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Installing Quantlib on OS EI Capitan

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quantengineer

Installing Quantlib on OS EI Capitan

Can anyone help me...

I have followed all the instructions as follows:

1.Boost Installation
2.QuantLib Installation (did it in 2 hours)
3.compiled the BermudanSwaption

All this was done with no problem

Installed SWIG

The problem is when i try to import the library in IPython (from QuantLib import *) i get the error

ImportError: No module named QuantLib

any one ideas?

Luigi Ballabio

Re: Installing Quantlib on OS EI Capitan

Hello,

the QuantLib-SWIG module installs a QuantLib.py file that Python doesn't currently find. When you say "Installed SWIG" you mean the QuantLib-SWIG release, or just SWIG? How did you do it?

Luigi

On Fri, Jun 10, 2016 at 12:09 PM quantengineer <[hidden email]> wrote:

Can anyone help me...

I have followed all the instructions as follows:

1.Boost Installation
2.QuantLib Installation (did it in 2 hours)
3.compiled the BermudanSwaption

All this was done with no problem

Installed SWIG

The problem is when i try to import the library in IPython (from QuantLib
import *) i get the error

ImportError: No module named QuantLib

any one ideas?

--
View this message in context: http://quantlib.10058.n7.nabble.com/Installing-Quantlib-on-OS-EI-Capitan-tp17505.html
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------------------------------------------------------------------------------
What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic
patterns at an interface-level. Reveals which users, apps, and protocols are
consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity
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------------------------------------------------------------------------------
What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic
patterns at an interface-level. Reveals which users, apps, and protocols are
consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity
planning reports. https://ad.doubleclick.net/ddm/clk/305295220;132659582;e
_______________________________________________
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quantengineer

Re: Installing Quantlib on OS EI Capitan

Ok this is what i have done now.....

1. QuantLib-1.8 Installation

cd /usr/local/lib/QuantLib-1.2.1
sudo ./configure
sudo make
sudo make install

this has worked ....

2. QuantLib-SWIG-1.1 Installation

cd /usr/local/lib/QuantLib-SWIG-1.1
sudo ./configure
sudo make -C Python

At this point i get the error

charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$ sudo make -C Python
/Applications/Xcode.app/Contents/Developer/usr/bin/make all-am
CXXFLAGS="-g -O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare -Wno-write-strings" /opt/local/bin/python setup.py build
running build
running build_py
creating build
creating build/lib.macosx-10.11-x86_64-2.7
creating build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/QuantLib.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
creating build/temp.macosx-10.11-x86_64-2.7
creating build/temp.macosx-10.11-x86_64-2.7/QuantLib
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7 -I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g -O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare -Wno-write-strings
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from /opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4036:59: error:
'value_type' is a private member of
'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>,
^
QuantLib/quantlib_wrap.cpp:7271:23: note: while substituting deduced template
arguments into function template 'operator<<' [with _Expr =
boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >]
s << (*self)[i][j];
^
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from /opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4037:46: error:
'value_type' is a private member of
'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__scalar_expr<typename _Expr::value_type>, _Expr> >
^
2 errors generated.
error: command '/usr/bin/clang' failed with exit status 1
make[1]: *** [.build-stamp] Error 1
make: *** [all] Error 2
charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$

Luigi Ballabio

Re: Installing Quantlib on OS EI Capitan

What version of Boost are you using?

On Fri, Jun 10, 2016 at 9:39 PM quantengineer <[hidden email]> wrote:

Ok this is what i have done now.....

1. QuantLib-1.8 Installation

cd /usr/local/lib/QuantLib-1.2.1
sudo ./configure
sudo make
sudo make install

this has worked ....

2. QuantLib-SWIG-1.1 Installation

cd /usr/local/lib/QuantLib-SWIG-1.1
sudo ./configure
sudo make -C Python

At this point i get the error

charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$ sudo make -C Python
/Applications/Xcode.app/Contents/Developer/usr/bin/make all-am
CXXFLAGS="-g -O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized
-Wno-sign-compare -Wno-write-strings" /opt/local/bin/python setup.py build
running build
running build_py
creating build
creating build/lib.macosx-10.11-x86_64-2.7
creating build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/QuantLib.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
creating build/temp.macosx-10.11-x86_64-2.7
creating build/temp.macosx-10.11-x86_64-2.7/QuantLib
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv
-DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes
-I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7
-I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o
build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g
-O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare
-Wno-write-strings
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4036:59:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>,
^
QuantLib/quantlib_wrap.cpp:7271:23: note: while substituting deduced
template
arguments into function template 'operator<<' [with _Expr =

boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >]
s << (*self)[i][j];
^
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4037:46:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__scalar_expr<typename _Expr::value_type>, _Expr> >
^
2 errors generated.
error: command '/usr/bin/clang' failed with exit status 1
make[1]: *** [.build-stamp] Error 1
make: *** [all] Error 2
charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$

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------------------------------------------------------------------------------
What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic
patterns at an interface-level. Reveals which users, apps, and protocols are
consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity
planning reports. https://ad.doubleclick.net/ddm/clk/305295220;132659582;e
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

quantengineer

Re: Installing Quantlib on OS EI Capitan

boost 1.43

On 14 Jun 2016, at 11:19, Luigi Ballabio <[hidden email]> wrote:

What version of Boost are you using?

On Fri, Jun 10, 2016 at 9:39 PM quantengineer <[hidden email]> wrote:
Ok this is what i have done now.....

1. QuantLib-1.8 Installation

cd /usr/local/lib/QuantLib-1.2.1
sudo ./configure
sudo make
sudo make install

this has worked ....

