Well, it requires an unmanaged dll (NQuantLibc) to be compiled which would be pinvoked by the managed bindings dll (NQuantLib). The unmanaged dll will not be platform independent (I don't know if you'd be using x86/x64). It also needs to be copied over to the same directory in which your output binaries would reside.

Anyways, I've uploaded an x86 version:

PM> Install-Package NQuantLib (https://www.nuget.org/packages/NQuantLib)