QuantLib-Python is a module for quantitative finance.
It is a SWIG wrap of QuantLib, a C++ open source library.
Version 0.2.0 of the C++ library and the Python extension have been released.
The QuantLib project is aimed at providing a comprehensive software framework
for quantitative finance. QuantLib is a free/open source library for modeling,
trading, and risk management in real-life.
Appreciated by quantitative analysts and developers, it is intended for
academics and practitioners alike, eventually promoting a stronger interaction
between them. Quantlib offers tools that are useful both for practical
implementation and for advanced modeling, with features such as market
conventions, yield curve bootstrapping, solvers, PDEs, Monte Carlo, exotic
options, VAR, and so on. More complex tools such as interest rate models are
next on the to-do list.
- added MS VC++ Project (useful for debugging and more)
- added Actual/Actual classes
- added day counter test
- compiles with Borland free C++ compiler
- Added more aliases for option types and rolling conventions
- installation folders changed (for win32 and unixes)
- improved default arguments
- added many currencies
- Added swaps to piecewise flat forward
- clean compilation (no warnings)
- added dividend-Rho greek
- First implementation of segment integral (to be redesigned)
- Knuth random generator
- Cash flows, scheduler, and swap (both generic and simple) added
- added ICGaussian random generator
- generic bug fixes
- Debian packages available
License: XFree86 style
Ferdinando Ametrano (ferdinando(a)ametrano.net)
<P><A HREF="http://quantlib.org">QuantLib-Python 0.1.9</A> - A module for
quantititative finance. (18-Sep-01)</P>
I am pleased to announce that M2Crypto 0.07 snapshot #1 is now available.
This snapshot features the following:
- FTP/TLS as specified in draft-murray-auth-ftp-ssl-07.txt.
M2Crypto.ftpslib builds on Python's ftplib to provide client-side
FTP/TLS functionality. (This uses blocking SSL sockets.)
demo/medusa/ftps_server.py is based on Medusa's ftp_server.py and
provides FTP/TLS server-side functionality. (This uses non-blocking
SSL sockets and is currently the best demonstration of how to do so
Both M2Crypto client and server interoperate with each other, as well
as with Peter Runestig's patched-for-TLS-and-portability OpenBSD FTP
server and client.
- Improved SSL connect/accept methods. (Some minor API changes to come.)
- Fixed M2Crypto.m2urllib to handle HTTP redirects.
Next up, FTP/TLS for ZServerSSL/Zope!
This snapshot is dedicated to the innocent victims of the 0911 terrorist
attacks on the US.
As usual, the snapshot is available here:
Your feedback is appreciated. Cheers.
Ng Pheng Siong <ngps(a)post1.com> * http://www.post1.com/home/ngps
Logilab has just released Narval 1.1b1
What is Narval?
Narval is a framework (language + interpreter + GUI/IDE) dedicated to the
setting up of intelligent personal assistants (IPAs).
An Intelligent Personal Assitant is a companion that will help you in your
daily work in the information world. It runs on your machine or on a
remote server, and you can communicate with it via all standard means
(email, web, telnet, phone, specific GUI, etc). It executes recipes
(sequences of actions) you wrote, to perform a wide range of tasks, such
as prepare your morning newspaper, help you surf the web by filtering out
junk ads, keep searching the web day after day for things you want,
participe in on-line auctions, learn you interests and bring you back
valuable information, take care of repetitive chores, answer e-mail,
negociate the date and time of a meeting, and much more... It is easy to
extend the built in action library by writing new actions in Python.
What's new in 1.1b1?
Well, first of all, we've dropped support for python 1.5.2, so you'll need
python 2.1 to run this new version of Narval. Then Horn has been deeply
refactored. It's still a bit slower than we'd like, but we believe it's
much nicer to use; we are now using gettext for localisation of the code
(a french version of the gui is available). Several internal changes have
also been made in the interpreter, resulting most noticeably in speed
improvements. Last, but not least, we now have a fully functionnal
setup.py script, thanks to much code by Fourthought.
Check the changelog (ftp://ftp.logilab.org/pub/narval/CHANGELOG) for more
The download site is ftp://ftp.logilab.org/pub/narval/
Please keep us posted if you encounter any installation or utilisation
LOGILAB, Paris (France).
