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