QuantLib-Python installation on Mac OS X

Installation from PyPI (recommended)

If you don't need to modify the wrappers, you might want to try installing a precompiled binary version. The availability of binaries depend on your operating system; to try to install them, run:

  python -m pip install QuantLib

(If you have multiple versions of Python installed, run the above with the one you want to use QuantLib with.) If a binary package is available for your system, it will be installed and you will be able to leave this page and use it right away; if not, you'll have to compile it yourself as described in the next section.

Installation from a released version

The following assumes that you already installed QuantLib. Instructions for that are available at http://quantlib.org/install/macosx.shtml. In particular, check that you have provided the required options and environment variables to ./configure and that you can execute the quantlib-config script.

You can download released QuantLib-SWIG versions from GitHub at https://github.com/lballabio/QuantLib-SWIG/releases.

Once you have the tarball, extract it by executing:

tar xzf QuantLib-SWIG-1.29.tar.gz

(1.29 is the most recent version at the time of this writing; you might have downloaded another one, but take care to use one compatible with the version of QuantLib you installed.) This creates a folder QuantLib-SWIG-1.29; enter it and build QuantLib by executing the following commands. For QuantLib 1.22 only, you will also need to add -std=c++11 to CXXFLAGS. Again, make sure that you can execute quantlib-config from the terminal, since the setup.py build will call it to retrieve a few required compilation flags.

On Mac OS X 10.11 (El Capitan) and later,

  cd QuantLib-SWIG-1.29/Python
  export CXXFLAGS='-O2 -stdlib=libc++ -mmacosx-version-min=10.9'
  export LDFLAGS='-stdlib=libc++ -mmacosx-version-min=10.9'
  python3 setup.py build

On Mac OS X 10.9 (Mavericks) and 10.10 (Yosemite),

  cd QuantLib-SWIG-1.29/Python
  export CXXFLAGS='-O2 -stdlib=libstdc++ -mmacosx-version-min=10.6'
  export LDFLAGS='-stdlib=libstdc++ -mmacosx-version-min=10.6'
  python3 setup.py build

On earlier systems,

  cd QuantLib-SWIG-1.29/Python
  export CXXFLAGS='-O2'
  python3 setup.py build

Contrary to popular belief, working from a released tarball doesn't require you to have SWIG installed. After building, you can run

  python3 setup.py install

to perform a system installation; however, you might consider either passing an installation path, as in:

  python3 setup.py install --prefix=/your/desired/location

or building a wheel with

  python3 setup.py bdist_wheel

and use it for installation in the location you want; this will require the wheel package installed.

Also, note that simply calling python3 as written above will find the first version of Python in your path. If you want to use a different one (for instance because you installed multiple versions of Python, or you want to use an Anaconda installation) you must call your chosen Python interpreter; for instance, if you have Python 3.9 installed as /Library/Frameworks/Python.framework/Versions/3.9/bin/python3, you'll have to run:

  CXXFLAGS='...' LDFLAGS='...' /Library/Frameworks/Python.framework/Versions/3.9/bin/python3 setup.py build

Once you're done, you can try to run a few examples to check your installation. To do this, you can execute:

  python3 setup.py test

Installation from a git repository

If you want to compile from a checkout of a git repository (such as the official one at https://github.com/lballabio/quantlib-swig, or a fork of it that you might have created) you'll need SWIG available; you can download and install it from http://swig.org or, again, get it packaged from Homebrew or MacPorts.