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PyQL - QuantLib Cython wrappers

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 is still considered as alpha version even if it works quite well.

As PyQL is already used by other projects, we are still looking for a good name. Suggestions are welcome!

Prerequisites

Building the library

See the getting_started.rst documentation in docs/source for the full details!

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Cython QuantLib wrappers

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