MarcusRainbow / QuantMath

Financial maths library for risk-neutral pricing and risk
MIT License
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Generate and test the c interface #45

Closed MarcusRainbow closed 6 years ago

MarcusRainbow commented 6 years ago

quantmath.h is generated using cbindgen. Currently, this is done manually, with the command line (run from the quantmath root directory):

../cbindgen-master/target/debug/cbindgen -c cbindgen.toml > quantmath.h

Do not edit this file, which is a generated file. I have added a directory src/cpp-test containing a test of the C interface written in C++. To build this test, use the command line from within that directory,

g++ -std=c++11 -I../.. -o quantmath_runner quantmath_runner.cpp ../../target/debug/libquantmath.dylib

I have added some test files that allow the test code to be executed. To run these, use the command line:

./quantmath_runner first_test.txt