mathmatical expressions evaluation
beliavsky at aol.com
beliavsky at aol.com
Wed Dec 22 09:41:08 EST 2004
There is QuantLib at http://quantlib.org/ . The site says "QuantLib is
written in C++ with a clean object model, and is then exported to
different languages such as Python, Ruby, and Scheme." I have not tried
it -- if it is easily usable from Python please write back to c.l.p.
There is a Python Finance email list at
http://www.reportlab.co.uk/mailman/listinfo/python-finance .
In calculations involving bonds one needs arrays to store payment dates
and amounts etc., for which numarray should be used instead of Python
lists, for efficiency.
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