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The C++ wrappers for the QuantLib-Ruby extension module are created by means of SWIG (Simplified Wrapper and Interface Generator) available from <http://swig.sourceforge.net/>. SWIG version 1.3.31 is needed. The wrappers are generated on all supported platforms by issuing the command ruby setup.rb wrap The above assumes that the SWIG executable is named "swig" and can be found in the system path. However, this step is only necessary if you are compiling from sources checked out from the CVS repository. It is not required if you are using a distributed tarball. The building and installation process consists of the following commands: ruby setup.rb build ruby setup.rb test ruby setup.rb install The build step requires that the QuantLib headers and library can be found by the compiler. On Unix-like platforms, this should already hold if you ran "make install" from your QuantLib directory. On the Windows platform, this can be achieved by defining a QL_DIR environment variable pointing to your QuantLib directory (e.g., "C:\Lib\QuantLib".) The install step might require superuser privileges. An alternate install location can be specified with the command: ruby setup.rb install --prefix=/home/johndoe The test suite is implemented on top of the Test::Unit framework, included in the standard Ruby distribution since version 1.8.0. A version of Test::Unit for Ruby 1.6.x is available from <http://testunit.talbott.ws>.