{"id":28576392,"url":"https://github.com/kostrse/quantlib-moex","last_synced_at":"2025-08-09T14:27:33.924Z","repository":{"id":297855203,"uuid":"998103693","full_name":"kostrse/quantlib-moex","owner":"kostrse","description":"QuantLib extensions for Moscow Exchange","archived":false,"fork":false,"pushed_at":"2025-06-07T23:21:09.000Z","size":8,"stargazers_count":0,"open_issues_count":1,"forks_count":0,"subscribers_count":0,"default_branch":"main","last_synced_at":"2025-06-07T23:21:57.059Z","etag":null,"topics":["moex","quantlib"],"latest_commit_sha":null,"homepage":"","language":"C++","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"bsd-3-clause","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/kostrse.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null}},"created_at":"2025-06-07T21:43:06.000Z","updated_at":"2025-06-07T22:30:53.000Z","dependencies_parsed_at":"2025-06-07T23:36:20.173Z","dependency_job_id":null,"html_url":"https://github.com/kostrse/quantlib-moex","commit_stats":null,"previous_names":["kostrse/quantlib-moex"],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/kostrse%2Fquantlib-moex","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/kostrse%2Fquantlib-moex/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/kostrse%2Fquantlib-moex/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/kostrse%2Fquantlib-moex/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/kostrse","download_url":"https://codeload.github.com/kostrse/quantlib-moex/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/kostrse%2Fquantlib-moex/sbom","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":259172157,"owners_count":22816514,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["moex","quantlib"],"created_at":"2025-06-10T23:40:19.994Z","updated_at":"2025-06-10T23:40:30.336Z","avatar_url":"https://github.com/kostrse.png","language":"C++","funding_links":[],"categories":[],"sub_categories":[],"readme":"# quantlib-moex\n\nQuantLib extension for Moscow Exchange (MOEX) specifics – starting with the\nzero-coupon yield curve (\"G-curve\") implemented as `qlmoex.MoexGCurve`.\n\n## Installation\n\n```bash\npip install quantlib-moex\n```\n\nThe package comes with QuantLib statically linked, so no separate QuantLib installation is required.\n\n## Versioning and Compatibility\n\nThis package follows a versioning scheme that reflects compatibility with QuantLib:\n\n- **Version format**: `X.Y.Z.postN` where `X.Y.Z` matches the QuantLib version\n- **Current version**: `1.38.0.post0` - compatible with QuantLib 1.38.x\n- **Python dependency**: `QuantLib==1.38.*` - ensures ABI and runtime compatibility\n\n### Why this versioning scheme?\n\n1. **ABI Compatibility**: The package is built against a specific QuantLib version and uses the same C++ ABI\n2. **Runtime Compatibility**: QuantLib must match the QuantLib version for proper object interoperability\n3. **Static Linking**: QuantLib is statically linked into the package, ensuring consistent behavior across platforms\n\n### Upgrading\n\nWhen upgrading quantlib-moex:\n- The QuantLib dependency will be automatically updated to the matching version\n- Your existing code should continue to work without changes\n- Check the QuantLib changelog for any breaking changes in the underlying library\n\n## Example\n\n```python\nimport QuantLib as ql\nfrom qlmoex import MoexGCurve\n\ntoday = ql.Date(7, 6, 2025)\ncurve = MoexGCurve(today, 0.0095, -0.018, 0.025, 1.5,\n                   [0.0002, -0.00015, 0.00005])\n\nprint(curve.discount(5.0))\n```\n\n## Building from Source\n\nThe package uses a modern build system with scikit-build-core and CMake:\n\n```bash\ngit clone --recursive https://github.com/kostrse/quantlib-moex.git\ncd quantlib-moex\npip install -e .\n```\n\nNote: QuantLib is included as a git submodule and built statically, so no system QuantLib installation is needed.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fkostrse%2Fquantlib-moex","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fkostrse%2Fquantlib-moex","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fkostrse%2Fquantlib-moex/lists"}