Hi,
to install the header files into the final location of the boost libraries
If you follow the Boost directory structure your header files are in the right place as soon as you unzip your library beneath the Boost libs subdirectory. Afterward running 'b2 headers' from the Boost top-level directory creates the links to your header files under the Boost boost subdirectory. There is absolutely no need for anything else for a header-only library, nor is there a need to make things more complicated than they need to be. Of course if you are not going to follow the Boost directory structure you will make things needlessly complicated.
Does it matter what bjam would correctly be doing when "cmake install" would not move your library to the final ${prefix}/include/*? I would find it confusing having a library that supposedly "builds" with cmake as well as bjam but does only install with one of them.