This post is a self-reminder.
4. Download SWIG: http://www.swig.org/download.html
http://www.swig.org/Doc1.3/Windows.html#Windows_examples
Once QuantLib binaries are created as described below - you should reference .NET assembly (NQuantLib.dll) and have native .Dll (NQuantLibc.dll) to be added as a Context file with "Copy always" attribute in "Copy to Output directory".
Compiling QuantLib for Visual Studio 2017
2. Download pre-compiled boost library for VC 14 (x64 version) from https://sourceforge.net/projects/boost/files/boost-binaries/1.68.0/
Install boost binaries boost_1_68_0-msvc-14.1 -64.exe to C:\Boost\boost_1_68_0
Install boost binaries boost_1_68_0-msvc-14.
3. Add C:\Boost\boost_current.props file (e.g. download from https://github.com/Studiofreya/boost-build-scripts/ ), e.g.:
4. Download SWIG: http://www.swig.org/download.
http://www.swig.org/Doc1.3/
5. Unpack SWIG to C:\SWIG\swigwin-3.0.12
6. Add C:\SWIG\swigwin-3.0.12 to system PATH environment variable
7. Unpack QuantLib to C:\QuantLib\QuantLib-1.13
8. Unpack QuantLib-SWIG to C:\QuantLib\QuantLib-SWIG-1.13
9. Modify C:\QuantLib\QuantLib-1.13\QuantLib.props by including the following section:
10. Enable (uncomment) QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN in ql\userconfig.hpp file
11. Build QuantLib.sln
12. Run the swig.cmd file located in QuantLib-SWIG\CSharp folder
13. Modify C:\QuantLib\QuantLib-SWIG-1.13\CSharp\QuantLib.props by including the following section:
14. Build C:\QuantLib\QuantLib-SWIG-1.
15. Use the following residuals:
· C:\QuantLib\QuantLib-SWIG-1.13\CSharp\cpp\bin\vc141\x64\Debug\NQuantLibc.dll
· C:\QuantLib\QuantLib-SWIG-1.13\CSharp\cpp\bin\vc141\x64\Debug\QuantlibWrapper.pdb
· C:\QuantLib\QuantLib-SWIG-1.13\CSharp\csharp\bin\vc141\x64\Debug\NQuantLib.dll
· C:\QuantLib\QuantLib-SWIG-1.13\CSharp\csharp\bin\vc141\x64\Debug\NQuantLib.pdb
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