Cython QuantLib wrappers
Python C++ Makefile
Latest commit 764d2b9 Oct 19, 2016 @dpinte dpinte committed on GitHub Merge pull request #164 from thrasibule/updateable_quotes
allow to set the RateHelper quotes

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.


Building the library

See the Getting started document for the full details!