enthought/pyql
Cython QuantLib wrappers observed · 2026-08-28
Health v2 · maintenance only
74/100
- Activity 93
- Release rhythm 35
- Longevity 100
Flags: no_releases no_license
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-03. Adoption (stars, forks) is never an input.
- gap_med: n/a
- age_days: 5291
- days_rel: n/a
- days_push: 47
- n_releases_24m: 0
Adoption not part of the score
1335 stars · 234 forks observed · 2026-08-28
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded
PyQL provides Cython-based Python wrappers over the QuantLib C++ quantitative finance library, exposing objects like Date and Calendar with a simpler interface than SWIG-based QuantLib-Python. It requires QuantLib 1.5+ and supports Python 2 and 3.
Use cases
- price bonds and options from python
- use quantlib date and calendar classes in python
- build python bindings for a c++ quant library
- compute financial schedules and day counts in python
- prototype quantitative finance models in python
When to choose
- you want a lightweight, Cython-based alternative to the SWIG QuantLib-Python bindings
- you mainly need simple QuantLib objects like dates and calendars in Python
- you are comfortable compiling against QuantLib yourself
When to avoid
- you need the full breadth of QuantLib instrument and pricing coverage out of the box
- you want prebuilt wheels with no C++ compilation
- you need polished documentation and tutorials
Facets
library · maturity active
sdk math fintech python cpp cross-platform quantlib cython quantitative-finance bindings fixed-income date-calendar python-bindings
1 source
- readme: https://github.com/enthought/pyql · fetched 2026-08-28 · 88873a547233
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| enthought/pyql | main | 74 |
For agents
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem