How can I avoid external dependencies in a pybind11 dynamic library?

[jandyman]

We are using pybind11 for a project, and we must release the code for this project. Using a default CMAKE setup, the pybind11 dll ends up depending on other dlls, and it isn't immediately clear exactly which ones they are, though they appear to be MSVC runtime libraries. This causes issues, especially on Windows.

Is it possible to link with static versions of these libraries so that the pybind11 dlls don't have (mysterious) dependencies on other dlls that might not be present on another PC?