python Quantlib示例？ [关闭

Question

有人知道Python有任何好的Quantlib示例吗？我似乎找不到任何地方...

Answer 1

在 Ubuntu包 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

如果您不使用Ubuntu/debian，则可能有类似的操作系统包，或者也可以通过下载获取这些文件 QUANTLIB-SWIG_0.9.9.9.orig.tar.gz.

Answer 2

他们在Quantlib-Swig发行版中（您可能已经从Quantlib站点得到了。）一旦您打开Tarball（或Zip Archive），它们就会在Python 示例文件夹中。

Answer 3

到目前为止，我发现的最好的（唯一...）QL/Python示例代码是Tawanda Gwena在 https://sites.google.com/site/tgwena/engineering-docs/engineering-permissions-list