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I am not good at environment setting. Sometimes I use QuantLib in Python. Now I am wondering if there is a instruction on how to use QuantLib in C#. I looked at the QuantLib web page, but there is not any instruction telling how to use... I am puzzled...

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Using Visual Studio 2017 version 15.8.5 with .Net framework 4.6.1:

Click Project => Manage NuGet Packages. Select 'Browse' then search for Quantlib. Several packages will be found. QLNet is most popular, but I have used NQuantLib64 as well. After it is installed, add a using statement at the top of your project with the rest of your using statements:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using QLNet;                  //If you choose QLNet
using QuantLib;               //If you choose NQuantLib64

That's it. Either QuantLib API is ready to be used.

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  • $\begingroup$ I will try it tomorrow when I go back workplace. Thanks in advance. $\endgroup$ – Bryce Xu Sep 26 '18 at 13:46

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