* QuantLib for Mathematica
QuantLib for Mathematica is a project to make the functionality of the
financial C++ toolkit QuantLib available in Mathematica.
Further details at: http://www.nielses.dk/quantlib/mma
For now, binaries for QuantLibMma are only available for Microsoft Windows,
but it shouldn't be too difficult to compile the sources to use with other
systems. Feel free to contact me if you need help with this.
To use QuantLib for Mathematica, please extract all files in into your
Mathematica application directory. In version 4 on a Microsoft Windows system
this is most often
c:\Program Files\Wolfram Research\Mathematica\4.0\AddOns\Applications
Alternatively you can create a file with the name:
C:\Program Files\Mathematica\AddOns\Autoload\init.m
containing the following line
AppendTo[$Path, "C:\\Program Files\\Microsoft Visual Studio\\" <>
"MyProjects\\QuantLibMma"]
where the path is the location of the QuantLibMma folder, which has the
subfolder QuantLib.
You can now load the QuantLib package and start the external QuantLibMma.exe
program by typing the following line from within Mathematica:
<
"MyProjects\\QuantLibMma\\Debug\\QuantLibMma.exe"]
* Debugging
If you want to debug, then set a breakpoint inside the code, run the program
(F5), type 1 at the "Create link"-prompt and then execute the following lines
from within Mathematica:
<< QuantLib`
Uninstall[QuantLib]
Install["1", LinkMode -> Connect]
Now you can use the QuantLib package as normally, but has the chance to
debug the code from within Microsoft Visual C++.
When finished you can terminate the program writing:
Uninstall["1"]
At times it can also be convenient to make Mathematica forget everything you
have done so far by quitting the kernel:
Quit[]