有谁知道Python的任何好的quantlib示例?我似乎无法找到任何地方......
Ubuntu包中 有一些例子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
如果您不使用Ubuntu/Debian,可能会有类似的操作系统包,或者您也可以通过下载quantlib-swig_0.9.9.orig.tar.gz获取这些文件.