Re: [Quantlib-dev] Annoucing PyQL: a new set of python wrappers for QuantLib

[Ferdinando A. <na...@am...>]

Hi Didrik,

great news!

Happy to know about PyQL. Please also post to:
quantlib-announce at lists dot sourceforge dot net
quantlib-users at lists dot sourceforge dot net

I'm pretty sure Luigi will follow up with a link to PyQL on the
quantlib.org web site

thank you

On Fri, Mar 23, 2012 at 8:42 AM, Didrik Pinte <dp...@en...> wrote:
> Hi folks,
>
> We are happy to announce the release of PyQL [1], a new set of
> QuantLib wrappers for Python.
>
> The project is available here :
>
> * URL: http://github.com/enthought/pyql
> * License: BSD license.
> * Authores: Didrik Pinte, Enthought and Patrick Henaff, IAE Paris.
>
> Why another set of Python wrappers for QuantLib?
>
> The SWIG wrappers provide a very good coverage of the library but have
> a number of pain points:
>  - few Pythonic optimisation in the syntax: the code a user must write
> on the Python side looks like the C++ version
> - no docstring or function signature available on the Python side
> - complex debugging and complex customization of the wrappers
> - monolithic build process
> - complete loss of the C++ code organisation with a flat namespace in Python
> - ...
>
> For those reasons and to have the ability to expose some of the
> QuantLib internals that could be very useful on the Python side, we
> chosed another road. PyQL is build on top of Cython and creates a thin
> Pythonic layer on top of QuantLib. It allows a tight control on the
> wrapping and provides higher level Python integration.
>
> Features:
> - Integration with standard datatypes (like datetime objects) and numpy arrays
> - Simplifed API on the Python side (e.g. usage of Handles completely
> hidden from the user)
> - Support full docstring and expose detailed function signatures to Python
> - Code organised in subpackages to provide a decent namespace, very
> close to the C++ code organisation
> - Easy extendibility thanks to Cython and shorter build time when
> adding new functionnalities
> - Sphinx documentation
>
> It supports QuantLib >= 1.1 and currently builds very nicely on MacOSX
> and Linux. The Windows builds will be there soon. Regarding the build
> process, make sure you read the build instruction!
> (Cython 0.15 needs a simple patch available in the repo)
>
> The library comes with a decent test suite and many examples: from the
> very basic option valuation to more complex heston model calibration
> within an IPython notebook.
>
> For more details, take a look at the code, contact the authors, or
> discuss on the list!
>
> We are looking forward questions, comments, contributions.
>
>
> Didrik
>
>
> [1] The name is still subject to modification as PyQL is already used
> by other projects unrelated to QuantLib. Suggestions are welcome!
>
>
> --
> Didrik Pinte                                 +32 475 665 668
>                                                    +44 1223 969515
> Enthought Europe                      dp...@en...
> Scientific Computing Solutions   http://www.enthought.com
>
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