Tagged: SWIG Python
November 14, 2019 at 12:16 pm #6748lpujolParticipant
I’ve been trying to play with the Python bindings and I am encountering various difficulties.
1) It seems that the current version of ORE-SWIG uses Quantlib-swiq 1.14, which means (unless i miss something) it cannot be build if I have the latest quantlib-swig bindings (1.16). Quantlib-swig 1.16 is a major change as it uses the native shared pointers. Is there any current work being done to update the shared pointers in ORE-SWIG to be able to work with latest Quantlib version?.
2) I tried to update the SWIG bindings files moving to the SWIG shared pointers (when needed only) and I’ve been able to remove all the error/warnings when creating the wrap (for QuantExt). (python setup.py wrap). But when I try to build I get many errors which seem to be related to the missing libraries. I noticed that the script is not able to locate “quantext-config”. In fact I couldn`t find it either on github. Is it something availabe or does the user need to adapt the available at QuantLib-Swig?
LluisJune 27, 2020 at 6:29 am #6772Roland LichtersKeymaster
please try the latest release of ORE and ORE SWIG, both based now on QuantLib/QuantLib-SWIG 1.18.
RolandJuly 10, 2020 at 3:18 pm #6777rtruongParticipant
First, thank you very much for everyone who contributed and maintained such an impressive code for risk management.
I am a quant practitioner and have been building models, validating models for at least 15 years. I am currently a consultant in this same area.
Back to the reason of this posting:
I tried to build ORE-SWIG (latest GIT master, later than 126.96.36.199) from the latest GIT master and the lastest QuantLib_SWIG(1.19) and QuantLib(1.19). The building process went smoothly for QuantLib 1.19 (from GIT master) and ORE 1.8.5(from zip file) in x64, vs2017, framework 8.1.
However, ORE-SWIG building was not successfully. I first tried using cmake with ninja. the libpaths that were automatically generated inserted a directory layer of /build/ between ORE and its components. Then, I tried with cmake, followed up with a build with visual studio 2017 where I can input the locations of the libs. No luck either, it failed at the linking.
I would really appreciate if someone could tested out the building method, presented in the userguide, section 4.4.
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