安装quantlib-python并在Linux中的jupyter中使用它

Question

I am following Luigi Ballabio's "quantlib python cookbook" and it uses jupyter notebook as the playground for examples.

The very first question is, I didn't know how to install quantlib-python in the jupyter notebook environment thus unable to get started.

Well I can first launch anaconda and whip out jupyter notebook from its dashboard, but a simple:

import quantlib as ql

failed with this message.

ModuleNotFoundError: No module named 'quantlib'

From running "conda list" I noticed that nothing relating to quantlib exists in conda's default shipment of python packages.

Fine. From this link: https://anaconda.org/domosute/quantlib , I managed to have it installed and "conda list" shows:

quantlib                  1.15                          0   domosute
quantlib-python           1.15                     pypi_0    pypi

Then I restarted anaconda -> jupyter notebook, still complaining no quantlib found.

What's more should I do so that I can start using quantlib in jupyter notebook.

I am using 64bit ubuntu 18.04

Answer 1

After some readings online, I found that I missed a step of quantlib-python binding. To implement this, a tool called swig is used. For ubuntu (which I use), it can be installed by "apt-get install swig".

Then the quantlib-swig needs to be installed.

Navigate into the quantlib-swig directory, if you have boost, quantlib installed and in their default directories, you can simply run:

python setup.py wrap
python setup.py build
python setup.py install

And test it:

python setup.py test

After which time, you can whip out "jupyter notebook" and start testing some quantlib code now:

Reference:

• QuantLib-Python installation on Linux
• A brief introduction to the QuantLib in Python