QuantExt-SWIG
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macos ===== 0) Patches for QuantLib-SWIG daycounters.i: comment out the deprecated Actual365NoLeap 1) Edit /usr/local/bin/quantlib-config to find QuantLib line 3: prefix=/usr/local --> prefix=/Users/roland/Development/oremaster/QuantLib line 41: -I${prefix}/include --> -I${prefix} line 45: -L${exec_prefix}/lib --> -L${exec_prefix}/ql/.libs 2) Patch Makefile.am, line 12 (add LDFLAGS) CXXFLAGS="$(CXXFLAGS) $(CXXWARNINGFLAGS)" CC="$(CC)" CXX="$(CXX)" LDFLAGS="$(LDFLAGS)" $(PYTHON) setup.py build 3) Run ./autogen.sh and configure ./configure CXXFLAGS="-O2 -stdlib=libc++ -mmacosx-version-min=10.9" LDFLAGS="-stdlib=libc++ -mmacosx-version-min=10.9 -L$OREMASTER/QuantLib/ql/.libs -lQuantLib -L$BOOST/stage/lib -lboost_thread -lboost_system" 4) Build wrapper: make -C python 5) Add QuantExt, QuantLib and Boost locations to the DYLD_LIBRARY_PATH, e.g. export DYLD_LIBRARY_PATH=$DYLD_LIBRARY_PATH:/Users/roland/Development/boost/boost_1_65_1/stage/lib:/Users/roland/Development/oremaster/QuantLib/ql/.libs:/Users/roland/Development/oremaster/QuantExt/qle/.libs 6) Run tests: cd Python python setup.py test 7) export PYTHONPATH=/Users/roland/Development/python/lib/python3.5/site-packages python setup.py install --prefix=/Users/roland/Development/python 8) Try examples (all work): cd examples python swap.py windows ======= 1) Include SWIG path to the Path environment variable: set Path=%Path%;C:\swigwin-3.0.12 2) Add PYTHON_INCLUDE and PYTHON_LIB variables to the system environment, e.g. set PYTHON_INCLUDE="C:\Users\Danilo Delgado\AppData\Local\Continuum\anaconda3\include" set PYTHON_LIB="C:\Users\Danilo Delgado\AppData\Local\Continuum\anaconda3\libs" 3) Add BOOST_ROOT and BOOST_LIB variables to the system environment, e.g. set BOOST_ROOT=C:\repos\boost_1_65_1 set BOOST_LIB=C:\repos\boost_1_65_1\lib\x64\lib\lib 4) Add ORE_DIR and QL_DIR variables to the system environment, e.g. set ORE_DIR=C:\dev\openxva 5) Run the following python scripts to install QuantExt libraries: cd Python python setup.py wrap python setup.py build python setup.py install 6) Try examples (all work): cd examples python swap.py python commodityforward.py