> I need the boost lib version >= 1.37
> This seems to come with boost version 1.33_1
> Does anyone have any instructions how to install the newest boost lib on 
> cygwin.

You will not find anything in cygwin. You have to built the library
yourself which what I do:

* untar
$ ./bootstrap.sh --without-icu --with-toolset=gcc
$ ./bjam --layout=system --user-config=user-config.jam release install

Frédéric

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