Cython QuantLib wrappers
Switch branches/tags
Nothing to show
Pull request Compare This branch is 865 commits behind enthought:master.
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
docs
examples
quantlib
.gitignore
KNOWN_ISSUES
LICENSE.txt
Makefile
README
cython_0.15.patch
cython_0.16.patch
setup.py

README

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 is based on QuantLib version 1.1 and 1.2

This is still considered as alpha version even if it works quiet well.

As PyQL is already used by other projects, we are still looking for a good
name. Suggestions are welcome!


Building the library
--------------------

Builds are running fine under Cython 0.15 with the cython_0.15.patch applied
(combines one pull request about templates with a unicode issue fix). Cython
0.16 also requires a patch but pretty minimal (ctyon_0.16.patch).
Needs to test it under 0.16 and see if things are fixed or report upstream.

The build and test suite can be run::

    make clean
    make build
    make tests