Skip to content

fkarb/pyql

 
 

Repository files navigation

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

It offers support for Python 2 and 3.

Prerequisites

Building the library

See the getting_started.rst documentation in docs/source for the full details!

Releases

No releases published

Packages

No packages published

Languages

  • Python 95.9%
  • C++ 4.0%
  • Makefile 0.1%