Narval, the first software agent available as free software (GPL).
A combined TCP and ICP to ICMP mapping proxy in Python.
pyproxy is a combined TCP and ICP to ICMP mapping proxy implemented in
Python. The TCP proxy is a basic TCP forwarding proxy. The ICP to ICMP
mapping proxy converts incoming ICP queries to ICMP pings, returning ICP
MISS responses when the ping returns. pyproxy is designed primarily to
allow squid to use ICP load balancing to upstream proxies that don't
allow or support ICP or UDP echo.
This has already been announced on Freshmeat. This uses updated parts of
Jeremy Hylton's "ping and traceroute for Python". It is also a useful
example application of Python's asyncore module.
Categories: Net Applications, + Sockets
Donovan Baarda (abo(a)minkirri.apana.org.au)
<a href="http://freshmeat.net/projects/pyproxy/">pyproxy</a> -- A
combined TCP and ICP to ICMP mapping proxy in Python.
PythonCard is a software construction kit (in the spirit of Apple's
HyperCard) written in Python.
You can download the latest release at:
Samples included in the latest release: addresses, conversions, dbBrowser,
dialogs, doodle, findfiles, hopalong, minimal, proof, resourceEditor,
samples, searchexplorer, sounds, SourceForgeTracker, textIndexer, tictactoe,
turtle, widgets, worldclock
To see screenshots of some of the samples, visit:
A description of each sample is included in the docs directory and the
readme.txt file in each sample directory.
PythonCard home page
SourceForge summary page
PythonCard requires Python 2.1.x or later and wxPython 2.3.x. wxPython is
available at http://www.wxpython.org/
PythonCard relies on wxPython, it will support the Macintosh once wxPython
has been ported to the Mac.
PyCrust by Patrick K. O'Brien is required by PythonCard, but is no longer
included as part of the PythonCardPrototype releases. Please visit the home
page at http://sourceforge.net/projects/pycrust/
and download the latest release at
Changes since release 0.4.3 (2001-08-23):
Release 0.4.5 2001-09-17
PyCrust is no longer included in the PythonCardPrototype
distribution, please download PyCrust at:
moved Bitmap class to graphic.py module
added getPILBits and setPILBits to Bitmap class
to simplify using PIL with PythonCard
added BitmapCanvas widget to widget.py
added doodle and hopalong samples which use BitmapCanvas
The BitmapCanvas is very experimental and will be
enhanced and improved
Debug windows are now children of the app window
Namespace Viewer, Property Editor, Shell
added 'Save Configuration' option to Debug menu
this will create a pythoncard.user.config.py file
with the current debug window position and sizes
changed Message Watcher to use sizers
renamed readDictionaryFile to readAndEvalFile
updated addresses.py and searchexplorer.py to use the new function
Release 0.4.4.5 2001-09-08
posted Help Wanted on SourceForge
posted Python Conference request for papers/tutorials
added addMethod to Scriptable class for dynamically adding
handlers at runtime, see:
added 'openBackground' message to replace using __init__
changed background handlers to on_mouseClick form
modified SourceForgeTracker so that double-clicking on a topic
launches the web page for that topic in a browser
Neil added Pyker.hta and PykerLaunch.hta
see the following URL for more info
Andy added a TODO.txt to document short-term plans for PythonCard
Property Editor and resourceEditor sample were changed to use
default size (-1, -1) values
added enable and check menu items to menu.py
see the url below and thread replies
started some documentation for the Button class
added display of .rsrc.py files in samples.py
Patrick added dot notation support to the Font class
Jeff and Neil provided some Unix screenshots
These show we need to get sizers working to deal with variable
size widgets and fonts on different platforms
res.py eval() changed to support using Windows-style line endings
added "Redirect stdout to Shell" option to Debug menu
Release 0.4.4.1 2001-08-31
added samples.py to launch the the various sample programs
added readme.txt files to all samples that didn't already
have one. the readme.txt is displayed as the
'description' for a sample
Release 0.4.4 2001-08-30
added getting_started.html to docs\html
added basic status bar support
see test_turtle.py for an example
turtle sample updated
test_turtle.py now uses a status bar and displays the
time required to draw a design
added line(x1, y1, x2, y2) method to turtle
added extra parametes to FileDialog to support saving files
see resourceEditor for an example
see dialog.py for complete list of options
added Namespace Viewer using PyFilling (part of PyCrust 0.6)
