RiskQuantLib

RiskQuantLib is a derivative of Quantlib, a famous quantitative library of financial engineering. Unlike QuantLib, however, RiskQuantLib is a scaffolding of financial analysis. RiskQuantLib provides default class of financial instruments and allows you to create new classes you want automatically, given the inheritance rules and other information. It also provides automation building tools to add attributes to classes automatically.

You can read the document on https://riskquantlib-doc.readthedocs.io/en/latest/index.html

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1 maintainer

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Avatar for Syuya_Murakami from gravatar.com Syuya_Murakami

Credits

Author: Syuya_Murakami

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MIT
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Requires

Python >=3.8

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Metadata

Project links

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

1 maintainer

PyPI data
Data sourced directly from PyPI's database.
Avatar for Syuya_Murakami from gravatar.com Syuya_Murakami

Credits

Author: Syuya_Murakami

License expression

MIT
View SPDX License List

Requires

Python >=3.8

Classifiers

Report project as malware

Release files for RiskQuantLib 0.4.4

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for RiskQuantLib 0.4.4
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riskquantlib-0.4.4.tar.gz 75.8 kB Details

Built distribution (wheel)

Table of built distributions (wheels) for RiskQuantLib 0.4.4
File Interpreter ABI Platform
riskquantlib-0.4.4-py3-none-any.whl 93.7 kB Python 3 none any Details

Total release size: 169.5 kB

Release files / riskquantlib-0.4.4.tar.gz

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Size 75.8 kB
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Release files / riskquantlib-0.4.4-py3-none-any.whl

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Size 93.7 kB
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