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Does anyone know of any good quantlib examples for Python? I cant seem to find any anywhere...

skyeagle
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    http://gouthamanbalaraman.com/blog/quantlib-python-tutorials-with-examples.html has a few good examples I wrote. – Goutham Dec 03 '15 at 16:51

3 Answers3

7

There are examples in the Ubuntu package 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

If you are not using Ubuntu/Debian, there might be a similar package for your OS, or you can also get these files by downloading quantlib-swig_0.9.9.orig.tar.gz.

unutbu
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5

They're in the QuantLib-SWIG distribution (you probably got that from the QuantLib site already.) Once you unpack the tarball (or the zip archive) they're in the Python\examples folder.

Luigi Ballabio
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0

The best (only ...) QL/Python example codes I have found so far are those written by Tawanda Gwena at https://sites.google.com/site/tgwena/engineering-docs/engineering-permissions-list

tagoma
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