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Python quantlib examples? [closed]

Does anyone know of any good quantlib examples for Python? I cant seem to find any anywhere...

like image 463
skyeagle Avatar asked May 31 '10 12:05

skyeagle


1 Answers

There are examples in the Ubuntu package quantlib-python:

/usr/share/doc/quantlib-python/examples/american-option.py
/usr/share/doc/quantlib-python/examples/basket-option.py
/usr/share/doc/quantlib-python/examples/bermudan-swaption.py.gz
/usr/share/doc/quantlib-python/examples/european-option.py
/usr/share/doc/quantlib-python/examples/swap.py.gz
/usr/share/doc/quantlib-python/examples/test/QuantLibTestSuite.py
/usr/share/doc/quantlib-python/examples/test/bonds.py.gz
/usr/share/doc/quantlib-python/examples/test/date.py
/usr/share/doc/quantlib-python/examples/test/instruments.py
/usr/share/doc/quantlib-python/examples/test/integrals.py
/usr/share/doc/quantlib-python/examples/test/marketelements.py
/usr/share/doc/quantlib-python/examples/test/ratehelpers.py
/usr/share/doc/quantlib-python/examples/test/solvers1d.py
/usr/share/doc/quantlib-python/examples/test/termstructures.py.gz

If you are not using Ubuntu/Debian, there might be a similar package for your OS, or you can also get these files by downloading quantlib-swig_0.9.9.orig.tar.gz.

like image 86
unutbu Avatar answered Sep 28 '22 03:09

unutbu