Roadmap¶
- Provide binary version for Mac, Windows and Linux
- Increase the Python coverage for C++ classes
- Make the API more pythonic and user friendly to abstract more of the complex C++ constructions
- Provide a better integration for large datasets
- Investigate potential OpenMP support
Documentation¶
List of online resources useful for the project:
- add examples from http://quantlib.org/slides/dima-ql-intro-1.pdf
- Fixed income - indexes (see http://quantlib.org/slides/dima-ql-intro-2.pdf p78)