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Quantuccia: the header only essentials of QuantLib

The Quantuccia project provides the essential classes of QuantLib as a self contained header only library. It can be used as a drop in replacement for the heavier QuantLib as long as its scope is sufficient.

Build and run the test suite

To build and run the test suite on Linux or OSX you can follow these simple steps. The only prerequisite is an installation of the boost header-only libraries.

cd test-suite
g++ -I.. -o quantlibtestsuite quantlibtestsuite.cpp

You can also use the make file though to do the same, i.e. do

cd test-suite

Check for duplicate symbols

We strive to ensure that in different compilation units including the same files from Quantuccia no duplicate symbol definitions occur (typically due to forgotten inline statements or static definitions during the conversion of source files from the original library). This can be checked by

cd check

which will include all files in two compilation units and link them together into one executable. If no linker error occurs (and if all files are include through quantlib.hpp) there are no duplicate symbol definitions.

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