Skip to content

ntmartin/pyql

 
 

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

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

This is still considered as alpha version even if it works quiet well.

As PyQL is already used by other projects, we are still looking for a good
name. Suggestions are welcome!


Building the library
--------------------

Builds are running fine under Cython 0.15 with the cython_0.15.patch applied
(combines one pull request about templates with a unicode issue fix).
Needs to test it under 0.16 and see if things are fixed or report upstream.

The build and test suite can be run::

    make clean
    make build
    make tests



    

About

Cython QuantLib wrappers

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published