Python bindings for the QuantLib library
Project description
QuantLib (https://www.quantlib.org/) is a free/open-source C++ library for financial quantitative analysts and developers, aimed at providing a comprehensive software framework for quantitative finance.
QuantLib is Non-Copylefted Free Software and OSI Certified Open Source Software.
Free-threading wheels are also provided. Note, though, that the underlying C++ library is not thread-safe. It has globals (most notably, the evaluation date) that in the current version of the wheels can’t be set per thread. Also, we suggest to avoid sharing objects and state across threads; each thread should have its set of curves and instruments. Given that they calculate and cache results lazily, sharing them will probably lead to data races.
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