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				PREMIA
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PREMIA is a software for pricing and hedging options on assets and
interest rates and for calibration of financial models.

It is developped by the MathFi research group, which gathers
scientists from INRIA (the french national institute for research in
computer science and control), ENPC (CERMICS laboratory on applied
mathematics and computing), and the University of Marne la Vallée.


1- The directories

   The directory Src/ contains the source code.

   The directory man/ contains the documentation of the algorithms
   implemented in Premia.  Please refer to the README file in this
   directory.



2- Compilation


   You need CMake 2.8 for installing PNL from the source version.

     
    Per default, the make install command installs the library in the build
    directory. 

    Go to the top level directory of PNL and run.
    We advice to build the library out of the source tree.
    > mkdir build
    > cd build
    
    > cmake .. 

     
    Per default, the make install command installs the library in the build
    directory. 

    Go to the top level directory of Premia and run the following commands.
    We advice to build Premia out of the source tree.
    > mkdir build
    > cd build
    
    > cmake .. 
    > make
    > make install

    Some useful variables to modify the behaviour of cmake.

        -DPREFIX                  The path where to install the library. If
                this variable is not specified, the library is installed in
                the building directory.

        -DCMAKE_BUILD_TYPE        Release OR Debug. Default is Debug.

                Choose Debug for building a development release without
                optimization and with debugging symbols.

                Choose Release for building an optimized version.


	-DPREMIAVERSION=XXX       Specify the version to compile
		XXXX is typically the current year to get version
		n-2
                
    If you plan to use the built-in version of PNL, here are extra
    variables to specify the location of Blas & Lapack

        -DLAPACK_LIBRARIES        Full path of a Lapack library (not just its
                directory). Lapack is detected automatically but the user
                can specify a particular library.

        -DBLAS_LIBRARIES          Full path of a Blas library (not just its
                directory). Blas is detected automatically but the user
                can specify a particular library.

            Note that you must specify both BLAS_LIBRARIES and
            LAPACK_LIBRARIES or none of them.

        -DUSE_INTERNAL_BLAS       ON/OFF. Default OFF. If ON, use the
                internal Blas & Lapack libraries shipped with the PNL
                source code.

    If you plan to use an external version of PNL, the following two
    variables are required to specify the locations of the library and
    the headers

        -DPNL_LIBRARY           Full path of PNL library 
                (not just its directory). 

        -DPNL_INCLUDES          Full path of PNL includes 

    For build and after installing the Web version, you need to tell
    CMake where Karrigell is installed

	-DKARRIGELL_INSTALLATION_PATH  Full path of Karrigell's
		 installation directory.


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For questions or comments visit
http://www.premia.fr
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