quantlibapp is currently in alpha stage - if you find a bug, please submit an issue.
quantlibapp is a framework to use QuantLib-Python (version 1.12). Currently, one application is developed:
1. Calculate loan (annuity) schedule, similar to numpy.pmt, but this application takes real date and consider UK holiday too. Those schedule is generated by QuantLib. Also the day counts are computed by Thirty360(Thirty360.USA).yearFraction
Please note that this version ONLY works on jupyterlab or jupyter notebook as it takes input directly from the notebook.
You can also try this on https://www.quantransform.co.uk/ but you will need to register an account before you can do so.
The easiest way to install quantlibapp
using pip
or easy_insatll
:
$ pip install git+https://github.com/quantransform/quantlibapp
Please also install qgrid on https://github.com/quantopian/qgrid
MIT