Before making any efforts to expose cliquets for Python (reason I am trying to compile from github), I am trying to compile with no changes from me.
I was surprised by the "#error: using an old version of QuantLib".
I do have QuantLib 1.10 installed and working from a released version of QuantLib-SWIG, but not sure how that would interfere.
C:\Users\DL10>cd c:\local\QuantLib-SWIG
c:\local\QuantLib-SWIG>cd Python
c:\local\QuantLib-SWIG\Python>set QL_DIR=C:\local\QuantLib-1.10
c:\local\QuantLib-SWIG\Python>set INCLUDE=C:\local\boost_1_64_0
c:\local\QuantLib-SWIG\Python>python setup.py wrap
running wrap
Generating Python bindings for QuantLib...
SWIG(1) : Warning 125: Use of the include path to find the input file is deprecated and will not work with ccache. Please include the path when specifying the input file.
c:\local\QuantLib-SWIG\Python>python setup.py build
running build
running build_py
copying QuantLib\QuantLib.py -> build\lib.win-amd64-3.6\QuantLib
running build_ext
building 'QuantLib._QuantLib' extension
C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\BIN\x86_amd64\cl.exe /c /nologo /Ox /W3 /GL /DNDEBUG /MD -D__WIN32__ -DWIN32 -DNDEBUG -D_WINDOWS -DNOMINMAX -IC:\ProgramData\Anaconda3\include -IC:\ProgramData\Anaconda3\include -IC:\local\QuantLib-1.10 -IC:\local\boost_1_64_0 "-IC:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\INCLUDE" "-IC:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\ATLMFC\INCLUDE" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.10240.0\ucrt" "-IC:\Program Files (x86)\Windows Kits\NETFXSDK\4.6.1\include\um" "-IC:\Program Files (x86)\Windows Kits\8.1\include\\shared" "-IC:\Program Files (x86)\Windows Kits\8.1\include\\um" "-IC:\Program Files (x86)\Windows Kits\8.1\include\\winrt" -IC:\local\boost_1_64_0 /EHsc /TpQuantLib/quantlib_wrap.cpp /Fobuild\temp.win-amd64-3.6\Release\QuantLib/quantlib_wrap.obj /GR /FD /Zm250 /EHsc /bigobj /MD
quantlib_wrap.cpp
QuantLib/quantlib_wrap.cpp(4047): fatal error C1189: #error: using an old version of QuantLib, please update
error: command 'C:\\Program Files (x86)\\Microsoft Visual Studio 14.0\\VC\\BIN\\x86_amd64\\cl.exe' failed with exit status 2
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Jason Newkirk