The C++ wrappers for the QuantLib-Python extension module are created by means of SWIG (Simple Wrapper Interface Generator) available from . Features used in the QuantLib-Python interface files require version 1.3.9 of SWIG. The wrappers are generated on all supported platforms by running the makewrappers.py script. The script assumes that the SWIG executable is named "swig" and can be found into the system path. The build, test and installation processes are done by means of the Distutils package, included in the Python standard library since the Python 1.6 release. The commands to be issued for the above processes are python setup.py build python setup.py test python setup.py install respectively. Borland C++ users will need to replace the first of the above commands with python setup.py build --compiler=bcpp For the Borland setup to work you will need to have the compiler and QuantLib installed in directories with no space in their names (i.e. NOT "C:\Program Files"). Your Borland installation must have been completed with the addition of: 1) a bcc32.cfg file which will set the compiler options for the Include and Lib paths (-I and -L switches to compiler) by adding these lines: -I"c:\Borland\Bcc55\include" -L"c:\Borland\Bcc55\lib" 2) an ilink32.cfg file which will set the linker option for the Lib path by adding this line: -L"c:\Borland\Bcc55\lib" Finally you will also need python22_bcpp.lib (or python21_bcpp.lib) that can be created in your Python\libs folder by the command: coff2omf python22.lib python22_bcpp.lib coff2omf python22_d.lib python22_d_bcpp.lib The test suite is implemented on top of the PyUnit framework, available from and included in the Python standard library since the Python 2.1 release.