QuantLib-Python installation on Mac OS X

Installation from PyPI (recommended)

If you don't need to modify the wrappers, you can install a precompiled wheel from PyPI. Once you have activated the Python environment you want to use, make sure you have the latest version of pip by running:

  python -m pip install -U pip

(note that your Python interpreter might be named python3 instead) and then run:

  python -m pip install QuantLib

If a wheel is available for your system (which is likely) it will be installed and you will be able to leave this page and use it right away; if not, you'll have to compile it yourself as described in the next section.

Installation from a released version

The following assumes that you already installed QuantLib; instructions are available at https://www.quantlib.org/install/macosx.shtml.

Setup

Before compiling the wrappers, you'll need to set up an appropriate environment:

• Some of the commands you'll run will need to invoke quantlib-config (which was installed with QuantLib) to find out what flags should be passed to the compiler and linker; they will also include the additional include directories you might have specified when you built QuantLib, so you'll be covered even if you have, say, Boost in a non-standard place. This means that you must ensure that quantlib-config is in your executable path.
• You'll need to install a few Python modules. It's good practice to install them in a new virtual environment, to avoid possible conflicts with your system Python installation. This also helps in case you have multiple versions of Python on your machine. You can create the virtual environment with

    python3 -m venv .venv
  

  and activate it with

    . .venv/bin/activate
  

  (mind the single dot at the beginning of the line.) Once the environment is active, run

    pip install setuptools build tox pytest
  

  If you're using conda to manage your environments, you know what to do instead.
• You might have to set up a couple of environment variables:
  on Mac OS X 10.11 (El Capitan) and later,

    export CXXFLAGS='-O2 -stdlib=libc++ -mmacosx-version-min=10.9'
    export LDFLAGS='-stdlib=libc++ -mmacosx-version-min=10.9'
  

  on Mac OS X 10.9 (Mavericks) and 10.10 (Yosemite),

    export CXXFLAGS='-O2 -stdlib=libstdc++ -mmacosx-version-min=10.6'
    export LDFLAGS='-stdlib=libstdc++ -mmacosx-version-min=10.6'
  

  on earlier systems,

    export CXXFLAGS='-O2'
  

• Contrary to popular belief, working from a released tarball doesn't require you to have SWIG installed.

Compilation

You can download released QuantLib-SWIG versions from GitHub at https://github.com/lballabio/QuantLib-SWIG/releases. You should download the same version as the version of QuantLib you installed; for the sake of example, I'll use version 1.36 which is the most recent version at the time of this writing.

Once you have the tarball, extract it by executing

  tar xzf QuantLib-SWIG-1.36.tar.gz

This creates a folder QuantLib-SWIG-1.36; enter it and configure QuantLib by executing:

  cd QuantLib-SWIG-1.36
  ./configure

After configuration, you can run

  cd Python
  make

This will create a binary wheel in the dist directory. To check that it works, run

  make check

from the Python directory (you should already be there).

Once you're done, you can take the wheel and install it with pip in the environment of your choice.

Installation from a git repository

If you want to compile from a checkout of a git repository (such as the official one at https://github.com/lballabio/quantlib-swig, or a fork of it that you might have created) you'll need an additional step at the beginning of the process. Before running the ./configure script, you'll have to create it by executing

  ./autogen.sh

To do this, you'll need automake, autoconf and libtool; you can get them packaged from Homebrew or MacPorts.

After the execution of ./autogen.sh, the installation proceeds as in the previous section. Note, though, that in this case you'll need SWIG available; you can download and install it from http://swig.org. At the time of this writing, the wrappers use SWIG 4.3.0.