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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