fixed numerous Property Editor edit/display bugs
widgets are now displayed in the proper order
added Font support to all widgets
Font class moved to font.py module
the actual text descriptions of the fonts is going to
change, so if you use them, just be aware that the format
of the font descriptions will change by the next release
a font can be passed to the Font dialog to set the initial
commented out 'import warnings' for Python 2.0 support
but PyCrust usage still means that you need Python 2.1.x
if any Debug windows like the shell will be used
fixed unitialized empty bitmaps on win98
added append method to Choice class
added setFocus method to Widget
dbBrowser sample updated to version 0.2
resourceEditor can now save .rsrc.py files
make sure to only work on copies in case of bugs
also some hand editing of .rsrc.py is still necessary
depending on what you're trying to do
Duplicate Widget menu item now causes the duplicate to
be offset 10 pixels so it can be selected to select
added template.rsrc.py for defaults
worldclock sample demonstrates simple use of logging
A tty usage monitor written in Python
pyttymon is a simple daemon that monitors and limits usage of ttys. It
is implemented in Python. A simple config file can specify monthly,
daily, session, and idle limits based on tty, user, group, and ttys in
use. It was inspired by timeoutd, but adds support for monthly maximums
and different limits based on the number of ttys in use.
This was announced some time ago on freshmeat. It is in active use, and
is IMHO a fairly good example of a Python daemon, complete with
/etc/init.d start/stop scripts, pid file, and logging.
Categories: Utility Apps
Donovan Baarda (abo(a)minkirri.apana.org.au)
<a href="http://freshmeat.net/projects/pyttymon/">pyttymon</a> -- A tty
usage monitor written in Python
I've written an article describing the Web architecture that we use at
the MEMS Exchange. Comments and suggestions on it are very welcome.
The MEMS Exchange (MX) project is an experiment in distributed
microfabrication that needs to take advantage of the Internet
in order to function. In developing the required custom
software, the MX software development team faced a complex
task with no clear way to figure out our requirements ahead of
time. The team therefore selected or wrote tools that are
simple yet still powerful and flexible, and also adopted a
flexible and free-flowing methodology using some of the
principles of agile programming. This paper will discuss the
tools we've built and the techniques we use.
What is it:
The Sybase module provides a Python interface to the Sybase relational
database system. It supports all of the Python Database API, version
2.0 with extensions.
Commercial support is available for this module. Please refer to our
website for details:
For those people who do not have LaTeX installed there is a PDF
document. These is also a PostScript document which prints out a
handy A5 booklet on an A4 duplex printer.
The module and documentation are all available on here:
Changes for this release
There are no functional changes in this release.
Extra conditional compilation logic has been added to allow the module
to compile with more releases of Sybase. In particular, the module
will compile with Sybase 11.0.3 again.
A pre-release of SPARK: the Scanning, Parsing, And Rewriting Kit is
available for testing. At this time, I'm only distributing a new
spark.py; I'm particularly interested in hearing from existing SPARK
users -- there's been some major code changes, and I want to make sure
I didn't break anything.
SPARK features a collection of classes which can be used to implement little languages. It includes classes for scanning, parsing, AST
construction, AST traversal, and tree pattern matching.
The major change is that the parser runs up to twice as fast as it did
in SPARK 0.6.1. The full changelog is below.
Please note that the web site has moved, and my email address has
changed. The new web site for SPARK is
CHANGES FROM 0.7pre2 -> 0.7pre3:
- GenericParser has an experimental mechanism for pickling a parser,
forcing all precomputation to be performed. The result runs
twice as fast as 0.6.1.
CHANGES FROM 0.6.1 -> 0.7pre2:
- GenericScanner's constructor now accepts an optional parameter
to pass in additional flags to re.compile (in addition to
- GenericScanner's default pattern now raises an exception rather
than silently swallowing input, at the request of several
- GenericParser has had a complete rewrite, fixing a number of
obscure bugs. It uses a "new" algorithm (in some sense)
that runs about 30% faster than 0.6.1.