Roadmap

• Provide binary version for Mac, Windows and Linux

• Increase the Python coverage for C++ classes

• Make the API more pythonic and user friendly to abstract more of the complex C++ constructions

• Provide a better integration for large datasets

• Investigate potential OpenMP support

Documentation

List of online resources useful for the project:

• add examples from http://quantlib.org/slides/dima-ql-intro-1.pdf

• Fixed income - indexes (see http://quantlib.org/slides/dima-ql-intro-2.pdf p78)