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Cython QuantLib wrappers

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enthought/pyql

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This library is a new set of wrappers using Cython on top of QuantLib.It currently focuses on useful simple objects like Date, Calendar butmight be extended to more complex wrappers if needed.

This work started on QuantLib version 1.1 and 1.2 and is now requiring version1.5 at least and supports QuantLib 1.8.

It offers support for Python 2 and 3.

Prerequisites

Building the library

See theGetting started document for thefull details.

Documentation

Documentation is pretty rough. A current build of the documentation is rendered athttps://docs.enthought.com/pyql.


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