As an alternative to C++ it is possible to run the L3 models from the Python language.

The python sub-directory within L3 contains examples for the various financial models.

They utilise a specific python module as described below.

They also require the shared library to be built as described within the Getting Started section.

Note that these are intended to be executed on real hardware - the software and hardware emulation modes as mentioned elsewhere are not applicable to the python section.

Python Module Description

The Python module is created in C++ using the PyBind11 tool. This provides the abstraction layer between the C++ software apis i.e. the .hpp files and Python. The one file module.cpp contains the code to access all the Python financial models - these are split into clearly delineated sections within the file.

Dependencies and versions

To be able to build the module and run the examples there are some dependencies these are listed below alongside the specific releases used during development, which was performed on machines using the CentOS 7.4 operating system. By default it comes with Python 2.7.5.

Python - version 3.6.8 which can be found at installation details vary based on operating system

Pybind11 - version 2.4.3 which can be found at to download the code select note this was tested at latest current version of 2.5.0

python-devel package which contains python3-config. For CentOS the command to install is - yum install python-devel

Building the module

Before attempting to build the module ensure you have followed the contents of L3 Getting Started page - both the environment needs to be setup and the built library are required.

To generate the module run the Makefile - make from within your copy of the ../L3/python directory.

This will create a module.o file in the output sub-directory, along with The python examples then import the required functions from this file, similarly to standard python modules.

Hints: whilst including some checks in the scripts be aware your local environmental settings may vary. pip3 list will show if pybind11 is installed, it’s directory path should be seen in the directories shown by running the command python3.6-config –includes . For CentOS that directory is /usr/include/python3.6m

Running the examples

Once the module has been compiled the simplest way to run is to copy the desired example python script and matching generated xclbin file, process described elsewhere, into the output subdirectory and run from that directory, appending both the xclbin filename and card type (u200 or u250). Again note that these should be hardware xclbin build files and not emulation ones.

For example to run the Dow Jones Monte Carlo European financial python script type the following or similar, depending upon your build filename and card type:

cd output
python36 ./ dowjones.xclbin u200

Note within each example there is a comment describing the expected result. These generally mirror the C++ examples.

Hint: Ensure the compiled library file* is accessible, as generated in the L3 Getting Started page by appending to the existing existing environmental LD_LIBRARY_PATH - for example - setenv LD_LIBRARY_PATH /<your_local_checkout_directory>/xf_fintech/L3/src/output:$LD_LIBRARY_PATH