Python quantlib examples? [closed]

Question

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

Beitris

gouthamanbalaraman.com/blog/… has a few good examples I wrote. – Appledorf

Answer 1

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.

Yield

Answer 2

They're in the QuantLib-SWIG distribution (you probably got that from the QuantLib site already.) Once you unpack the tarball (or the zip archive) they're in the Python\examples folder.

Oncoming

omg! is it Luigi Ballabio of quantlib fame ?! – Beitris

Answer 3

The best (only ...) QL/Python example codes I have found so far are those written by Tawanda Gwena at https://sites.google.com/site/tgwena/engineering-docs/engineering-permissions-list

Grasp