PyQL - QuantLib Cython wrappers
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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 is based on QuantLib version 1.1 and 1.2
This is still considered as alpha version even if it works quiet well.
As PyQL is already used by other projects, we are still looking for a good
name. Suggestions are welcome!
Building the library
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Builds are must be done with Cython 0.16 with the cython_0.16.patch applied
(unicode issue fix). Cython 0.15 is not supported anymore as it does not
support templated ctypedef.
The build and test suite can be run::
make clean
make build
make tests