[Quantlib-users] open source Python wrapper for QuantLib

[Denys U. <de...@aq...>]

This might come useful to those who are thinking of using QuantLib in
Python. As part of my recent consulting project I created a wrapper around
QuantLib which allows working at a higher level than what the
swig-generated Python library provides.

Anyways, I open sourced the package since I think it may be useful to
others:

https://github.com/Aqumen-Tech/aqumenlib

Hopefully the README there answers most questions.

Currently it only handles basic rates and fixed income and a bit of FX,
since that was all I needed, but the structure should make it easy to add
new pricers; the hard bits were modeling and risk calcs and that wiring is
all in place.