https://github.com/enthought/pyql

Cython QuantLib wrappers
https://github.com/enthought/pyql

cython quantlib

Last synced: 30 days ago
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Cython QuantLib wrappers

• Host: GitHub
• URL: https://github.com/enthought/pyql
• Owner: enthought
• License: other
• Created: 2012-03-08T22:44:35.000Z (almost 13 years ago)
• Default Branch: master
• Last Pushed: 2024-07-31T15:46:54.000Z (6 months ago)
• Last Synced: 2024-11-07T03:27:47.509Z (3 months ago)
• Topics: cython, quantlib
• Language: Cython
• Homepage:
• Size: 20.8 MB
• Stars: 1,005
• Watchers: 112
• Forks: 196
• Open Issues: 20
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGES.txt
  • License: LICENSE.txt

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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 started on QuantLib version 1.1 and 1.2 and is now requiring version

1.5 at least and supports QuantLib 1.8.

It offers support for Python 2 and 3.

Prerequisites

-------------

* [QuantLib](http://www.quantlib.org) (version 1.5 or higher)

* [Cython](http://www.cython.org) (version 0.24.1 or higher)

Building the library

--------------------

See the [Getting started](docs/source/getting_started.rst) document for the 

full details.

Documentation

-------------

Documentation is pretty rough. A current build of the documentation is rendered at 

https://docs.enthought.com/pyql.