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CMakeLists.txt
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CMakeLists.txt
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##############################################################################
#
#
# This file is part of QuantLib-Risks, an adaptor module to enable using XAD with
# QuantLib. XAD is 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/>.
#
##############################################################################
option(QLRISKS_DISABLE_AAD "Disable using XAD for QuantLib's Real, allowing to run samples with double" OFF)
add_subdirectory(ql)
if(MSVC)
set(CMAKE_MSVC_RUNTIME_LIBRARY "MultiThreaded$<$<CONFIG:Debug>:Debug>")
endif()
add_subdirectory(Examples)
if(NOT QLRISKS_DISABLE_AAD)
# the test suite is not supporting double
add_subdirectory(test-suite)
endif()