fkarb / 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 is based on QuantLib version 1.1 and 1.2

It offers support for Python 2 and 3.

Prerequisites

• QuantLib (version 1.1 or higher)
• Cython (version 0.19 or higher)

Building the library

See the getting_started.rst documentation in docs/source for the full details!