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today i installed Quantlib and Quantlib Ruby via the SWIG bindings on my macbook.

its quite simple.

• install macports
• install boost libs ( sudo port install boost )
  
• download the latest Quantlib and Quantlib-SWIG
  for me it was like:
  cd /tmp
  wget http://garr.dl.sourceforge.net/sourceforge/quantlib/QuantLib-0.9.0.tar.gz
  wget http://garr.dl.sourceforge.net/sourceforge/quantlib/QuantLib-SWIG-0.9.0.tar.gz
• extract them
  tar -xzvf QuantLib*
• configure QuantLib
  cd QuantLib-0*
  ./configure –enable-static –with-boost-include=/opt/local/include/ –with-boost-lib=/opt/local/lib/ –prefix=/opt/local
  which was the actual tricky part. you need to specify where boost lives and you need to compile it static according to the QL FAQ )
• build and install
  make && sudo make install
• build and install Quantlib Ruby
  cd ../QuantLib-SWIG-0*
  cd Ruby && ruby setup.rb wrap
  ruby setup.rb build
  ruby setup.rb test
  sudo ruby setup.rb install
• off you go! try a sample ( ruby examples/american-option.rb )

now i only have to learn what nifty stuff i can do with that 138mb lib