整体流程：

1. 安装quantlib

2. 重编译quantlib-swig

3. 定制 quantlib-swig

4. 重编译quantlib-swig

5. 安装quantlib

源码下载：https://www.quantlib.org/download.shtml

1. Quantlib编译安装

boost/swig安装可以brew安装或者编译安装

./configure –with-boost-include=/usr/local/include/
–with-boost-lib=/usr/local/lib/ –prefix=/usr/local/
CXXFLAGS=’-O2 -std=c++11 -stdlib=libc++ -mmacosx-version-min=10.9’
LDFLAGS=’-stdlib=libc++ -mmacosx-version-min=10.9’

make

sudo make install

2. Quantlib-SWIG重编译

xcode-select –install

export CXXPATH=/Library/Developer/CommandLineTools/usr/include/c++/v1

export LDFLAGS=-L/Library/Developer/CommandLineTools/SDKs/MacOSX.sdk/usr/lib

./configure –with-boost-include=/usr/local/include/
–with-boost-lib=/usr/local/lib/ –prefix=/usr/local/
CXXFLAGS=’-O2 -std=c++11 -stdlib=libc++ -mmacosx-version-min=10.9’
LDFLAGS=’-stdlib=libc++ -mmacosx-version-min=10.9’

make -C Python

make check

sudo make install

3. 定制.i文件

4. 重编译quantlib-swig

make clean -C Python

make -C Python

5. 安装quantlib python版本

make -C Python install