README.md

Quantlib on Rust

An example of calling Quantlib C++ functionalities inside Rust using CxxBridge.

Usage

Clone the repository with --recurse-submodules:

git clone https://github.com/randommm/quantlib-on-rust.git --recurse-submodules --shallow-submodules --depth=1

Install Boost if you don't have it already, e.g.:

sudo apt-get install libboost-all-dev

And then just run with Cargo which will automatically build Quantlib and link it with the Rust executable:

cargo run