QuantLib Binaries - Resolver Systems

As a service to our customers (and the world in general), we provide pre-built binaries of QuantLib, a free/open-source library for modeling, trading and risk management. We have also incuded the C# bindings that make it available to Resolver One.

Installation

Download QuantLib-0.9.9-CSharp-Win32.zip and extract it somewhere convenient.
Add <QL install directory>\lib to the system path.
You may also need to install the Microsoft Visual C++ 2008 Runtime, though this will usually already be installed.

Use in Resolver One

Simply add

QL_LIB = '<QL install directory>\\lib'
import sys
import clr


if QL_LIB not in sys.path:
    sys.path.append(QL_LIB)
clr.AddReference('NQuantLib')

to the top of your user code and you'll be able to import from QuantLib.

Example in Resolver One

There is an example on the exchange that is an almost verbatim copy of an example that is included with the QuantLib Python bindings.

Latest version: 0.9.9

The main QuantLib site

QuantLib source downloads

The original QuantLib license