Reference documentation for the quantlib package
The API of the Python wrappers try to be as close as possible to the C++
original source but keeping a Pythonic simple access to classes, methods and
functions. Most of the complex structures related to proper memory management
are completely hidden being the Python layers (for example boost::shared_ptr and Handle).
quantlib
quantlib.settings
quantlib.quotes
quantlib.cashflow
quantlib.index
quantlib.interest_rate
quantlib.currency
quantlib.currency.currency
quantlib.currency.currencies
quantlib.indexes
quantlib.instruments
quantlib.instruments.bonds
quantlib.instruments.option
quantlib.instruments.credit_default_swap
quantlib.math
quantlib.model.equity
quantlib.processes
quantlib.termstructures
quantlib.termstructures.inflation_term_structure
quantlib.termstructures.default_term_structure
yield_term_structure
:quantlib.termstructures.yields
mod:~quantlib.termstructures.yields.rate_helpers
bond_helpers
flat_forward
zero_curve
quantlib.termstructures.credit
default_probability_helpers
piecewise_default_curve
flat_hazard_rate
interpolated_hazardrate_curve
quantlib.time
quantlib.time.date
quantlib.time.calendar
quantlib.time.daycounter
quantlib.time.daycounters
simple
thirty360
quantlib.time.schedule