Build QuantLib on Visual Studio 2019

Introduction

There are excellent tutorials to build QuantLib in Windows using Visual Studio 2017. However, in Visual Studio 2019, there are some updates that slightly changes the building process. I follow the procedure in the link above and explored how to adapt to the changes in Visual Studio 2019. The main issue is that Visual Studio 2019 no longer automatically add user property sheets to all projects. Hence, we have to create a property sheet manually and then add it to all projects.

Download and build boosts

Download boosts boost_1_75_0.zip from here and unzip into C:\local\
Run C:\local\boost_1_75_0\tools\build\bootstrap.bat to get b2.exe
Copy b2.exe to C:\local\boost_1_75_0\ using copy b2.exe ..\..
Run C:\local\boost_1_75_0\b2.exe. After that, the following should be displayed:

Download Visual Studio 2019 Community

Download the Visual Studio Installer from here.
In "Workloads", select "Desktop Development with C++". On the right-hand side, I use the default selection and add "MSVC v141 - VS 2017 C++ x64/x86 build tools" and "MSVC v140 - VS 2015 C++ build tools" for other projects (I don't think de-selecting the two will affect the process).

Download and build QuantLib

Download QuantLib QuantLib-1.20.zip from here and unzip into C:\local\.
Open C:\local\QuantLib-1.20\QuantLib.sln using Visual Studio 2019 Community.
Choose "Release" and "Win32".
Open Property Manager (View - Other Windows - Property Manager). Then you find that Microsoft.Cpp.Win32.user is not under the Win32 subitems of the project QuantLib or other projects, but we can create it ourselves.
Under the project QuantLib, right-click on "Debug (static runtime) | Win32" and select "Add New Project Property Sheets".
In the pop-up window, use file name Microsoft.Cpp.Win32.user.props (or other named) and save at C:\local\QuantLib-1.20\. Now you can see the property sheet "Microsoft.Cpp.Win32.user" under "Debug (static runtime) | Win32".
Right-click on "Microsoft.Cpp.Win32.user" and select "Properties".
Under "VC++ Directories", add C:\local\boost_1_75_0 to "Include Directories" and add C:\local\boost_1_75_0\stage\lib to "Library Directories" (Per the instruction after building boost, the library directory is not C:\local\boost_1_75_0\libs, which actually contains source codes, not compiled .lib files.)
Add BOOST_CONFIG_SUPPRESS_OUTDATED_MESSAGE to "C/C++ - Preprocessor - Preprocessor Definitions" to suppress warnings.
Under "C/C++ - General - SDL checks", choose "No (/sdl-)".
Then, add the newly created property sheet to the other subitems as well: "Debug | Win32", "Release (static runtime) | Win32", and "Release | Win32" by right-clicking on it, selecting "Add Existing Property Sheet", and choosing Microsoft.Cpp.Win32.user.props one-by-one (or selecting the three holding Ctrl and add at one time). We can check that the directories are already included for the new three ones. Also since we are adding the existing property sheet, we only need to select one of them to make changes and the change will be applied automatically to all four.
Now, we have added the newly created property sheet to the project QuantLib, but they are not automatically added to the other projects. Hence, we have to manually add it to the four Win32 subitems of each project displayed in the Property Manager using the same procedure as the one above. We can add all at a time by selecting all Win32 subitems using Ctrl. After that, all Win32 subitems of all projects should contain the property sheet as shown below:
Back to "Solution Explorer", right-click on the Solution and choose "Build Solution". It will take a while and should display 21 succeeded, 0 failed, 0 skipped after building.

References

https://www.boost.org/doc/libs/1_75_0/more/getting_started/windows.html

https://www.quantlib.org/install/vc10.shtml

https://benjaminwhiteside.com/2018/12/02/building-quantlib-in-vs2017/

flcong/build_quantlib_vs2019.md