pyql | Cython QuantLib wrappers

by enthought Python Version: Current License: Non-SPDX

X-Ray Key Features Code Snippets Community Discussions(3)Vulnerabilities Install Support

kandi X-RAY | pyql Summary

pyql is a Python library. pyql has no bugs, it has no vulnerabilities, it has build file available and it has low support. However pyql has a Non-SPDX License. You can download it from GitHub.

This library is a new set of wrappers using Cython on top of QuantLib. It currently focuses on useful simple objects like Date, Calendar but might be extended to more complex wrappers if needed. This work started on QuantLib version 1.1 and 1.2 and is now requiring version 1.5 at least and supports QuantLib 1.8. It offers support for Python 2 and 3.

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Quality

Security

License

Reuse

Support

pyql has a low active ecosystem.

It has 449 star(s) with 142 fork(s). There are 96 watchers for this library.

It had no major release in the last 6 months.

There are 22 open issues and 49 have been closed. On average issues are closed in 106 days. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of pyql is current.

Quality

pyql has 0 bugs and 0 code smells.

Security

pyql has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

pyql code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

pyql has a Non-SPDX License.

Non-SPDX licenses can be open source with a non SPDX compliant license, or non open source licenses, and you need to review them closely before use.

Reuse

pyql releases are not available. You will need to build from source code and install.

Build file is available. You can build the component from source.

pyql saves you 3841 person hours of effort in developing the same functionality from scratch.

It has 8186 lines of code, 376 functions and 146 files.

It has medium code complexity. Code complexity directly impacts maintainability of the code.

Top functions reviewed by kandi - BETA

kandi has reviewed pyql and discovered the below as its top functions. This is intended to give you an instant insight into pyql implemented functionality, and help decide if they suit your requirements.

Main function for dividend option
Partition a date into a datetime object
Calculate the zero rate for a given term
Convert a Python datetime to a Date object
Computes the implied volume of an option
Example example
Extracts the term structure from the LiborHub data
Collect extension extensions
Get extra link arguments
Return a list of defined macros
Return a list of extra compile arguments
Calculate the bates model
Reads spx file
Evaluate the heston process
Calculate the batesdetjump calibration
Calculates the Hehenberg calibration
Calculate the batesDouble Exponential Exponential Exponential
Example 3 3
Generate random jump magnitude
Make the calibration plot
Generate jump times
Parse QuantLib version string
Makes a piecewise discount curve
Compute the zero rate for a given term
Compute the zero curve for a given time series
Convert a datetime into a Python datetime object

Get all kandi verified functions for this library.

pyql Key Features

No Key Features are available at this moment for pyql.

pyql Examples and Code Snippets

No Code Snippets are available at this moment for pyql.

Community Discussions

Trending Discussions on pyql

Python 3.7: check if type annotation is "subclass" of generic

import QuantLib as ql ERROR

Greeks of a Vanilla Option in pyql

QUESTION

Python 3.7: check if type annotation is "subclass" of generic

Asked 2019-Oct-14 at 17:10

I'm trying to find a reliable / cross-version (3.5+) way of checking whether a type annotation is a "subclass" of a given generic type (i.e. get the generic type out of the type annotation object).

On Python 3.5 / 3.6, it works a breeze, as you would expect:

...

ANSWER

Answered 2019-Jan-17 at 17:47

First of all: There is no API defined to introspect type hinting objects as defined by the typing module. Type hinting tools are expected to deal with source code, so text, not with Python objects at runtime; mypy doesn't introspect List[str] objects, it instead deals a parsed Abstract Syntax Tree of your source code.

So, while you can always access attributes like __origin__, you are essentially dealing with implementation details (internal bookkeeping), and those implementation details can and will change from version to version.

That said, a core mypy / typing contributor has created the typing_inspect module to develop an introspection API for type hints. The project still documents itself as experimental, and you can expect that to change with time too until it isn't experimental any more. It won't solve your problem here, as it doesn't support Python 3.5, and it's get_origin() function returns the exact same values the __origin__ attribute provides.

With all those caveats out of the way, what you want to access on Python 3.5 / Python 3.6 is the __extra__ attribute; this is the base built-in type used to drive the issubclass() / isinstance() support that the library originally implemented (but since removed in 3.7):

Source https://stackoverflow.com/questions/53854463

QUESTION

import QuantLib as ql ERROR

Asked 2017-Jan-02 at 21:26

I downloaded and installed pyql using python setup.py install

If I import things I need one by one from pyql, it works, e.g.,

...

ANSWER

Answered 2017-Jan-02 at 21:26

I think you're confusing pyql with the Python bindings provided by the QuantLib project. pyql is a separate project, and gives you a quantlib module with a more idiomatic interface but with fewer features at this time.

If you want the QuantLib Python bindings, you can get them from the QuantLib download page (look in the "other languages" folder inside any of the listed versions); installation instructions are at http://quantlib.org/install.shtml.

Source https://stackoverflow.com/questions/41431320

QUESTION

Greeks of a Vanilla Option in pyql

Asked 2017-Jan-01 at 21:02

I'm not sure if I am missing an import, but I do not see a way to get any of the greeks of an option in pyql:

...

ANSWER

Answered 2017-Jan-01 at 21:02

It looks like the greeks are only provided in some cases. I am not sure why the built in engines don't just provide the greeks as explained in this video:

https://www.youtube.com/watch?v=MgUlBB59Ll0

Source https://stackoverflow.com/questions/41418595

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install pyql

You can download it from GitHub.
You can use pyql like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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