2. QuantLib-SWIG-1.1 Installation

cd /usr/local/lib/QuantLib-SWIG-1.1
sudo ./configure
sudo make -C Python

At this point i get the error

charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$ sudo make -C Python
/Applications/Xcode.app/Contents/Developer/usr/bin/make all-am
CXXFLAGS="-g -O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized
-Wno-sign-compare -Wno-write-strings" /opt/local/bin/python setup.py build
running build
running build_py
creating build
creating build/lib.macosx-10.11-x86_64-2.7
creating build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/QuantLib.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
creating build/temp.macosx-10.11-x86_64-2.7
creating build/temp.macosx-10.11-x86_64-2.7/QuantLib
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv
-DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes
-I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7
-I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o
build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g
-O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare
-Wno-write-strings
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4036:59:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>,
^
QuantLib/quantlib_wrap.cpp:7271:23: note: while substituting deduced
template
arguments into function template 'operator<<' [with _Expr =

boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >]
s << (*self)[i][j];
^
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4037:46:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__scalar_expr<typename _Expr::value_type>, _Expr> >
^
2 errors generated.
error: command '/usr/bin/clang' failed with exit status 1
make[1]: *** [.build-stamp] Error 1
make: *** [all] Error 2
charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$

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------------------------------------------------------------------------------
What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic
patterns at an interface-level. Reveals which users, apps, and protocols are
consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity
planning reports. https://ad.doubleclick.net/ddm/clk/305295220;132659582;e
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic
patterns at an interface-level. Reveals which users, apps, and protocols are
consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity planning
reports. http://pubads.g.doubleclick.net/gampad/clk?id=1444514421&iu=/41014381
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

Luigi Ballabio

Re: Installing Quantlib on OS EI Capitan

You probably need a newer version. 1.43 is kind of old, and I think the compiler from El Capitan no longer compiles it correctly.

Luigi

On Tue, Jun 14, 2016 at 3:20 PM Charles <[hidden email]> wrote:

boost 1.43

On 14 Jun 2016, at 11:19, Luigi Ballabio <[hidden email]> wrote:

What version of Boost are you using?

On Fri, Jun 10, 2016 at 9:39 PM quantengineer <[hidden email]> wrote:
Ok this is what i have done now.....

1. QuantLib-1.8 Installation

cd /usr/local/lib/QuantLib-1.2.1
sudo ./configure
sudo make
sudo make install

this has worked ....

2. QuantLib-SWIG-1.1 Installation

cd /usr/local/lib/QuantLib-SWIG-1.1
sudo ./configure
sudo make -C Python

At this point i get the error

charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$ sudo make -C Python
/Applications/Xcode.app/Contents/Developer/usr/bin/make all-am
CXXFLAGS="-g -O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized
-Wno-sign-compare -Wno-write-strings" /opt/local/bin/python setup.py build
running build
running build_py
creating build
creating build/lib.macosx-10.11-x86_64-2.7
creating build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/QuantLib.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
creating build/temp.macosx-10.11-x86_64-2.7
creating build/temp.macosx-10.11-x86_64-2.7/QuantLib
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv
-DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes
-I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7
-I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o
build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g
-O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare
-Wno-write-strings
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4036:59:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>,
^
QuantLib/quantlib_wrap.cpp:7271:23: note: while substituting deduced
template
arguments into function template 'operator<<' [with _Expr =

boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >]
s << (*self)[i][j];
^
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4037:46:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__scalar_expr<typename _Expr::value_type>, _Expr> >
^
2 errors generated.
error: command '/usr/bin/clang' failed with exit status 1
make[1]: *** [.build-stamp] Error 1
make: *** [all] Error 2
charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$

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View this message in context: http://quantlib.10058.n7.nabble.com/Installing-Quantlib-on-OS-EI-Capitan-tp17505p17512.html
Sent from the quantlib-users mailing list archive at Nabble.com.

------------------------------------------------------------------------------
What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic
patterns at an interface-level. Reveals which users, apps, and protocols are
consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity
planning reports. https://ad.doubleclick.net/ddm/clk/305295220;132659582;e
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

quantengineer

Re: Installing Quantlib on OS EI Capitan

I installed 1.60 still i can’t call the library in ipython. However after following all instructions on

http://quantlib.org/install/macosx.shtml

the example compiles

only problem is i can’t call the library from ipython get an error which says

--------------------------------------------------------------------------
ImportError                               Traceback (most recent call last)
<ipython-input-1-7585f083cf27> in <module>()
      1 
----> 2 import QuantLib as ql

ImportError: No module named QuantLib

I found this on the net….. does it make sense?

To install Quantlib and Quantlib-SWIG on Mac OS 10.11.2 (El Capitan) and get it to work on Anaconda and pyCharm, I’ve followed the steps below:

Install Xcode 7.2, Apple’s Command Line Developer Tools and Macports
Install boost with sudo port install boost
Download Quantlib 1.7 from source forge and extracted it in /Users/my_account
Run ./configure –enable-static –with-boost-include=/opt/local/include/ –with-boost-lib=/opt/local/lib/ –prefix=/opt/local/ CXXFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″ LDFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″
Remove “-lboost_thread” from Examples/FRA/Makefile.in
Run make && sudo make install
Download Quantlib-SWIG from SF and untar
Go into Python directory
Run python setup.py build, python setup.py test
Run python python setup.py install –prefix //anaconda/envs/your_virtual_env

Then you should be able to “import QuantLib as ql” in pyCharm, or any python IDE

On 14 Jun 2016, at 14:18, Luigi Ballabio [via QuantLib] <[hidden email]> wrote:

You probably need a newer version. 1.43 is kind of old, and I think the compiler from El Capitan no longer compiles it correctly.

Luigi

On Tue, Jun 14, 2016 at 3:20 PM Charles <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=0" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:
boost 1.43

On 14 Jun 2016, at 11:19, Luigi Ballabio <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=1" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:

What version of Boost are you using?

On Fri, Jun 10, 2016 at 9:39 PM quantengineer <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=2" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:
Ok this is what i have done now.....

1. QuantLib-1.8 Installation

cd /usr/local/lib/QuantLib-1.2.1
sudo ./configure
sudo make
sudo make install

this has worked ....

2. QuantLib-SWIG-1.1 Installation

cd /usr/local/lib/QuantLib-SWIG-1.1
sudo ./configure
sudo make -C Python

At this point i get the error

charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$ sudo make -C Python
/Applications/Xcode.app/Contents/Developer/usr/bin/make all-am
CXXFLAGS="-g -O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized
-Wno-sign-compare -Wno-write-strings" /opt/local/bin/python setup.py build
running build
running build_py
creating build
creating build/lib.macosx-10.11-x86_64-2.7
creating build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/QuantLib.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
creating build/temp.macosx-10.11-x86_64-2.7
creating build/temp.macosx-10.11-x86_64-2.7/QuantLib
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv
-DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes
-I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7
-I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o
build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g
-O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare
-Wno-write-strings
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4036:59:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>,
^
QuantLib/quantlib_wrap.cpp:7271:23: note: while substituting deduced
template
arguments into function template 'operator<<' [with _Expr =

boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >]
s << (*self)[i][j];
^
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4037:46:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__scalar_expr<typename _Expr::value_type>, _Expr> >
^
2 errors generated.
error: command '/usr/bin/clang' failed with exit status 1
make[1]: *** [.build-stamp] Error 1
make: *** [all] Error 2
charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$

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Luigi Ballabio

Re: Installing Quantlib on OS EI Capitan

They kind of make sense. Step 5 is no longer required. Step 10 is supposed to install the module where Anaconda can find it, but it seems dependent on where you have installed anaconda, so I'm not sure that on your system it would work as it is (by the way, do you use Anaconda at all?)

