forked from enthought/pyql
-
Couldn't load subscription status.
- Fork 0
Cython QuantLib wrappers
License
Couldn't load subscription status.
dpinte/pyql
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
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 must be done with Cython 0.16 with the cython_0.16.patch applied
(unicode issue fix). Cython 0.15 is not supported anymore as it does not
support templated ctypedef.
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 0
No packages published
Languages
- Python 85.6%
- C++ 13.6%
- Shell 0.8%