It can be launched from the Start menu (in Windows 7) or from Apps (in Windows 8). Launch the Visual Studio command prompt: All the commands below assume that we are working in Visual Studio command prompt (or if not, all the relevant Visual Studio related environment variables have been set).Download the same version of QuantLib and QuantLib-Python (latest version 1.6).Pre-packaged binaries for SWIG for Windows are available from its source page (latest version 3.0.5), and it is enough to extract the SWIG zip file in a convenient folder. After installing Boost, we need to install SWIG.There is no such problem if you have access to a professional edition of MSVC though.) (Users should download the executable for the 32-bit architecture, as the free version of MSVC does not seem to contain the necessary utilities for compiling in 64-bit. And this is where the utility of working with MSVC becomes most apparent. Pre-packaged binaries for Boost are available for specific versions of MSVC (in our case MSVC12) from its sourceforge page, and installing Boost on MSVC is no more difficult than installing any other software in Windows. Compiling QuantLib requires Boost C++ libraries installed.Again, it does not matter if one installs Anaconda-2.x (with Python 2.7) or Anaconda-3.x (with Python 3), but it is recommended that the user install the Python 3 version, as that’s where the Python language seems to be headed. It is recommended to install Anaconda with all the default settings, and update it by running and. For our purpose here, Windows users should work with the 32-bit version of Anaconda. Instructions are available from the Anaconda install page. QuantLib-Python requires a working Python environment, and we recommend working with the Anaconda meta-package.QuantLib requires a working C++ Environment, and for the purposes of instructions here (meant for a novice), it is recommended that the user install the free Microsoft Visual Express Desktop 2013 edition which comes with Visual C++ 12 (MSVC12).Step-by-step by instructions for installing QuantLib and QuantLib-Python in Windows However, if something doesn’t work for you, do drop in a comment. These have been tested on three different Windows machines, so we are reasonably sure they work. I’ll have the paper updated on our website shortly, but in the mean time here are the instructions for installing QuantLib and QuantLib-Python in Windows. When I got my hands on a Windows laptop recently, to my embarrassment I realized I could not use those instructions to get QuantLib and QuantLib-Python working on a Windows 7 machine. Needless to say this needed sorting out, and now it has been. In our recent paper introducing QuantLib, we had an appendix which described how to set both QuantLib and QuantLib-Python up for use in Ubuntu and Windows. Since I rarely use Windows these days, for instructions for Windows we mostly relied on what was available on the QuantLib website and answers to relevant questions on stackoverflow.
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