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From: Luigi B. <lui...@gm...> - 2024-03-04 11:22:15
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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 > |