Installing Quantlib Python PyQL library: seems not to be able to find Boost

Question

I am trying to install the Python PyQL library which wraps Quantlib but it seems to be failing to find some boost headers.

I already have the latest version of Quantlib (1.3) working and located in the /usr/local/lib directory, along with Boost 1.5:

xxx@LILJEN:/usr/local/lib$ ls
boost  boost_1_50_0  libQuantLib.a  libQuantLib.la  libQuantLib.so  libQuantLib.so.0  libQuantLib.so.0.0.0  python2.7  python3.3  QuantLib-1.3  QuantLib-SWIG-1.3  R  site_ruby

I have Cython 0.2 installed:

>>> pkg_resources.get_distribution("Cython").version
'0.20'

When I go into the pyql directory where I downloaded the package and do a make build command I get an issue with the Boost library, as otherwise it seems to be "Cythonizing" everthing properly. I note that that Github instructions said that I should "patch" Cython 0.16, but since I am already on 0.2 I assume this is not necessary. Here is what the build says:

xxx@LILJEN:~/Downloads/pyql$ sudo make build
python setup.py build_ext --inplace
/usr/lib/python2.7/distutils/extension.py:133: UserWarning: Unknown Extension options: 'pyrex_directives'
  warnings.warn(msg)
missing cimport in module 'quantlib.time': quantlib/instruments/credit_default_swap.pyx
missing cimport in module 'quantlib.pricingengines': quantlib/instruments/credit_default_swap.pyx
missing cimport in module 'quantlib.pricingengines': quantlib/instruments/option.pyx
Compiling quantlib/quotes.pyx because it changed.
Compiling quantlib/interest_rate.pyx because it changed.
Compiling quantlib/time/calendar.pyx because it changed.
Compiling quantlib/time/schedule.pyx because it changed.
Compiling quantlib/time/date.pyx because it changed.
Compiling quantlib/time/daycounter.pyx because it changed.
Compiling quantlib/time/daycounters/actual_actual.pyx because it changed.
Compiling quantlib/time/daycounters/thirty360.pyx because it changed.
Compiling quantlib/time/calendars/germany.pyx because it changed.
Compiling quantlib/time/calendars/united_states.pyx because it changed.
Compiling quantlib/time/calendars/united_kingdom.pyx because it changed.
Compiling quantlib/time/calendars/null_calendar.pyx because it changed.
Compiling quantlib/time/calendars/jointcalendar.pyx because it changed.
Compiling quantlib/instruments/swap.pyx because it changed.
Compiling quantlib/pricingengines/credit.pyx because it changed.
Compiling quantlib/pricingengines/swap.pyx because it changed.
Compiling quantlib/pricingengines/bond.pyx because it changed.
Compiling quantlib/pricingengines/blackformula.pyx because it changed.
Compiling quantlib/pricingengines/engine.pyx because it changed.
Compiling quantlib/pricingengines/vanilla/mcvanillaengine.pyx because it changed.
Compiling quantlib/pricingengines/vanilla/vanilla.pyx because it changed.
Compiling quantlib/sim/simulate.pyx because it changed.
Compiling quantlib/processes/bates_process.pyx because it changed.
Compiling quantlib/processes/black_scholes_process.pyx because it changed.
Compiling quantlib/processes/heston_process.pyx because it changed.
Compiling quantlib/math/optimization.pyx because it changed.
Compiling quantlib/termstructures/default_term_structure.pyx because it changed.
Compiling quantlib/termstructures/credit/piecewise_default_curve.pyx because it changed.
Compiling quantlib/termstructures/credit/default_probability_helpers.pyx because it changed.
Compiling quantlib/termstructures/volatility/equityfx/black_vol_term_structure.pyx because it changed.
Compiling quantlib/termstructures/yields/yield_term_structure.pyx because it changed.
Compiling quantlib/termstructures/yields/zero_curve.pyx because it changed.
Compiling quantlib/termstructures/yields/piecewise_yield_curve.pyx because it changed.
Compiling quantlib/termstructures/yields/rate_helpers.pyx because it changed.
Compiling quantlib/termstructures/yields/flat_forward.pyx because it changed.
Compiling quantlib/models/equity/bates_model.pyx because it changed.
Compiling quantlib/models/equity/heston_model.pyx because it changed.
Cythonizing quantlib/instruments/swap.pyx
Cythonizing quantlib/interest_rate.pyx
Cythonizing quantlib/math/optimization.pyx
Cythonizing quantlib/models/equity/bates_model.pyx
Cythonizing quantlib/models/equity/heston_model.pyx
Cythonizing quantlib/pricingengines/blackformula.pyx
Cythonizing quantlib/pricingengines/bond.pyx
Cythonizing quantlib/pricingengines/credit.pyx
Cythonizing quantlib/pricingengines/engine.pyx
Cythonizing quantlib/pricingengines/swap.pyx
Cythonizing quantlib/pricingengines/vanilla/mcvanillaengine.pyx
Cythonizing quantlib/pricingengines/vanilla/vanilla.pyx
Cythonizing quantlib/processes/bates_process.pyx
Cythonizing quantlib/processes/black_scholes_process.pyx
Cythonizing quantlib/processes/heston_process.pyx
Cythonizing quantlib/quotes.pyx
Cythonizing quantlib/sim/simulate.pyx
Cythonizing quantlib/termstructures/credit/default_probability_helpers.pyx
Cythonizing quantlib/termstructures/credit/piecewise_default_curve.pyx
Cythonizing quantlib/termstructures/default_term_structure.pyx
Cythonizing quantlib/termstructures/volatility/equityfx/black_vol_term_structure.pyx
Cythonizing quantlib/termstructures/yields/flat_forward.pyx
Cythonizing quantlib/termstructures/yields/piecewise_yield_curve.pyx
Cythonizing quantlib/termstructures/yields/rate_helpers.pyx
Cythonizing quantlib/termstructures/yields/yield_term_structure.pyx
Cythonizing quantlib/termstructures/yields/zero_curve.pyx
Cythonizing quantlib/time/calendar.pyx
Cythonizing quantlib/time/calendars/germany.pyx
Cythonizing quantlib/time/calendars/jointcalendar.pyx
Cythonizing quantlib/time/calendars/null_calendar.pyx
Cythonizing quantlib/time/calendars/united_kingdom.pyx
Cythonizing quantlib/time/calendars/united_states.pyx
Cythonizing quantlib/time/date.pyx
Cythonizing quantlib/time/daycounter.pyx
Cythonizing quantlib/time/daycounters/actual_actual.pyx
Cythonizing quantlib/time/daycounters/thirty360.pyx
Cythonizing quantlib/time/schedule.pyx
running build_ext
building 'quantlib.cashflow' extension
creating build
creating build/temp.linux-x86_64-2.7
creating build/temp.linux-x86_64-2.7/quantlib
x86_64-linux-gnu-gcc -pthread -fno-strict-aliasing -DNDEBUG -g -fwrapv -O2 -Wall -Wstrict-prototypes -fPIC -DHAVE_CONFIG_H -I/usr/local/include -I/usr/include -I. -I./cpp_layer -I/usr/include/python2.7 -c quantlib/cashflow.cpp -o build/temp.linux-x86_64-2.7/quantlib/cashflow.o
cc1plus: warning: command line option ‘-Wstrict-prototypes’ is valid for C/ObjC but not for C++ [enabled by default]
quantlib/cashflow.cpp:342:32: fatal error: boost/shared_ptr.hpp: No such file or directory
 #include "boost/shared_ptr.hpp"
                                ^
compilation terminated.
error: command 'x86_64-linux-gnu-gcc' failed with exit status 1
make: *** [build] Error 1

