I am trying to install QuantLib Python. So, I followed through and installed:
1) Anaconda3, boost_1_64_0, QuantLib-1.10, QuantLib-SWIG-1.10,swigwin-3.0.12.
2) I installed using Visual Studio 2017, QuantLib. I followed a youtube video and managed to install it correctly and run an example.
3) Then I switched back to the indications in http://quantlib.org/install/windows-python.shtml, I execute the commands:
cd C:\local\QuantLib-SWIG-1.10\Python
set QL_DIR=C:\local\QuantLib-1.10
set INCLUDE=C:\local\boost_1_64_0
python setup.py build
but it fails...summarizing what I get:
C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\BIN\x86_amd64\link.exe /nologo /INCREMENTAL:NO /LTCG /DLL /MANIFEST:EMBED,ID=2 /MANIFESTUAC:NO /LIBPATH:C:\local\Anaconda3\libs /LIBPATH:C:\local\Anaconda3\PCbuild\amd64 /LIBPATH:C:\local\QuantLib-1.10\lib "/LIBPATH:C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\LIB\amd64" "/LIBPATH:C:\Program Files (x86)\Windows Kits\10\lib\10.0.15063.0\ucrt\x64" "/LIBPATH:C:\Program Files (x86)\Windows Kits\NETFXSDK\4.6.1\lib\um\x64" "/LIBPATH:C:\Program Files (x86)\Windows Kits\10\lib\10.0.15063.0\um\x64" /EXPORT:PyInit__QuantLib build\temp.win-amd64-3.6\Release\QuantLib/quantlib_wrap.obj /OUT:build\lib.win-amd64-3.6\QuantLib_QuantLib.cp36-win_amd64.pyd /IMPLIB:build\temp.win-amd64-3.6\Release\QuantLib_QuantLib.cp36-win_amd64.lib /subsystem:windows /machine:x64
LINK : fatal error LNK1104: cannot open file 'QuantLib-vc140-x64-mt.lib'
error: command 'C:\\Program Files (x86)\\Microsoft Visual Studio 14.0\\VC\\BIN\\x86_amd64\\link.exe' failed with exit status 1104
I do have two files QuantLib-vc141-mt-gd.lib and QuantLib-vc141-mt.lib inside the folder C:\local\QuantLib-1.10\lib. I am sure the problem has to do with some path that I am not assigning correctly, but I don't know what else to try. Thanks!