Python quantlib示例？

Question

有没有人知道Python的任何好的quantlib示例？我似乎无法找到任何地方......

Answer 1

Ubuntu package quantlib-python中有一些示例：

/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

如果您没有使用Ubuntu / Debian，可能会有类似的操作系统包，或者您也可以通过下载quantlib-swig_0.9.9.orig.tar.gz来获取这些文件。

Answer 2

他们在QuantLib-SWIG发行版中（你可能已经从QuantLib网站获得了这个版本。）一旦解压缩tarball（或zip存档），它们就在Python \ examples文件夹中。

Answer 3

迄今为止我发现的最好的（仅...）QL / Python示例代码是Tawanda Gwena在https://sites.google.com/site/tgwena/engineering-docs/engineering-permissions-list撰写的代码