QuantLib 以及 python 相关

来源：互联网发布：微信运动数据更新时间编辑：程序博客网时间：2024/06/02 03:29

Other languages and platforms

QuantLib is available as a C#, Guile,Java, MzScheme, Perl, Python, and Ruby module by means ofSWIG. Experimental bindings toGNU R and Objective Caml are also available; feedback is welcome.
Compilation of the Java module on Windows is performed by means of sKWash. A guide to the process canbe found here.

QuantLibAddin exports aprocedural interface to a number of platforms including MicrosoftExcel (see theQuantLibXL site)and OpenOffice.org Calc.

A modified QuantLib C++ library enabling adjoint automatic differentiation (AAD) is available fromhttps://github.com/compatibl/QuantLibAdjoint.

Deriscope isanother project that aims at exporting QuantLib functionality toExcel.

GNU R support is provided by means of RQuantLib byDirk Eddelbuettel.

A project for porting QuantLib to C# has startedat QLNet and islooking for developers.

The JQuantLib project aimsat a 100% Java port. At this time, it provides about 65% of QuantLib0.9.7.

An alternative set of Python wrappers is provided inthe PyQL project byDidrik Pinte and Patrick Henaff.

QuantLib.jl isa port of QuantLib to the Julia language. The project is in itsinitial stages and welcomes contributions.

QLDDS is a projectthat allows the functionality of the QuantLibAddin for C++ to bedistributed via OpenDDS across multiple computers running differentoperating systems.

QuantLib was integratedinto Ceemple, a solutionenabling rapid C++ based technical computing via an optimizingJust-In-Time compiler.

Other projects aim at ports in a functional language.QuantHastargets the Haskell language,whileQuantifais written in F#; they are looking fordevelopers.HQuantLibis another Haskellport.Cephei.QL wraps the C++library so that it can be called from F#.

Niels Elken Sønderby has a page for the tentativeMathematica project QuantLibMma. Anotherunrelated Mathematica extension wrapping QuantLib functionality can befound at theWeber und Partnersite.

A few QuantLib functions have been ported to the Symphonygrid-computing platform. Details areavailablehere.

Finally,the QuantLibDproject is a port of QuantLib in the D programming language. Theproject is looking for developers.

原文地址：http://quantlib.org/extensions.shtml

pyalgotrade-cn

https://github.com/Yam-cn/pyalgotrade-cn

[pyalgotrade-cn基础]

pyktrader

https://github.com/harveywwu/pyktrader

0 0