lballabio/README.md · I'm Luigi Ballabio, co-founder and current maintainer of the open-source QuantLib project. I'm also the author of A QuantLib Guide, Implementing QuantLib and QuantLib Python Cookbook, and I'm available for training on-site ...

I'm Luigi Ballabio, co-founder and current maintainer of the open-source QuantLib project. I'm also the author of A QuantLib Guide, Implementing QuantLib and QuantLib Python Cookbook, and I'm available for training on-site (in Europe and UK) ...

QuantLib-SWIG provides the means to use QuantLib from a number of languages; currently their list includes Python, C#, Java, Scala and R. Bugs can be reported as a GitHub issue at https://github.com/lballabio/QuantLib-SWIG/issues; if you have ...

# name: python3 · # --- · # %% [markdown] # # Interest-rate swaps · # # Copyright (©) 2004, 2005, 2006, 2007 StatPro Italia srl · # # This file is part of QuantLib, a free-software/open-source library · # for financial quantitative analysts and developers - https://www.quantlib.org/ # # QuantLib is free software: you can redistribute it and/or modify it under the ·

This directory contains a number of examples of using QuantLib from Python.

# name: python3 · # --- · # %% [markdown] # # American options · # # Copyright (©) 2004, 2005, 2006, 2007 StatPro Italia srl · # # This file is part of QuantLib, a free-software/open-source library · # for financial quantitative analysts and developers - https://www.quantlib.org/ # # QuantLib is free software: you can redistribute it and/or modify it under the ·

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/27?closed=1. Upgrade to SWIG 4.2.x. This allows to use Python's limited API and thus reduce the number of official wheels to cover the same Python versions.

# name: python3 · # --- · # # Credit default swaps · # # Copyright (©) 2014 Thema Consulting SA · # # This file is part of QuantLib, a free-software/open-source library · # for financial quantitative analysts and developers - https://www.quantlib.org/ # # QuantLib is free software: you can redistribute it and/or modify it under the ·

The C++ wrappers for the QuantLib-Python extension module are created by means of SWIG (Simplified Wrapper and Interface Generator) available from http://www.swig.org/; the latest version is suggested.

# name: python3 · # --- · # # Bonds · # # Copyright (©) 2008 Florent Grenier · # Copyright (©) 2010 Lluis Pujol Bajador · # # This file is part of QuantLib, a free-software/open-source library · # for financial quantitative analysts and developers - https://www.quantlib.org/ # # QuantLib is free software: you can redistribute it and/or modify it ·

The QuantLib C++ library. Contribute to lballabio/QuantLib development by creating an account on GitHub.

# This exercise tries to replicate the Quantlib C++ `Gaussian1dModel` example on how to use the GSR and Markov Functional model.

August 30, 2021 - Hi Luigi, I hope you are well. Sorry, i had an issue when trying to install Quantlib python using "pip install QuantLib" : ModuleNotFoundError Traceback (most recent call last) in ----> 1 import QuantLib as ql ~\AppData\Local\Programs\Py...

# name: python3 · # --- · # # Swing options · # # Copyright (©) 2018 Klaus Spanderen · # # This file is part of QuantLib, a free-software/open-source library · # for financial quantitative analysts and developers - https://www.quantlib.org/ # # QuantLib is free software: you can redistribute it and/or modify it under the ·

Sources for the quantlib.org site. Contribute to lballabio/QuantLib-site development by creating an account on GitHub.

January 19, 2018 - When using the datetime and QuantLib (1.11) modules at the same time in Python 3.6, datetime becomes uncallable on its own. e.g.: from datetime import datetime from QuantLib import * datetime.now() ... However, datetime.datetime.now() is callable. This was not an issue in 1.10 - is this a bug or expected behaviour? ... Thanks for the report. Would you mind opening the issue at https://github.com/lballabio/QuantLib-SWIG/issues instead?

August 24, 2017 - Hi, I use QuantLib-1.10 from Python 3.6. While running "BermudanSwaption.py" from the test folders, I get the following error message listed below. Seems like method fairRate() is not defined although it is declared in the "swap.i" file ...

Summary: The python wrapper of QuantLib. Development: https://github.com/lballabio/QuantLib

You can create the virtual environment ... you to have SWIG installed. You can download released QuantLib-SWIG versions from GitHub at https://github.com/lballabio/QuantLib-SWIG/releases....

August 4, 2020 - lballabio / QuantLib Public · Notifications · You must be signed in to change notification settings · Fork 1.9k · Star 6.1k · New issueCopy link · New issueCopy link · Closed · Closed · Gsr calibration issue#873 · Copy link · AlexanderKimParis · opened · on Aug 4, 2020 · Issue body actions · Hi I'm using Quantlib python to price exotic structured products(interest rate derivatives) Originally I want to use Hull White 1F model to simulate the short rate process.