Windows 10 64 bits Home or Pro Edition
Enable WSL via powershell as Administrator
Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux
Enable-WindowsOptionalFeature -Online -FeatureName VirtualMachinePlatformInstall Ubuntu App from Microsoft Store
Swift 5.2 on Ubuntu (18.04 LTS) for Windows 10 bash shell
You need to download and extract the Release (Ubuntu 18.04) from swift.org and do these under bash shell of Ubuntu App.
- shell script Select all
# Show Ubuntu Version
lsb_release -a
# download and extract swift 5.2 Release
cd ~/
wget https://swift.org/builds/swift-5.2-release/ubuntu1804/swift-5.2-RELEASE/swift-5.2-RELEASE-ubuntu18.04.tar.gz
tar xzvf swift-5.2-RELEASE-ubuntu18.04.tar.gz
sudo mv ~/swift-5.2-RELEASE-ubuntu18.04 /usr/share/swift-5.2
# install packages and development tools
sudo apt-get update
sudo apt-get install -y clang
sudo apt-get install -y libcurl3 libpython2.7 libpython2.7-dev
sudo apt-get install -y libcurl4-openssl-dev
sudo apt-get install -y git build-essential
# add path in ~/.bashrc
echo "export PATH=/usr/share/swift-5.2/usr/bin:\$PATH" >> ~/.bashrc
# disable color in ~/.bashrc
echo 'export TERM=xterm-mono' >> ~/.bashrc
#reload ~/.bashrc
source ~/.bashrc
Check the Swift version
swift --version
# test Foundation, libdispatch and swiftc compile
cd $HOME
cat > hello.swift <<EOF
import Foundation
let device = "WIN10"
print("Hello from Swift on \(device)")
print("\(NSTimeZone.default.abbreviation()!) \(NSDate())")
// Test libdispatch
import Dispatch
var my_dispatch_group = DispatchGroup()
let concurrentQueue = DispatchQueue(label: "myqueuename", attributes: DispatchQueue.Attributes.concurrent)
for a in 1...20 {
my_dispatch_group.enter()
let block = DispatchWorkItem {
print("do something at \(a)")
}
my_dispatch_group.leave()
my_dispatch_group.notify(queue: concurrentQueue, work:block)
}
let item = DispatchWorkItem {
print("PROGRAM ENDED \(NSTimeZone.default.abbreviation()!) \(NSDate())")
}
my_dispatch_group.notify(queue: DispatchQueue.global(qos:.userInitiated), work:item)
print("press enter to exit")
let _ = readLine(strippingNewline: true)
EOF
swiftc hello.swift
./hello
# test Swift Package Manager
mkdir -p $HOME/test1
cd $HOME/test1
swift package init
swift test
Follow this guide to install docker on Ubuntu 16.0.4 LTS. Currently 18.0.4 is not working for docker CE on WSL.
https://medium.com/faun/docker-running-seamlessly-in-windows-subsystem-linux-6ef8412377aa
To get Swift 5.2 on Ubuntu 16.0.4
wget https://swift.org/builds/swift-5.2-release/ubuntu1604/swift-5.2-RELEASE/swift-5.2-RELEASE-ubuntu16.04.tar.gz
tar xzvf swift-5.2-RELEASE-ubuntu16.04.tar.gz
sudo mv ~/swift-5.2-RELEASE-ubuntu16.04 /usr/share/swift-5.2For docker on WSL, you might encounter error on apt-get update with Error in GPG signature. The temporary solution is to change storage driver to vfs as the default overlay2 driver does not work under wsl. But the performance of vfs is really poor.
- shell script Select all
# create the following file in /etc/docker/daemon.json and restart the machine and docker daemon
echo '{"storage-driver": "vfs"}' | sudo tee /etc/docker/daemon.json
Click on the docker label below to see some previous examples on using docker.
