Say VS2013 Express is already installed on your machine (it can be downloaded from here). Compiling QuantLib (‘QL‘, thereafter) requires a working Boost installation. We will then start by Installing the Boost library.
Boost download & installation
The Boost project now provides binaries that makes the process installation painless.
(2) Select the Boost file corresponding to the release you wish to download and install (we will be using Boost 1.57.0, below).
(3) Choose the installer corresponding to your compiler and platform.
(4) Download the installer on your machine and run it.
QuantLib download & installation
(2) Download QL (the most recent version is QL 1.5 at the time of writing).
(3) Start VC++, File > Open File… > C:\QuantLib-1.5\ QuantLib_vc12.sln. You shall then see the Quantlib_vc12 and the 19 projects it contains in VS2013’s Solution Explorer window.
(4) Open VS2013’s Property Manager window, following View > Other Windows… > Property Manager. There in Property Manager, select the QuantLib and expand it. It will show the build modes/platform nodes.
(5) Select the build mode(s)/platform(s) you wish to build QL with, eg expand the node Debug | x64 and select Microsoft.Cpp.x64.User inside.
(6) Then right-click and select Property at the bottom in the context menu. A Property Page will pop. Click on the VC++ Directories tab.
(7) In Include Directories, add C:\Boost\boost_1_57_0.
(8) In Libraries Directories, add C:\Boost\boost_1_57_0\libs.
(9) Click on Apply, then OK to close the Property Page window.
(10) Now, select the configuration you wish eg Release mode and x64. Go back to the Solution Explorer. Select the Quantlib_vc12 Solution in Solution Explorer, right-click and Build. QL shall start to build, then.