I downloaded boost packages under cygwin (both boost and boost-devel). My first problem is unit test framework was not installed through this installation. I have tried to create it through bjam and created a library file at /usr/src/boost-1.33.1-3/boost_1_33_1/bin/boost/libs/test/build/libboost_unit_tes t_framework.a/gcc/boost_unit_test_framework/libboost_unit_test_framework-gcc-1_3 3_1.a I copied it from there to my /lib directory. Then while trying to build quantlib I figured out that quantlib was not able to find any of the boost libraries. They are in my /lib directory as below. After several trials with an hello world code an trying to link library, I realized that I can not link anything in /lib without dll.a extension g++ -o hello -L/lib hello.cpp -llibcrypt this works, since ls /lib/libcrypt* /lib/libcrypt.a /lib/libcrypt.dll.a g++ -o hello -L/lib hello.cpp -llibbfd /usr/lib/gcc/i686-pc-cygwin/3.4.4/../../../../i686-pc-cygwin/bin/ld: cannot find -llibbfd collect2: ld returned 1 exit status fails as libbfd.dll.a does not exist; ls /lib/libbfd* /lib/libbfd.a /lib/libbfd.la none of the libboost have dll.a file; ls libboost* libboost_date_time-gcc-mt-1_33_1.a libboost_program_options-gcc-mt-s.a libboost_signals-gcc-mt-s.a libboost_date_time-gcc-mt-s-1_33_1.a libboost_program_options-gcc-mt.a libboost_signals-gcc-mt.a libboost_date_time-gcc-mt-s.a libboost_python-gcc-mt-1_33_1.a libboost_thread-gcc-mt-1_33_1.a libboost_date_time-gcc-mt.a libboost_python-gcc-mt.a libboost_thread-gcc-mt-s-1_33_1.a libboost_filesystem-gcc-mt-1_33_1.a libboost_regex-gcc-mt-1_33_1.a libboost_thread-gcc-mt-s.a libboost_filesystem-gcc-mt-s-1_33_1.a libboost_regex-gcc-mt-s-1_33_1.a libboost_thread-gcc-mt.a libboost_filesystem-gcc-mt-s.a libboost_regex-gcc-mt-s.a libboost_unit_test_framework-gcc-1_33_1.a libboost_filesystem-gcc-mt.a libboost_regex-gcc-mt.a libboost_unit_test_framework-gcc-mt.a libboost_iostreams-gcc-mt-1_33_1.a libboost_serialization-gcc-mt-1_33_1.a libboost_wave-gcc-mt-1_33_1.a libboost_iostreams-gcc-mt-s-1_33_1.a libboost_serialization-gcc-mt-s-1_33_1.a libboost_wave-gcc-mt-s-1_33_1.a libboost_iostreams-gcc-mt-s.a libboost_serialization-gcc-mt-s.a libboost_wave-gcc-mt-s.a libboost_iostreams-gcc-mt.a libboost_serialization-gcc-mt.a libboost_wave-gcc-mt.a libboost_program_options-gcc-mt-1_33_1.a libboost_signals-gcc-mt-1_33_1.a libboost_program_options-gcc-mt-s-1_33_1.a libboost_signals-gcc-mt-s-1_33_1.a Any help will be appreciated Thanks -- View this message in context: http://www.nabble.com/cygwin-boost-install-problems-dll.a-extension----tp146... Sent from the Boost - Dev mailing list archive at Nabble.com.