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* QuantLib, QuantLibAddin, ObjectHandler source code according to [version matrix](#version-matrix), they need to be put in the same directory
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*`boost` - which is required to build QuantLib
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#### Set environment variable
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please refer to `cmake/*.cmake` and `CMakeList.txt` files
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*`NAN_DIR` - location of `nan`
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*`NODE_GYP_DIR` - location of `.node-gyp` generated by `node-gyp` tool, which is at `~/.node-gyp`, if it doesn't exist, follow the instruction in [node-gyp](https://github.com/nodejs/node-gyp), and build a helloword program, it will generate the `.node-gyp` directory
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*`QUANTLIB_ROOT` - location of QuantLib, QuantLibAddin, ObjectHandler source code
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*`BOOST_ROOT` - location `boost` installed
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#### Use cmake to build the addon
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1. Build QuantLib and QuantLibAddin, please check `CMakeList.txt` for library name, and make sure generated library names are the same in `CMakeList.txt`
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2. from `quantlibnode` root directory `cd build`
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3.`cmake ..` for Windows and Linux, `cmake -G Xcode ..` for Mac OS X
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4.`cmake --build . --config Release`
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5. For Linux, you may need to put `quantlib.node` under `build/Release` manually,
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## Example
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> This is from QuantLibXL - StandaloneExamples - Math - RankReduction.xlsx - FirstCorrMatrix
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