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

  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

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

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

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

To run the demo go into the chinaresearch directory and type

python option.plotspace.py

or

python option.basket.py