Quantlib Python

[pingu]

Read QuantLib Python Cookbook | Leanpub

 

[yetanotherquant]

QuantLib Python - debugging C++ side with Visual Studio and PyCharm - a dirty way

 

[Daniel Duffy]

QuantLib Python - debugging C++ side with Visual Studio and PyCharm - a dirty way

Visual Studio 2017 has Python support. Is that an alternative to SWIG which is getting long in the tooth?

 

[yetanotherquant]

Visual Studio 2017 has Python support.

Yes, but it is also non-trivial to setup a "C++Python" project.
Anyway, I would prefer (if possible) to stay with PyCharm for Python-side.

Is that an alternative to SWIG which is getting long in the tooth?

To my knowledge there is none (I mean no open-source project, which is more or less complete or is being actively developed).
SWIG is indeed old but it allows to port to many languages (and there are SWIG interfaces not only for Python in QuantLib-SWIG)

 

[Daniel Duffy]

Yes, but it is also non-trivial to setup a "C++Python" project.
Anyway, I would prefer (if possible) to stay with PyCharm for Python-side.


To my knowledge there is none (I mean no open-source project, which is more or less complete or is being actively developed).
SWIG is indeed old but it allows to port to many languages (and there are SWIG interfaces not only for Python in QuantLib-SWIG)

In .NET is it possible to wrap QL C++ in an assembly/dll and call it from C# Excel-DNA (yes, I've done it) without any SWIG. It's very easy.

I am not sure at this moment about Python-.NET interop.

 

[pingu]

In .NET is it possible to wrap QL C++ in an assembly/dll and call it from C# Excel-DNA (yes, I've done it) without any SWIG. It's very easy.

I am not sure at this moment about Python-.NET interop.

I don't know about .Net but you can work with Python and Excel VBA very easy using xlwings (for free). That's not the same as reading Excel workbooks in python. That's even easier using pandas or xlrd or any of the dozens of packages that achieved the same thing.

There used to be some other products that you have to pay for and achieve the same functionality.

 

[MRoss]

I don't know about .Net but you can work with Python and Excel VBA very easy using xlwings (for free). That's not the same as reading Excel workbooks in python. That's even easier using pandas or xlrd or any of the dozens of packages that achieved the same thing.

There used to be some other products that you have to pay for and achieve the same functionality.

We use xlwings at work all the time.

 

[Daniel Duffy]

GitHub - AIM-IT4/QuantitativeDerivativeModels

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