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binding.gyp
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binding.gyp
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{
'targets': [
{
'target_name': 'riskjs',
'sources': [
'src/RiskJS.cpp',
'src/CVaRHistorical.cpp',
'src/CVaRMonteCarlo.cpp',
'src/CVaRVarianceCovariance.cpp',
'src/compute_returns_eigen.cpp',
'src/instrument.cpp',
'src/path.cpp',
'src/pca.cpp',
'src/portfolio.cpp',
'src/ptf_var.cpp',
'src/rng.cpp',
'src/var_model.cpp'
],
'include_dirs': [
'include',
'include/eigen3'
],
'conditions': [
['OS=="win"', {
'msvs_settings': {
'VCCLCompilerTool': {
'ExceptionHandling': 1,
'AdditionalOptions': [
'/GR', '/EHsc', '/wd4003', '/wd4018', '/wd4506', '/wd4800'
]
}
}
}],
['OS=="linux" or OS=="freebsd" or OS=="openbsd" or OS=="solaris"', {
'cflags': [ '-std=c++11' ],
'cflags_cc!': [ '-fno-rtti', '-fno-exceptions' ]
}],
['OS=="mac"', {
'xcode_settings': {
'GCC_ENABLE_CPP_EXCEPTIONS': 'YES',
'GCC_ENABLE_CPP_RTTI': 'YES',
'OTHER_CPLUSPLUSFLAGS': [ '-std=c++11', '-stdlib=libc++' ],
'OTHER_LDFLAGS': [ '-stdlib=libc++' ],
'MACOSX_DEPLOYMENT_TARGET': '10.7'
}
}]
]
}
]
}