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- Installed Rtools, msys | ||
- Extracted a copy of boost in /home/boost_1_57_0 | ||
- In msys in `/etc/fstab`, mount `c:/Rtools/gcc-4.6.3 /mingw` | ||
- Install Rtools and msys | ||
- Download and extract a copy of boost in `c:/msys/home/boost_1_57_0` | ||
- Create or edit `c:/msys/etc/fstab` to mount `c:/Rtools/gcc-4.6.3 /mingw` | ||
- Extract QuantLib-1.5.tar.gz | ||
- To configure run: `CPPFLAGS="-I/home/boost_1_57_0" CXXFLAGS="-g0" ./configure` | ||
- To build (box with 8 cores) run: `make -j9` | ||
- Add `-m64` to CXXFLAGS to build x64 library | ||
- Example of my Makevars.win file in RQuantLib: | ||
- Example of my RQuantLib `Makevars.win` file: | ||
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```Make | ||
# Makevars.win | ||
QUANTLIB_ROOT="C:/Users/Jeroen/Desktop/quantlib" | ||
BOOSTLIB="C:/msys/home/boost_1_57_0" | ||
PKG_CXXFLAGS=-I$(QUANTLIB_ROOT)/include -I../inst/include -I. -I$(BOOSTLIB) $(SHLIB_OPENMP_CFLAGS) -fpermissive | ||
PKG_LIBS=-L$(QUANTLIB_ROOT)/lib${R_ARCH} -lQuantLib $(SHLIB_OPENMP_CFLAGS) | ||
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PKG_CPPFLAGS=-I$(QUANTLIB_ROOT)/include -I../inst/include -I. -I$(BOOSTLIB) | ||
PKG_CXXFLAGS= -fpermissive | ||
PKG_LIBS=-L$(QUANTLIB_ROOT)/lib${R_ARCH} -lQuantLib | ||
``` | ||
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- The static libraries are too big for github (even with -g0), that is why they are zipped. | ||
- Hopefully future versions of RQuantLib will use boost from the BH package. |