Cython QuantLib wrappers
Python C++ Makefile
Latest commit 727c37a Nov 30, 2016 @dpinte dpinte committed on GitHub Merge pull request #168 from thrasibule/schedule_constructors
Schedule constructors

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 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!