Running QuantLib on a Raspberry Pi

QuantLib 1.2 runs on a Raspberry Pi, a credit card computer build around an 700MHz ARM processor and priced at US$ 35. Compiling QL on the Pi is straight forward:

  1. install boost unit tests: sudo apt-get install libboost-test-dev
  2. ./configure –disable-static
  3. make

If your distribution is based on boost 1.49 then you will get many warnings like “Warning: swp{b} use is deprecated for this architecture”. These warnings can be ignored or follow the short note here to get rid of them. The QuantLib benchmark runs at 28.3MFlops, which is comparable to the performance of an Pentium II@300MHz.


5 thoughts on “Running QuantLib on a Raspberry Pi

    • Hi Dirk,

      cool, I wasn’t aware that you also maintain Debian packages for ARM! As far as I can see, the Debian package for ARM does not contain the QL benchmark.

    • Hi Dirk/hpc,
      I am very interested in how you technically do this.

      I was not succesfull with the boost installation so I just untarred the boost distro on a usb and compile boost cpp programs on command line with

      c++ -I -o example example.cpp

      Suppose I dont have a wifi connection to my rPi, I dont think I can use aptitude or dpkg tools to install quantlib packages on the rPi right? I will face the same problem here as I faced with boost installation.

      Would appreciate if you could kindly show me a better way to do this.

      • Hi

        I’d download the corresponding packages from the links Dirk has mentioned and copy the packages to a usb stick. Plug the usb stick into your rPi, mount the partition and install the packages via e.g.

        > sudo dpkg -i libquantlib-1.2_1.2.1-1_armhf.deb

  1. It is the other way around: I maintain Debian _source_ packages which then get compiled to any of the over one dozen architectures that Debian supports — from the ARM variants powering your Raspberry Pi all the way to the IBM s390.

    As for the benchmark binary, it is in the header/dev package libquantlib0-dev.

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