Does anyone know of any good quantlib examples for Python? I cant seem to find any anywhere...
+1
A:
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.
unutbu
2010-05-31 13:07:02
+1
A:
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.
Luigi Ballabio
2010-06-01 12:43:37
omg! is it Luigi Ballabio of quantlib fame ?!
skyeagle
2010-06-01 19:42:14