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Questions tagged [quantlib-swig]

Language bindings for QuantLib

75 questions
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Pricing a Floating Bond in quantlib using Python

I am trying to price a very basic floating rate bond in python using the Quantlib (v1.2) SWIG wrapper. I modified the example included with the documentation. My bond has a 4 year maturity. The libor is set to 10% and the spread of the bond is 0.…
ducky
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Python Quantlib convert Quantlib Date to datetime

I have a list of dates defined in the Date format of quantlib. How can I convert these into datetime format. The reason I am asking is, that I would like to plot it and I received the follwoing error: TypeError: float() argument must be a string or…
MCM
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Cash-settled swaptions pricing in QuantLib-Python

I am trying to price a cash-settled swaption in QuantLib using the swigged python version, the code is as follows: import QuantLib as ql # QL session today = ql.Date(2, ql.January, 2019) ql.Settings.instance().evaluationDate = today # Underlying…
byouness
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QuantLib cpibond bond example in Python

I am trying to get the official C++ cpibond example working in Python. The original example is here: https://github.com/lballabio/quantlib/blob/master/QuantLib/test-suite/inflationcpibond.cpp and for scala here:…
Charles
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QuantLib in Python - cannot pickle 'SwigPyObject' object

I complied QuantLib in Visual Studio 2017 and built the library under Release x64. Then I installed QuantLib Swig according to the instruction here: https://www.quantlib.org/install/windows-python.shtml The directories in VS are set as in the…
yi_fr
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Quantlib-python No constructor defined

I am trying to instanciate the class Forward as below import QuantLib as ql calculation_date = ql.Date().todaysDate() ql.Settings.instance().evaluationDate = calculation_date day_count = ql.Thirty360() yield_ts_handle =…
Loic Rougier
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Using QuantLib to compute cash flows for floored FloatingRateBonds

I'm encountering an issue generating cash flows from bonds with a floor. I initially had an issue because I neglected to set a pricer. I've since set a pricer as below. ql_bond = QuantLib.FloatingRateBond(settlement_days, #settlementDays …
user402078
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Using QuantLib to compute cash flows for FloatingRateBond with Floor

Very new to QuantLib so guessing this is a rookie mistake. Enjoyed getting to know this powerful library so thank you to the authors and contributors! I'm able to generate amounts for cashflows for a FloatingRateBond without a pricer if there isn't…
user402078
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Installing QuantLib Python under Windows

I am trying to install QuantLib Python under Windows. I dowloaded Christopher Gohlke precompiled version 3.5 64-bit and installed it, but got usual error after running it File "E:/Code/Centerprise/Positions/Common items/Python/Temp.py", line 4, in…
user1700890
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How do I get coupon payment dates for a simple fixed bond using quantlib, quantlib-swig and python

I am trying yo learn quantlib (1.3) & python bindings using quantlib-swig (1.2) in ubuntu 13.04. As a starter I am trying to determine the payment dates for a very simple bond as given below using 30/360 European day counter from QuantLib import…
kishore
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QuantLib+SWIG+C# 4.0+Visual Studio 2010: TypeInitializationException

I would like to add a small feature to QuantLib and compile it together with SWIG bindings to use in a C# project in Visual Studio 2010. I am however having problems at almost every turn. What are the steps involved in building QuantLib in Visual…
user1214135
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Do QuantLib 1.1 + SWIG + Ruby 1.9 work on Mac?

For starters I would like to find out whether the latest version of QuantLib 1.1 is working with its Ruby bindings via SWIG with Ruby 1.9 on a Mac. I installed QuantLib and QuantLib-SWIG along with Boost and SWIG itself via Homebrew but I get an…
iRonin
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How to Debug QuantLib-Python module in Visual Studio

QuantLib-Python is a SWIG-generated python module allowing access to QuantLib (C++) functionality. I wish to debug the core QuantLib source code from within Visual Studio debugger (by attaching to a python process). In the past I was able to do…
weesh
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python 3.6: No module named _QuantLib after installation of QuantLib and QuantLib-SWIG

I am trying to install QuantLib and Python QuantLib-SWIG on Mac OSX 10.12.5 Sierra and Python 3.6.1., but get error messages: ImportError: dlopen(build/lib.macosx-10.7-x86_64- 3.6/QuantLib/_QuantLib.cpython-36m-darwin.so, 2): Symbol not found: __…
Taylor Fitch
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How to advance the day in Quantlib

My understanding is that in order to advance the day, you do something like this: ql.Settings.instance().evaluation_date = calculation_date + 1 However, when I execute the following code, I get the same value for the options: import QuantLib as ql …
Ivan
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