Python Quantlib 示例？

Question

有谁知道 Python 有什么好的 Quantlib 示例吗？我似乎找不到任何地方......

Answer 1

Ubuntu 软件包 quantlib-python：

/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，可能有适合您操作系统的类似软件包，或者您也可以通过下载 quantlib-swig_0.9.9.orig.tar.gz。

Answer 2

它们位于 QuantLib-SWIG 发行版中（您可能已经从 QuantLib 站点获得了该发行版。）解压 tarball（或 zip 存档）后，它们位于 Python\examples 文件夹中。

Answer 3

到目前为止，我发现的最好的（唯一的）QL/Python 示例代码是由 Tawanda Gwena 在 https://sites.google.com/site/tgwena/engineering-docs/engineering-permissions-list