Anyway: in a previous mail, you said you had the error while running "make -C Python" from QuantLib-SWIG. Does that work now? (In this mail you say you've followed http://quantlib.org/install/macosx.shtml, which only covers QuantLib installation, not QuantLib-SWIG). After that worked, did you also run "sudo make -C Python install"?

Luigi

On Wed, Jun 15, 2016 at 11:33 AM quantengineer <[hidden email]> wrote:

I installed 1.60 still i can’t call the library in ipython. However after following all instructions on

http://quantlib.org/install/macosx.shtml

the example compiles

only problem is i can’t call the library from ipython get an error which says
--------------------------------------------------------------------------
ImportError                               Traceback (most recent call last)
<ipython-input-1-7585f083cf27> in <module>()
      1 
----> 2 import QuantLib as ql
ImportError: No module named QuantLib
I found this on the net….. does it make sense?

To install Quantlib and Quantlib-SWIG on Mac OS 10.11.2 (El Capitan) and get it to work on Anaconda and pyCharm, I’ve followed the steps below:
Install Xcode 7.2, Apple’s Command Line Developer Tools and Macports
Install boost with sudo port install boost
Download Quantlib 1.7 from source forge and extracted it in /Users/my_account
Run ./configure –enable-static –with-boost-include=/opt/local/include/ –with-boost-lib=/opt/local/lib/ –prefix=/opt/local/ CXXFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″ LDFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″
Remove “-lboost_thread” from Examples/FRA/Makefile.in
Run make && sudo make install
Download Quantlib-SWIG from SF and untar
Go into Python directory
Run python setup.py build, python setup.py test
Run python python setup.py install –prefix //anaconda/envs/your_virtual_env
Then you should be able to “import QuantLib as ql” in pyCharm, or any python IDE

On 14 Jun 2016, at 14:18, Luigi Ballabio [via QuantLib] <[hidden email]> wrote:

You probably need a newer version. 1.43 is kind of old, and I think the compiler from El Capitan no longer compiles it correctly.

Luigi

On Tue, Jun 14, 2016 at 3:20 PM Charles <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=0" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:
boost 1.43

On 14 Jun 2016, at 11:19, Luigi Ballabio <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=1" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:

What version of Boost are you using?

On Fri, Jun 10, 2016 at 9:39 PM quantengineer <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=2" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:

Ok this is what i have done now.....

1. QuantLib-1.8 Installation

cd /usr/local/lib/QuantLib-1.2.1
sudo ./configure
sudo make
sudo make install

this has worked ....

2. QuantLib-SWIG-1.1 Installation

cd /usr/local/lib/QuantLib-SWIG-1.1
sudo ./configure
sudo make -C Python

At this point i get the error

charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$ sudo make -C Python
/Applications/Xcode.app/Contents/Developer/usr/bin/make all-am
CXXFLAGS="-g -O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized
-Wno-sign-compare -Wno-write-strings" /opt/local/bin/python setup.py build
running build
running build_py
creating build
creating build/lib.macosx-10.11-x86_64-2.7
creating build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/QuantLib.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
creating build/temp.macosx-10.11-x86_64-2.7
creating build/temp.macosx-10.11-x86_64-2.7/QuantLib
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv
-DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes
-I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7
-I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o
build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g
-O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare
-Wno-write-strings
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4036:59:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>,
^
QuantLib/quantlib_wrap.cpp:7271:23: note: while substituting deduced
template
arguments into function template 'operator<<' [with _Expr =

boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >]
s << (*self)[i][j];
^
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4037:46:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__scalar_expr<typename _Expr::value_type>, _Expr> >
^
2 errors generated.
error: command '/usr/bin/clang' failed with exit status 1
make[1]: *** [.build-stamp] Error 1
make: *** [all] Error 2
charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$

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------------------------------------------------------------------------------
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What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic
patterns at an interface-level. Reveals which users, apps, and protocols are
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------------------------------------------------------------------------------
What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic
patterns at an interface-level. Reveals which users, apps, and protocols are
consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity planning
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------------------------------------------------------------------------------
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patterns at an interface-level. Reveals which users, apps, and protocols are
consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity planning
reports. http://pubads.g.doubleclick.net/gampad/clk?id=1444514421&iu=/41014381
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quantengineer

Re: Installing Quantlib on OS EI Capitan

Luigi

Everything works until upto point 6 so far.

I then downloaded QuantLib-Swig, got into the Python directory and run

python setup.py build

got the following

charless-MacBook-Pro-2:Python charles$ python setup.py build

running build

running build_py

file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found

file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found

running build_ext

building 'QuantLib._QuantLib' extension

/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7 -I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused

clang: error: no such file or directory: 'QuantLib/quantlib_wrap.cpp'

clang: error: no input files

error: command '/usr/bin/clang' failed with exit status 1

i run python setup.py test and got

running test

running build

running build_py

file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found

file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found

running build_ext

building 'QuantLib._QuantLib' extension

/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7 -I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused

clang: error: no such file or directory: 'QuantLib/quantlib_wrap.cpp'

clang: error: no input files

error: command '/usr/bin/clang' failed with exit status 1

charless-MacBook-Pro-2:Python charles$ 

I have

On 15 Jun 2016, at 17:35, Luigi Ballabio <[hidden email]> wrote:
They kind of make sense. Step 5 is no longer required. Step 10 is supposed to install the module where Anaconda can find it, but it seems dependent on where you have installed anaconda, so I'm not sure that on your system it would work as it is (by the way, do you use Anaconda at all?)

