Why Python?

[LowellWinston]

Cashflow for structured products is usually path dependent, even for fixed rate, due to different accrual methods and other factors. Python is known to be slow when running in loops. For complex product backed by large number of collateral with long maturity, running Python-based cashflow may have significant performance issues, especially when calculating OAS which requires large number of simulations. Have you considered using low-level languages like Rust or C++?

[yellowbean]

The backend is Haskell, it's performant enough. AbsBox is just a wrapper

Meanwhile, Python won't be slow under leverage of numpy & ctypes.. or cython, with proper optimization, speed of execution is very close to C/C++

Short term goal is to expose via protobuf, then make the engine language-neutrual. Any language can use this engine.