QuantLib/FinancialVisualizationInstallation
For Linux you will need to first download the following subversion repositories
Please e-mail me at joe@gnacademy.org if you have any problems with these instructions
Downloading
[edit | edit source]svn co https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib svn co https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib-SWIG svn co https://svn.enthought.com/svn/enthought/trunk enthought svn co https://www.gnacademy.org/svn/chinaresearch
Dependencies
[edit | edit source]For this to work you will need to make sure that your linux box has installed a number of packages. The packages that are needed for the mandriva installation are
* libvtk * libboost1 * python-setuptools * python-numpy * python-numpy-devel * python-scipy * python-devel * swig
(For AMD64, you will need to use. the lib64 versions).
Installation
[edit | edit source]For the QuantLib libraries, you can install with the following commands
* autogen.sh * ./configure * make * make install (as root)
The QuantLib-SWIG libraries can also be installed in this way, but you will have to cd to QuantLib-SWIG/Python to install the package
To build the enthought packages
* cd enthought/src/lib/enthought * ./build_inplace.sh numpy
Environment
[edit | edit source]You will need to set PYTHONPATH to point to the enthought libraries. An example line to do this is
export PYTHONPATH=/home/joe/enthought/src/lib
Running
[edit | edit source]To run the demo go into the chinaresearch directory and type
python option.plotspace.py
or
python option.basket.py