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 is still considered as alpha version even if it works quite well.
As PyQL is already used by other projects, we are still looking for a good name. Suggestions are welcome!
The build and test suite can be run as follows::
make clean
make build
make tests
To build the library on Mac OS X 10.9, the QuantLib library must be linked
against libstdc++. To do so, set the environment variables CXXFLAGS and
LDFLAGS to -stlib=libstdc++ -mmacosx-version-min=10.6 before building
from source.