Anyway: in a previous mail, you said you had the error while running "make -C Python" from QuantLib-SWIG. Does that work now? (In this mail you say you've followed http://quantlib.org/install/macosx.shtml, which only covers QuantLib installation, not QuantLib-SWIG). After that worked, did you also run "sudo make -C Python install"?

Luigi
On Wed, Jun 15, 2016 at 11:33 AM quantengineer <[hidden email]> wrote:
I installed 1.60 still i can’t call the library in ipython. However after following all instructions on

http://quantlib.org/install/macosx.shtml

the example compiles

only problem is i can’t call the library from ipython get an error which says
--------------------------------------------------------------------------
ImportError                               Traceback (most recent call last)
<ipython-input-1-7585f083cf27> in <module>()
      1 
----> 2 import QuantLib as ql
ImportError: No module named QuantLib
I found this on the net….. does it make sense?

To install Quantlib and Quantlib-SWIG on Mac OS 10.11.2 (El Capitan) and get it to work on Anaconda and pyCharm, I’ve followed the steps below:
Install Xcode 7.2, Apple’s Command Line Developer Tools and Macports
Install boost with sudo port install boost
Download Quantlib 1.7 from source forge and extracted it in /Users/my_account
Run ./configure –enable-static –with-boost-include=/opt/local/include/ –with-boost-lib=/opt/local/lib/ –prefix=/opt/local/ CXXFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″ LDFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″
Remove “-lboost_thread” from Examples/FRA/Makefile.in
Run make && sudo make install
Download Quantlib-SWIG from SF and untar
Go into Python directory
Run python setup.py build, python setup.py test
Run python python setup.py install –prefix //anaconda/envs/your_virtual_env
Then you should be able to “import QuantLib as ql” in pyCharm, or any python IDE

On 14 Jun 2016, at 14:18, Luigi Ballabio [via QuantLib] <[hidden email]> wrote:

You probably need a newer version. 1.43 is kind of old, and I think the compiler from El Capitan no longer compiles it correctly.

Luigi

On Tue, Jun 14, 2016 at 3:20 PM Charles <<a href="<a href="x-msg://6/user/SendEmail.jtp?type=node&amp;node=17519&amp;i=0" class="">x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=0" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:
boost 1.43

On 14 Jun 2016, at 11:19, Luigi Ballabio <<a href="<a href="x-msg://6/user/SendEmail.jtp?type=node&amp;node=17519&amp;i=1" class="">x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=1" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:

What version of Boost are you using?

On Fri, Jun 10, 2016 at 9:39 PM quantengineer <<a href="<a href="x-msg://6/user/SendEmail.jtp?type=node&amp;node=17519&amp;i=2" class="">x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=2" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:
Ok this is what i have done now.....

1. QuantLib-1.8 Installation

cd /usr/local/lib/QuantLib-1.2.1
sudo ./configure
sudo make
sudo make install

this has worked ....

2. QuantLib-SWIG-1.1 Installation

cd /usr/local/lib/QuantLib-SWIG-1.1
sudo ./configure
sudo make -C Python

At this point i get the error

charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$ sudo make -C Python
/Applications/Xcode.app/Contents/Developer/usr/bin/make all-am
CXXFLAGS="-g -O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized
-Wno-sign-compare -Wno-write-strings" /opt/local/bin/python setup.py build
running build
running build_py
creating build
creating build/lib.macosx-10.11-x86_64-2.7
creating build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/QuantLib.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
creating build/temp.macosx-10.11-x86_64-2.7
creating build/temp.macosx-10.11-x86_64-2.7/QuantLib
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv
-DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes
-I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7
-I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o
build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g
-O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare
-Wno-write-strings
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4036:59:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>,
^
QuantLib/quantlib_wrap.cpp:7271:23: note: while substituting deduced
template
arguments into function template 'operator<<' [with _Expr =

boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >]
s << (*self)[i][j];
^
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4037:46:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__scalar_expr<typename _Expr::value_type>, _Expr> >
^
2 errors generated.
error: command '/usr/bin/clang' failed with exit status 1
make[1]: *** [.build-stamp] Error 1
make: *** [all] Error 2
charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$

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------------------------------------------------------------------------------
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consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity
planning reports. https://ad.doubleclick.net/ddm/clk/305295220;132659582;e
_______________________________________________
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What NetFlow Analyzer can do for you? Monitors network bandwidth and traffic
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Luigi Ballabio

Re: Installing Quantlib on OS EI Capitan

You're missing source files. Did you download the release from https://sourceforge.net/projects/quantlib/files/QuantLib/1.8/other%20languages/?

Are you following the instructions on the site at http://quantlib.org/install/linux-python.shtml ?

On Wed, Jun 15, 2016 at 6:49 PM Charles <[hidden email]> wrote:

Luigi

Everything works until upto point 6 so far.

I then downloaded QuantLib-Swig, got into the Python directory and run

python setup.py build

got the following

charless-MacBook-Pro-2:Python charles$ python setup.py build
running build
running build_py
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
running build_ext
building 'QuantLib._QuantLib' extension
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7 -I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused
clang: error: no such file or directory: 'QuantLib/quantlib_wrap.cpp'
clang: error: no input files
error: command '/usr/bin/clang' failed with exit status 1

i run python setup.py test and got

running test
running build
running build_py
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
running build_ext
building 'QuantLib._QuantLib' extension
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7 -I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused
clang: error: no such file or directory: 'QuantLib/quantlib_wrap.cpp'
clang: error: no input files
error: command '/usr/bin/clang' failed with exit status 1
charless-MacBook-Pro-2:Python charles$

I have
On 15 Jun 2016, at 17:35, Luigi Ballabio <[hidden email]> wrote:
They kind of make sense. Step 5 is no longer required. Step 10 is supposed to install the module where Anaconda can find it, but it seems dependent on where you have installed anaconda, so I'm not sure that on your system it would work as it is (by the way, do you use Anaconda at all?)

Anyway: in a previous mail, you said you had the error while running "make -C Python" from QuantLib-SWIG. Does that work now? (In this mail you say you've followed http://quantlib.org/install/macosx.shtml, which only covers QuantLib installation, not QuantLib-SWIG). After that worked, did you also run "sudo make -C Python install"?

