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From: F. E. A. <fea...@gm...> - 2019-12-26 21:33:32
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I would like to create a custom Instrument, and I would like to be able to write Python code to use QuantLib to analyze this instrument. How could I go about doing this? I assume that the Instrument itself will need to be written in C++. But how would I expose it to Python? If I packaged up a Python library that included my Instrument, and SWIG bindings for it, is there any chance that it would "just work" alongside the QuantLib on PyPI? A clear path, which should definitely work, seems to be to make a custom build of QuantLib for Python, including my Instrument in the compilation and SWIG generation. That could be a decent short term solution for me, but I would really like to publish my Instrument for others to use as well, ideally in its own Python package. Thanks in advance for any advice! Gene |