For example using the quantlib-python3 docker image
docker run -t -i lballabio/quantlib-python3:latest bash
To test the quantlib-python3 docker image
- shell script Select all
# Display unbuntu version
apt-get update
apt install lsb-release
lsb_release -a
# Test python 3 QuantLib
apt-get install python3 python3-pip -y
pip3 install numpy QuantLib-Python==1.18
pip3 freeze
cd $HOME
cat > $HOME/swap.py <<EOF
from __future__ import print_function
import numpy as np
import QuantLib as ql
print("QuantLib version is", ql.__version__)
# Set Evaluation Date
today = ql.Date(31,3,2015)
ql.Settings.instance().setEvaluationDate(today)
# Setup the yield termstructure
rate = ql.SimpleQuote(0.03)
rate_handle = ql.QuoteHandle(rate)
dc = ql.Actual365Fixed()
disc_curve = ql.FlatForward(today, rate_handle, dc)
disc_curve.enableExtrapolation()
hyts = ql.YieldTermStructureHandle(disc_curve)
discount = np.vectorize(hyts.discount)
start = ql.TARGET().advance(today, ql.Period('2D'))
end = ql.TARGET().advance(start, ql.Period('10Y'))
nominal = 1e7
typ = ql.VanillaSwap.Payer
fixRate = 0.03
fixedLegTenor = ql.Period('1y')
fixedLegBDC = ql.ModifiedFollowing
fixedLegDC = ql.Thirty360(ql.Thirty360.BondBasis)
index = ql.Euribor6M(ql.YieldTermStructureHandle(disc_curve))
spread = 0.0
fixedSchedule = ql.Schedule(start, end, fixedLegTenor, index.fixingCalendar(), fixedLegBDC, fixedLegBDC, ql.DateGeneration.Backward, False)
floatSchedule = ql.Schedule(start, end, index.tenor(), index.fixingCalendar(), index.businessDayConvention(), index.businessDayConvention(), ql.DateGeneration.Backward, False)
swap = ql.VanillaSwap(typ, nominal, fixedSchedule, fixRate, fixedLegDC, floatSchedule, index, spread, index.dayCounter())
engine = ql.DiscountingSwapEngine(ql.YieldTermStructureHandle(disc_curve))
swap.setPricingEngine(engine)
print(swap.NPV())
print(swap.fairRate())
EOF
# Test python3
cd $HOME
python3 swap.py
# Install boost 1.71
apt-get install build-essential
export boost_version=1.71.0; export boost_dir=boost_1_71_0; cd $HOME; wget https://dl.bintray.com/boostorg/release/${boost_version}/source/${boost_dir}.tar.gz
export boost_version=1.71.0; export boost_dir=boost_1_71_0; cd $HOME; tar xfz ${boost_dir}.tar.gz && cd ${boost_dir} && ./bootstrap.sh && ./b2 --without-python --prefix=/usr -j 4 link=shared runtime-link=shared install && cd .. && rm -rf ${boost_dir} && ldconfig
# Install quantlib 1.17
export quantlib_version=1.17; cd $HOME; wget https://dl.bintray.com/quantlib/releases/QuantLib-${quantlib_version}.tar.gz
export quantlib_version=1.17; cd $HOME; tar xfz QuantLib-${quantlib_version}.tar.gz && cd QuantLib-${quantlib_version} && ./configure --prefix=/usr --disable-static CXXFLAGS=-O3 && make -j 4 && make install && cd .. && ldconfig
# Test quantlib 1.17
#Create testql.cpp
cd $HOME
cat > testql.cpp << 'testqlEOF'
#include <ql/quantlib.hpp>
int main() {
std::cout << "BOOST version is " << BOOST_VERSION << std::endl;
std::cout << "QL version is " << QL_VERSION << std::endl;
#if __x86_64__ || __WORDSIZE == 64
std::cout << "This is 64 bits" << std::endl;
#elif __i386__ || __WORDSIZE == 32
std::cout << "This is 32 bits" << std::endl;
#else
std::cout << "This is something else" << std::endl;
#endif
return 0;
}
testqlEOF
g++ testql.cpp -lQuantLib -o testql
./testql
# Test QuantLib Examples
cd $HOME
g++ QuantLib-*/Examples/Bonds/Bonds.cpp -lQuantLib -o testBonds
./testBonds
cd $HOME
g++ QuantLib-*/Examples/FRA/FRA.cpp -lQuantLib -o testFRA
./testFRA
# Python 2 installation
apt-get install python python-pip -y
pip2 install numpy QuantLib-Python==1.17
pip2 freeze
apt-get install git -y
# Test python2
cd $HOME
git clone git://github.com/mmport80/QuantLib-with-Python-Blog-Examples.git
cd QuantLib-with-Python-Blog-Examples/
python2 blog_frn_example.py
cd $HOME
python2 swap.py
Export and Import of container
docker export CONTAINER_NAME | gzip > NAME.gz
zcat NAME.gz | docker import - IMAGE-NAME
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