On building an integrated QuantLib/Lua platform on the world's most popular computer.

Showing posts with label python. Show all posts
Showing posts with label python. Show all posts

Sunday, April 4, 2010

QuantLib-Python + R-Python

Is it possible to have these three objects work seamlessly? Can I move the SWIG objects pointed to in Python to R?

Saturday, March 20, 2010

Installing MayaVi2

Spent hours installing mayavi from enthought. Everything installed but it refuses to run. With command

from enthought.tvtk.tools import mlab
fig = mlab.figure()

it gives error

ImportError: No module named carbon_render_window

No idea how to fix it yet. It seems to come from tvtk.

Saturday, March 13, 2010

NumPy, matplotlib

Installed numpy and matplotlib. Unfortunately I upgraded my python to 2.6, so I have to recompile QuantLib-SWIG. I'd forgotten it took this long as the main file is 200k lines.

And it fails with the architecture problem, much like my matplotlib failed.

Tuesday, March 9, 2010

Monday, March 8, 2010

Notes on using QuantLib-Python

I have a few notes on using QuantLib in python and (roughly) showing how it all works. I am hoping this will be useful to someone else other than me.

Saturday, February 27, 2010

QuantLib python

Installed QuantLib-Python. Was relatively easy. I just followed the instructions for each package. Everything was installed in /usr/local, and /Library/Python/2.5/site-packages/QuantLib

1. Installed boost

2. Installed Quantlib

3. Installed QuantLib-SWIG (the python part)

Things seem to be going swimmingly.

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