It doesn't seem to be able to find the boost library, even though this is clearly installed and working since I compiled Quantlib from scratch successfully and the test suite works. Any hints as to where I might be getting something wrong?

It's Ubuntu 13.10 and the default installed Python 2.7. Essentially this is a newly installed system with all the latest libraries (except for Boost which I kept at 1.5).

Fwiw python setup.py install does not work either, but I have the regular SWIG Quantlib library working fine in Python.

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ADDENDUM

I believe the "error" I have is that I closely followed this excellent page on how to install Quantlib on Ubuntu. That page talks about Boost in the usr/local/lib directory, and I copied and pasted its commands. Quantlib compiled perfectly because the Boost directory was communicated via the export command as per the page, but pyql needed also to have this directory specified in setup.py. It is a matter of ensuring that the line under sys.platform = "linux2", specifying the INCLUDE_DIRS to usr/local/lib rather than the default usr/local/include. I write this addendum because I believe many users may also google search "install Quantlib Ubuntu" and find this page, therefore this problem may recur for a number of people.

Answer 1

If you look at the command line that launches the compiler, you'll see

-I/usr/local/include -I/usr/include -I. -I./cpp_layer -I/usr/include/python2.7

which are the flags that tell the compiler where to look for headers. Your Boost headers aren't in any of those (which is strange: headers usually go somewhere in /usr/local/include. Did you copy them in /usr/local/lib yourself?) so the compiler can't find them.

You can either:

• move the boost directory in /usr/local/include (that would be the directory named "boost", not the one called "boost_1_50_0"), or
• pass an additional flag -I/usr/local/lib/boost_1_50_0 to the compiler so that it can find them in their current location. The way to do this will depend on your setup.py script.