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QuantLib-Python (for Windows) Set-Up

Posted by Jake Roth on Dec 13, 2016; 7:46pm
URL: http://quantlib.414.s1.nabble.com/QuantLib-Python-for-Windows-Set-Up-tp17919.html

All --

I am trying to install QuantLib (for use with Python) on a Windows machine based on these instructions.  I've installed the following versions (all exactly as listed on the instructions) to my C:\ drive or C:\Program Files (x86) folder:
  • Visual Studio 2013 (C:\Program Files (x86))
  • Anaconda (32-bit, Python 2.7) (C:\)
  • QuantLib-1.6 (C:\)
  • QuantLib-SWIG-1.6 (C:\)
  • swigwin-3.0.5 (C:\)
  • boost_1_58_0 (C:\)
and have run the following commands from Visual Studio 2013 developer command prompt:

set myboost=C:\boost_1_58_0

msbuild /p:AdditionalLibPaths="&%myboost\lib32-msvc-12.0&" /p:Configuration=Release /p:Platform=Win32 QuantLib_vc12.sln

Inline image 1

However, I am receiving the following (Boost-related) error messages for each file (message below for the stochasticprocesses.cpp file):

C:\QuantLib-1.6\ql/qldefines.hpp(38): fatal error C1083: Cannot include file 'boost/config.hpp': No such file or directory (ql\stochasticprocesses.cpp) [C:\QuantLib-1.6\QuantLib.vcxproj]

Inline image 2

Can you please advise on possible remedies?

Thanks,
Jake

--
Jake Roth
e. [hidden email]

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