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All Projects → lballabio → Quantlib Swig

lballabio / Quantlib Swig

Licence: other
QuantLib wrappers to other languages

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quantitative-financeswig

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QuantLib-SWIG: language bindings for QuantLib

Download source PyPI version PRs Welcome DOI Build status Binder

QuantLib-SWIG provides the means to use QuantLib from a number of languages including Python, Ruby, Perl, C# and Java.

The QuantLib project (http://quantlib.org) is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life.

QuantLib is Non-Copylefted Free Software and OSI Certified Open Source Software.

Download and usage

QuantLib-SWIG can be downloaded from http://quantlib.org/download.shtml.

On Linux/Unix, you can run:

./configure
make
make check
sudo make install

to build, test and install al modules. If you're only interested in a specific language, you can tell make to only work in its subdirectory, as in:

make -C Python

Alternatively, you can cd to a specific subdirectory and follow the instructions in its README file. This is also the procedure for Windows users.

Questions and feedback

Bugs can be reported as a GitHub issue at https://github.com/lballabio/QuantLib-SWIG/issues; if you have a patch available, you can open a pull request instead (see "Contributing" below).

You can also use the quantlib-users and quantlib-dev mailing lists for feedback, questions, etc. More information and instructions for subscribing are at http://quantlib.org/mailinglists.shtml.

Contributing

The easiest way to contribute is through pull requests on GitHub. Get a GitHub account if you don't have it already and clone the repository at https://github.com/lballabio/QuantLib-SWIG with the "Fork" button in the top right corner of the page. Check out your clone to your machine, code away, push your changes to your clone and submit a pull request; instructions are available at https://help.github.com/articles/fork-a-repo. (In case you need them, more detailed instructions for creating pull requests are at https://help.github.com/articles/using-pull-requests, and a basic guide to GitHub is at https://guides.github.com/activities/hello-world/.

It's likely that we won't merge your code right away, and we'll ask for some changes instead. Don't be discouraged! That's normal; the library is complex, and thus it might take some time to become familiar with it and to use it in an idiomatic way.

We're looking forward to your contributions.

Note that the project description data, including the texts, logos, images, and/or trademarks, for each open source project belongs to its rightful owner. If you wish to add or remove any projects, please contact us at [email protected].