Luigi
On Wed, Jun 15, 2016 at 11:33 AM quantengineer <[hidden email]> wrote:
I installed 1.60 still i can’t call the library in ipython. However after following all instructions on

http://quantlib.org/install/macosx.shtml

the example compiles

only problem is i can’t call the library from ipython get an error which says
--------------------------------------------------------------------------
ImportError                               Traceback (most recent call last)
<ipython-input-1-7585f083cf27> in <module>()
      1 
----> 2 import QuantLib as ql
ImportError: No module named QuantLib
I found this on the net….. does it make sense?

To install Quantlib and Quantlib-SWIG on Mac OS 10.11.2 (El Capitan) and get it to work on Anaconda and pyCharm, I’ve followed the steps below:
Install Xcode 7.2, Apple’s Command Line Developer Tools and Macports
Install boost with sudo port install boost
Download Quantlib 1.7 from source forge and extracted it in /Users/my_account
Run ./configure –enable-static –with-boost-include=/opt/local/include/ –with-boost-lib=/opt/local/lib/ –prefix=/opt/local/ CXXFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″ LDFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″
Remove “-lboost_thread” from Examples/FRA/Makefile.in
Run make && sudo make install
Download Quantlib-SWIG from SF and untar
Go into Python directory
Run python setup.py build, python setup.py test
Run python python setup.py install –prefix //anaconda/envs/your_virtual_env
Then you should be able to “import QuantLib as ql” in pyCharm, or any python IDE

On 14 Jun 2016, at 14:18, Luigi Ballabio [via QuantLib] <[hidden email]> wrote:

You probably need a newer version. 1.43 is kind of old, and I think the compiler from El Capitan no longer compiles it correctly.

Luigi

On Tue, Jun 14, 2016 at 3:20 PM Charles <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=0" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:
boost 1.43

On 14 Jun 2016, at 11:19, Luigi Ballabio <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=1" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:

What version of Boost are you using?

On Fri, Jun 10, 2016 at 9:39 PM quantengineer <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=2" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:
Ok this is what i have done now.....

1. QuantLib-1.8 Installation

cd /usr/local/lib/QuantLib-1.2.1
sudo ./configure
sudo make
sudo make install

this has worked ....

2. QuantLib-SWIG-1.1 Installation

cd /usr/local/lib/QuantLib-SWIG-1.1
sudo ./configure
sudo make -C Python

At this point i get the error

charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$ sudo make -C Python
/Applications/Xcode.app/Contents/Developer/usr/bin/make all-am
CXXFLAGS="-g -O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized
-Wno-sign-compare -Wno-write-strings" /opt/local/bin/python setup.py build
running build
running build_py
creating build
creating build/lib.macosx-10.11-x86_64-2.7
creating build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/QuantLib.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
creating build/temp.macosx-10.11-x86_64-2.7
creating build/temp.macosx-10.11-x86_64-2.7/QuantLib
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv
-DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes
-I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7
-I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o
build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g
-O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare
-Wno-write-strings
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4036:59:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>,
^
QuantLib/quantlib_wrap.cpp:7271:23: note: while substituting deduced
template
arguments into function template 'operator<<' [with _Expr =

boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >]
s << (*self)[i][j];
^
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4037:46:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__scalar_expr<typename _Expr::value_type>, _Expr> >
^
2 errors generated.
error: command '/usr/bin/clang' failed with exit status 1
make[1]: *** [.build-stamp] Error 1
make: *** [all] Error 2
charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$

--
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------------------------------------------------------------------------------
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patterns at an interface-level. Reveals which users, apps, and protocols are
consuming the most bandwidth. Provides multi-vendor support for NetFlow,
J-Flow, sFlow and other flows. Make informed decisions using capacity planning
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quantengineer

Re: Installing Quantlib on OS EI Capitan

Luigi

Finally in the early hours of the morning its working…. just the bit at the end were i can get the link with anaconda working

charless-MacBook-Pro-2:Python charles$ python setup.py test

running test

running build

running build_py

running build_ext

testing QuantLib 1.8

runTest (date.DateTest)

Testing date arithmetics ... ok

testObservable (instruments.InstrumentTest)

Testing observability of stocks ... ok

testObservable (marketelements.MarketElementTest)

Testing observability of market elements ... ok

testObservableHandle (marketelements.MarketElementTest)

Testing observability of market element handles ... ok

testKronrod (integrals.IntegralTest)

Testing Gauss-Kronrod integration ... ok

testSegment (integrals.IntegralTest)

Testing segment integration ... ok

testSimpson (integrals.IntegralTest)

Testing Simpson integration ... ok

testTrapezoid (integrals.IntegralTest)

Testing trapezoid integration ... ok

runTest (solvers1d.Solver1DTest)

Testing 1-D solvers ... ok

testFSpreadedObs (termstructures.TermStructureTest)

Testing observability of forward-spreaded term structure ... ok

testImpliedObs (termstructures.TermStructureTest)

Testing observability of implied term structure ... ok

testZSpreadedObs (termstructures.TermStructureTest)

Testing observability of zero-spreaded term structure ... ok

testCashFlows (bonds.FixedRateBondTest)

Testing that the FixedRateBond gives the expected cash flows. ... ok

testCleanPrice (bonds.FixedRateBondTest)

Testing FixedRateBond clean price. ... ok

testCleanPriceFromZSpread (bonds.FixedRateBondTest)

Testing FixedRateBond clean price derived from Z-spread. ... ok

testDayCounter (bonds.FixedRateBondTest)

Testing FixedRateBond dayCounter() method. ... ok

testDirtyPrice (bonds.FixedRateBondTest)

Testing FixedRateBond dirty price. ... ok

testFrequency (bonds.FixedRateBondTest)

Testing FixedRateBond frequency() method. ... ok

testNextCoupon (bonds.FixedRateBondTest)

Testing FixedRateBond correct next coupon amount. ... ok

testNotional (bonds.FixedRateBondTest)

Testing FixedRateBond notional values. ... ok

testPrevCoupon (bonds.FixedRateBondTest)

Testing FixedRateBond correct previous coupon amount. ... ok

testRedemption (bonds.FixedRateBondTest)

Testing FixedRateBond redemption value and date. ... ok

testRedemptions (bonds.FixedRateBondTest)

Testing FixedRateBond redemptions. ... ok

testSimpleInspectors (bonds.FixedRateBondTest)

Testing FixedRateBond simple inspectors. ... ok

testBond (ratehelpers.FixedRateBondHelperTest)

