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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 and supports QuantLib 1.8.

It offers support for Python 2 and 3.

Prerequisites

• QuantLib (version 1.5 or higher)
• Cython (version 0.24.1 or higher)

Building the library

See the Getting started document for the full details.

Documentation

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