有没有人知道Python有什么好的quantlib示例?我似乎在任何地方都找不到...
发布于 2010-05-31 21:07:02
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如果你没有使用Ubuntu/Debian,你的操作系统可能有一个类似的包,或者你也可以通过下载quantlib-swig_0.9.9.orig.tar.gz获得这些文件。
发布于 2010-06-01 20:43:38
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归档文件)后,它们就在Python\examples文件夹中。
发布于 2012-10-28 18:12:34
最好的(只有...)到目前为止,我找到的QL/Python示例代码是由https://sites.google.com/site/tgwena/engineering-docs/engineering-permissions-list的Tawanda Gwena编写的
https://stackoverflow.com/questions/2943516
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