I installed boost using homebrew and installed QuantLib 1.11 from source using instructions from their website. (Admittedly I probably should have used homebrew to this as well but didn't find those instructions until later.) Initially I failed to include the --enable-intraday argument to ./configure but after failing to load RQuantLib, I went back and added that and am waiting for the rebuild to complete. At any rate I got 12 warnings like this one during compilation of RQuantLib from the console. Seems likely that these warnings would also have occurred if compiled from Terminal session:
> install.packages("~/RQuantLib_0.4.4.tar.gz", repo=NULL, type="source", configure.args="--with-boost-include=/usr/local/include/ --with-boost-lib=/usr/local/lib/")
<snipped preliminaries>
config.status: creating src/Makevars
Completed configuration and ready to build.
** libs
/usr/local/clang4/bin/clang++ -I/Library/Frameworks/R.framework/Resources/include -I"/Library/Frameworks/R.framework/Versions/3.4/Resources/library/Rcpp/include" -I/usr/local/include -mtune=core2 -O3 -I/usr/local/include -I/usr/local/include -I/usr/local/include/ -I../inst/include -I. -fopenmp -DRCPP_NEW_DATE_DATETIME_VECTORS -fPIC -mtune=core2 -O3 -c RcppExports.cpp -o RcppExports.o
/usr/local/clang4/bin/clang++ -I/Library/Frameworks/R.framework/Resources/include -I"/Library/Frameworks/R.framework/Versions/3.4/Resources/library/Rcpp/include" -I/usr/local/include -mtune=core2 -O3 -I/usr/local/include -I/usr/local/include -I/usr/local/include/ -I../inst/include -I. -fopenmp -DRCPP_NEW_DATE_DATETIME_VECTORS -fPIC -mtune=core2 -O3 -c affine.cpp -o affine.o
/usr/local/clang4/bin/clang++ -I/Library/Frameworks/R.framework/Resources/include -I"/Library/Frameworks/R.framework/Versions/3.4/Resources/library/Rcpp/include" -I/usr/local/include -mtune=core2 -O3 -I/usr/local/include -I/usr/local/include -I/usr/local/include/ -I../inst/include -I. -fopenmp -DRCPP_NEW_DATE_DATETIME_VECTORS -fPIC -mtune=core2 -O3 -c asian.cpp -o asian.o
asian.cpp:23:10: warning: non-portable path to file '<RQuantLib.h>'; specified path differs in case from file name on disk [-Wnonportable-include-path]
#include <rquantlib.h>
^~~~~~~~~~~~~
<RQuantLib.h>
1 warning generated.
Seems that a simple fix would be to rename that file "rquantlib.h"?
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