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The C++ wrappers for the QuantLib-Python extension module are created by means of SWIG (Simplified Wrapper and Interface Generator) available from <http://www.swig.org/>; SWIG version 1.3.31 is needed. Features used in the QuantLib-Python interface files require Python version 2.2 or later. The wrappers are generated on all supported platforms by issuing the command python setup.py wrap The above assumes that the SWIG executable is named "swig" and can be found in the system path. However, this step is only necessary if you are compiling from sources checked out from the CVS repository. It is not required if you are using a distributed tarball. The build, test and installation processes are done by means of the Distutils package, included in the Python standard library. The Python documentation also includes instructions for using the Borland C++ compiler with Distutils. The commands to be issued for the above processes are python setup.py build python setup.py test python setup.py install respectively. The build step requires that the QuantLib headers and library can be found by the compiler. On Unix-like platforms, this should already hold if you ran "make install" from your QuantLib directory. On the Windows platform, this can be achieved by defining a QL_DIR environment variable pointing to your QuantLib directory (e.g., "C:\Lib\QuantLib".) The install step might require superuser privileges. An alternate install location can be specified with the command: python setup.py install --prefix=/home/johndoe The test suite is implemented on top of the PyUnit framework, which is included in the Python standard library.