PyNL is certified with the following software:
Python 2.7 or >=3.5
IMSL C Numerical Library (CNL) >= 8.6
CNL must be setup and configured in the environment before using PyNL. Follow the instructions that accompanied your CNL distribution to ensure that it is setup and configured properly. In general, this can be accomplished by executing the cnlsetup.[bat|sh] script distributed with that product.
To install from a wheel based distribution:
pip install imsl-<version>-py2.py3-none-any.whl
where version is the release to install. To uninstall:
pip uninstall imsl
To verify that PyNL has been installed appropriately, run the following test:
>>> import imsl.timeseries.garch as garch
>>> help(garch)