Cython QuantLib wrappers
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dpinte Merge pull request #249 from thrasibule/defaults
Better defaults and add a couple methods
Latest commit 4f63ac7 Aug 30, 2018

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!