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Python quantlib示例?_Python_Quantlib - Fatal编程技术网

Python quantlib示例?

Python quantlib示例?,python,quantlib,Python,Quantlib,有人知道Python的quantlib示例吗?我似乎找不到任何地方…quantlib python中有一些示例: /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/do

有人知道Python的quantlib示例吗?我似乎找不到任何地方…

quantlib python中有一些示例:

/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

如果您没有使用Ubuntu/Debian,您的操作系统可能会有一个类似的软件包,或者您也可以通过下载获得这些文件。

它们在QuantLib SWIG发行版中(您可能已经从QuantLib站点获得了)。一旦您解包tarball(或zip存档),它们就在Python\examples文件夹中。

最好的(只有…)到目前为止,我找到的QL/Python示例代码都是Tawanda Gwena在

omg上写的!是quantlib fame的Luigi Ballabio吗?!我写了几个很好的示例。