https://github.com/lballabio/quantlib-swig

QuantLib wrappers to other languages
https://github.com/lballabio/quantlib-swig

quantitative-finance

Last synced: 5 months ago
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QuantLib wrappers to other languages

• Host: GitHub
• URL: https://github.com/lballabio/quantlib-swig
• Owner: lballabio
• License: other
• Created: 2015-12-17T16:36:38.000Z (almost 10 years ago)
• Default Branch: master
• Last Pushed: 2025-05-09T13:00:11.000Z (5 months ago)
• Last Synced: 2025-05-09T14:21:40.874Z (5 months ago)
• Topics: quantitative-finance
• Language: SWIG
• Homepage:
• Size: 4.4 MB
• Stars: 360
• Watchers: 38
• Forks: 297
• Open Issues: 11
• Metadata Files:
  • Readme: README.md
  • Changelog: ChangeLog.txt
  • License: LICENSE.TXT

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README

          

QuantLib-SWIG: language bindings for QuantLib

=============================================

[![Download source](https://img.shields.io/github/v/release/lballabio/QuantLib-SWIG?label=source&sort=semver)](https://github.com/lballabio/QuantLib-SWIG/releases/latest)

[![PyPI version](https://img.shields.io/pypi/v/quantlib?label=PyPI)](https://pypi.org/project/QuantLib)

![PRs Welcome](https://img.shields.io/badge/PRs%20-welcome-brightgreen.svg)

[![DOI](https://zenodo.org/badge/DOI/10.5281/zenodo.1441003.svg)](https://doi.org/10.5281/zenodo.1441003)

[![Build status](https://github.com/lballabio/QuantLib-SWIG/workflows/Linux%20build/badge.svg?branch=master)](https://github.com/lballabio/QuantLib-SWIG/actions?query=workflow%3A%22Linux+build%22)

[![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/lballabio/QuantLib-SWIG/binder?urlpath=lab/tree/Python/examples)

---

QuantLib-SWIG provides the means to use QuantLib from a number of

languages; currently their list includes Python, C#, Java and R.

The QuantLib project () is aimed at providing a

comprehensive software framework for quantitative finance. QuantLib is

a free/open-source library for modeling, trading, and risk management

in real-life.

QuantLib is Non-Copylefted Free Software and OSI Certified Open Source

Software.

Download and usage

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

QuantLib-SWIG can be downloaded from .

On Linux/Unix, you can run:

    ./configure

    make

    make check

    sudo make install

to build, test and install al modules. If you're only interested in a

specific language, you can tell make to only work in its subdirectory,

as in:

    make -C Python

Alternatively, you can cd to a specific subdirectory and follow the

instructions in its README file. This is also the procedure for

Windows users.

Questions and feedback

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

Bugs can be reported as a GitHub issue at

; if you have a

patch available, you can open a pull request instead (see

"Contributing" below).

You can also use the `quantlib-users` and `quantlib-dev` mailing lists

for feedback, questions, etc.  More information and instructions for

subscribing are at .

Contributing

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

The easiest way to contribute is through pull requests on GitHub.  Get

a GitHub account if you don't have it already and clone the repository

at  with the "Fork" button

in the top right corner of the page. Check out your clone to your

machine, code away, push your changes to your clone and submit a pull

request; instructions are available at

.  (In case you need

them, more detailed instructions for creating pull requests are at

, and a basic

guide to GitHub is at

.

It's likely that we won't merge your code right away, and we'll ask

for some changes instead. Don't be discouraged! That's normal; the

library is complex, and thus it might take some time to become

familiar with it and to use it in an idiomatic way.

We're looking forward to your contributions.