiveCfg = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Any CPU.Build.0 = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Win32.ActiveCfg = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Win32.Build.0 = Release|Any CPU | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug|Any CPU.ActiveCfg = Debug|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug|Win32.ActiveCfg = Debug|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug|Win32.Build.0 = Debug|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Release|Any CPU.ActiveCfg = Release|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Release|Win32.ActiveCfg = Release|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Release|Win32.Build.0 = Release|Win32 | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Any CPU.ActiveCfg = Debug|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Any CPU.Build.0 = Debug|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Win32.ActiveCfg = Debug|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Win32.Build.0 = Debug|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Release|Any CPU.ActiveCfg = Release|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Release|Any CPU.Build.0 = Release|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Release|Win32.ActiveCfg = Release|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Release|Win32.Build.0 = Release|Any CPU | ||
| EndGlobalSection | ||
| GlobalSection(SolutionProperties) = preSolution | ||
| HideSolutionNode = FALSE | ||
| EndGlobalSection | ||
| EndGlobal |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,56 @@ | ||
| Microsoft Visual Studio Solution File, Format Version 10.00 | ||
| # Visual Studio 2008 | ||
| Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "NQuantLib", "csharp\NQuantLib_vc9.csproj", "{928F98EE-7D50-457F-9304-A6818DCF1079}" | ||
| EndProject | ||
| Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BermudanSwaption", "examples\BermudanSwaption_vc9.csproj", "{1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}" | ||
| ProjectSection(ProjectDependencies) = postProject | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053} = {21183104-9963-4D4F-B7E8-C8A6169FD053} | ||
| EndProjectSection | ||
| EndProject | ||
| Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "NQuantLibc", "cpp\QuantlibWrapper_vc9.vcproj", "{21183104-9963-4D4F-B7E8-C8A6169FD053}" | ||
| EndProject | ||
| Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "EquityOption", "examples\EquityOption_vc9.csproj", "{1FD947F1-D99E-46FB-8890-04E11E8340C2}" | ||
| EndProject | ||
| Global | ||
| GlobalSection(SolutionConfigurationPlatforms) = preSolution | ||
| Debug|Any CPU = Debug|Any CPU | ||
| Debug|Win32 = Debug|Win32 | ||
| Release|Any CPU = Release|Any CPU | ||
| Release|Win32 = Release|Win32 | ||
| EndGlobalSection | ||
| GlobalSection(ProjectConfigurationPlatforms) = postSolution | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Any CPU.ActiveCfg = Debug|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Any CPU.Build.0 = Debug|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Win32.ActiveCfg = Debug|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Debug|Win32.Build.0 = Debug|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Release|Any CPU.ActiveCfg = Release|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Release|Any CPU.Build.0 = Release|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Release|Win32.ActiveCfg = Release|Any CPU | ||
| {928F98EE-7D50-457F-9304-A6818DCF1079}.Release|Win32.Build.0 = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Any CPU.ActiveCfg = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Any CPU.Build.0 = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Win32.ActiveCfg = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Debug|Win32.Build.0 = Debug|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Any CPU.ActiveCfg = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Any CPU.Build.0 = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Win32.ActiveCfg = Release|Any CPU | ||
| {1BEC49E8-122D-4CC9-9DAC-DD59F551E5E9}.Release|Win32.Build.0 = Release|Any CPU | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug|Any CPU.ActiveCfg = Debug|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug|Win32.ActiveCfg = Debug|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Debug|Win32.Build.0 = Debug|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Release|Any CPU.ActiveCfg = Release|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Release|Win32.ActiveCfg = Release|Win32 | ||
| {21183104-9963-4D4F-B7E8-C8A6169FD053}.Release|Win32.Build.0 = Release|Win32 | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Any CPU.ActiveCfg = Debug|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Any CPU.Build.0 = Debug|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Win32.ActiveCfg = Debug|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Debug|Win32.Build.0 = Debug|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Release|Any CPU.ActiveCfg = Release|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Release|Any CPU.Build.0 = Release|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Release|Win32.ActiveCfg = Release|Any CPU | ||
| {1FD947F1-D99E-46FB-8890-04E11E8340C2}.Release|Win32.Build.0 = Release|Any CPU | ||
| EndGlobalSection | ||
| GlobalSection(SolutionProperties) = preSolution | ||
| HideSolutionNode = FALSE | ||
| EndGlobalSection | ||
| EndGlobal |
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| Visual Studio .NET projects are provided; note that before launching | ||
| the IDE, you'll have to define an environment variable QL_DIR whose | ||
| value must equal the path to your QuantLib installation, e.g., | ||
| "C:\Lib\QuantLib". | ||
|
|
||
| The interfaces should also work with Mono on Linux; run 'make' in this | ||
| directory. | ||
|
|
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| // QuantlibWrapper.cpp : Defines the entry point for the DLL application. | ||
| // | ||
|
|
||
| #include "stdafx.h" | ||
| #include "QuantlibWrapper.h" | ||
| BOOL APIENTRY DllMain( HANDLE hModule, | ||
| DWORD ul_reason_for_call, | ||
| LPVOID lpReserved | ||
| ) | ||
| { | ||
| switch (ul_reason_for_call) | ||
| { | ||
| case DLL_PROCESS_ATTACH: | ||
| case DLL_THREAD_ATTACH: | ||
| case DLL_THREAD_DETACH: | ||
| case DLL_PROCESS_DETACH: | ||
| break; | ||
| } | ||
| return TRUE; | ||
| } | ||
|
|
||
| // This is an example of an exported variable | ||
| QUANTLIBWRAPPER_API int nQuantlibWrapper=0; | ||
|
|
||
| // This is an example of an exported function. | ||
| QUANTLIBWRAPPER_API int fnQuantlibWrapper(void) | ||
| { | ||
| return 42; | ||
| } | ||
|
|
||
| // This is the constructor of a class that has been exported. | ||
| // see QuantlibWrapper.h for the class definition | ||
| CQuantlibWrapper::CQuantlibWrapper() | ||
| { | ||
| return; | ||
| } |
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| // The following ifdef block is the standard way of creating macros which make exporting | ||
| // from a DLL simpler. All files within this DLL are compiled with the QUANTLIBWRAPPER_EXPORTS | ||
| // symbol defined on the command line. this symbol should not be defined on any project | ||
| // that uses this DLL. This way any other project whose source files include this file see | ||
| // QUANTLIBWRAPPER_API functions as being imported from a DLL, whereas this DLL sees symbols | ||
| // defined with this macro as being exported. | ||
| #ifdef QUANTLIBWRAPPER_EXPORTS | ||
| #define QUANTLIBWRAPPER_API __declspec(dllexport) | ||
| #else | ||
| #define QUANTLIBWRAPPER_API __declspec(dllimport) | ||
| #endif | ||
|
|
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| // This class is exported from the QuantlibWrapper.dll | ||
| class QUANTLIBWRAPPER_API CQuantlibWrapper { | ||
| public: | ||
| CQuantlibWrapper(void); | ||
| // TODO: add your methods here. | ||
| }; | ||
|
|
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| extern QUANTLIBWRAPPER_API int nQuantlibWrapper; | ||
|
|
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| QUANTLIBWRAPPER_API int fnQuantlibWrapper(void); |
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