chuihero / pyql

Cython QuantLib wrappers

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.

It offers support for Python 2 and 3.

Prerequisites

• QuantLib (version 1.5 or higher)
• Cython (version 0.22 or higher)

Building the library

See the Getting started document for the full details!