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Cython QuantLib wrappers
Python C++ Makefile
Latest commit 7d760e5 Jun 25, 2016 @dpinte dpinte committed on GitHub Merge pull request #150 from thrasibule/fix_daycounter_return
Fix returns of daycounters

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.

It offers support for Python 2 and 3.


Building the library

See the Getting started document for the full details!

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