Quantlib with Python on Windows

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Quantlib with Python on Windows

Tiago Vieira-3
Hello all

I had some troubles to have my Windows machine configured to use QuantLib through Python. Mac and Linux is quite a quick configuration, but on Windows with MinGW it was a big journey. I didn't want to use Microsoft Visual Studio to get involved in this process at all and as I use MinGW and EPD, I wanted to keep everything into this environment. So, after almost 2 days fighting, I got that working. So, I then created a tutorial which I believe can save the time for those who wants to achieve the same thing.

If you want to have a look, the link is: http://bit.ly/oG6HiQ

If you think there are a better compiler configuration (settings, variables, definitions, etc), I would be happy if you can share so then I update the post or redirect to your blog if you have one. If you have any question, few free to contact me in private. It worked on Windows XP and Windows Vista. Not sure if it will be the same as Windows 7.

Cheers,

Tiago
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