Sage with QuantLib

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mabshoff

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Aug 13, 2008, 1:29:50 AM8/13/08
to sage-finance
Hi,

I have build experimental packages for boost-1.34-1, QuantLib and
QuantLib-SWIG. It is a rather heavy build and will as is not work on
OSX unless we switch the Python there to ucs2.

I have a binary that is available from /bin on sage.math:

mabshoff@sage:~$ sage-quantlib
----------------------------------------------------------------------
| SAGE Version 3.1.alpha1-quantlib - Release Date: 2008-08-11 |
| Type notebook() for the GUI, and license() for information. |
----------------------------------------------------------------------

sage: from QuantLib import *
sage: QuantLib.
Display all 1298 possibilities? (y or n)

It is based on 3.1.alpha1, so there might be the occasional gremlin. I
will update it to 3.1 once we get a final build.

For sage.math there is a binary at

http://sage.math.washington.edu/home/mabshoff/sage-3.1.alpha1-quantlib-x86_64-Linux.tar.bz2

It is a rather hefty 484MB.

Cheers,

Michael

Glenn Tarbox

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Aug 13, 2008, 12:06:45 PM8/13/08
to sage-f...@googlegroups.com
On Tue, 12 Aug 2008 22:29:50 -0700, mabshoff <mabs...@googlemail.com>
wrote:

wow. This is great!!! I'll dig in and see whats up.

>
> Cheers,
>
> Michael
> >

--
Glenn H. Tarbox, PhD || 206-494-0819 || gl...@tarbox.org
"Don't worry about people stealing your ideas. If your ideas are any
good you'll have to ram them down peoples throats" -- Howard Aiken

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