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Cython QuantLib wrappers
Python C++ Makefile
Branch: master

Merge pull request #94 from rimrockcapital/bucket_analysis

Experimental - Risk - BucketAnalysis
latest commit fb4594ea35
@dpinte dpinte authored

README.md

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 is based on QuantLib version 1.1 and 1.2

It offers support for Python 2 and 3.

Prerequisites

Building the library

See the getting_started.rst documentation in docs/source for the full details!

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