Python quantlib示例？

Question

有谁知道Python的任何好的quantlib示例？我似乎无法找到任何地方......

Answer 1

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.

Answer 2

它们位于 QuantLib-SWIG 发行版中（您可能已经从 QuantLib 站点获得了它。）一旦您解压了 tarball（或 zip 存档），它们就位于 Python\examples 文件夹中。