quantlib-python

Python3 bindings for the Quantlib Quantitative Finance library

Description

The QuantLib project is aimed to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard free/open source library to quantitative analysts and developers for modeling, trading, and risk management in real-life.

QuantLib plans to offer tools that are useful for both practical implementation, with features such as market conventions, solvers, PDEs, etc., and advanced modeling, e.g., exotic options and interest rate models.

This package provides Python bindings to parts of the QuantLib library.

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Homepage

https://www.quantlib.org


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Install quantlib-python