quantlib.reference.data_structures

Definition of canonical data structures used in the high-level functions of pyql. The data structures are all pandas DataFrames, with defined column names and types. The data frames are empty, and should be used as follows:

>>> import quantlib.reference.data_structures as df
>>> x = df.option_quotes.reindex(index=range(10))

Functions

option_quotes_template()
riskfree_dividend_template()