QuantLib Python enum problems
Posted by
Ryan Mills-2 on
Feb 27, 2006; 12:37am
URL: http://quantlib.414.s1.nabble.com/QuantLib-Python-enum-problems-tp11012.html
Hi Guys,
I am new to QuantLib, but I am about to begin work at a financial company, and likely I will use QuantLib for work and personal projects.
All in all, it looks like a lot of work, and I greatly appreciate it being out there to give a solid financial framework.
I managed to install QuantLib-Python 0.3.10 on OS X 10.4.5, and to my knowledge, this has not been widely done as fink still does not have 10.4 support. I wrote a blog about it at:
http://mills.zapto.org/wordpressTwo things:
First:
the quantlib-config should include the location of the directories I passed in to ./configure for the boost directories. It causes problems for QuantLib-Python if quantlib-config is not in there, and modified to include the boost directories. The --with-boost-lib and --with-boost-include should be enough indication to put those directories into quantlib-config.
Second:
I am using python, and I am having some problems creating and using the objects because many of them rely on various enums. QuantLib::TimeUnit, and QuantLib::Frequency come to mind. Basically I am just getting started by trying to use InterestRate to caluclate some expected values. Any chance there is a Python FAQ for QuantLib around anywhere with instructions on how to use the objects or where the enums are stored in Python? I cannot find the enums anywhere. If I do end up figuring it up, perhaps the examples can be added somewhere for future python developers.
http://www.quantlib.org/reference/group__datetime.html#g8b62b8023ffd8b289d40e30c630977ddRegards,
Ryan Mills