init git repo automatically

git submodule init

git submodule update --recursive --remote

c/cpp library for quant

• c/c++ libraries

  • blas, f2c, gsl, gslcblas, lapack, lbfgs, lets be rational, levmar

• utility

  • bison/flex

build

• windows(vs2015)
• linux(ubuntu)

$ cmake --build . --target ALL_BUILD --config Release