quantlib¶

library for quantitative finance

Modules

`cashflow`
`cashflows`
`compounding`
`currency`
`default`
`defines`
`experimental`
`index`	Abstract base class for indices
`indexes`
`instrument`	Abstract instrument class
`instruments`
`interest_rate`
`market`
`math`
`methods`
`mlab`
`models`
`observable`
`pricingengines`
`processes`
`quote`	Abstract base class for market observables
`quotes`
`reference`
`settings`
`sim`
`stochastic_process`
`termstructure`
`termstructures`
`time`
`time_grid`
`time_series`
`util`

Quantlib cython wrapper