wifesaidno/pyql

Cython QuantLib wrappers

PyQL - QuantLib Cython wrappers

This library is a new set of wrappers using Cython on top of QuantLib. It currently focuses on useful simple objects like Date, Calendar but might be extended to more complex wrappers if needed.

This is still considered as alpha version even if it works quite well.

As PyQL is already used by other projects, we are still looking for a good name. Suggestions are welcome!

Prerequisites

• QuantLib (version 1.1 or higher)
• Cython (version 0.19 or higher)

Building the library

The build and test suite can be run as follows::

make clean
make build
make tests

To build the library on Mac OS X 10.9, the QuantLib library must be linked against libstdc++. To do so, set the environment variables CXXFLAGS and LDFLAGS to -stlib=libstdc++ -mmacosx-version-min=10.6 before building from source.