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/; the latest version is suggested.
Building the wrappers requires the setuptools and build packages;
both can be installed (preferably in a virtual environment) by means
of pip install.
Generating the wrappers is not required if you are using a distributed
tarball. If you're building from a Git checkout, instead, use the
command swig.cmd on Windows or make on other platforms. Running
make also builds the wrappers as a wheel; on Windows, this requires
the explicit command python -m build --wheel instead.
The build step requires that the QuantLib headers and library can be
found by the compiler. On Unix-like platforms, this requires that
quantlib-config is in your path. On the Windows platform, instead,
it requires you to define a QL_DIR environment variable pointing to
your QuantLib directory (e.g., C:\Lib\QuantLib.)
Once built, the resulting wheel can be installed with pip.
Finally, testing the wheel requires tox, also available via
pip install. Once available, running tox run will run the
test suite.