I am trying to install QuantLib Python. So, I followed through and installed:
1) Anaconda3, boost_1_64_0, QuantLib-1.10, QuantLib-SWIG-1.10,swigwin-3.0.12.
2) I installed using Visual Studio 2017, QuantLib. I followed a youtube video and managed to install it correctly and run an example.
3) Then I switched back to the indications in http://quantlib.org/install/windows-python.shtml, I execute the commands:
cd C:\local\QuantLib-SWIG-1.10\Python
set QL_DIR=C:\local\QuantLib-1.10
set INCLUDE=C:\local\boost_1_64_0
python setup.py build
but it fails...summarizing what I get:
C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\BIN\x86_amd64\link.exe /nologo /INCREMENTAL:NO /LTCG /DLL /MANIFEST:EMBED,ID=2 /MANIFESTUAC:NO /LIBPATH:C:\local\Anaconda3\libs /LIBPATH:C:\local\Anaconda3\PCbuild\amd64 /LIBPATH:C:\local\QuantLib-1.10\lib "/LIBPATH:C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\LIB\amd64" "/LIBPATH:C:\Program Files (x86)\Windows Kits\10\lib\10.0.15063.0\ucrt\x64" "/LIBPATH:C:\Program Files (x86)\Windows Kits\NETFXSDK\4.6.1\lib\um\x64" "/LIBPATH:C:\Program Files (x86)\Windows Kits\10\lib\10.0.15063.0\um\x64" /EXPORT:PyInit__QuantLib build\temp.win-amd64-3.6\Release\QuantLib/quantlib_wrap.obj /OUT:build\lib.win-amd64-3.6\QuantLib_QuantLib.cp36-win_amd64.pyd /IMPLIB:build\temp.win-amd64-3.6\Release\QuantLib_QuantLib.cp36-win_amd64.lib /subsystem:windows /machine:x64
LINK : fatal error LNK1104: cannot open file 'QuantLib-vc140-x64-mt.lib'
error: command 'C:\\Program Files (x86)\\Microsoft Visual Studio 14.0\\VC\\BIN\\x86_amd64\\link.exe' failed with exit status 1104
I do have two files QuantLib-vc141-mt-gd.lib and QuantLib-vc141-mt.lib inside the folder C:\local\QuantLib-1.10\lib. I am sure the problem has to do with some path that I am not assigning correctly, but I don't know what else to try. Thanks!
Your paths are correct, but Python is using Visual Studio 2015 (because it's what it was compiled with) and the library you have was produced with Visual Studio 2017. If you use the 2015 version throughout, it should work.