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Questions tagged [quantlib-swig]

Language bindings for QuantLib

75 questions
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Quantlib-SWIG for Python error, missing Quantlib/quantlib_wrap.cpp on MacOS Sierra

I downloaded Qauntlib-SWIG v1.9 from Sourceforge, also tried github master branch, followed instructions on the official page, but in both cases I'm left with the following error message. I'm running MacOS Sierra / Python 3.6 / boost version…
WillZ
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Can't expose monotone convex interpolation in python quantlib

Using quantlib 1.9 and downloaded it as a precompiled binary as made available on prof christoph goehlke's website. I want to use monotone convex interpolation for bootstrapping a curve from a set of instruments. But I am unable to see the function…
schuler
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Error installing Python-SWIG under linux

When installing Python-SWIG under linux, there is an error that it can't find quantlib-config. As per the readme, I put the quantlib-config in a directory on the path, i.e., /home/idf/bin as can be seen below. I still get an error. sudo make -C…
Ivan
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QuantLib 1.9 Fatal Error when Build Python

I had QuantLib 1.9 built already (succeeded), then I tried to install QuantLib-Python from SWIG 1.9. I worked with VS2015,boost_1_62_0 (msvs-14.0 32bit), Anaconda3, QuantLib-1.9, QuantLib-SWIG-1.9 and swigwin-3.0.10,all in the same folder. When I…
Huibear
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"vcvarsall.bat" issue while building SWIG on Windows

Following instructions from: Build QuantLib for Python(SWIG) python setup.py build --compiler=msvc I wonder why vcvarsall.bat cannot be found. Actually, this batch file is found at: C:\Program Files (x86)\Microsoft Visual Studio…
dark.vador
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quantlib-swig python installation fails osx

Quantlib is installed and working fine out of /usr/local/include & lib. I am getting numerous errors while attempting to build quantlib-swig. I am pasting just a few examples below. I believe these may be compiler rather than linking issues, but I…
Timo Predoehl
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OSX 10.10.5 - C++ library, how to change link or add environment flags to brew installed version

I'm having an issue with a linked library. I installed a version of it via brew but I later found out that I needed to add environmental flags to the build: CXXFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6" \ …
Curt
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installing quantlib with python SWIG

hi i am trying to install quantlib for python with SWIG bindings, and I get the following error. I am on Windows 7, have Python 2.7 64 bit and built quantlib 1.5 with MS Visual Studio Express 2008 where I had performed all the steps outlined in…
NickD1
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Cannot setup QuantLib for swig python

I have successfully installed QuabtLib for my windows box, and wanted to port it to Linux Ubuntu. The Boost install was successful, and I was able to run ./configure from the swig directory. However when I run the make file, the system freezes at…
Don Shanil
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Python binding through QuantLib-SWIG

I have been trying to get Python binding for QuantLib working for a while now but without any success so far. I did follow QuantLib installation guidelines and wiki. That is to build QuantLib using VC9 and not VC10 which works fine for me. When I…
user2448864
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Installing QuantLib python SWIG module on Google app engine

I am new to GAE. I wish to use the QuantLib python library (SWIG) as a module inside google app engine. I was following this blog post to set up QuantLib-SWIG on Ubuntu. http://blog.quantess.net/2012/09/26/quantlib-get-it-working-on-ubuntu/ I have…
Nitin
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Line number where SWIG_RuntimeError occurs

I am running Lua with a C++ library via swig. When a swig runtime error occurs I would like to know the line which caused the problem. The error message I receive does not have this information. How can I find which line in the Lua code triggered…
John Smith
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Extract value from a dictionary using key that is a list

I have a the following programme: import QuantLib as ql deposits = {ql.Period(1,ql.Weeks): 0.0023, ql.Period(1,ql.Months): 0.0032, ql.Period(3,ql.Months): 0.0045, ql.Period(6,ql.Months): 0.0056} for n, unit in…
MacMavin
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Error with cashflows of Canadian bonds that have a short first coupon using QuantLib

I'm creating Canadian fixed rate bond objects and noticed that for bonds with a short first coupon, the first cashflow is wrong if using the ActualActual(ActualActual.Bond) day counter, but correct for the rest. This is because with a short stub,…
Jacob
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