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CMakeLists.txt
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CMakeLists.txt
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##############################################################################
# CMake file for QuantLib-Risks. The version set here is used for the Python
# package.
#
# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled
# for risk computation using automatic differentiation. It uses XAD,
# a fast and comprehensive C++ library for automatic differentiation.
#
# Copyright (C) 2010-2024 Xcelerit Computing Ltd.
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published
# by the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
#
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
##############################################################################
cmake_minimum_required(VERSION 3.15.0)
project(QuantLib_Risks LANGUAGES CXX VERSION 1.33.3)
# For MSVC RUNTIME LIBRARY, need CMP0091=NEW and cmake 3.15+
cmake_policy(SET CMP0091 NEW)
set(PACKAGE_VERSION "${PROJECT_VERSION}")
set(PACKAGE_VERSION_HEX "0x013303f0")
set(QLR_VERSION ${PACKAGE_VERSION})
set(QLR_HEX_VERSION ${PACKAGE_VERSION_HEX})
find_package(QuantLib-Risks REQUIRED)
find_package(SWIG REQUIRED)
include(UseSWIG)
enable_testing()
add_subdirectory(Python)