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"""
setup.py file for QuantLib
"""
from distutils.core import setup, Extension
ql_module = Extension(
name='QuantLib._QuantLib',
sources=[
'QuantLib/ql_wrap.cpp',
'qlex/cashflows/ChinaFixingRepoCoupon.cpp',
'qlex/cashflows/ChinaFixingRepoLeg.cpp',
'qlex/cashflows/ChinaFixingRepoCouponPricer.cpp',
'qlex/indexes/ChinaFixingRepo.cpp',
'qlex/instruments/MakeChinaFixingRepoSwap.cpp',
'qlex/instruments/ChinaFixingRepoSwap.cpp',
'qlex/math/CubicSpline.cpp',
'qlex/math/QuadraticSpline.cpp',
'qlex/termstructures/yield/AdjustedSvenssonFitting.cpp',
'qlex/termstructures/yield/CubicSplinesFitting.cpp',
'qlex/termstructures/yield/BjorkChristensenFitting.cpp',
'qlex/termstructures/yield/DieboldLiFitting.cpp',
'qlex/termstructures/yield/BlissFitting.cpp',
'qlex/termstructures/yield/QuadraticSplinesFitting.cpp',
'qlex/termstructures/yield/ChinaFixingRepoSwapRateHelper.cpp',
'qlex/time/daycounters/Actual365_25.cpp'],
include_dirs=['/usr/include/', './'],
library_dirs=['/usr/lib/'],
libraries=[
'QuantLib',
'svml' # for intel oneapi compiler
],
# config extra_compile_args by yourself
extra_compile_args=[
'-w',
'-ferror-limit=0'
])
setup(
name='QuantLib',
version='1.27',
author="xrl",
description="Python bindings for the QuantLib",
ext_modules=[ql_module],
py_modules=['QuantLib.__init__', 'QuantLib.QuantLib'],
url="https://github.com/xuruilong100",
license="follows QuantLib's license")