{"id":14080899,"url":"https://github.com/auto-differentiation/QuantLib-Risks-Py","last_synced_at":"2025-07-30T19:32:38.468Z","repository":{"id":231337680,"uuid":"781489225","full_name":"auto-differentiation/QuantLib-Risks-Py","owner":"auto-differentiation","description":"Fast Risks with QuantLib in 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Analysis","风险分析"],"readme":"\nQuantLib-Risks: Risk-enabled QuantLib for Python\n================================================\n\n[![Download source](https://img.shields.io/github/v/release/auto-differentiation/QuantLib-Risks-Py?label=source\u0026sort=semver)](https://github.com/auto-differentiation/QuantLib-Risks-Py/releases/latest)\n[![PyPI version](https://img.shields.io/pypi/v/QuantLib-Risks?label=PyPI)](https://pypi.org/project/QuantLib-Risks)\n\n---\n\nThis repository builds QuantLib Python bindings with automatic differentiation, enabling\nfast risks calculation with QuantLib in Python.\nIt wraps [C++ QuantLib-Risks](https://github.com/auto-differentiation/QuantLib-Risks-Cpp)\nin Python.\nIt uses elements from [QuantLib-SWIG](https://github.com/lballabio/QuantLib-SWIG) and\nis kept in sync with it.\n\n## Getting Started\n\nYou can install it as:\n\n```\npip install QuantLib-Risks\n```\n\n## Getting Help\n\nFor documentation and other resources, see https://auto-differentiation.github.io/quantlib-risks/python/ .\n\nIf you have found an issue, want to report a bug, or have a feature request, please raise a [GitHub issue](https://github.com/auto-differentiation/QuantLib-Risks-Py/issues).\n\n## Related Projects\n\n- XAD Comprehensive automatic differentiation in [Python](https://github.com/auto-differentiation/xad-py) and [C++](https://github.com/auto-differentiation/xad)\n- QuantLib-Risks: Fast risk evaluations in [Python](https://github.com/auto-differentiation/QuantLib-Risks-Py) and [C++](https://github.com/auto-differentiation/QuantLib-Risks-Cpp)\n\n## Contributing\n\nPlease read [CONTRIBUTING](CONTRIBUTING.md) for the process of contributing to this project.\nPlease also obey our [Code of Conduct](CODE_OF_CONDUCT.md) in all communication.\n\n## Versioning\n\nThis repository follows the QuantLib versions closely. With each new QuantLib release,\na new release of QuantLib-Risks is prepared with the same version number.\n\n## License\n\nThis project is licensed under the GNU Affero General Public License - see the [LICENSE.md](LICENSE.md) file for details.\n\nIt contains code from [QuantLib](https://www.quantlib.org) \nand [QuantLib-SWIG](https://github.com/lballabio/QuantLib-SWIG), \nwhich are shipped with a different (compatible) license.\nBoth licenses are included in [LICENSE.md](LICENSE.md)\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fauto-differentiation%2FQuantLib-Risks-Py","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fauto-differentiation%2FQuantLib-Risks-Py","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fauto-differentiation%2FQuantLib-Risks-Py/lists"}