Testing FixedRateBondHelper bond() method. ... ok

testFairRate (cms.CmsTest)

Testing Hagan-pricer flat-vol equivalence for coupons... ... ok

testParity (cms.CmsTest)

Testing put-call parity for capped-floored CMS coupons... ... ok

testConsistency (assetswap.AssetSwapTest)

Testing consistency between fair price and fair spread... ... ok

testGenericBondImplied (assetswap.AssetSwapTest)

Testing implied generic-bond value against asset-swap fair price with null spread... ... ok

testImpliedValue (assetswap.AssetSwapTest)

Testing implied bond value against asset-swap fair price with null spread... ... ok

testMASWWithGenericBond (assetswap.AssetSwapTest)

Testing market asset swap against par asset swap with generic bond... ... ok

testMarketASWSpread (assetswap.AssetSwapTest)

Testing relationship between market asset swap and par asset swap... ... ok

testSpecializedBondVsGenericBond (assetswap.AssetSwapTest)

Testing clean and dirty prices for specialized bond against equivalent generic bond... ... ok

testSpecializedBondVsGenericBondUsingAsw (assetswap.AssetSwapTest)

Testing asset-swap prices and spreads for specialized bond against equivalent generic bond... ... ok

testZSpread (assetswap.AssetSwapTest)

Testing clean and dirty price with null Z-spread against theoretical prices... ... ok

testZSpreadWithGenericBond (assetswap.AssetSwapTest)

Testing clean and dirty price with null Z-spread against theoretical prices... ... ok

----------------------------------------------------------------------

Ran 36 tests in 0.665s

OK

charless-MacBook-Pro-2:Python charles$ python setup.py install --prefix //anaconda/envs/Users/charles/anaconda

running install

running build

running build_py

running build_ext

running install_lib

creating //anaconda

error: could not create '//anaconda': Permission denied

charless-MacBook-Pro-2:Python charles$ 

On 15 Jun 2016, at 20:55, Luigi Ballabio <[hidden email]> wrote:
You're missing source files. Did you download the release from https://sourceforge.net/projects/quantlib/files/QuantLib/1.8/other%20languages/?
Are you following the instructions on the site at http://quantlib.org/install/linux-python.shtml ?
On Wed, Jun 15, 2016 at 6:49 PM Charles <[hidden email]> wrote:
Luigi

Everything works until upto point 6 so far.

I then downloaded QuantLib-Swig, got into the Python directory and run

python setup.py build

got the following

charless-MacBook-Pro-2:Python charles$ python setup.py build
running build
running build_py
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
running build_ext
building 'QuantLib._QuantLib' extension
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7 -I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused
clang: error: no such file or directory: 'QuantLib/quantlib_wrap.cpp'
clang: error: no input files
error: command '/usr/bin/clang' failed with exit status 1

i run python setup.py test and got

running test
running build
running build_py
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
running build_ext
building 'QuantLib._QuantLib' extension
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7 -I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused
clang: error: no such file or directory: 'QuantLib/quantlib_wrap.cpp'
clang: error: no input files
error: command '/usr/bin/clang' failed with exit status 1
charless-MacBook-Pro-2:Python charles$

I have
On 15 Jun 2016, at 17:35, Luigi Ballabio <[hidden email]> wrote:
They kind of make sense. Step 5 is no longer required. Step 10 is supposed to install the module where Anaconda can find it, but it seems dependent on where you have installed anaconda, so I'm not sure that on your system it would work as it is (by the way, do you use Anaconda at all?)

Anyway: in a previous mail, you said you had the error while running "make -C Python" from QuantLib-SWIG. Does that work now? (In this mail you say you've followed http://quantlib.org/install/macosx.shtml, which only covers QuantLib installation, not QuantLib-SWIG). After that worked, did you also run "sudo make -C Python install"?

Luigi
On Wed, Jun 15, 2016 at 11:33 AM quantengineer <[hidden email]> wrote:
I installed 1.60 still i can’t call the library in ipython. However after following all instructions on

http://quantlib.org/install/macosx.shtml

the example compiles

only problem is i can’t call the library from ipython get an error which says
--------------------------------------------------------------------------
ImportError                               Traceback (most recent call last)
<ipython-input-1-7585f083cf27> in <module>()
      1 
----> 2 import QuantLib as ql
ImportError: No module named QuantLib
I found this on the net….. does it make sense?

To install Quantlib and Quantlib-SWIG on Mac OS 10.11.2 (El Capitan) and get it to work on Anaconda and pyCharm, I’ve followed the steps below:
Install Xcode 7.2, Apple’s Command Line Developer Tools and Macports
Install boost with sudo port install boost
Download Quantlib 1.7 from source forge and extracted it in /Users/my_account
Run ./configure –enable-static –with-boost-include=/opt/local/include/ –with-boost-lib=/opt/local/lib/ –prefix=/opt/local/ CXXFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″ LDFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″
Remove “-lboost_thread” from Examples/FRA/Makefile.in
Run make && sudo make install
Download Quantlib-SWIG from SF and untar
Go into Python directory
Run python setup.py build, python setup.py test
Run python python setup.py install –prefix //anaconda/envs/your_virtual_env
Then you should be able to “import QuantLib as ql” in pyCharm, or any python IDE

On 14 Jun 2016, at 14:18, Luigi Ballabio [via QuantLib] <[hidden email]> wrote:

You probably need a newer version. 1.43 is kind of old, and I think the compiler from El Capitan no longer compiles it correctly.

Luigi

On Tue, Jun 14, 2016 at 3:20 PM Charles <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=0" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:
boost 1.43

On 14 Jun 2016, at 11:19, Luigi Ballabio <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=1" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:

What version of Boost are you using?

On Fri, Jun 10, 2016 at 9:39 PM quantengineer <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=2" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:
Ok this is what i have done now.....

1. QuantLib-1.8 Installation

cd /usr/local/lib/QuantLib-1.2.1
sudo ./configure
sudo make
sudo make install

this has worked ....

