QuantLib Lua
The C++ wrappers for the QuantLib-Lua extension module are created by means of SWIG (Simplified Wrapper and Interface Generator) available from http://swig.sourceforge.net/.
The build step requires that the QuantLib headers and library can be found by the compiler. On Unix-like platforms, this should already hold if you ran "make install" from your QuantLib directory.
Attribution
The interface files used by SWIG are part of the free/open-source library Quantlib library. Jose V. Alcala-Burgos just rocks in Lua.
Requirements
Running
$ luarocks make