Before installing QuantLib, make sure that you have a working Boost installation; see http://www.boost.org/more/getting_started.html for instructions.
A tarball of the source distribution is available from
http://quantlib.org/download.shtml
After uncompressing the sources:
A zip archiveof the source distribution is available at
http://quantlib.org/download.shtml
Before compiling the library, you might want to edit the file "ql/userconfig.hpp"; see the User configuration section for details.
Projects files are supplied for building the library with Microsoft Visual C++ 7.1, 8.0 and 9.0 and with Dev-C++.
Detailed instructions for compilation under Visual C++ are available at http://quantlib.org/install/vc9.shtml.