2. QuantLib-SWIG-1.1 Installation

cd /usr/local/lib/QuantLib-SWIG-1.1
sudo ./configure
sudo make -C Python

At this point i get the error

charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$ sudo make -C Python
/Applications/Xcode.app/Contents/Developer/usr/bin/make all-am
CXXFLAGS="-g -O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized
-Wno-sign-compare -Wno-write-strings" /opt/local/bin/python setup.py build
running build
running build_py
creating build
creating build/lib.macosx-10.11-x86_64-2.7
creating build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/QuantLib.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
creating build/temp.macosx-10.11-x86_64-2.7
creating build/temp.macosx-10.11-x86_64-2.7/QuantLib
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv
-DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes
-I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7
-I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o
build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g
-O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare
-Wno-write-strings
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4036:59:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>,
^
QuantLib/quantlib_wrap.cpp:7271:23: note: while substituting deduced
template
arguments into function template 'operator<<' [with _Expr =

boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >]
s << (*self)[i][j];
^
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4037:46:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__scalar_expr<typename _Expr::value_type>, _Expr> >
^
2 errors generated.
error: command '/usr/bin/clang' failed with exit status 1
make[1]: *** [.build-stamp] Error 1
make: *** [all] Error 2
charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$

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Luigi Ballabio

Re: Installing Quantlib on OS EI Capitan

I'm guessing that's because //anaconda/envs/Users/charles/anaconda was some kind of placeholder in the instructions for the actual Anaconda installation path. Does the path exist? Where is the Anaconda python installation on your computer?

Luigi

On Thu, Jun 16, 2016 at 2:21 AM Charles <[hidden email]> wrote:

Luigi

Finally in the early hours of the morning its working…. just the bit at the end were i can get the link with anaconda working

charless-MacBook-Pro-2:Python charles$ python setup.py test
running test
running build
running build_py
running build_ext
testing QuantLib 1.8
runTest (date.DateTest)
Testing date arithmetics ... ok
testObservable (instruments.InstrumentTest)
Testing observability of stocks ... ok
testObservable (marketelements.MarketElementTest)
Testing observability of market elements ... ok
testObservableHandle (marketelements.MarketElementTest)
Testing observability of market element handles ... ok
testKronrod (integrals.IntegralTest)
Testing Gauss-Kronrod integration ... ok
testSegment (integrals.IntegralTest)
Testing segment integration ... ok
testSimpson (integrals.IntegralTest)
Testing Simpson integration ... ok
testTrapezoid (integrals.IntegralTest)
Testing trapezoid integration ... ok
runTest (solvers1d.Solver1DTest)
Testing 1-D solvers ... ok
testFSpreadedObs (termstructures.TermStructureTest)
Testing observability of forward-spreaded term structure ... ok
testImpliedObs (termstructures.TermStructureTest)
Testing observability of implied term structure ... ok
testZSpreadedObs (termstructures.TermStructureTest)
Testing observability of zero-spreaded term structure ... ok
testCashFlows (bonds.FixedRateBondTest)
Testing that the FixedRateBond gives the expected cash flows. ... ok
testCleanPrice (bonds.FixedRateBondTest)
Testing FixedRateBond clean price. ... ok
testCleanPriceFromZSpread (bonds.FixedRateBondTest)
Testing FixedRateBond clean price derived from Z-spread. ... ok
testDayCounter (bonds.FixedRateBondTest)
Testing FixedRateBond dayCounter() method. ... ok
testDirtyPrice (bonds.FixedRateBondTest)
Testing FixedRateBond dirty price. ... ok
testFrequency (bonds.FixedRateBondTest)
Testing FixedRateBond frequency() method. ... ok
testNextCoupon (bonds.FixedRateBondTest)
Testing FixedRateBond correct next coupon amount. ... ok
testNotional (bonds.FixedRateBondTest)
Testing FixedRateBond notional values. ... ok
testPrevCoupon (bonds.FixedRateBondTest)
Testing FixedRateBond correct previous coupon amount. ... ok
testRedemption (bonds.FixedRateBondTest)
Testing FixedRateBond redemption value and date. ... ok
testRedemptions (bonds.FixedRateBondTest)
Testing FixedRateBond redemptions. ... ok
testSimpleInspectors (bonds.FixedRateBondTest)
Testing FixedRateBond simple inspectors. ... ok
testBond (ratehelpers.FixedRateBondHelperTest)
Testing FixedRateBondHelper bond() method. ... ok
testFairRate (cms.CmsTest)
Testing Hagan-pricer flat-vol equivalence for coupons... ... ok
testParity (cms.CmsTest)
Testing put-call parity for capped-floored CMS coupons... ... ok
testConsistency (assetswap.AssetSwapTest)
Testing consistency between fair price and fair spread... ... ok
testGenericBondImplied (assetswap.AssetSwapTest)
Testing implied generic-bond value against asset-swap fair price with null spread... ... ok
testImpliedValue (assetswap.AssetSwapTest)
Testing implied bond value against asset-swap fair price with null spread... ... ok
testMASWWithGenericBond (assetswap.AssetSwapTest)
Testing market asset swap against par asset swap with generic bond... ... ok
testMarketASWSpread (assetswap.AssetSwapTest)
Testing relationship between market asset swap and par asset swap... ... ok
testSpecializedBondVsGenericBond (assetswap.AssetSwapTest)
Testing clean and dirty prices for specialized bond against equivalent generic bond... ... ok
testSpecializedBondVsGenericBondUsingAsw (assetswap.AssetSwapTest)
Testing asset-swap prices and spreads for specialized bond against equivalent generic bond... ... ok
testZSpread (assetswap.AssetSwapTest)
Testing clean and dirty price with null Z-spread against theoretical prices... ... ok
testZSpreadWithGenericBond (assetswap.AssetSwapTest)
Testing clean and dirty price with null Z-spread against theoretical prices... ... ok

----------------------------------------------------------------------
Ran 36 tests in 0.665s

OK
charless-MacBook-Pro-2:Python charles$ python setup.py install --prefix //anaconda/envs/Users/charles/anaconda
running install
running build
running build_py
running build_ext
running install_lib
creating //anaconda
error: could not create '//anaconda': Permission denied
charless-MacBook-Pro-2:Python charles$
On 15 Jun 2016, at 20:55, Luigi Ballabio <[hidden email]> wrote:
You're missing source files. Did you download the release from https://sourceforge.net/projects/quantlib/files/QuantLib/1.8/other%20languages/?
Are you following the instructions on the site at http://quantlib.org/install/linux-python.shtml ?
On Wed, Jun 15, 2016 at 6:49 PM Charles <[hidden email]> wrote:
Luigi

Everything works until upto point 6 so far.

