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tutorials.010.build_windows.md

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Building ORE on Windows

This tutorial explains how to build ORE on Windows.

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Prerequisites

This build requires:

  • Visual Studio
  • Boost
  • CMake

Source code

You need to grab the source code for ORE, e.g:

git clone --recurse-submodules https://github.com/OpenSourceRisk/Engine.git ore

Environment Variables

For purposes of this tutorial, create environment variables pointing to the boost and ORE directories, e.g:

SET BOOST_INCLUDEDIR=C:\repos\boost\boost_1_72_0
SET BOOST_LIBRARYDIR=C:\repos\boost\boost_1_72_0\lib64-msvc-14.2
SET ORE_DIR=C:\repos\ore

Build ORE

Configure ORE

Below are the commands to configure the ORE build using cmake:

cd %ORE_DIR%
mkdir %ORE_DIR%\build
cd %ORE_DIR%\build
cmake .. -DORE_BUILD_SWIG=0

Build ORE

Below are the commands to build ORE:

cd %ORE_DIR%\build
cmake --build . --config Release

Run tests

QuantLib

cd to the test directory:

cd %ORE_DIR%\build\QuantLib\test-suite\Release

Run all unit tests:

quantlib-test-suite.exe

Or run a selected test, e.g:

quantlib-test-suite.exe --log_level=all --run_test=QuantLibTests/SwapTests

QuantExt

cd %ORE_DIR%\build\QuantExt\test\Release
quantext-test-suite.exe

OREData

cd %ORE_DIR%\build\OREData\test\Release
ored-test-suite.exe

OREAnalytics

cd %ORE_DIR%\build\OREAnalytics\test\Release\
orea-test-suite.exe