Re: [Quantlib-users] open source Python wrapper for QuantLib

[Luigi B. <lui...@gm...>]

Thanks!

On Tue, Feb 27, 2024 at 7:10 PM Denys Usynin <de...@aq...> wrote:

> 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.
>
>
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>