- 3.1. I'm having trouble building Boost.
- 3.2. I'm having trouble building QuantLib with MinGW.
- 3.3. When building QuantLib, I get a compile error about a missing boost/something header.
- 3.4. When building the test-suite, I encounter a linking error about libboost_unit_test_framework-xxx.
- 3.5. But I have no such library on my machine!
- 3.6. Ok, now I have the library; and the library path is set correctly. But I still cannot link!
- 3.7. I'm having trouble building QuantLib with the Sun Studio 11 compiler.
- 3.8. I'm having trouble building QuantLib with the Visual C++ 7.1 compiler (a.k.a Visual C++ .NET.)

This website has been developed to help out the students who are looking for resources on learning computer programming specially C and C++ programming languages. The website provides necessary resources like programming tutorials and source code and discussion forum where you can post your problems.

]]>The authoritative source on anything connected with the book remains the C++ in Financial Engineering forum on Dr. Duffy's website.

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- Linear algebra (direct algorithms, EVD/SVD)
- Solvers (linear and nonlinear)
- Interpolation
- Optimization
- Fast Fourier transforms
- Numerical integration
- Linear and nonlinear least-squares fitting
- Ordinary differential equations
- Special functions
- Statistics (descriptive statistics, hypothesis testing)
- Data analysis (classification/regression, including neural networks)
- Multiple precision versions of linear algebra, interpolation optimization and others algorithms (using MPFR for floating point computations)

QuantLib is written in C++ with a clean object model, and is then exported to different languages such as C#, Objective Caml, Java, Perl, Python, GNU R, Ruby, and Scheme. The QuantLibAddin/QuantLibXL project uses ObjectHandler to export an object-oriented QuantLib interface to a variety of end-user platforms including Microsoft Excel and OpenOffice.org Calc. Bindings to other languages and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica, COM/CORBA/SOAP architectures, FpML, are under consideration. See the extensions page for details.

Appreciated by quantitative analysts and developers, it is intended for academics and practitioners alike, eventually promoting a stronger interaction between them. QuantLib offers tools that are useful both for practical implementation and for advanced modeling, with features such as market conventions, yield curve models, solvers, PDEs, Monte Carlo (low-discrepancy included), exotic options, VAR, and so on.

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