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I downloaded both Quantlib-SWIG 1.12.x and Quantlib 1.12.x from github. Quantlib is compiled without and problems. The examples ran normally. However, when run python setup.py build, there is an error indicating missing quantlib_wrap.cpp. Where to download the proper quantlib_wrap.cpp for this version or this error is related to something else? Here is the messages I got from this build.

C:\Users\Public\3rdParty\Libraries\QuantLib-SWIG-1.12.x\Python>python setup.py build
running build
running build_py
file QuantLib\QuantLib.py (for module QuantLib.QuantLib) not found
file QuantLib\QuantLib.py (for module QuantLib.QuantLib) not found
running build_ext
building 'QuantLib._QuantLib' extension
C:\Users\U435169\AppData\Local\Programs\Common\Microsoft\Visual C++ for Python\9.0\VC\Bin\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -D__WIN32__ -DWIN32 -DNDEBUG -D_WINDOWS -DNOMINMAX -Id:\packages\Python27\include -Id:\packages\Python27\PC -IC:\Users\Public\3rdParty\Libraries\QuantLib-master /TpQuantLib/quantlib_wrap.cpp /Fobuild\temp.win32-2.7\Release\QuantLib/quantlib_wrap.obj /GR /FD /Zm250 /EHsc /bigobj /MD
quantlib_wrap.cpp
c1xx : fatal error C1083: Cannot open source file: 'QuantLib/quantlib_wrap.cpp': No such file or directory
error: command 'C:\\Users\\U435169\\AppData\\Local\\Programs\\Common\\Microsoft\\Visual C++ for Python\\9.0\\VC\\Bin\\cl.exe' failed with exit status 2
Aqueous Carlos
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MagicFatto
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1 Answers1

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quantlib_wrap.cpp is generated by SWIG using the sources in the repository. If you have SWIG installed, you can generate it (see https://www.quantlib.org/install/windows-python.shtml); but if you don't have plans to modify the sources, I suggest that you either:

  • instead of cloning the repo from GitHub, download an official release (see https://www.quantlib.org/download.shtml); released sources include quantlib_wrap.cpp;

  • or better yet, as suggested in the install page linked above, try running

    pip install QuantLib-Python

    to see if a precompiled Python module is available from PyPI. If that succeeds, you'll be set without having to compile the thing yourself.

Luigi Ballabio
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  • After downloaded quantlib 1.14 and quantlib1.14 swig, this issue is resolved. But I ran into another issue published in another post: https://stackoverflow.com/questions/53400935/quantlib-1-14-and-quantlib1-14-swig-versions-of-visual-c-prior-to-vc10-201 – MagicFatto Nov 20 '18 at 21:37