Installation QuantLib - Visual Studio 2015 Express - Python

[Stefan Müller]

Hello,

 

I am new to QuantLib and until now just used MatLab to program mathematical models for financial derivatives.

So i tried to install QuantLib with SWIG and i think i managed to create the .cpp Python Wrapper.

 

Unfortunatly i am unable to include it somehow into Visual Studio 2015 to be able to Import Quantlib in a small Python Project.

 

Can you give me some guidance how to proceed step by step?

I am very curious about the capabilities of QuantLib.

 

Kind Regards

Stefan

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[Miguel Manese]

Hi Stefan,

Not sure how you did it, but if you follow the instructions in the site below you're good:

http://www.cs.utah.edu/~cxiong/Files/Misc/QuantLib_Python.html

You said you were able to build it. Did you do

$ python setup.py install 

It should then be accessible by your python distribution. 

For exploring QL with python, I highly recommend the ff links

* https://www.youtube.com/watch?v=__PBUqjCy6E&list=PLu_PrO8j6XAvOAlZND9WUPwTHY_GYhJVr

* http://gouthamanbalaraman.com/blog/quantlib-python-tutorials-with-examples.html

Kr,

On Wed, Dec 7, 2016 at 9:27 AM, Stefan Müller <[hidden email]> wrote:

Hello,

 

I am new to QuantLib and until now just used MatLab to program mathematical models for financial derivatives.

So i tried to install QuantLib with SWIG and i think i managed to create the .cpp Python Wrapper.

 

Unfortunatly i am unable to include it somehow into Visual Studio 2015 to be able to Import Quantlib in a small Python Project.

 

Can you give me some guidance how to proceed step by step?

I am very curious about the capabilities of QuantLib.

 

Kind Regards

Stefan

------------------------------------------------------------------------------
Developer Access Program for Intel Xeon Phi Processors
Access to Intel Xeon Phi processor-based developer platforms.
With one year of Intel Parallel Studio XE.
Training and support from Colfax.
Order your platform today.http://sdm.link/xeonphi
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

... [show rest of quote]

------------------------------------------------------------------------------
Developer Access Program for Intel Xeon Phi Processors
Access to Intel Xeon Phi processor-based developer platforms.
With one year of Intel Parallel Studio XE.
Training and support from Colfax.
Order your platform today.http://sdm.link/xeonphi
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Luigi Ballabio]

Hi Stefan,

    when you say you were able to produce the wrapper, you mean that you created the .cpp file with the wrapper code or the Python module? What did you do exactly?

Luigi

On Thu, Dec 8, 2016 at 6:10 PM Miguel Manese <[hidden email]> wrote:

Hi Stefan,

Not sure how you did it, but if you follow the instructions in the site below you're good:

http://www.cs.utah.edu/~cxiong/Files/Misc/QuantLib_Python.html

You said you were able to build it. Did you do

$ python setup.py install 

It should then be accessible by your python distribution. 

For exploring QL with python, I highly recommend the ff links

* https://www.youtube.com/watch?v=__PBUqjCy6E&list=PLu_PrO8j6XAvOAlZND9WUPwTHY_GYhJVr

* http://gouthamanbalaraman.com/blog/quantlib-python-tutorials-with-examples.html

Kr,

On Wed, Dec 7, 2016 at 9:27 AM, Stefan Müller <[hidden email]> wrote:

Hello,

 

I am new to QuantLib and until now just used MatLab to program mathematical models for financial derivatives.

So i tried to install QuantLib with SWIG and i think i managed to create the .cpp Python Wrapper.

 

Unfortunatly i am unable to include it somehow into Visual Studio 2015 to be able to Import Quantlib in a small Python Project.

 

Can you give me some guidance how to proceed step by step?

I am very curious about the capabilities of QuantLib.

 

Kind Regards

Stefan

------------------------------------------------------------------------------
Developer Access Program for Intel Xeon Phi Processors
Access to Intel Xeon Phi processor-based developer platforms.
With one year of Intel Parallel Studio XE.
Training and support from Colfax.
Order your platform today.http://sdm.link/xeonphi
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

... [show rest of quote]

------------------------------------------------------------------------------
Developer Access Program for Intel Xeon Phi Processors
Access to Intel Xeon Phi processor-based developer platforms.
With one year of Intel Parallel Studio XE.
Training and support from Colfax.
Order your platform today.http://sdm.link/xeonphi_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

... [show rest of quote]

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