I then downloaded QuantLib-Swig, got into the Python directory and run

python setup.py build

got the following

charless-MacBook-Pro-2:Python charles$ python setup.py build
running build
running build_py
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
running build_ext
building 'QuantLib._QuantLib' extension
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7 -I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused
clang: error: no such file or directory: 'QuantLib/quantlib_wrap.cpp'
clang: error: no input files
error: command '/usr/bin/clang' failed with exit status 1

i run python setup.py test and got

running test
running build
running build_py
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
file QuantLib/QuantLib.py (for module QuantLib.QuantLib) not found
running build_ext
building 'QuantLib._QuantLib' extension
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7 -I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused
clang: error: no such file or directory: 'QuantLib/quantlib_wrap.cpp'
clang: error: no input files
error: command '/usr/bin/clang' failed with exit status 1
charless-MacBook-Pro-2:Python charles$

I have
On 15 Jun 2016, at 17:35, Luigi Ballabio <[hidden email]> wrote:
They kind of make sense. Step 5 is no longer required. Step 10 is supposed to install the module where Anaconda can find it, but it seems dependent on where you have installed anaconda, so I'm not sure that on your system it would work as it is (by the way, do you use Anaconda at all?)

Anyway: in a previous mail, you said you had the error while running "make -C Python" from QuantLib-SWIG. Does that work now? (In this mail you say you've followed http://quantlib.org/install/macosx.shtml, which only covers QuantLib installation, not QuantLib-SWIG). After that worked, did you also run "sudo make -C Python install"?

Luigi
On Wed, Jun 15, 2016 at 11:33 AM quantengineer <[hidden email]> wrote:
I installed 1.60 still i can’t call the library in ipython. However after following all instructions on

http://quantlib.org/install/macosx.shtml

the example compiles

only problem is i can’t call the library from ipython get an error which says
--------------------------------------------------------------------------
ImportError                               Traceback (most recent call last)
<ipython-input-1-7585f083cf27> in <module>()
      1 
----> 2 import QuantLib as ql
ImportError: No module named QuantLib
I found this on the net….. does it make sense?

To install Quantlib and Quantlib-SWIG on Mac OS 10.11.2 (El Capitan) and get it to work on Anaconda and pyCharm, I’ve followed the steps below:
Install Xcode 7.2, Apple’s Command Line Developer Tools and Macports
Install boost with sudo port install boost
Download Quantlib 1.7 from source forge and extracted it in /Users/my_account
Run ./configure –enable-static –with-boost-include=/opt/local/include/ –with-boost-lib=/opt/local/lib/ –prefix=/opt/local/ CXXFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″ LDFLAGS=”-stdlib=libstdc++ -mmacosx-version-min=10.6″
Remove “-lboost_thread” from Examples/FRA/Makefile.in
Run make && sudo make install
Download Quantlib-SWIG from SF and untar
Go into Python directory
Run python setup.py build, python setup.py test
Run python python setup.py install –prefix //anaconda/envs/your_virtual_env
Then you should be able to “import QuantLib as ql” in pyCharm, or any python IDE

On 14 Jun 2016, at 14:18, Luigi Ballabio [via QuantLib] <[hidden email]> wrote:

You probably need a newer version. 1.43 is kind of old, and I think the compiler from El Capitan no longer compiles it correctly.

Luigi

On Tue, Jun 14, 2016 at 3:20 PM Charles <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=0" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:
boost 1.43

On 14 Jun 2016, at 11:19, Luigi Ballabio <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=1" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:

What version of Boost are you using?

On Fri, Jun 10, 2016 at 9:39 PM quantengineer <<a href="x-msg://6/user/SendEmail.jtp?type=node&node=17519&i=2" target="_top" rel="nofollow" link="external" class="">[hidden email]> wrote:
Ok this is what i have done now.....

1. QuantLib-1.8 Installation

cd /usr/local/lib/QuantLib-1.2.1
sudo ./configure
sudo make
sudo make install

this has worked ....

2. QuantLib-SWIG-1.1 Installation

cd /usr/local/lib/QuantLib-SWIG-1.1
sudo ./configure
sudo make -C Python

At this point i get the error

charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$ sudo make -C Python
/Applications/Xcode.app/Contents/Developer/usr/bin/make all-am
CXXFLAGS="-g -O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized
-Wno-sign-compare -Wno-write-strings" /opt/local/bin/python setup.py build
running build
running build_py
creating build
creating build/lib.macosx-10.11-x86_64-2.7
creating build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/__init__.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
copying QuantLib/QuantLib.py -> build/lib.macosx-10.11-x86_64-2.7/QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
creating build/temp.macosx-10.11-x86_64-2.7
creating build/temp.macosx-10.11-x86_64-2.7/QuantLib
/usr/bin/clang -fno-strict-aliasing -fno-common -dynamic -pipe -Os -fwrapv
-DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes
-I/opt/local/Library/Frameworks/Python.framework/Versions/2.7/include/python2.7
-I/opt/local/include -I/opt/local/include -c QuantLib/quantlib_wrap.cpp -o
build/temp.macosx-10.11-x86_64-2.7/QuantLib/quantlib_wrap.o -Wno-unused -g
-O2 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare
-Wno-write-strings
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4036:59:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__val_expr<_BinaryOp<__bit_shift_left<typename _Expr::value_type>,
^
QuantLib/quantlib_wrap.cpp:7271:23: note: while substituting deduced
template
arguments into function template 'operator<<' [with _Expr =

boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >]
s << (*self)[i][j];
^
In file included from QuantLib/quantlib_wrap.cpp:3940:
In file included from /opt/local/include/ql/quantlib.hpp:47:
In file included from /opt/local/include/ql/math/all.hpp:38:
In file included from /opt/local/include/ql/math/matrixutilities/all.hpp:4:
In file included from
/opt/local/include/ql/math/matrixutilities/basisincompleteordered.hpp:25:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/../include/c++/v1/valarray:4037:46:
error:
'value_type' is a private member of

'boost::iterators::detail::operator_brackets_proxy<QuantLib::step_iterator<double
*> >'
__scalar_expr<typename _Expr::value_type>, _Expr> >
^
2 errors generated.
error: command '/usr/bin/clang' failed with exit status 1
make[1]: *** [.build-stamp] Error 1
make: *** [all] Error 2
charless-MacBook-Pro-2:QuantLib-SWIG-1.7 charles$

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