Skip to content

AUK1939/pyql

 
 

Repository files navigation

PyQL - QuantLib Cython wrappers

This library is a new set of wrappers using Cython on top of QuantLib. It currently focuses on useful simple objects like Date, Calendar but might be extended to more complex wrappers if needed.

This work started on QuantLib version 1.1 and 1.2 and is now requiring version 1.5 at least and supports QuantLib 1.8.

It offers support for Python 2 and 3.

Prerequisites

Building the library

See the Getting started document for the full details!

About

Cython QuantLib wrappers

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • Python 99.3%
  • Other 0.7%