---

layout: default

title: QuantLib-Python Installation on Windows

---

<h1 class="center">QuantLib-Python installation on Windows</h1>

<h2>Installation from PyPI (recommended)</h2>

<p>If you don't need to modify the wrappers, you can install a

precompiled wheel from PyPI. Once you have activated the Python

environment you want to use, make sure you have the latest version

of <code>pip</code> by running:</p>

<pre>

python -m pip install -U pip

</pre>

<p>(note that your Python interpreter might be named <code>python3</code> instead) and then run:</p>

<pre>

python -m pip install QuantLib

</pre>

<p>If a wheel is available for your system (which is likely)

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.</p>

<h2>Installation from a released version</h2>

<p>The following assumes that you already installed QuantLib;

instructions for that are available

at <a href="https://www.quantlib.org/install/vc10.shtml">https://www.quantlib.org/install/vc10.shtml</a>.

Note that QuantLib must be compiled in Release mode, most likely in

the x64 variant.</p>

<h3>Setup</h3>

<p>Before compiling the wrappers, you'll need to set up an appropriate

environment. All of the following must be done in a command shell:</p>

<ul>

<li>Set the environment variables <code>QL_DIR</code>

and <code>INCLUDE</code> to the location of your QuantLib and

Boost installations, respectively. Assuming, for example, that you

installed Boost in <code>C:\local\boost_1_86_0</code> and QuantLib

in <code>C:\local\QuantLib-1.36</code>, the commands would be:

<pre>

set QL_DIR=C:\local\QuantLib-1.36

set INCLUDE=C:\local\boost_1_86_0

</pre>

</li>

<li>You'll need to install a few Python modules. It's good practice

to install them in a new virtual environment, to avoid possible

conflicts with your system Python installation. This also helps

in case you have multiple versions of Python on your machine. You

can create the virtual environment with

<pre>

python3 -m venv .venv

</pre>

and activate it with

<pre>

.\.venv\Scripts\activate

</pre>

Once the environment is active, run

<pre>

pip install setuptools build tox pytest

</pre>

If you're using <code>conda</code> to manage your environments,

you know what to do instead.

</li>

<li>Contrary to popular belief, working from a released

tarball <strong>doesn't require you to have SWIG

installed</strong>.</li>

</ul>

<h3>Compilation</h3>

<p>You can download released QuantLib-SWIG versions from GitHub

at <a href="https://github.com/lballabio/QuantLib-SWIG/releases">https://github.com/lballabio/QuantLib-SWIG/releases</a>.

You should download the same version as the version of QuantLib you

installed; for the sake of example, I'll use version 1.36 which is

the most recent version at the time of this writing.

</p>

<p>Once you have the zip file, extract it by executing</p>

<pre>

tar xzf QuantLib-SWIG-1.36.tar.gz

</pre>

This creates a folder <code>QuantLib-SWIG-1.36</code>; enter

its <code>Python</code> subfolder and build the QuantLib wrappers by

executing:

<pre>

cd QuantLib-SWIG-1.36\Python

python -m build --wheel

</pre>

<p>This will create a binary wheel in the <code>dist</code> directory.

To check that it works, run</p>

<pre>

tox run

</pre>

<p>from the <code>Python</code> directory (you should already be there).</p>

<p>Once you're done, you can take the wheel and install it

with <code>pip</code> in the environment of your choice.</p>

<h2>Installation from a git repository</h2>

<p>If you want to compile from a checkout of a git repository (such as

the official one

at <a href="https://github.com/lballabio/quantlib-swig">https://github.com/lballabio/quantlib-swig</a>,

or a fork of it that you might have created) you'll need an additional

step at the beginning of the process. In this case, you'll need SWIG

available; you can download and install it

from <a href="http://swig.org">http://swig.org</a>. . At the time of

this writing, the wrappers use SWIG 4.3.0. Once SWIG is built and

available in your path, run:

<pre>

swig -python -c++ -outdir src\QuantLib -o src\QuantLib\quantlib_wrap.cpp ..\SWIG\quantlib.i

</pre>

from the <code>QuantLib-SWIG-1.36\Python</code> directory. The rest

of the installation goes as above.</p>