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 ·

# 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 ·

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

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.

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 · # --- · # # 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 ·

# 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 ·

# 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...

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

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

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 ...

January 19, 2018 - Hi, I'm new to this forum so please excuse me if this has been covered already. 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 dateti...

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

April 11, 2019 - I have started working on CDS model using Quantlib and as a starting point, utilized code provided in GitHub Quantlib/Python examples with modifications in initial code as given at the end and have following query: When using Recovery Ra...

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....

sudo apt-get install python3-dev ... you to have SWIG installed. You can download released QuantLib-SWIG versions from GitHub at https://github.com/lballabio/QuantLib-SWIG/releases....