Here we’ll show two ways to install quantlib package for python under windows [under unix/linux just install quantlib-python package from your favorite package installer]
first way (somewhat lengthy) is to compile it youself
second and easy way is install it from winpython package (see below)
Compile and install
you’ll need visual studio 2008 because python is compiled with it
install python 2.7
download quantlibÂ
download quantlib-swig (can be for linux distribution, for example for debian)
download boost 1.47 version is ok
extract all this to directory without spaces in name [there’s a bug in python script if ther’re spaces
modify enviroment variables:
INCLUDE = path to boost
QL_DIR = path to quantlib
build quantlib
go to swig/python dir
execute:
python setup.py build --compiler=msvc python setup.py install
if you have several visual studio installations (VS 2012 and VS 2008 for example) you’ll need to run this from visual studio command promt (and indicating full path to python.exe)
Easy way with WinPython
install WinPython
download Quantlib package for your platform from here
run winpython control panel .exe
and point to downloaded quantlib package , Install
to use QuantLib run
from QuantLib import *